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 | |
3,000 | 0.1343 | 0.1343 | 0.1342 | 0.1343 | 2.557⋅10−5 | 2.562⋅10−5 | 2.142⋅10−5 | 2.566⋅10−5 |
3,500 | 0.1504 | 0.1504 | 0.1497 | 0.1504 | 1.663⋅10−4 | 1.674⋅10−4 | 1.098⋅10−4 | 1.667⋅10−4 |
3,550 | 0.1534 | 0.1534 | 0.1521 | 0.1534 | 2.661⋅10−4 | 2.718⋅10−4 | 1.404⋅10−4 | 2.718⋅10−4 |