arXiv subjects

Sebastian Kersting

Publications and source records attributed to Sebastian Kersting.

2 recordsLinked to original sources

arXiv2020

On the density estimation problem for uncertainty propagation with unknown input distributions

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect) simulation model based on estimated input distributions. We analyze the rate of convergence of these estimates. The finite sample size performance of the estimates is illustrated by applying them to simulated data. The practical usefulness of the newly proposed estimates is demonstrated by using them to predict the uncertainty of a lateral vibration attenuation system with piezo-elastic supports.

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arXiv2020

Uncertainty Quantification in Case of Imperfect Models: A Review

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this article is to give a review of techniques which use observed values of the technical systems in order to take into account the inadequacy of a computer model in uncertainty quantification. The techniques reviewed in this article are illustrated and compared by applying them to applications in mechanical engineering.

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