Weighted stochastic response surface method considering sample weights

Fenfen Xiong, Wei Chen, Ying Xiong, Shuxing Yang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

36 Scopus citations

Abstract

Conventional stochastic response surface methods (SRSM) based on polynomial chaos expansion (PCE) for uncertainty propagation treat every sample point equally during the regression process and may produce inaccurate estimations of PCE coefficients. To address this issue, a new weighted stochastic response surface method (WSRSM) that considers the sample probabilistic weights in regression is studied in this work. Techniques for determining sample probabilistic weights for three sampling approaches Gaussian Quadrature point (GQ), Monomial Cubature Rule (MCR), and Latin Hypercube Design (LHD) are developed. The advantage of the proposed method is demonstrated through mathematical and engineering examples. It is shown that for various sampling techniques WSRSM consistently achieves higher accuracy of uncertainty propagation without introducing extra computational cost compared to the conventional SRSM. Insights into the relative accuracy and efficiency of various sampling techniques in implementation are provided as well.

Original languageEnglish (US)
Pages (from-to)837-849
Number of pages13
JournalStructural and Multidisciplinary Optimization
Volume43
Issue number6
DOIs
StatePublished - Jun 2011

Keywords

  • Gauss quadrature
  • Latin hypercube design
  • Monomial Cubature rule
  • Sample probabilistic weights
  • Stochastic response surface method

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Software
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design
  • Control and Optimization

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