uncertainty quantification; Monte Carlo method; polynomial chaos; Karhunen-Loeve expansion; worst scenario method; Dempster-Shafer evidence theory; fuzzy sets
The goal of this contribution is to introduce some approaches to uncertainty modeling in a way accessible to non-specialists. Elements of the Monte Carlo method, polynomial chaos method,
Dempster-Shafer approach, fuzzy set theory, and the worst (case) scenario
method are presented.