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Title: Statistical Validation of Engineering and Scientific Models: Background

Technical Report ·
OSTI ID:7450

A tutorial is presented discussing the basic issues associated with propagation of uncertainty analysis and statistical validation of engineering and scientific models. The propagation of uncertainty tutorial illustrates the use of the sensitivity method and the Monte Carlo method to evaluate the uncertainty in predictions for linear and nonlinear models. Four example applications are presented; a linear model, a model for the behavior of a damped spring-mass system, a transient thermal conduction model, and a nonlinear transient convective-diffusive model based on Burger's equation. Correlated and uncorrelated model input parameters are considered. The model validation tutorial builds on the material presented in the propagation of uncertainty tutoriaI and uses the damp spring-mass system as the example application. The validation tutorial illustrates several concepts associated with the application of statistical inference to test model predictions against experimental observations. Several validation methods are presented including error band based, multivariate, sum of squares of residuals, and optimization methods. After completion of the tutorial, a survey of statistical model validation literature is presented and recommendations for future work are made.

Research Organization:
Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States)
Sponsoring Organization:
USDOE
DOE Contract Number:
AC04-94AL85000
OSTI ID:
7450
Report Number(s):
SAND99-1256; ON: DE00007450
Country of Publication:
United States
Language:
English