damar-wicaksono / uqtestfuns

A Python3 library of test functions from the uncertainty quantification community with a common interface for validation and benchmarking purposes.
https://uqtestfuns.readthedocs.io/en/latest/
MIT License
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Add the Two-Dimensional Test Function from Cheng and Sandu (2010) #335

Open damar-wicaksono opened 7 months ago

damar-wicaksono commented 7 months ago

The two-dimensional non-linear test function from Cheng and Sandu (2010)[^Cheng] is defined as follows:

$$ \mathcal{M}(\boldsymbol{x}) = \cos{\left( x_1 + x_2 \right)} \exp{\left( x_1 x_2 \right)}, $$

where $\boldsymbol{x} = \{ x_1, x_2 \}$ is the vector of input variables modeled as an independent uniform random vector in $[0, 1]^2$. The function was used as a test function in the context of metamodeling exercise in Cheng and Sandu (2010)[^Cheng] (specifically, non-intrusive polynomial chaos approach).

[^Cheng]: H. Cheng and A. Sandu, “Collocation least-squares polynomial chaos method,” in Proceedings of the 2010 Spring Simulation Multiconference, Orlando, Florida: Society for Computer Simulation International, 2010, pp. 1–6. doi: 10.1145/1878537.1878621.