Sampling-based stochastic sensitivity analysis using score functions for RBDO problems with correlated random variables

Proceedings of the ASME Design Engineering Technical Conference

Volumn 1, Issue PARTS A AND B, 2010, Pages 1055-1064

  Lee, Ikjin ^a   Choi, Kyung K ^a   Noh, Yoojeong ^a   Zhao, Liang ^a   Gorsich, David ^b  

^a University of Iowa   (United States)

^b US Army Research Development and Engineering Command   (United States)

Author keywords

Copula; Monte Carlo simulation; RBDO; Score functions; Stochastic sensitivity analyses; Surrogate model

Indexed keywords

COPULA; MONTE CARLO SIMULATION; RBDO; SCORE FUNCTION; STOCHASTIC SENSITIVITY ANALYSIS; SURROGATE MODEL;

COMPUTER AIDED DESIGN; COMPUTER SCIENCE; COMPUTER SIMULATION; MONTE CARLO METHODS; NUMERICAL METHODS; RELIABILITY ANALYSIS; SENSITIVITY ANALYSIS; STATISTICS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

RANDOM VARIABLES;

EID: 80054988012     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1115/DETC2010-28591     Document Type: Conference Paper

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