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SYSTEM UNCERTAINTY PROPAGATION USING AUTOMATIC DIFFERENTIATION

机译:使用自动微分的系统不确定性传播

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In general, the behavior of science and engineering is predicted based on nonlinear math models. Imprecise knowledge of the model parameters alters the system response from the assumed nominal model data. We propose an algorithm for generating insights into the range of variability that can be the expected due to model uncertainty. An Automatic differentiation tool builds exact partial derivative models to develop State Transition Tensor Series-based (STTS) solution for mapping initial uncertainty models into instantaneous uncertainty models. Development of nonlinear transformations for mapping an initial probability distribution function into a current probability distribution function for computing fully nonlinear statistical system properties. This also demands the inverse mapping of the series. The resulting nonlinear probability distribution function (pdf) represents a Liouiville approximation for the stochastic Fokker Planck equation. Numerical examples are presented that demonstrate the effectiveness of the proposed methodology.
机译:通常,基于非线性数学模型来预测科学和工程的行为。对模型参数的不精确了解会改变假定的名义模型数据的系统响应。我们提出了一种算法,用于产生对可变性范围的见解,该可变性可以是由于模型不确定性而可以预期的。自动微分工具会建立精确的偏导数模型,以开发基于状态过渡张量系列(STTS)的解决方案,以将初始不确定性模型映射到瞬时不确定性模型。开发用于将初始概率分布函数映射到当前概率分布函数以计算完全非线性统计系统属性的非线性变换。这也需要级数的逆映射。所得的非线性概率分布函数(pdf)表示随机Fokker Planck方程的Liouiville近似。数值例子表明了所提出方法的有效性。

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