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Article

Chleboun, Jan
Elements of uncertainty modeling. (English). In: Chleboun, J., Přikryl, P., Segeth, K. and Šístek, J. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Dolní Maxov, June 6-11, 2010. Institute of Mathematics AS CR, Prague, 2010. pp. 42-57
MSC: 60H35, 65C05, 65C20, 65C30
Keywords:
uncertainty quantification; Monte Carlo method; polynomial chaos; Karhunen-Loeve expansion; worst scenario method; Dempster-Shafer evidence theory; fuzzy sets
Summary:
The goal of this contribution is to introduce some approaches to uncertainty modeling in a way accessible to non-specialists. Elements of the Monte Carlo method, polynomial chaos method, Dempster-Shafer approach, fuzzy set theory, and the worst (case) scenario method are presented.
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