A comparative study of uncertainty propagation methods for black-box type functions

2007 Proceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, DETC2007

Volumn 6 PART B, Issue , 2008, Pages 1275-1284

  Lee, Sang Hoon ^a   Chen, Wei ^a  

^a Northwestern University   (United States)

Author keywords

Comparative study; Dimension reduction method; Full factorial numerical integration; Polynomial chaos expansion; Uncertainty propagation

Indexed keywords

(MIN ,MAX ,+) FUNCTIONS; APPLIED (CO); BLACK BOXES; COMPARATIVE STUDIES; COMPUTATIONAL COSTS; CONVERGENCE (MATHEMATICS); DESIGN AUTOMATION CONFERENCE (DAC); DIMENSION REDUCTION METHODS; EFFICIENCY LEVELS; ENGINEERING SYSTEMS; FULL FACTORIAL; INPUT RANDOM VARIABLES; INPUT UNCERTAINTY; INPUT VARIABLES; INTERACTION EFFECTS; INTERNATIONAL DESIGNS; MOMENT ESTIMATION; MOMENT MATCHING; NON-NORMALITY; NONLINEARITY (INCLUDING BIFURCATION THEORY); NUMERICAL INTEGRATIONS; PERFORMANCE FUNCTIONS; POLYNOMIAL CHAOS EXPANSION; PROBABILISTIC DESIGN; PROBABILITY DENSITY FUNCTION (PDF); QUADRATURE RULES; TAIL PROBABILITY; TECHNICAL CONFERENCES; TEST PROBLEMS; UNCERTAINTY PROPAGATION; UNIVARIATE;

ARCHITECTURAL DESIGN; AUTOMATION; CHAOTIC SYSTEMS; CLUSTER ANALYSIS; COMPUTER AIDED DESIGN; COMPUTER NETWORKS; COMPUTERS; CONVERGENCE OF NUMERICAL METHODS; CRACK PROPAGATION; DISTRIBUTION FUNCTIONS; ENGINEERING; ESTIMATION; FUNCTIONS; INDUSTRIAL ENGINEERING; INTEGRATION; MATHEMATICAL TRANSFORMATIONS; MECHANIZATION; METHOD OF MOMENTS; MOBILE TELECOMMUNICATION SYSTEMS; MULTITASKING; NUMBER THEORY; NUMERICAL ANALYSIS; NUMERICAL METHODS; PROBABILITY; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; RANDOM VARIABLES; ROBOTICS; SULFATE MINERALS; TECHNOLOGY; VARIATIONAL TECHNIQUES; WIRELESS TELECOMMUNICATION SYSTEMS;

PROBABILITY DENSITY FUNCTION;

EID: 44949244058     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1115/DETC2007-35533     Document Type: Conference Paper

References (33)

1. Bucher, C. G., "Adaptive sampling- an iterative fast Monte Carlo procedure," Structural Safety, 5(2), 119-126, 1988.
2. Choi, S. K., Grandhi, R. V., and Canfield, R. A., "Structural reliability under non-Gaussian stochastic behavior," Computers and Structures, 82(13-14), 1113-1121, 2004.
3. Creveling, C. M., Tolerance Design: A Handbook for Developing Optimal Specifications, Addison-Wesley, MA, 1997.
4. Der Kiureghian, A., "Structural reliability methods for seismic safety assessment: a review," Engineering Structures, 18(6), 412-424. 1996.
5. D'Errico, J. R., and Zaino Jr, N. A., "Statistical Tolerancing Using a Modification of Taguchi's Method," Technometrics, 30(4), 397-405, 1988.
6. Du, X., and Chen, W., "Towards a Better Understanding of Modeling Feasibility Robustness in Engineering Design," ASMEJ. Mech. Des., 122(4), 385-394, 2000.
7. Du, X., Sudjianto, A., and Chen, W., "An Integrated Framework for Optimization Under Uncertainty Using Inverse Reliability Strategy," ASME J. Mech. Des., 126, 562-570, 2004.
8. Evans, D. H., "An Application of Numerical Integration Techniques to Statistical Tolerancing, III: General Distributions," Technometrics, 14(1), 23-35, 1972.
9. Fiessler, B., Rackwitz, R., and Neumann, H., "Quadratic Limit States in Structural Reliability," Journal of the Engineering Mechanics Division-ASCE, 105(4), 661-676, 1979.
10. Ghanem, R. G., and Spanos, P. D., Stochastic finite elements: a spectral approach, Springer-Verlag New York, Inc. New York, NY, USA. 1991.
11. Hasofer, A. M., and Lind, N. C., "Exact and invariant second order code format," Journal of the Engineering Mechanics Division-ASCE, 100(NEM1), 111-121, 1974.
12. Hahn, G. J., and Shapiro, S. S., Statistical Models in Engineering, Wiley New York, 1967.
13. Hazelrigg, G. A., "A framework for decision-based engineering design," ASME J. Mech. Des., 120(4), 653-658, 1998.
14. Johnson, N. L., Kotz, S., and Balakrishnan, N., Continuous univariate distributions. Vol. 7, Wiley, 1994.
15. Kokkolaras, M., Mourelatos, Z. P., and Papalambros, P. Y., "Design Optimization of Hierarchically Decomposed Multilevel System under Uncertainty," ASME J. Mech. Des., 128(2), pp. 503-08, 2006
16. Lee, S. H., and Kwak, B. M., "Response surface augmented moment method for efficient reliability analysis," Structural Safety, 28(3), 261-272, 2006.
17. Lee, T. W., and Kwak, B. M., "A reliability-based optimal design using advanced first order second moment method," Mechanics of Structures and Machines, 15, 523-542, 1987-88.
18. Liu, H., Chen, W., Kokkolaras, M., Papalambros, P. Y., and Kim, H. M., "Probabilistic Analytical Target Cascading: A Moment Matching Formulation for Multilevel Optimization Under Uncertainty," ASME J. Mech. Des., 128, 991-, 2006.
19. Liu, W., Belytschko, T., and Mani, A., "Random field finite elements," International journal for numerical methods in engineering, 23(10), 1831-1845. 1986.
20. Madsen, H. O., Krenk, S., and Lind, N. C., Methods of Structural Safety, Dover Publications Mineola, NY, 2006.
21. McAllister, C. D., and Simpson, T. W., "Multidisciplinary robust design optimization of an internal combustion engine," ASME J. Mech. Des., 125(1), 124-130, 2003.
22. Melchers, R. E., "Importance sampling in structural systems," Structural safety, 6(1), 3-10, 1989.
23. Rackwitz, R., and Fiessler, B., "Structural reliability under combined random load sequences," Computers and Structures, 9(5), 489-494, 1978.
24. Rahman, S., and Xu, H., "A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics," Probabilistic Engineering Mechanics, 19(4), 393-408, 2004.
25. Seo, H. S., "Efficient statistical tolerance analysis for general distributions using three-point information," International Journal of Production Research, 40(4), 931-944, 2002.
26. Taguchi, G., "Performance analysis design," International Journal of Production Research, 16(6), 521-530, 1978.
27. Tatang, M. A., Direct incorporation of uncertainty in chemical and environmental engineering svstems, Ph. D thesis, MIT, 1995.
28. Thoft-Christensen, P., and Baker, M. J., Structural reliability theory and its applications, Springer. 1982.
29. Wu, Y. T., "Computational methods for efficient structural reliability and reliability sensitivity analysis," AIAA Journal, 32(8), 1717-1723, 1994.
30. Xiu, D., and Karniadakis, G. E., "Modeling uncertainty in flow simulations via generalized polynomial chaos," Journal of Computational Physics, 187(1), 137-167, 2003.
31. Xiu, D., "Efficient collocatioal approach for parametric uncertainty analysis," Communications in computational physics, 2(2), 293-309, 2007.
32. Xu, H., and Rahman, S., "A generalized dimension-reduction method for multi-dimensional integration in stochastic mechanics," Int J Numer Methods Eng, 61, 1992-2019, 2004.
33. Youn, B. D., Choi, K. K., and Park, Y. H., "Hybrid analysis method for reliability-based design optimization," ASME J. Mech. Des., 125(2), 221-232, 2003.