Compressive sampling has become a widely used approach to construct polynomial chaos surrogates when the number of available simulation samples is limited. Originally, these expensive simulation samples would be obtained at random locations in the parameter space. It was later shown that the choice of sample locations could significantly impact the accuracy of resulting surrogates. This motivated new sampling strategies or design-of-experiment approaches, such as coherence-optimal sampling, which aim at improving the coherence property. In this paper, we propose a sampling strategy that can identify near-optimal sample locations that lead to improvement in local-coherence property and also enhancement of cross-correlation properties of measurement matrices. We provide theoretical motivations for the proposed sampling strategy along with several numerical examples that show that our near-optimal sampling strategy produces substantially more accurate results, compared to other sampling strategies.
Nine in ten major outages in the US have been caused by hurricanes. Long-term outage risk is a function of climate change-triggered shifts in hurricane frequency and intensity; yet projections of both remain highly uncertain. However, outage risk models do not account for the epistemic uncertainties in physics-based hurricane projections under climate change, largely due to the extreme computational complexity. Instead they use simple probabilistic assumptions to model such uncertainties. Here, we propose a transparent and efficient framework to, for the first time, bridge the physics-based hurricane projections and intricate outage risk models. We find that uncertainty in projections of the frequency of weaker storms explains over 95% of the uncertainty in outage projections; thus, reducing this uncertainty will greatly improve outage risk management. We also show that the expected annual fraction of affected customers exhibits large variances, warranting the adoption of robust resilience investment strategies and climate-informed regulatory frameworks.
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