Uncertainty quantification in low-probability response estimation using sliced inverse regression and polynomial chaos expansion

Phong T.T. Nguyen and Lance Manuel

Reliability Engineering and System Safety, 2024, vol. 242, issue C

Abstract: For wave energy converters (WECs), wind turbines, etc., estimation of response extremes over a selected exposure time is important during design. Sources of uncertainty arising from background slowly-varying environmental conditions and from shorter time-scale fluctuations in ocean winds, turbulence, etc. must all be considered. Together, these different sources can comprise a high-dimensional vector of stochastic variables (often on the order of hundreds or thousands). To accurately propagate the influence of these uncertainty sources to model outputs, conventional surrogate model building approaches such as polynomial chaos expansion (PCE), stochastic collocation, low-rank tensor approximations, etc. must consider dimension reduction. We explore the use of sliced inverse regression (SIR) combined with polynomial chaos expansion. SIR first reduces the original high-dimensional problem to a low-dimensional one; then, an optimal polynomial PCE model is proposed and applied on “effective†components in the low-dimensional space. SIR-PCE can mitigate the curse of dimensionality. It is employed here in the prediction of the long-term extreme response of offshore structures; it is demonstrated using classical benchmark analytical functions as well as offshore applications including extreme waves and the response of a wave energy converter. Efficiency and accuracy gains over Monte Carlo simulation and other methods in literature are found.

Keywords: Sliced inverse regression; Polynomial chaos expansion; Surrogate models; Stochastic process; Long-term extreme loads; Wave energy converters (search for similar items in EconPapers)
Date: 2024
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:242:y:2024:i:c:s0951832023006646

DOI: 10.1016/j.ress.2023.109750

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