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Uncertainty and Sensitivity Analysis for Models of Complex Systems

  • Conference paper
Computational Methods in Transport: Verification and Validation

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 62))

Summary

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) Definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) Generation of samples from uncertain analysis inputs, (3) Propagation of sampled inputs through an analysis, (4) Presentation of uncertainty analysis results, and (5) Determination of sensitivity analysis results.

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  1. Department of Mathematics and Statistics, Arizona State University, Tempe, AZ, 85287-1804, USA

    J. C. Helton

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  1. Lawrence Livermore National Laboratory, 7000 East Ave., Livermore, CA, 94550-9234, USA

    Frank Graziani

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Helton, J.C. (2008). Uncertainty and Sensitivity Analysis for Models of Complex Systems. In: Graziani, F. (eds) Computational Methods in Transport: Verification and Validation. Lecture Notes in Computational Science and Engineering, vol 62. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-77362-7_9

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