Table 7 The expected values and variances of at times computed by SCM5, UKF, MEgPC and Monte Carlo simulation
From: An accuracy comparison of polynomial chaos type methods for the propagation of uncertainties
Time | Expected value | Variance | ||||||
|---|---|---|---|---|---|---|---|---|
SCM5 | MEgPC | UKF | MCS | SCM5 | MEgPC | UKF | MCS | |
5,000 | 0.1.601 | 0.1.601 | 0.1.602 | 0.1601 | 4.727⋅10−5 | 4.729⋅10−5 | 5.113⋅10−5 | 4.728⋅10−5 |
5,420 | 0.2.681 | 0.2.726 | 0.2.671 | 0.2749 | 5.655⋅10−2 | 7.791⋅10−2 | 2.449⋅10−2 | 8.627⋅10−2 |