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Định lượng Bất định×Latin Hypercube Sampling×
Lĩnh vựcMô phỏngMô phỏng
HọProcess / pipelineProcess / pipeline
Năm ra đờiSeminal modern form: 20021979
Người khởi xướngNorbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)
LoạiComputational uncertainty analysis frameworkStratified space-filling sampling design
Công trình gốcXiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗McKay, M.D., Beckman, R.J. & Conover, W.J. (1979). A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code. Technometrics, 21(2), 239-245. DOI ↗
Tên gọi khácUQ, polynomial chaos expansion, PCE, Kriging surrogateLHS, Latin Hiperküp Örnekleme (LHS) ve Duyarlılık Analizi, stratified sampling design, space-filling design
Liên quan94
Tóm tắtUncertainty 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.Latin Hypercube Sampling (LHS) is a stratified space-filling design for computer experiments, introduced by McKay, Beckman, and Conover in 1979. It divides each input variable's range into equally probable strata and draws exactly one sample per stratum, ensuring that the full input space is covered with far fewer model evaluations than standard Monte Carlo simulation requires. It is routinely paired with global sensitivity analysis — particularly Sobol indices — to quantify how much each input drives output variability.
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ScholarGateSo sánh phương pháp: Uncertainty Quantification · Latin Hypercube Sampling. Truy cập ngày 2026-06-15 từ https://scholargate.app/vi/compare