An efficient algorithm for building locally refined hp – adaptive H-PCFE: Application to uncertainty quantification

Abstract

Hybrid polynomial correlated function expansion (H-PCFE) is a novel metamodel formulated by coupling polynomial correlated function expansion (PCFE) and Kriging. Unlike commonly available metamodels, H-PCFE performs a bi-level approximation and hence, yields more accurate results. However, till date, it is only applicable to medium scaled problems. In order to address this apparent void, this paper presents an improved H-PCFE, referred to as locally refined hp – adaptive H-PCFE. The proposed framework computes the optimal polynomial order and important component functions of PCFE, which is an integral part of H-PCFE, by using global variance based sensitivity analysis. Optimal number of training points are selected by using distribution adaptive sequential experimental design. Additionally, the formulated model is locally refined by utilizing the prediction error, which is inherently obtained in H-PCFE. Applicability of the proposed approach has been illustrated with two academic and two industrial problems. To illustrate the superior performance of the proposed approach, results obtained have been compared with those obtained using hp – adaptive PCFE. It is observed that the proposed approach yields highly accurate results. Furthermore, as compared to hp – adaptive PCFE, significantly less number of actual function evaluations are required for obtaining results of similar accuracy.