Comparer des méthodes

	Quantification de l'incertitude	Analyse de sensibilité globale
Domaine	Simulation	Simulation
Famille	Process / pipeline	Process / pipeline
Année d'origine	Seminal modern form: 2002	1973–2001
Auteur d'origine	Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)	I.M. Sobol (indices, 2001); Morris (screening, 1991); Cukier et al. (FAST, 1973)
Type	Computational uncertainty analysis framework	Variance-based sensitivity decomposition
Source fondatrice	Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644.	Sobol, I.M. (2001). Global Sensitivity Indices for Nonlinear Mathematical Models and Their Monte Carlo Estimates. Mathematics and Computers in Simulation, 55(1–3), 271–280.
Alias	UQ, polynomial chaos expansion, PCE, Kriging surrogate	variance decomposition, Sobol indices, Morris screening, FAST method
Apparentées	9	4
Résumé	Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.	Global sensitivity analysis (GSA) is a family of techniques that decompose the variance of a model's output across its input parameters, quantifying how much each input — and each combination of inputs — contributes to the total uncertainty in the result. Sobol's variance-based indices (2001), Morris's one-at-a-time (OAT) screening (1991), and the Fourier Amplitude Sensitivity Test (FAST, first proposed by Cukier et al. in 1973) are the three most widely used approaches. Together they serve as the standard toolkit for identifying which parameters drive model behaviour and which can be safely fixed.