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Numerical approach for quantification of epistemic uncertainty

Jakeman, John; Eldred, Michael; Xiu, Dongbin

Description

In the field of uncertainty quantification, uncertainty in the governing equations may assume two forms: aleatory uncertainty and epistemic uncertainty. Aleatory uncertainty can be characterised by known probability distributions whilst epistemic uncertainty arises from a lack of knowledge of probabilistic information. While extensive research efforts have been devoted to the numerical treatment of aleatory uncertainty, little attention has been given to the quantification of epistemic...[Show more]

CollectionsANU Research Publications
Date published: 2010
Type: Journal article
URI: http://hdl.handle.net/1885/62318
Source: Journal of Computational Physics
DOI: 10.1016/j.jcp.2010.03.003

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