An Overview of Probabilistic Performance Analysis Methods for Large Scale and Time-Dependent Systems

Various algorithms have been proposed to evaluate the performance of large scale and time-dependent systems. Probabilistic approaches based on computer experiments have been shown to be more efficient than classical approaches such as Monte-Carlo simulations for a various number of practical cases. This article thus gives an overview of the latest trends in the field, applied to the performance evaluation of large scale or time-dependent system. Different realistic applications in the aerospace domain are considered.