# Monte-Carlo-Type Techniques for Processing Interval Uncertainty, and Their Potential Engineering Applications

Monte-Carlo-Type Techniques for Processing Interval Uncertainty, and Their Potential Engineering... In engineering applications, we need to make decisions under uncertainty. Traditionally, in engineering, statistical methods are used, methods assuming that we know the probability distribution of different uncertain parameters. Usually, we can safely linearize the dependence of the desired quantities y (e.g., stress at different structural points) on the uncertain parameters x i–thus enabling sensitivity analysis. Often, the number n of uncertain parameters is huge, so sensitivity analysis leads to a lot of computation time. To speed up the processing, we propose to use special Monte-Carlo-type simulations. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Reliable Computing Springer Journals

# Monte-Carlo-Type Techniques for Processing Interval Uncertainty, and Their Potential Engineering Applications

45 pages

/lp/springer_journal/monte-carlo-type-techniques-for-processing-interval-uncertainty-and-Eu6R4f1h89
Publisher
Subject
Mathematics; Numeric Computing; Mathematical Modeling and Industrial Mathematics; Approximations and Expansions; Computational Mathematics and Numerical Analysis
ISSN
1385-3139
eISSN
1573-1340
D.O.I.
10.1007/s11155-006-9021-6
Publisher site
See Article on Publisher Site

### Abstract

In engineering applications, we need to make decisions under uncertainty. Traditionally, in engineering, statistical methods are used, methods assuming that we know the probability distribution of different uncertain parameters. Usually, we can safely linearize the dependence of the desired quantities y (e.g., stress at different structural points) on the uncertain parameters x i–thus enabling sensitivity analysis. Often, the number n of uncertain parameters is huge, so sensitivity analysis leads to a lot of computation time. To speed up the processing, we propose to use special Monte-Carlo-type simulations.

### Journal

Reliable ComputingSpringer Journals

Published: Nov 22, 2006

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