Propagation of Uncertainties Using Improved Surrogate Models
نویسندگان
چکیده
منابع مشابه
Automatic Propagation of Uncertainties
Motivated by problems in metrology, we consider a numerical evaluation program y = f(x) as a model for a measurement process. We use a probability density function to represent the uncertainties in the inputs x and examine some of the consequences of using Automatic Differentiation to propagate these uncertainties to the outputs y. We show how to use a combination of Taylor series propagation a...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2013
ISSN: 2166-2525
DOI: 10.1137/120888399