Uncertainty and Sensitivity Analysis for Models of Complex Systems

Autor: J. C. Helton
Rok vydání: 2008
Předmět:
Zdroj: Lecture Notes in Computational Science and Engineering ISBN: 9783540773610
DOI: 10.1007/978-3-540-77362-7_9
Popis: Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) Definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) Generation of samples from uncertain analysis inputs, (3) Propagation of sampled inputs through an analysis, (4) Presentation of uncertainty analysis results, and (5) Determination of sensitivity analysis results.
Databáze: OpenAIRE