Mod́lisation et incertitude: Comparaison de deux méthodes pour l'estimation de la confiance des résultats des modèles numériques

Journal de Physique III

Volumn 7, Issue 1, 1997, Pages 179-193

  Aude, P ^a   Depecker, P ^a   Krauss, G ^a  

^a UNIVERSITÉ DE LYON   (France)

Author keywords

[No Author keywords available]

Indexed keywords

CALCULATIONS; COMPUTER SIMULATION; ESTIMATION; HEAT TRANSFER; MONTE CARLO METHODS; PHYSICS; PROBABILITY; THERMODYNAMIC PROPERTIES;

DIFFERENTIAL ANALYSIS WITH FINITE DIFFERENCE; UNCERTAINTY;

STATISTICAL METHODS;

EID: 0030783562     PISSN: 11554320     EISSN: None     Source Type: Journal    
DOI: 10.1051/jp3:1997118     Document Type: Article

References (11)

1. Vignes J., New method for evaluating the validity of the results of mathematical computations, Math. and Compt. in Simulation 20 (1978) 227-249.
2. Vignes J., Review on stochastic approach to round-off error analysis and its applications, Math. and Compt. in Simulation 30 (1988) 481-491.
3. Walter E. et Pronzato L., Identification de modèles paramétriques à partir de données expérimentales (Masson, Paris, 1994) pp. 209-252.
4. Milanese M. and Belforte G., Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors, linear families of models and estimation, IEEE Trans. Aut. Control 27 (1982) 408-414.
5. Belforte G., Bona B. and Cerone V., Parameter estimation algorithms for a set-membership description of uncertainty, Automatica 26 (1990) 887-898.
6. Irving A.D., Stochastic sensitivity analysis, Appl. Math. Modelling 16 (1992) 3-15.
7. Frank P.M., Introduction to System Sentivity Theory (Academic Press, New-York, 1978).
8. Kreyszig, E., Advanced Engineering Mathematics, (Wiley, New-York, 1988).
9. Depecker P., Draoui A. et Beghein C., Propagation du bruit des erreurs expérimentales dans les modèles théoriques gérès par des systèmes linéaires, J. Phys. III France 2 (1992) 79-98.
10. IMSL, Math/Library Users Manual (IMSL Inc., 2500 City West Boulevard, Houston, TX 77042, 1989).
11. Dennis J.E and Schnabel R.B., Numerical methods for unconstrained optimisation and nonlinear equations (Prentice Hall, Englewood Cliffs, 1983)