Avoiding two common pitfalls in uncertainty propagation
Papers|更新时间:2025-07-08
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Avoiding two common pitfalls in uncertainty propagation
避免不确定性传播中的两个常见陷阱
“In the field of uncertainty quantification, this work addresses two common pitfalls: the normality assumption for non-negative physical quantities and the use of sampling schemes for interval uncertainty propagation. Expert xx highlights the significant detrimental effect of assuming normality, leading to non-existent moments or unreasonably heavy tails in probabilities of exceedance. The research also demonstrates that sampling schemes for interval uncertainty propagation are extremely inefficient and inaccurate, resulting in a dramatic underestimation of worst-case behavior at an unreasonable computational cost.”
Journal of Reliability Science and EngineeringIssue 2, Pages: 1-16(2025)
作者机构:
Chair for Reliability Engineering, TU Dortmund University, Dortmund 44227, Germany
International Joint Research Center for Engineering Reliability and Stochastic Mechanics, Tongji University, Shanghai 200092, People's Republic of China
Department of Architecture and Design, University Mediterranea of Reggio Calabria, 89124Reggio, Calabria, Italy
作者简介:
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"Matthias Faes is full professor at the Chair for Reliability Engineering of TU Dortmund, Germany."
]
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"Alba Sofi is associate professor of mechanics of solids and structures at the University ‘Mediterranea’ of Reggio Calabria, Italy."
]
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"Marcos Valdebenito is chief engineer at the Chair for Reliability Engineering of TU Dortmund, Germany."
]
Matthias G.R. Faes, Alba Sofi and Marcos Valdebenito. Avoiding Two Common Pitfalls in Uncertainty Propagation[J]. Journal of Reliability Science and Engineering, 2025, 1: 025005.
Matthias G.R. Faes, Alba Sofi and Marcos Valdebenito. 避免不确定性传播中的两个常见陷阱[J]. 可靠性科学与工程学报(英文), 2025, 1: 025005.
Matthias G.R. Faes, Alba Sofi and Marcos Valdebenito. Avoiding Two Common Pitfalls in Uncertainty Propagation[J]. Journal of Reliability Science and Engineering, 2025, 1: 025005. DOI: 10.1088/3050-2454/adde61.
Matthias G.R. Faes, Alba Sofi and Marcos Valdebenito. 避免不确定性传播中的两个常见陷阱[J]. 可靠性科学与工程学报(英文), 2025, 1: 025005. DOI: 10.1088/3050-2454/adde61.
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