Stochastic model of design variables
Probabilistic design approach. Uncertainty quantification and Monte-Carlo method
Article REF: BM5003 V2
Stochastic model of design variables
Probabilistic design approach. Uncertainty quantification and Monte-Carlo method

Author : Maurice LEMAIRE

Publication date: April 10, 2014 | Lire en français

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2. Stochastic model of design variables

Paragraph 2 deals with the modeling of uncertainty, i.e. the representation of design variables by random variables. It then defines the two types of analysis that combine mechanics and probability: sensitivity analysis and reliability analysis.

2.1 Stochastic model

Each variable X is considered as a random variable with a probability density f X (x ). It is also necessary to take into account the dependency between the variables.

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2.1.1 Stochastic...

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