What is Uncertainty Quantification (UQ)?

Recent years have seen a drive to replace reserve margins-based deterministic design procedures with quantified variation-based design procedures using stochastic analysis either to optimize design solutions further, or to quantify design robustness and reliability more precisely.

With the traditional approach of deterministic design, all uncertainties are assumed to be accounted for with reserve margins, often in combination with a "worst case scenario"approach to the values used in deterministic calculations.

As the complexity of design solutions increases; however, it becomes more and more difficult to define with confidence what the absolute "worst case scenario” might be, and to identify the appropriate reserve margin for any given situation.

This results in situations where the designs are over-designed to an unknown degree, or even potentially under-designed. The use of UQ techniques addresses these issues directly.