An Application of Universal Polynomial Chaos Expansion to Numerical Stochastic Simulations of an UWB EM Wave Propagation
[ 1 ] Katedra Telekomunikacji Multimedialnej i Mikroelektroniki, Wydział Elektroniki i Telekomunikacji, Politechnika Poznańska | [ P ] employee
2017
chapter in monograph / paper
english
- propagation
- polynomial chaos expansion
- stochastic simulation
EN In the paper a new form of universal polynomial chaos expansion, which was introduced in [1], is applied to numerical stochastic simulations of ultra-wideband electromagnetic wave propagation. It is assumed that stochastic parameters of a propagation scenario follow a Gauss distribution. The final coefficients of an expansion are analytical functions of a mean and a standard deviation of a stochastic variable (scenario parameter), which makes an expansion universal. The necessary initial coefficients have to be calculated numerically only once for a freely chosen values of polynomial basis parameters. Then these initial coefficients are used to calculate analytically the universal coefficients.
1878 - 1882
20
WoS (15)