Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications

In this paper, the potential benefits of quasi-Monte Carlo (QMC) methods for uncertainty propagation are assessed via two applications: a numerical case study and a realistic and complex building physical case study. The sampling efficiency of four quasi-Monte Carlo sampling strategies — Optimized Latin hypercube, Sobol’ sequence, Niederreiter–Xing sequence and lattice sequence — are quantified and the errors of these quasi-Monte Carlo methods...