In this thesis, a framework for generic uncertainty analysis is developed. The two basic uncertainty characteristics aleatoric and epistemic uncertainty are differentiated. Polymorphic uncertainty as the combination of these two characteristics is discussed. The main focus is on epistemic uncertainty, with fuzziness as an uncertainty model. Properties and classes of fuzzy quantities are discussed. Some information reduction measures to reduce a fuzzy quantity to a characteristic value, are briefly debated. Analysis approaches for aleatoric, epistemic and polymorphic uncertainty are discussed. For fuzzy analysis α-level-based and α-level-free methods are described. As a hybridization of both methods, non-flat α-level-optimization is proposed.
For numerical uncertainty analysis, the framework PUQpy, which stands for “Polymorphic Uncertainty Quantification in Python” is introduced. The conception, structure, data structure, modules and design principles of PUQpy are documented. Sequential Weighted Sampling (SWS) is presented as an optimization algorithm for general purpose optimization, as well as for fuzzy analysis. Slice Sampling as a component of SWS is shown. Routines to update Pareto-fronts, which are required for optimization are benchmarked.
Finally, PUQpy is used to analyze example problems as a proof of concept. In those problems analytical functions with uncertain parameters, characterized by fuzzy and polymorphic uncertainty, are examined.