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U.S. Department of Energy
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Deterministic methods for sensitivity and uncertainty analysis in large-scale computer models

Conference ·
OSTI ID:5965467
The fields of sensitivity and uncertainty analysis are dominated by statistical techniques when large-scale modeling codes are being analyzed. This paper reports on the development and availability of two systems, GRESS and ADGEN, that make use of computer calculus compilers to automate the implementation of deterministic sensitivity analysis capability into existing computer models. This automation removes the traditional limitation of deterministic sensitivity methods. The paper describes a deterministic uncertainty analysis method (DUA) that uses derivative information as a basis to propagate parameter probability distributions to obtain result probability distributions. The paper demonstrates the deterministic approach to sensitivity and uncertainty analysis as applied to a sample problem that models the flow of water through a borehole. The sample problem is used as a basis to compare the cumulative distribution function of the flow rate as calculated by the standard statistical methods and the DUA method. The DUA method gives a more accurate result based upon only two model executions compared to fifty executions in the statistical case.
Research Organization:
Oak Ridge National Lab., TN (USA)
DOE Contract Number:
AC05-84OR21400
OSTI ID:
5965467
Report Number(s):
CONF-870971-3; ON: DE88000585
Country of Publication:
United States
Language:
English