Uncertainty Propagation and Sensitivity Analysis

The uncertainty propagation consists in determining the impact of the input uncertainties of a simulation code on the outputs of this model. In the MDO context, the simulation code represents, for instance, a set of coupled disciplines and the uncertainty propagation consists in characterizing the multidisciplinary system outputs considering a given number of uncertain input variables modeled with the mathematical formalisms presented in Chapter 2 (see Chapter 6 for uncertainty propagation on a multidisciplinary system). Before considering a multidisciplinary problem in Chapter 6, a single discipline is considered in this chapter to set the basis of uncertainty propagation. Indeed, due to the presence of uncertainty, the outputs of the discipline are also uncertain variables that need to be characterized in order to be used in a design process (e.g., optimization under uncertainty, see Chapter 5).