A Probabilistic Approach to Multivariate Constrained Robust Design Simulation
Several approaches to robust design have been proposed in the past. Only few acknowledged the paradigm shift from performance based design to design for cost. The incorporation of economics in the design process, however, makes a probabilistic approach to design necessary, due to the inherent ambiguity of assumptions and requirements as well as the operating environment of future aircraft. The approach previously proposed by the authors, linking Response Surface Methodology with Monte Carlo Simulations, has revealed itself to be cumbersome and at times impractical for multi-constraint, multi-objective problems. In addition, prediction accuracy problems were observed for certain scenarios that could not easily be resolved. Hence, this paper proposes an alternate approach to probabilistic design, which is based on a Fast Probability Integration technique.