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Dakota  Version 6.2
Public Member Functions | Protected Member Functions
NonDStochCollocation Class Reference

Nonintrusive stochastic collocation approaches to uncertainty quantification. More...

Inheritance diagram for NonDStochCollocation:
NonDExpansion NonD Analyzer Iterator

List of all members.

Public Member Functions

 NonDStochCollocation (ProblemDescDB &problem_db, Model &model)
 standard constructor
 NonDStochCollocation (Model &model, short exp_coeffs_approach, const UShortArray &num_int_seq, const RealVector &dim_pref, short u_space_type, bool piecewise_basis, bool use_derivs)
 alternate constructor
 ~NonDStochCollocation ()
 destructor

Protected Member Functions

void resolve_inputs (short &u_space_type, short &data_order)
 perform error checks and mode overrides
void initialize_u_space_model ()
 initialize uSpaceModel polynomial approximations with PCE/SC data
void update_expansion ()
 update an expansion; avoids overhead in compute_expansion()
Real compute_covariance_metric ()
 compute 2-norm of change in response covariance
Real compute_final_statistics_metric ()
 compute 2-norm of change in final statistics

Detailed Description

Nonintrusive stochastic collocation approaches to uncertainty quantification.

The NonDStochCollocation class uses a stochastic collocation (SC) approach to approximate the effect of parameter uncertainties on response functions of interest. It utilizes the InterpPolyApproximation class to manage multidimensional Lagrange polynomial interpolants.


Constructor & Destructor Documentation

NonDStochCollocation ( ProblemDescDB problem_db,
Model model 
)
NonDStochCollocation ( Model model,
short  exp_coeffs_approach,
const UShortArray &  num_int_seq,
const RealVector &  dim_pref,
short  u_space_type,
bool  piecewise_basis,
bool  use_derivs 
)

Member Function Documentation

Real compute_covariance_metric ( ) [protected, virtual]
Real compute_final_statistics_metric ( ) [protected, virtual]

The documentation for this class was generated from the following files: