A quadrature-based technique for robust design with computer simulations

This thesis presents a method for estimating transmitted variance to enable robust parameter design in computer simulations. This method is based on the Hermite-Gaussian quadrature for a single input. It is extended to multiple variables, in which case, for simulations with n randomly varying inputs, the method requires 4n + 1 samples. For situations in which the polynomial response is separable, it is proven that 1) the method gives exact transmitted variance if the response is up to a fourth-order separable polynomial response and 2) the error of the transmitted variance estimated by the method is smaller than zero if the response is a fifth-order separable polynomial response. For situations in which the polynomial response is not separable, two probability models based on the effect hierarchy principle are used to generate a large number of polynomial response functions. The proposed method and alternative methods are applied to these polynomial response functions to investigate accuracy. For typical populations of problems, it is shown that the method has good accuracy, providing less than 5% error in 90% of cases.

Department dc:contributor.department

Massachusetts Institute of Technology. Dept. of Aeronautics and Astronautics.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2007

Author dc:creator

• Lin, Yiben

Advisor dc:contributor.advisor

• Daniel D. Frey.

• Aeronautics and Astronautics.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/39699
• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Identifier URI

http://dspace.mit.edu/handle/1721.1/39699

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/39699