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Journal of Uncertainty Analysis and Applications

Table 2 Comparison of NLMC and Kriging aleatory uncertainty propagation

From: Robust design under mixed aleatory/epistemic uncertainties using gradients and surrogates

Method

C Ì„ l

σ C l

C Ì„ d

σ C d 2

NLMC (Ñ=3,000)

0.269

2.3×10-2

5.54×10-3

6.1×10-6

Kriging (N=5)

0.270

2.2×10-2

5.65×10-3

7.5×10-6

Kriging (N=13)

0.269

2.4×10-2

5.53×10-3

6.1×10-6

Kriging (N=19)

0.269

2.3×10-2

5.54×10-3

6.1×10-6

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