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Dakota
Version 6.2
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Nonintrusive stochastic collocation approaches to uncertainty quantification. More...
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 |
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.
NonDStochCollocation | ( | ProblemDescDB & | problem_db, |
Model & | model | ||
) |
standard constructor
This constructor is called for a standard letter-envelope iterator instantiation using the ProblemDescDB.
References Response::active_set(), Model::assign_rep(), ParallelLibrary::command_line_check(), NonDExpansion::construct_expansion_sampler(), NonDExpansion::construct_quadrature(), NonDExpansion::construct_sparse_grid(), Model::current_response(), NonDExpansion::expansionBasisType, NonDExpansion::expansionCoeffsApproach, ProblemDescDB::get_rv(), ProblemDescDB::get_short(), ProblemDescDB::get_string(), ProblemDescDB::get_usa(), ProblemDescDB::get_ushort(), NonDExpansion::initialize(), NonDStochCollocation::initialize_u_space_model(), Iterator::iteratedModel, NonDExpansion::nestedRules, NonD::numContDesVars, NonD::numContEpistUncVars, NonD::numContStateVars, NonDExpansion::numSamplesOnModel, Iterator::outputLevel, Iterator::parallelLib, NonDExpansion::piecewiseBasis, Iterator::probDescDB, NonDExpansion::refineControl, ActiveSet::request_values(), NonDStochCollocation::resolve_inputs(), NonD::transform_model(), and NonDExpansion::uSpaceModel.
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
This constructor is used for helper iterator instantiation on the fly.
References Response::active_set(), Model::assign_rep(), NonDExpansion::construct_quadrature(), NonDExpansion::construct_sparse_grid(), Model::current_response(), NonDExpansion::expansionBasisType, NonDExpansion::expansionCoeffsApproach, NonDExpansion::initialize(), NonDStochCollocation::initialize_u_space_model(), Iterator::iteratedModel, Iterator::outputLevel, NonDExpansion::piecewiseBasis, ActiveSet::request_values(), NonDStochCollocation::resolve_inputs(), NonD::transform_model(), and NonDExpansion::uSpaceModel.
Real compute_covariance_metric | ( | ) | [protected, virtual] |
compute 2-norm of change in response covariance
computes the default refinement metric based on change in respCovariance
Reimplemented from NonDExpansion.
References Model::approximations(), PecosApproximation::delta_covariance(), PecosApproximation::expansion_coefficient_flag(), NonDExpansion::expansionBasisType, NonDExpansion::initialPtU, NonD::numContDesVars, NonD::numContEpistUncVars, NonD::numContStateVars, Analyzer::numFunctions, NonDExpansion::respCovariance, and NonDExpansion::uSpaceModel.
Real compute_final_statistics_metric | ( | ) | [protected, virtual] |
compute 2-norm of change in final statistics
computes a "goal-oriented" refinement metric employing finalStatistics
Reimplemented from NonDExpansion.
References Model::approximations(), NonD::cdfFlag, NonDExpansion::compute_statistics(), PecosApproximation::delta_beta(), PecosApproximation::delta_z(), PecosApproximation::expansion_coefficient_flag(), NonDExpansion::expansionBasisType, NonD::finalStatistics, Response::function_values(), NonDExpansion::initialPtU, Response::num_functions(), NonD::numContDesVars, NonD::numContEpistUncVars, NonD::numContStateVars, Analyzer::numFunctions, NonD::requestedGenRelLevels, NonD::requestedProbLevels, NonD::requestedRelLevels, NonD::requestedRespLevels, NonD::respLevelTarget, and NonDExpansion::uSpaceModel.