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Quantificazione dell'Incertezza×Analisi di Sensitività Globale×
CampoSimulazioneSimulazione
FamigliaProcess / pipelineProcess / pipeline
Anno di origineSeminal modern form: 20021973–2001
IdeatoreNorbert 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)
TipoComputational uncertainty analysis frameworkVariance-based sensitivity decomposition
Fonte seminaleXiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗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. DOI ↗
AliasUQ, polynomial chaos expansion, PCE, Kriging surrogatevariance decomposition, Sobol indices, Morris screening, FAST method
Correlati94
SintesiUncertainty 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.
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ScholarGateConfronta i metodi: Uncertainty Quantification · Global Sensitivity Analysis. Consultato il 2026-06-15 da https://scholargate.app/it/compare