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Title: Experiences using DAKOTA stochastic expansion methods in computational simulations.

Abstract

Uncertainty quantification (UQ) methods bring rigorous statistical connections to the analysis of computational and experiment data, and provide a basis for probabilistically assessing margins associated with safety and reliability. The DAKOTA toolkit developed at Sandia National Laboratories implements a number of UQ methods, which are being increasingly adopted by modeling and simulation teams to facilitate these analyses. This report disseminates results as to the performance of DAKOTA's stochastic expansion methods for UQ on a representative application. Our results provide a number of insights that may be of interest to future users of these methods, including the behavior of the methods in estimating responses at varying probability levels, and the expansion levels for the methodologies that may be needed to achieve convergence.

Authors:
;
Publication Date:
Research Org.:
Sandia National Laboratories
Sponsoring Org.:
USDOE
OSTI Identifier:
1035314
Report Number(s):
SAND2012-0107
TRN: US201205%%77
DOE Contract Number:
AC04-94AL85000
Resource Type:
Technical Report
Country of Publication:
United States
Language:
English
Subject:
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; CONVERGENCE; D CODES; PERFORMANCE; PROBABILITY; RELIABILITY; SAFETY; SANDIA NATIONAL LABORATORIES; SIMULATION

Citation Formats

Templeton, Jeremy Alan, and Ruthruff, Joseph R. Experiences using DAKOTA stochastic expansion methods in computational simulations.. United States: N. p., 2012. Web. doi:10.2172/1035314.
Templeton, Jeremy Alan, & Ruthruff, Joseph R. Experiences using DAKOTA stochastic expansion methods in computational simulations.. United States. doi:10.2172/1035314.
Templeton, Jeremy Alan, and Ruthruff, Joseph R. Sun . "Experiences using DAKOTA stochastic expansion methods in computational simulations.". United States. doi:10.2172/1035314. https://www.osti.gov/servlets/purl/1035314.
@article{osti_1035314,
title = {Experiences using DAKOTA stochastic expansion methods in computational simulations.},
author = {Templeton, Jeremy Alan and Ruthruff, Joseph R.},
abstractNote = {Uncertainty quantification (UQ) methods bring rigorous statistical connections to the analysis of computational and experiment data, and provide a basis for probabilistically assessing margins associated with safety and reliability. The DAKOTA toolkit developed at Sandia National Laboratories implements a number of UQ methods, which are being increasingly adopted by modeling and simulation teams to facilitate these analyses. This report disseminates results as to the performance of DAKOTA's stochastic expansion methods for UQ on a representative application. Our results provide a number of insights that may be of interest to future users of these methods, including the behavior of the methods in estimating responses at varying probability levels, and the expansion levels for the methodologies that may be needed to achieve convergence.},
doi = {10.2172/1035314},
journal = {},
number = ,
volume = ,
place = {United States},
year = {Sun Jan 01 00:00:00 EST 2012},
month = {Sun Jan 01 00:00:00 EST 2012}
}

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