Quadrature as applied to computer models for robust design: theoretical and empirical assessment

Quadrature as applied to computer models for robust design: theoretical and empirical assessment

This paper develops theoretical foundations for extending Gauss–Hermite quadrature to robust design with computer experiments. When the proposed method is applied with m noise variables, the method requires 4m + 1 function evaluations. For situations in which the polynomial response is separable, th...

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Bibliographic Details
Main Authors: Daniel D. Frey, Yiben Lin, Petra Heijnen
Format: Article
Language:English
Published: Cambridge University Press 2021-01-01
Series:Design Science
Subjects:
Robust design
uncertainty quantification
design of computer experiments
Online Access:https://www.cambridge.org/core/product/identifier/S205347012100024X/type/journal_article

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