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High dimensional model representation for piece-wise continuous function approximation
Date Issued
01-12-2008
Author(s)
Chowdhury, Rajib
Indian Institute of Technology, Madras
Indian Institute of Technology, Madras
Abstract
High dimensional model representation (HDMR) approximates multivariate functions in such a way that the component functions of the approximation are ordered starting from a constant and gradually approaching to multivariance as we proceed along the terms like first-order, second-order and so on. Until now HDMR applications include construction of a computational model directly from laboratory/field data, creating an efficient fully equivalent operational model to replace an existing time-consuming mathematical model, identification of key model variables, global uncertainty assessments, efficient quantitative risk assessments, etc. In this paper, the potential of HDMR for tackling univariate and multivariate piece-wise continuous functions is explored. Eight numerical examples are presented to illustrate the performance of HDMR for approximating a univariate or a multivariate piece-wise continuous function with an equivalent continuous function. Copyright © 2007 John Wiley & Sons, Ltd.
Volume
24