An overview of nonintrusive characterization, propagation, and sensitivity analysis of uncertainties in computational mechanics

Arnst, Maarten; Ponthot, Jean-Philippe

doi:10.1615/Int.J.UncertaintyQuantification.2014006990

Article (Scientific journals)

An overview of nonintrusive characterization, propagation, and sensitivity analysis of uncertainties in computational mechanics

Arnst, Maarten; Ponthot, Jean-Philippe

2014 • In International Journal for Uncertainty Quantification, 4, p. 387-421

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https://hdl.handle.net/2268/155929

DOI
10.1615/Int.J.UncertaintyQuantification.2014006990

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Keywords :

uncertainty quantification; stochastic modeling; representation of uncertainty; Monte Carlo; polynomial chaos; stochastic response surface method; stochastic sensitivity analysis

Abstract :

[en] In this paper, we offer a short overview of a number of methods that have been reported in the computational-mechanics literature for quantifying uncertainties in engineering applications. Within a probabilistic framework, we describe the characterization of uncertainties using mathematical statistics methods, the propagation of uncertainties through computational models using either Monte Carlo sampling or stochastic expansion methods, and the sensitivity analysis of uncertainties using variance- and differentiation-based methods. We restrict our attention to nonintrusive methods that can be implemented as wrappers around existing computer programs, thus requiring no modification of the source code. We include some recent advances in the propagation and sensitivity analysis of uncertainties that are characterized by arbitrary probability distributions that may exhibit statistical dependence. Finally, we demonstrate the methods integrated in the proposed overview through a nonlinear engineering application relevant to metal forming.

Disciplines :

Mechanical engineering

Author, co-author :

Arnst, Maarten ; Université de Liège - ULiège > Département d'aérospatiale et mécanique > Computational and stochastic modeling

Ponthot, Jean-Philippe ; Université de Liège - ULiège > Département d'aérospatiale et mécanique > LTAS-Mécanique numérique non linéaire

Language :

English

Title :

An overview of nonintrusive characterization, propagation, and sensitivity analysis of uncertainties in computational mechanics

Publication date :

2014

Journal title :

International Journal for Uncertainty Quantification

ISSN :

2152-5080

eISSN :

2152-5099

Publisher :

Begell House

Volume :

Pages :

387-421

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBi :

since 13 September 2013

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