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| Kvantifikácia neistoty – Polynomiálny chaos a Krigingov surogát× | Systémová dynamika× | |
|---|---|---|
| Odbor | Simulácia | Simulácia |
| Rodina | Process / pipeline | Process / pipeline |
| Rok vzniku≠ | Seminal modern form: 2002 | 1961 |
| Tvorca≠ | Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002) | Jay W. Forrester |
| Typ≠ | Computational uncertainty analysis framework | Continuous simulation / feedback modelling |
| Pôvodný zdroj≠ | Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗ | Sterman, J.D. (2000). Business Dynamics: Systems Thinking and Modeling for a Complex World. Irwin McGraw-Hill. ISBN: 978-0072389159 |
| Ďalšie názvy≠ | UQ, polynomial chaos expansion, PCE, Kriging surrogate | stock-flow modelling, Sistem Dinamiği (Stock-Flow Modelleme), SD modelling, feedback simulation |
| Príbuzné≠ | 9 | 3 |
| Zhrnutie≠ | 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. | System dynamics is a continuous simulation method, developed by Jay W. Forrester at MIT in 1961, that represents a complex system through stocks (accumulations), flows (rates of change), and feedback loops. By expressing these relationships as coupled ordinary differential equations, it reproduces how policies, delays, and nonlinear feedbacks drive system behaviour over time — making it a cornerstone tool in policy analysis, organisational modelling, and sustainability research. |
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