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Erschienen in: Acta Mechanica Sinica 4/2015

01.08.2015 | Research Paper

Uncertain eigenvalue analysis by the sparse grid stochastic collocation method

verfasst von: J. C. Lan, X. J. Dong, Z. K. Peng, W. M. Zhang, G. Meng

Erschienen in: Acta Mechanica Sinica | Ausgabe 4/2015

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Abstract

In this paper, the eigenvalue problem with multiple uncertain parameters is analyzed by the sparse grid stochastic collocation method. This method provides an interpolation approach to approximate eigenvalues and eigenvectors’ functional dependencies on uncertain parameters. This method repetitively evaluates the deterministic solutions at the pre-selected nodal set to construct a high-dimensional interpolation formula of the result. Taking advantage of the smoothness of the solution in the uncertain space, the sparse grid collocation method can achieve a high order accuracy with a small nodal set. Compared with other sampling based methods, this method converges fast with the increase of the number of points. Some numerical examples with different dimensions are presented to demonstrate the accuracy and efficiency of the sparse grid stochastic collocation method.

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Metadaten
Titel
Uncertain eigenvalue analysis by the sparse grid stochastic collocation method
verfasst von
J. C. Lan
X. J. Dong
Z. K. Peng
W. M. Zhang
G. Meng
Publikationsdatum
01.08.2015
Verlag
The Chinese Society of Theoretical and Applied Mechanics; Institute of Mechanics, Chinese Academy of Sciences
Erschienen in
Acta Mechanica Sinica / Ausgabe 4/2015
Print ISSN: 0567-7718
Elektronische ISSN: 1614-3116
DOI
https://doi.org/10.1007/s10409-015-0422-9

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