Modeling of computer experiments for uncertainty propagation and sensitivity analysis

摘要

Nowadays, computer simulation has undoubtedly become one of the major tools to investigate and predict the behav ior of complex systems in more and more disciplinary fields. A crucial question is how to account for uncertainties, taint ing both input variables and (possibly) the computer model itself, in the results provided by the numerical code. That is particularly interesting in industrial practice, when results of computer simulations are eventually used to guide deci sions, which can involve important financial, societal and safety stakes. For instance, in structural reliability problems, one is interested in assessing the probability for some state variables of a system (e.g. pressure, temperature, ...) to be inside, or outside, a given domain, which is associated to safe operating conditions.