Authors
Sang Hoon Lee, Wei Chen
Publication date
2009/1/1
Source
Structural and Multidisciplinary Optimization
Volume
37
Issue
3
Pages
239
Publisher
Springer-Verlag
Description
A wide variety of uncertainty propagation methods exist in literature; however, there is a lack of good understanding of their relative merits. In this paper, a comparative study on the performances of several representative uncertainty propagation methods, including a few newly developed methods that have received growing attention, is performed. The full factorial numerical integration, the univariate dimension reduction method, and the polynomial chaos expansion method are implemented and applied to several test problems. They are tested under different settings of the performance nonlinearity, distribution types of input random variables, and the magnitude of input uncertainty. The performances of those methods are compared in moment estimation, tail probability calculation, and the probability density function construction, corresponding to a wide variety of scenarios of design under uncertainty …
Total citations
Scholar articles
SH Lee, W Chen - Structural and multidisciplinary optimization, 2009