2017 11th European Conference on Antennas and Propagation (EUCAP) 2017
DOI: 10.23919/eucap.2017.7928835
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An application of universal polynomial chaos expansion to numerical stochastic simulations of an UWB EM wave propagation

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“…In the wireless communications, the literature presents hypotheses that the propagation behavior is closer to the deterministic chaotic. Alternative models to the Monte Carlo were proposed, such as the Monte Carlo hybrid system with chaotic polynomial, with aim of achieve a fast convergence [8] and the chaotic polynomial system, to derive mean and variance of an electromagnetic distribution, useful in cases of numerical simulations where a transfer function of a channel or the radius is not provided analytically [9]. Initiatives based on deterministic chaotic equations have been proposed to adjust statistical errors in the propagation model and represent the resulting waveform closer to that found in Nature [10].…”
Section: Introductionmentioning
confidence: 99%
“…In the wireless communications, the literature presents hypotheses that the propagation behavior is closer to the deterministic chaotic. Alternative models to the Monte Carlo were proposed, such as the Monte Carlo hybrid system with chaotic polynomial, with aim of achieve a fast convergence [8] and the chaotic polynomial system, to derive mean and variance of an electromagnetic distribution, useful in cases of numerical simulations where a transfer function of a channel or the radius is not provided analytically [9]. Initiatives based on deterministic chaotic equations have been proposed to adjust statistical errors in the propagation model and represent the resulting waveform closer to that found in Nature [10].…”
Section: Introductionmentioning
confidence: 99%
“…The main idea of the proposed approach is to notice that stochastic polynomials associated with the most common probability density functions in such pairs as normal distribution -Hermite polynomials, Beta distribution -Jacobi polynomials [12,19], etc. can be expanded in series relative to each other, and the coefficients of these expansions can be calculated by means of analytical integration resulting in known analytical relationships [20][21][22]. Thanks to the use of this property, we can calculate the coefficients in the PCE method only once, regardless of changes in the types of probability density function and/or variation of ranges of random parameters, what significantly shortens the simulation times in the case described above.…”
Section: Introductionmentioning
confidence: 99%
“…In our approach, changing the values of random variables (e.g., an average and a standard deviation) or changing the range of a random variable (e.g., a random variable range for a Beta distribution) does not require, as it was already noted above, recalculation of the expansion coefficients through direct numerical integration or linear regression, which must be done for each frequency. The introduced UECs can be recalculated, as it was mentioned, using explicit analytical formulas [20][21][22].…”
Section: Introductionmentioning
confidence: 99%