A response-modeling approach to characterization and propagation of uncertainty specified over intervals.
Computational simulation methods have advanced to a point where simulation can contribute substantially in many areas of systems analysis. One research challenge that has accompanied this transition involves the characterization of uncertainty in both computer model inputs and the resulting system response. This article addresses a subset of the 'challenge problems' posed in [Challenge problems: uncertainty in system response given uncertain parameters, 2001] where uncertainty or information is specified over intervals of the input parameters and inferences based on the response are required. The emphasis of the article is to describe and illustrate a method for performing tasks associated with this type of modeling 'economically'-requiring relatively few evaluations of the system to get a precise estimate of the response. This 'response-modeling approach' is used to approximate a probability distribution for the system response. The distribution is then used: (1) to make inferences concerning probabilities associated with response intervals and (2) to guide in determining further, informative, system evaluations to perform.
- Research Organization:
- Sandia National Laboratories
- Sponsoring Organization:
- USDOE
- DOE Contract Number:
- AC04-94AL85000
- OSTI ID:
- 1004351
- Report Number(s):
- SAND2003-3114J
- Journal Information:
- Proposed for publication in Reliability Engineering and System Safety., Journal Name: Proposed for publication in Reliability Engineering and System Safety. Journal Issue: 1-3 Vol. 85; ISSN RESSEP; ISSN 0951-8320
- Country of Publication:
- United States
- Language:
- English
Similar Records
Fuzzy-probabilistic calculations of water-balance uncertainty
Stochastic Framework for Optimal Control of Planetary Reentry Trajectories Under Multilevel Uncertainties