A comparative study of uncertainty propagation methods for black-box-type problems

  title={A comparative study of uncertainty propagation methods for black-box-type problems},
  author={Sang-Hoon Lee and Wei Chen},
  journal={Structural and Multidisciplinary Optimization},
  • S. Lee, Wei Chen
  • Published 2008
  • Mathematics
  • Structural and Multidisciplinary Optimization
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… Expand
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