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

expected value analysisFourier amplitude sensitivity testoutput functionparameter uncertaintiesstatistical sensitivity analysis

Mathematics Subject Classification ID

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

Review text

In this work, a technique for investigating te effects of parameter uncertainties on the output function in initial value problems, is presented. This technique, which is called ``expected value analysis is based on deriving the differential equations which approximately characterize the behavior of the first two moments of the output function. The use of this method is illustrated and comparisons are made with the available analysis tools such as statistical sensitivity analysis and Fourier amplitude sensitivity test on two example problems.

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Cites work

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• Inverse-free second moment method for electrical systems with uncertain parameters

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