Monte Carlo vs. Fuzzy Monte Carlo Simulation for Uncertainty and Global Sensitivity Analysis

Young-Jin Kim
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Young-Jin Kim: Division of Architecture, Architectural Engineering and Civil Engineering, Sunmoon University, Asan, Chungnam 336-708, Korea

Sustainability, 2017, vol. 9, issue 4, 1-14

Abstract: Monte Carlo simulation (MCS) has been widely used for the uncertainty propagations of building simulation tools. In general, most unknown inputs for the MCS are regarded as single probability distributions based on experts’ subjective judgements and assumptions, when simulation information and measured data are inaccurate and insufficient. However, this can lead to meaningless and untrustworthy results, since the results are obtained using only single probability distributions without considering reducible possibilities of some unknown inputs. This paper introduces a fuzzy MCS for dealing with the aforementioned problems. In comparison with the MCS, the fuzzy MCS has the advantage of considering the aleatory and epistemic uncertainty, and can provide a family of probability distributions. This paper also discusses how fuzzy MCS could be effectively used for uncertainty and global sensitivity analysis.

Keywords: Monte Carlo simulation; fuzzy Monte Carlo simulation; uncertainty; sensitivity; building simulation (search for similar items in EconPapers)
JEL-codes: O13 Q Q0 Q2 Q3 Q5 Q56 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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