ABSTRACT

A number of nonintrusive variants of PCE have been developed to counter the disadvantages of the classical Galerkin method. Stochastic projection is one of them [4,30]. In the present study, a stochastic projection-based approach is used to evaluate the chaos coeffi cients. Here, the chaos expansions are not substituted in the governing equations; instead samples of the solutions are used (using low-order deterministic simulations) to evaluate the coeffi cients directly using a projection formula. As a result, this approach can utilize the existing deterministic code and hence the name nonintrusive. The random process is approximated by a truncated series, as shown in (3.7).