Article

Article title SECOND ORDER HISTOGRAM FOR NUMERICAL SIMULATION PROBLEMS WITH INFORMATION UNCERTAINTY
Authors O.A. Popova
Section SECTION I. MODELING OF SYSTEMS AND PROCESSES
Month, Year 06, 2014 @en
Index UDC 519.24
DOI
Abstract The solution of many practical problems with information uncertainty of input data requires special techniques based on the submission procedures and numerical simulation. The article describes the uncertainty propagation procedures (propagation of uncertainty) and an analysis of existing methods of its representation. To solve such problems are encouraged to use numerical probabilistic analysis. Numerical probabilistic analysis is a way for propagation of information uncertainty, including problems when probabilistic estimates of the input parameters are uncertain. To reduce the level of information uncertainty and to have more information about the distribution of the parameters in an information insufficiency is proposed to use the histogram approach. Representation of uncertainty contained in the input data is performed using a secondorder histograms, which are constructed on the basis of its distribution procedures. For this purpose, based on a second order histogram is developed the arithmetic of undefined data. There are numerical examples and discussing the practical applications.

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Keywords Information uncertainty; uncertainty propagation procedures; numerical probabilistic analysis; second order histogram.
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