IJPAM: Volume 44, No. 4 (2008)

MODELS AND RISK ANALYSIS OF UNCERTAIN
COMPLEX SYSTEMS

James A. Reneke$^1$, Sundeep Samson$^2$
$^{1,2}$Department of Mathematical Sciences
Clemson University
Clemson, South Carolina, 29634, USA
$^1$e-mail: reneke@clemson.edu
$^2$e-mail: ssamson@clemson.edu


Abstract.A modeling methodology is developed for complex systems, systems of several interacting components, with observable component performance normal fields that are also separable over the space of uncertainties. The algebra of operator representations of system components is completed by using separable equivalents in place of sums which are in general nonseparable. The end product is a computation of the mean and variance of the performance of the modeled system at each point in the space of system uncertainties.

Received: February 28, 2008

AMS Subject Classification: 90C29, 91B99, 00A71

Key Words and Phrases: separable random fields, operator repersnetation, Wiener field, complex systems, uncertainty and risk

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2008
Volume: 44
Issue: 4