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Uncertainty analysis of arbitrary probability distribution based on Stieltjes Process

  • School of Electrical Engineering and Automation, Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The Stieltjes Process is introduced to construct orthogonal polynomials for the random variables with arbitrary probability distributions in the application of the generalized Polynomial Chaos. The accuracy and efficiency of the proposed method are verified by comparing the results with that of the Monte Carlo method. It is demonstrated that the polynomial chaos method achieves the same accuracy as the Monte Carlo method but higher efficiency when it is used to assess the influence of randomness of input parameters in the crosstalk simulation.

Original languageEnglish
Title of host publication2017 IEEE 21st Workshop on Signal and Power Integrity, SPI 2017 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781509056163
DOIs
StatePublished - 7 Jun 2017
Externally publishedYes
Event21st IEEE Workshop on Signal and Power Integrity, SPI 2017 - Lake Maggiore (Baveno), Italy
Duration: 7 May 201710 May 2017

Publication series

Name2017 IEEE 21st Workshop on Signal and Power Integrity, SPI 2017 - Proceedings

Conference

Conference21st IEEE Workshop on Signal and Power Integrity, SPI 2017
Country/TerritoryItaly
CityLake Maggiore (Baveno)
Period7/05/1710/05/17

Keywords

  • Arbitrary probability distributions
  • Crosstalk
  • Generalized Polynomial Chaos
  • Stochastic Galerkin method

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