Hi,UQLab,
max: F(Xi,Zi)
F(Xi,Zi) is a implicit model got by finite element method.
Xi (i=1~10) deterministic design variable,
Zi (i=1~9) environmental variable,mean and variance both known.
P[g(Xi,Zi)<=0]<=0.001
Then how to use data driven PCE to approximate F(Xi,Zi) and P[g(Xi,Zi)<=0]?
Could you please make it clear?