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Complex computer codes are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this problem consists in replacing cpu-time expensive…

统计理论 · 数学 2017-04-25 Bertrand Iooss , Amandine Marrel

A framework is developed based on different uncertainty quantification (UQ) techniques in order to assess validation and verification (V&V) metrics in computational physics problems, in general, and computational fluid dynamics (CFD), in…

计算物理 · 物理学 2020-07-15 Saleh Rezaeiravesh , Ricardo Vinuesa , Philipp Schlatter

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

应用统计 · 统计学 2008-04-06 Amandine Marrel , Bertrand Iooss , Francois Van Dorpe , Elena Volkova

In the framework of risk assessment in nuclear accident analysis, best-estimatecomputer codes, associated to a probabilistic modeling of the uncertain input variables,are used to estimate safety margins. A first step in such uncertainty…

计算工程、金融与科学 · 计算机科学 2021-08-30 A. Marrel , Bertrand Iooss , V Chabridon

Complex computer codes, for instance simulating physical phenomena, are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this…

数值分析 · 数学 2011-04-22 Bertrand Iooss , Loïc Boussouf , Vincent Feuillard , Amandine Marrel

Global sensitivity analysis is used to quantify the influence of uncertain input parameters on the response variability of a numerical model. The common quantitative methods are applicable to computer codes with scalar input variables. This…

应用统计 · 统计学 2008-06-09 Bertrand Iooss , Mathieu Ribatet

Predicting fuel assembly bow in pressurized water reactors requires solving tightly coupled fluid-structure interaction problems, whose direct simulations can be computationally prohibitive, making large-scale uncertainty quantification…

应用统计 · 统计学 2026-01-27 Ali Abboud , Josselin Garnier , Bertrand Leturcq , Stanislas de Lambert

Complex computer codes are widely used in science and engineering to model physical phenomena. Furthermore, it is common that they have a large number of input parameters. Global sensitivity analysis aims to identify those which have the…

统计理论 · 数学 2013-07-09 Loic Le Gratiet , Claire Cannamela , Bertrand Iooss

Several applications such as nuclear forensics, nuclear fuel cycle simulations and sensitivity analysis require methods to quickly compute spent fuel nuclide compositions for various irradiation histories. Traditionally, this has been done…

计算物理 · 物理学 2021-03-16 Antonio Figueroa , Malte Goettsche

Explicit quantification of uncertainty in engineering simulations is being increasingly used to inform robust and reliable design practices. In the aerospace industry, computationally-feasible analyses for design optimization purposes often…

流体动力学 · 物理学 2019-11-13 Jayant Mukhopadhaya , Brian T. Whitehead , John F. Quindlen , Juan J. Alonso

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

机器学习 · 统计学 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Understanding which concepts models can and cannot represent has been fundamental to many tasks: from effective and responsible use of models to detecting out of distribution data. We introduce Gaussian process probes (GPP), a unified and…

机器学习 · 计算机科学 2023-11-07 Zi Wang , Alexander Ku , Jason Baldridge , Thomas L. Griffiths , Been Kim

Biomechanical models often need to describe very complex systems, organs or diseases, and hence also include a large number of parameters. One of the attractive features of physics-based models is that in those models (most) parameters have…

计算工程、金融与科学 · 计算机科学 2023-01-10 Barbara Wirthl , Sebastian Brandstaeter , Jonas Nitzler , Bernhard A. Schrefler , Wolfgang A. Wall

Every computer model depends on numerical input parameters that are chosen according to mostly conservative but rigorous numerical or empirical estimates. These parameters could for example be the step size for time integrators, a seed for…

计算物理 · 物理学 2020-09-11 Matthias Frey , Andreas Adelmann

To perform uncertainty, sensitivity or optimization analysis on scalar variables calculated by a cpu time expensive computer code, a widely accepted methodology consists in first identifying the most influential uncertain inputs (by…

统计理论 · 数学 2013-05-28 Benjamin Auder , Agnes De Crecy , Bertrand Iooss , Michel Marques

The post-Moore era casts a shadow of uncertainty on many aspects of computer system design. Managing that uncertainty requires new algorithmic tools to make quantitative assessments. While prior uncertainty quantification methods, such as…

信号处理 · 电气工程与系统科学 2019-10-22 Zichang He , Weilong Cui , Chunfeng Cui , Timothy Sherwood , Zheng Zhang

To validate the safety of automated vehicles (AV), scenario-based testing aims to systematically describe driving scenarios an AV might encounter. In this process, continuous inputs such as velocities result in an infinite number of…

机器学习 · 计算机科学 2022-12-08 Max Winkelmann , Mike Kohlhoff , Hadj Hamma Tadjine , Steffen Müller

In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…

统计方法学 · 统计学 2017-03-20 Roland Schöbi , Bruno Sudret

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions. Yet the classical computation of the so-called Sobol' indices is…

统计计算 · 统计学 2016-06-16 L. Le Gratiet , S. Marelli , B. Sudret

Coupled partial differential equation (PDE) systems, which often represent multi-physics models, are naturally suited for modular numerical solution methods. However, several challenges yet remain in extending the benefits of modularization…

数值分析 · 数学 2014-10-21 Akshay Mittal , Gianluca Iaccarino
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