Expected value analysis of multiparameter systems

DOI10.1016/0096-3003(87)90066-XMaRDI QIDQ1097229zbMATH OpenOpenAlexFDO

Authors Ziping Luo, Herschel Rabitz

Publication date 1987

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(87)90066-x

zbMATH Keywords

parameter uncertaintiesstatistical sensitivity analysisexpected value analysisFourier amplitude sensitivity testoutput function

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cites work

• scientific article; zbMATH DE number 3473616 (Why is no real title available?)
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• Nonlinear sensitivity analysis of multiparameter model systems

Cited in

(5)

• Expected value analysis: Experimental considerations and convergence properties
• scientific article; zbMATH DE number 2080589 (Why is no real title available?)
• Inverse-free second moment method for electrical systems with uncertain parameters
• Fast and reliable methods for determining the evolution of uncertain parameters in differential equations
• A delta-method technique in the wavelet domain to determine statistical quantities of the response of electromagnetic devices with uncertain parameters

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