Uncertainty analysis of a system response is an important part of engineering probabilistic analysis. Uncertainty analysis includes: (a) to evaluate moments of the response; (b) to evaluate reliability analysis of the system; (c) to assess the complete probability distribution of the response; (d) to conduct the parametric sensitivity analysis of the output. The actual model of system response is usually a high-dimensional function of input variables. Although Monte Carlo simulation is a quite general approach for this purpose, it may require an inordinate amount of resources to achieve an acceptable level of accuracy. Development of a computationally efficient method, hence, is of great importance. First of all, the study proposed a moment method for uncertainty quantification of structural systems. However, a key departure is the use of fractional moment of response function, as opposed to integer moment used so far in literature. The advantage of using fractional moment over integer moment was illustrated from the relation of one fractional moment with a couple of integer moments. With a small number of samples to compute the fractional moments, a system output distribution was estimated with the principle of maximum entropy (MaxEnt) in conjunction with the constraints specified in terms of fractional moments. Compared to the classical MaxEnt, a novel feature of the proposed method is that fractional exponent of the MaxEnt distribution is determined through the entropy maximization process, instead of assigned by an analyst in prior. To further minimize the computational cost of the simulation-based entropy method, a multiplicative dimensional reduction method (M-DRM) was proposed to compute the fractional (integer) moments of a generic function with multiple input variables. The M-DRM can accurately approximate a high-dimensional function as the product of a series low-dimensional functions. Together with the principle of maximum entropy, a novel computational approach was proposed to assess the complete probability distribution of a system output. Accuracy and efficiency of the proposed method for structural reliability analysis were verified by crude Monte Carlo simulation of several examples. Application of M-DRM was further extended to the variance-based global sensitivity analysis of a system. Compared to the local sensitivity analysis, the variance-based sensitivity index can provide significance information about an input random variable. Since each component variance is defined as a conditional expectation with respect to the system model function, the separable nature of the M-DRM approximation can simplify the high-dimension integrations in sensitivity analysis. Several examples were presented to illustrate the numerical accuracy and efficiency of the proposed method in comparison to the Monte Carlo simulation method. The last contribution of the proposed study is the development of a computationally efficient method for polynomial chaos expansion (PCE) of a system's response. This PCE model can be later used uncertainty analysis. However, evaluation of coefficients of a PCE meta-model is computational demanding task due to the involved high-dimensional integrations. With the proposed M-DRM, the involved computational cost can be remarkably reduced compared to the classical methods in literature (simulation method or tensor Gauss quadrature method). Accuracy and efficiency of the proposed method for polynomial chaos expansion were verified by considering several practical examples.

L'objectif de cette thèse est de mettre en place une méthodologie et les outils associés en vue d'harmoniser le processus de construction des modèles de performances et de qualités de vol. Pour ce faire, des techniques de réduction de modèles ont été élaborées afin de satisfaire des objectifs industriels contradictoires de taille mémoire, de précision et de temps de calcul. Après avoir établi une méthodologie de construction de modèles réduits et effectué un état de l'art critique, les Réseaux de Neurones et le High Dimensional Model Representation ont été choisis, puis adaptés et validés sur des fonctions de petite dimension. Pour traiter les problèmes de dimension supérieure, une méthode de réduction basée sur la sélection optimale de sous-modèles réduits a été développée, qui permet de satisfaire les exigences de rapidité, de précision et de taille mémoire. L'efficacité de cette méthode a finalement été démontrée sur un modèle de performances des avions destiné à être embarqué. / The objective of this thesis is to provide a methodology and the associated tools in order to standardize the building process of performance and handling quality models. This typically leads to elaborate surrogate models in order to satisfy industrial contrasting objectives of memory size, accuracy and computation time. After listing the different steps of a construction of surrogates methodology and realizing a critical state of the art, Neural Networks and High Dimensional Model Representation methods have been selected and validated on low dimension functions. For functions of higher dimension, a reduction method based on the optimal selection of submodel surrogates has been developed which allows to satisfy the requirements on accuracy, computation time and memory size. The efficiency of this method has been demonstrated on an aircraft performance model which will be embedded into the avionic systems.