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多项式混沌方法在偶然不确定度量化中的应用
引用本文:王瑞利,梁霄. 多项式混沌方法在偶然不确定度量化中的应用[J]. 数学建模及其应用, 2016, 5(3): 17-24
作者姓名:王瑞利  梁霄
作者单位:1. 北京应用物理与计算数学研究所,北京,100094;2. 北京应用物理与计算数学研究所,北京100094;山东科技大学数学与系统科学学院,山东青岛266590
基金项目:国家自然科学基金项目(11372051,11201035);中国工程物理研究院科学基金(2015B0202045)
摘    要:复杂工程建模与模拟中必然存在误差与不确定度,分析与辨识其不确定度的来源,对不确定度进行量化,对建模与模拟可信度评估具有重要意义。本文给出建模与模拟中误差与不确定度的概念及不确定度的量化过程,并以质量弹簧阻尼系统为例说明量化偶然不确定度的过程,验证了非嵌入多项式混沌方法在非光滑系统不确定度量化中的有效性,对建模与模拟中不确定度量化具有重要的参考价值。

关 键 词:复杂工程  建模与模拟  偶然不确定度  非嵌入多项式混沌  不确定度量化

Application of Polynomial Chaos Method in Quantifying the Aleatory Uncertainty
WANG Ruili and LIANG Xiao. Application of Polynomial Chaos Method in Quantifying the Aleatory Uncertainty[J]. , 2016, 5(3): 17-24
Authors:WANG Ruili and LIANG Xiao
Affiliation:Institute of Applied Physics and Computational Mathematics,Beijing 100094,China and College of Mathematics and Systems Science,Shandong University of Science and Technology,Qingdao,Shandong 266590,China
Abstract:Error and uncertainty always exist in the modeling and simulation of complex engineering.Analysis and identification of the source of uncertainty,quantification of uncertainty play important roles in assessing the credibility of modeling and simulation results.In this paper,the concept of error and uncertainty as well as uncertainty quantification process is given in the modeling and simulation.A mass spring damper system is used to illustrate the detailed process of quantification of aleatory uncertainty.Moreover,the non intrusive polynomial chaos method is proved to be an efficient approach in solving the uncertainty quantification of non smooth system.This procedure of uncertainty quantification is helpful in the modeling and simulation.
Keywords:complex engineering  modeling and simulation  aleatory uncertainty  non intrusive polynomial chaos  uncertainty quantification
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