The Polynomial Chaos Expansion function (
) defines a polynomial chaos expansion (PCE) (also called polynomial chaos and Wiener chaos expansion), which is a method for representing a random variable in terms of a polynomial function of other random variables. PCE can be used to, for example, determine the evolution of uncertainty in a dynamical system when there is probabilistic uncertainty in the system parameters. The default
Function name is
pce1.
Click the Train Model button (
)) to compute internal data that is needed before the function can be evaluated. For most changes made in this
Settings window, the function needs to be trained again for the changes to take effect. The following settings take effect immediately without retraining:
The Train Model functionality requires a license for the Uncertainty Quantification Module.
From the Settings method list, choose
Automatic (the default) or
Manual. If you chose
Manual, you can enter values for these properties:
Select a Data source —
File or
Result table to define the data source for the PCE.
If you select File (the default), enter the complete network path and name of the data file in the
Filename field, or click
Browse to select a text or data file with data in the
Interpolation Data dialog box. You can import data files with comma-separated, semicolon-separated, space-separated, and tab-separated data. You can also click the downward arrow beside the
Browse button and choose
Browse From (
) to open the fullscreen
Select File window. Click the downward arrow for the
Location menu (
) to choose
Show in Auxiliary Data (
) to move to the row for this file in the
Auxiliary Data window,
Copy Location (
), and (if you have copied a file location)
Paste Location (
). Also choose a decimal separator from the
Decimal separator list:
Point (the default) or
Comma. Click
Import (
) to import the data into the model; otherwise, COMSOL Multiphysics references the data on your file system. Click
Export to save the data for the PCE to a file and reference from there instead of including it in the model. Click the
Discard button to delete the imported data for the PCE from the model. Click the
Refresh button (
)to ensure that the file is reread when needed.
If you select Result table, choose the table to use from the
Result table list.
When you have selected a column of Argument type, then, in the
Distribution list, choose the distribution for the input parameter:
Uniform (the default),
Normal(μ,σ),
LogNormal(μ,σ),
Gamma(k,θ),
Beta(α,β),
Weibull(λ,k), or
Gumbel(μ,β). All distributions except the uniform distribution have two distribution parameters shown under the
Distribution list, such as the
Mean and
Standard deviation for a normal distribution and
Shape and
Scale for a gamma distribution. You specify the distribution parameters in the corresponding text field. All distributions except the uniform distribution and beta distribution have
CDF-Lower,
CDF-Upper shown under the
Distribution list. For a
Uniform distribution, also enter values in the
Lower bound and
Upper bound fields.
For all types except Ignored column, you can edit the name of the function or argument in the
Name field underneath and also provide a unit in the
Unit field.
In the Relative tolerance field, specify a relative tolerance (default: 0.001) to use when deciding the required polynomial degree of the trained function.
From the Out-of-range data handling list, choose
Warning (the default) to receive a warning for out-of-range data, or choose
Cancel training to stop the training if out-of-range data appears.
In the Maximum matrix size field, specify the largest matrix size (default: 2000). The matrix size is equal to the number of rows in the input data.
Under Post-training test data, choose an option from the
Validation data list:
None,
Random sample of data values,
Every N:th data value,
Last part of data value, or
Separate table.
If you chose Separate table, a
Validation data table list is available, and the
Validation data fraction setting is not available.
From the Function name list, choose the function values to plot.
The plot parameters are set automatically when the function is trained, from the lower bound and upper bound settings for the corresponding probability distribution. It is possible to change the values manually after training. Then use the table below to set the range for arguments in preview plots. For each argument, enter a Lower limit, and an
Upper limit in the
Plot Parameters table. Use the check boxes in the
Plot column to control which arguments to use in the plot (you can select a maximum of three arguments). If you clear a check box, a constant value, taken from the argument’s lower limit, is used. Constant arguments do no use an axis in the plot. These values and settings are used when you click the
Plot button (
) or the
Create Plot button (
) at the top of the
Settings window.