Hi Community Members,
Please could anyone recommend a good and simplified book/ paper(s) / other resource where I could read about ‘Polynomial Chaos Expansion’ with basic information of the process . I wish to complement this with the uqlab manual on this subject. Just a foundational text on this concept simply presented. Thoughts appreciated by you all.
You can find a more detailed presentation on polynomial chaos expansions in this monograph (Chapter 4), or in this dedicated book chapter.
Other important references includes:
- Xiu, D., Karniadakis, G. E., 2002. The Wiener–Askey Polynomial Chaos for Stochastic Differential Equations, SIAM Journal on Scientific Computing, 24, 619–644.
- Soize, C., Ghanem, R., 2004. Physical systems with random uncertainties: chaos representations with arbitrary probability measure. SIAM Journal on Scientific Computing, 26, 395–410.
- Xiu, D., 2010. Numerical methods for stochastic computations – A spectral method approach. Princeton University press.
Thank you so much Prof for the reference. Truly appreciated.