Extending bluff-and-fix estimates for polynomial chaos expansions

Polynomial chaos methods, which are part of a broader class known as stochastic Galerkin schemes, can be used to approximate the solution to a PDE with uncertainties represented by stochastic inputs or parameters. The stochastic solution is expressed as an infinite polynomial expansion truncated to M+1 terms. The approach is then to derive a resulting system of coupled, deterministic PDEs and solve this system with standard numerical techniques. Some challenges with conventional numeric techniques applied in this context are as follows: (1) the solution to a polynomial chaos M system cannot easily reuse an already existing computer solution to an M0 system for some M0更多