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Traditional sampling methods for sensitivity and uncertainty analysis, such
as the Monte Carlo and Latin Hypercube Sampling, require a substantial
number of model runs to obtain a good approximation of the output pdfs,
especially for cases involving a several inputs. On the other hand,
analytical methods require the information about the mathematical equations
of a model, and often are restricted in their applicability to cases where
the uncertainties are small. Therefore there is a need for a computationally
efficient method for uncertainty propagation that is robust and also
applicable to a wide range of complex models. The following chapter
describes the development of the Stochastic Response Surface Method (SRSM),
which is a computationally efficient uncertainty analysis method developed
as part of this work.
Sastry S. Isukapalli
1999-01-19