15 results about "Polynomial chaos" patented technology

Polynomial chaos (PC), also called Wiener chaos expansion, is a non-sampling-based method to determine evolution of uncertainty in a dynamical system when there is probabilistic uncertainty in the system parameters. PC was first introduced by Norbert Wiener where Hermite polynomials were used to model stochastic processes with Gaussian random variables. It can be thought of as an extension of Volterra's theory of nonlinear functionals for stochastic systems.