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International Journal for Uncertainty Quantification

Publicou 6 edições por ano

ISSN Imprimir: 2152-5080

ISSN On-line: 2152-5099

The Impact Factor measures the average number of citations received in a particular year by papers published in the journal during the two preceding years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) IF: 1.7 To calculate the five year Impact Factor, citations are counted in 2017 to the previous five years and divided by the source items published in the previous five years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) 5-Year IF: 1.9 The Immediacy Index is the average number of times an article is cited in the year it is published. The journal Immediacy Index indicates how quickly articles in a journal are cited. Immediacy Index: 0.5 The Eigenfactor score, developed by Jevin West and Carl Bergstrom at the University of Washington, is a rating of the total importance of a scientific journal. Journals are rated according to the number of incoming citations, with citations from highly ranked journals weighted to make a larger contribution to the eigenfactor than those from poorly ranked journals. Eigenfactor: 0.0007 The Journal Citation Indicator (JCI) is a single measurement of the field-normalized citation impact of journals in the Web of Science Core Collection across disciplines. The key words here are that the metric is normalized and cross-disciplinary. JCI: 0.5 SJR: 0.584 SNIP: 0.676 CiteScore™:: 3 H-Index: 25

Indexed in

HESSIAN-BASED SAMPLING FOR HIGH-DIMENSIONAL MODEL REDUCTION

Volume 9, Edição 2, 2019, pp. 103-121
DOI: 10.1615/Int.J.UncertaintyQuantification.2019028753
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RESUMO

In this work we develop a Hessian-based sampling method for the construction of goal-oriented reduced order models with high-dimensional parameter inputs. Model reduction is known to be very challenging for high-dimensional parametric problems whose solutions also live in high-dimensional manifolds. However, the manifold of some quantity of interest (QoI) depending on the parametric solutions may be low-dimensional. We use the Hessian of the QoI with respect to the parameter to detect this low-dimensionality, and draw training samples by projecting the high-dimensional parameter to a low-dimensional subspace spanned by the eigenvectors of the Hessian corresponding to its dominating eigenvalues. Instead of forming the full Hessian, which is computationally intractable for a high-dimensional parameter, we employ a randomized algorithm to efficiently compute the dominating eigenpairs of the Hessian whose cost does not depend on the nominal dimension of the parameter but only on the intrinsic dimension of the QoI.We demonstrate that the Hessian-based sampling leads to much smaller errors of the reduced basis approximation for the QoI compared to a random sampling for a diffusion equation with random input obeying either uniform or Gaussian distributions.

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