Abstract Perturbation methods based on derivatives can be applied to uncertainties in two particular contexts. First, surrogate models based on Taylor expansion can be built after methods for evaluation of first and second derivatives have been developed. Second, PC-based probabilistic functionals can be minimized after a gradient is computed. Both contexts use derivations which are intrusive. This chapter, after a definition of these approaches, concentrates on Taylor surrogate models or Moment methods.


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    Title :

    Introduction to Intrusive Perturbation Methods


    Contributors:


    Publication date :

    2018-07-21


    Size :

    8 pages





    Type of media :

    Article/Chapter (Book)


    Type of material :

    Electronic Resource


    Language :

    English





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