Full Content is available to subscribers

Subscribe/Learn More  >

A Quadrature-Based Sampling Technique for Robust Design With Computer Models

[+] Author Affiliations
Daniel D. Frey, Geoff Reber, Yiben Lin

Massachusetts Institute of Technology, Cambridge, MA

Paper No. DETC2005-85490, pp. 1273-1281; 9 pages
  • ASME 2005 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
  • Volume 2: 31st Design Automation Conference, Parts A and B
  • Long Beach, California, USA, September 24–28, 2005
  • Conference Sponsors: Design Engineering Division and Computers and Information in Engineering Division
  • ISBN: 0-7918-4739-X | eISBN: 0-7918-3766-1
  • Copyright © 2005 by ASME


Several methods have been proposed for estimating transmitted variance to enable robust parameter design using computer models. This paper presents an alternative technique based on Gaussian quadrature which requires only 2n+1 or 4n+1 samples (depending on the accuracy desired) where n is the number of randomly varying inputs. The quadrature-based technique is assessed using a hierarchical probability model. The 4n+1 quadrature-based technique can estimate transmitted standard deviation within 5% in over 95% of systems which is much better than the accuracy of Hammersley Sequence Sampling, Latin Hypercube Sampling, and the Quadrature Factorial Method under similar resource constraints. If the most accurate existing method, Hammersley Sequence Sampling, is afforded ten times the number of samples, it provides approximately the same degree of accuracy as the quadrature-based method. Two case studies on robust design confirmed the main conclusions and also suggest the quadrature-based method becomes more accurate as robustness improvements are made.

Copyright © 2005 by ASME



Interactive Graphics


Country-Specific Mortality and Growth Failure in Infancy and Yound Children and Association With Material Stature

Use interactive graphics and maps to view and sort country-specific infant and early dhildhood mortality and growth failure data and their association with maternal

Citing articles are presented as examples only. In non-demo SCM6 implementation, integration with CrossRef’s "Cited By" API will populate this tab (http://www.crossref.org/citedby.html).

Some tools below are only available to our subscribers or users with an online account.

Related Content

Customize your page view by dragging and repositioning the boxes below.

Related eBook Content
Topic Collections

Sorry! You do not have access to this content. For assistance or to subscribe, please contact us:

  • TELEPHONE: 1-800-843-2763 (Toll-free in the USA)
  • EMAIL: asmedigitalcollection@asme.org
Sign In