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Introduction to polynomials chaos with NISP Michael Baudin (EDF) Jean-Marc Martinez (CEA) Version 0.5 March 2015

Abstract

This document is an introduction to polynomials chaos with the NISP module for Scilab. We present the univariate orthogonal polynomials which are used in polynomial chaos decompositions. Then we present the multivariate orthogonal polynomials which allows to represent multivariate function based on the tensor product of univariate polynomials. Finally, we present polynomial chaos decomposition techniques. In order to get familiar with this method, this document presents several theoretical results, examples and several Scilab scripts.

This document is a draft.

The scripts are available at :

http://forge.scilab.org/index.php/p/nisp/source/tree/HEAD/doc/polychaos/scripts

Uploaded: 3 years 2 months ago by Michael Baudin

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