Sampling-Based Methods for Uncertainty and Sensitivity Analysis.

Helton, J. C. ; Davis, F. J.

Technical Information Center Oak Ridge Tennessee

关键词: Sensitivity analysis;    Fluid flow;    Radioactive wastes;    Radioactive waste disposal;    Sampling;   

RP-ID  :  DE2001760743

学科分类：工程和技术（综合）

美国|英语

来源: National Technical Reports Library

【 摘 要 】

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. Topics considered include (I) separation of stochastic (i.e.,aleatory) and subjective (i.e., epistemic) uncertainty, (ii) construction of distributions to characterize subjective uncertainty, (iii) sampling procedures (i.e., random sampling, importance sampling, Latin hyper-cube sampling), (iv) analysis procedures (i.e., examination of scatterplots, regression analysis, stepwise regression analysis, correlation and partial correlation, rank transformations, identification of nonmonotonic and nonrandom patterns). Procedures are illustrated with (I) a model for two-phase fluid flow, (ii) a sequence of simple test functions, and (iii) a performance assessment for a radioactive waste disposal facility.