A Saddlepoint Approximation Method for Uncertainty Analysis
Abstract
The availability of computationally efficient and accurate methods for probabilistic computation is crucial to the success of applications of probabilistic design using complex engineering simulation models. to address this need, a Saddlepoint Approximation method for probabilistic engineering analysis is introduced. a general performance function is approximated at the Most Likelihood Point with either linear or quadratic forms and the Saddlepoint Approximation is then applied to evaluate the probability associated with the performance. the proposed approach provides highly accurate probabilistic results while maintaining minimum computational requirement. Two examples are presented to demonstrate the effectiveness of the proposed method.
Recommended Citation
X. Du and A. Sudjianto, "A Saddlepoint Approximation Method for Uncertainty Analysis," Proceedings of the ASME Design Engineering Technical Conference, vol. 1, pp. 445 - 452, article no. 57269, American Society of Mechanical Engineers, Jan 2004.
The definitive version is available at https://doi.org/10.1115/detc2004-57269
Department(s)
Mechanical and Aerospace Engineering
Keywords and Phrases
Most Likelihood Point; Saddlepoint approximation; Uncertainty analysis
Document Type
Article - Conference proceedings
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2024 American Society of Mechanical Engineers, All rights reserved.
Publication Date
01 Jan 2004
