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A stochastic collocation method for large classes of mechanical problems with uncertain parameters
Authors:Ph. Bressolette,M. Fogli,C. Chauviè  re
Affiliation:1. Laboratoire de Mécanique et Ingénieries, UBP & IFMA, 63174 Aubière Cedex, France;2. Laboratoire de Mathématiques, UBP, 63177 Aubière Cedex, France
Abstract:The paper presents a self-contained and didactic approach to the stochastic collocation method. The method relies on the Lagrange polynomials and the Gauss quadrature rule. It is presented for large classes of mechanical problems, i.e. static problems, dynamic problems and spectral problems. After a general presentation of each of them, examples and results are provided. Numerical results show the high rate of convergence of the proposed method.
Keywords:Stochastic finite elements   Stochastic collocation   Lagrange polynomials   Gauss quadrature rule
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