# Chaos basis enumeration strategies¶

Given an input random vector with prescribed
probability density function (PDF) , it is
possible to build up a *polynomial chaos* (PC) basis
. Of interest is the definition of
enumeration strategies for exploring this basis, i.e. of suitable
*enumeration functions* from to ,
which creates a one-to-one mapping between an integer and a
multi-index .

## Linear enumeration strategy¶

Let us first define the *total degree* of any multi-index
in by . A natural choice to
sort the PC basis (i.e. the multi-indices ) is the
lexicographical order with a constraint of increasing total degree.
Mathematically speaking, a bijective enumeration function
is defined by:

such that:

and

Such an enumeration strategy is illustrated in a two-dimensional case (i.e. ) in the figure below:

(Source code, png, hires.png, pdf)

This corresponds to the following enumeration of the multi-indices:

## Hyperbolic enumeration strategy¶

*hyperbolic*truncation strategy is inspired by the so-called

*sparsity-of-effects principle*, which states that most models are principally governed by main effects and low-order interactions. Accordingly, one wishes to define an enumeration strategy which first selects those multi-indices related to main effects, i.e. with a reasonably small number of nonzero components, prior to selecting those associated with higher-order interactions.

*hyperbolic norm*(or -

*norm*for short) of a multi-index by:

Strictly speaking, is not properly a norm but rather a

quasi-normsince it does not satisfy the triangular inequality. However this abuse of language will be used in the following. Note that the case corresponds to the definition of the total degree.

(1)¶

Moreover, one defines the

frontof by:where is a multi-index with a unit -entry and zero -entries, .

*stratas*. Precisely, the enumeration of the multi-indices is achieved by sorting the elements of in ascending order of the -norm, and then by sorting the possible elements having the same -norm using the bijection . Several examples of partition are given in the sequel.

*Partition based on the total degree.*We can simply define the sequence as the set of natural integers . Thus we build up a sequence of stratas as follows:

The progressive exploration of is depicted in the two-dimensional case for various values of the parameter :

(Source code, png, hires.png, pdf)

*linear*enumeration strategy. Then the retained polynomials are located under a straight line, hence the label

*linear enumeration strategy*. In contrast, when , the retained basis polynomials are located under an hyperbola, hence the name

*hyperbolic enumeration strategy*.

*Partition based on disjoint fronts.*Instead of considering the sequence of natural integers, we define the sequence recursively by:

In other words, is the infimum of the real numbers for which the new front contains only element which do not belong to the former one. Hence the sequence of stratas:

Note that this partition of is finer than the one based on total degrees, since the cardinality of the stratas is smaller.

## Anisotropic hyperbolic enumeration strategy¶

*anisotropic*hyperbolic norm defined by:

where the ’s are real positive numbers. This would lead to first select the basis polynomials depending on a specific subset of input variables.

*partial degree*of the most important variable, i.e. the one associated to the

*smallest*weight . Then the sequence is equal to and the sets are defined by:

If stratas with larger cardinalities are of interest, one may rather consider the partial degree of the least significant variable, i.e. the one associated with the

greatestweight . To this end, the index in the previous formula has to be defined by:

Examples:

References: