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A decomposition‐based approach to uncertainty analysis of feed‐forward multicomponent systems
Author(s) -
Amaral Sergio,
Allaire Douglas,
Willcox Karen
Publication year - 2014
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.4779
Subject(s) - uncertainty analysis , computer science , sensitivity analysis , decomposition , monte carlo method , process (computing) , task (project management) , uncertainty quantification , multidisciplinary approach , mathematical optimization , industrial engineering , systems engineering , machine learning , engineering , mathematics , simulation , ecology , statistics , biology , operating system , social science , sociology
SUMMARY To support effective decision making, engineers should comprehend and manage various uncertainties throughout the design process. Unfortunately, in today's modern systems, uncertainty analysis can become cumbersome and computationally intractable for one individual or group to manage. This is particularly true for systems comprised of a large number of components. In many cases, these components may be developed by different groups and even run on different computational platforms. This paper proposes an approach for decomposing the uncertainty analysis task among the various components comprising a feed‐forward system and synthesizing the local uncertainty analyses into a system uncertainty analysis. Our proposed decomposition‐based multicomponent uncertainty analysis approach is shown to be provably convergent in distribution under certain conditions. The proposed method is illustrated on quantification of uncertainty for a multidisciplinary gas turbine system and is compared to a traditional system‐level Monte Carlo uncertainty analysis approach. Copyright © 2014 John Wiley & Sons, Ltd.