MonteCarloType Techniques for Processing Interva

Authors: Vladik Kreinovich Jan Beck Carlos Ferregut Araceli Sanchez G Randy Keller Matthew Averill Scott A Starks

Publish Date: 2006/11/22

Volume: 13, Issue: 1, Pages: 25-69

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Abstract

In engineering applications we need to make decisions under uncertainty Traditionally in engineering statistical methods are used methods assuming that we know the probability distribution of different uncertain parameters Usually we can safely linearize the dependence of the desired quantities y eg stress at different structural points on the uncertain parameters x i–thus enabling sensitivity analysis Often the number n of uncertain parameters is huge so sensitivity analysis leads to a lot of computation time To speed up the processing we propose to use special MonteCarlotype simulations

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