Sparse polynomial chaos expansion based on D-MORPH regression

Polynomial chaos expansion (PCE) is widely used by engineers and modelers in various engineering fields for uncertainty analysis. The computational cost of full PCE is unaffordable for the “curse of dimensionality” of the expansion coefficients. In this paper, a new method for developing sparse PCE is proposed based on the diffeomorphic modulation under observable response preserving homotopy (D-MORPH) algorithm. D-MORPH is a regression...