Computing expensive multivariate functions of fuzzy numbers using sparse grids

@article{Klimke2005ComputingEM,
  title={Computing expensive multivariate functions of fuzzy numbers using sparse grids},
  author={Andreas Klimke and Barbara I. Wohlmuth},
  journal={Fuzzy Sets and Systems},
  year={2005},
  volume={154},
  pages={432-453}
}
Fuzzy arithmetic provides a powerful tool to introduce uncertainty into mathematical models. With Zadeh’s extension principle, one can obtain a fuzzy extension of any objective function. Computing expensive multivariate functions of fuzzy numbers, however, often poses a difficult problem due to non-applicability of common fuzzy arithmetic algorithms, severe overestimation, or very high computational complexity. This paper proposes a new approach based on sparse grids, consisting of two parts… CONTINUE READING
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