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American Institute of Aeronautics and Astronautics Comparison of Uncertainty Propagation / Response Surface

Summary: American Institute of Aeronautics and Astronautics
Comparison of Uncertainty Propagation / Response Surface
Techniques for Two Aeroelastic Systems
Matthew S. Allen1
University of Wisconsin-Madison, Madison, Wisconsin, 53706, USA
Josť A. Camberos2
Air Force Research Laboratory, Dayton, OH 45433, USA
Uncertainty has always been an important consideration when designing, analyzing and testing engineered
systems, but computational investigations of the effects of uncertainty are only now beginning to become feasible.
Often the limiting factor is the computational expense required to assess the influence of uncertainty on the system.
This work provides an overview of techniques that seek to reduce this expense. Sampling methods such as Monte
Carlo Simulation (MCS), Latin Hypercube Sampling (LHS) and Low-Discrepancy Sequences will be discussed, as
well as reliability methods such as MV, AVM, FORM and SORM. Response surface approximations such as
Kriging and Polynomial Chaos will also be discussed, highlighting the fact that all of these uncertainty
quantification techniques can be understood in the context of a response surface. The strengths and weaknesses of
these uncertainty propagation techniques will be discussed and they will be compared by applying them to two low-
order aerospace problems. The examples illustrate a case where most of the methods are not so satisfactory, and
another where almost any would perform surprisingly well. Most of these methods are implemented in the Design


Source: Allen, Matthew S. - Department of Engineering Physics, University of Wisconsin at Madison


Collections: Engineering