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Title: Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem

Abstract

In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

Authors:
 [1];  [1];  [1];  [1];  [1];  [2];  [2]
  1. Sandia National Lab. (SNL-CA), Livermore, CA (United States)
  2. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Publication Date:
Research Org.:
Sandia National Laboratories Albuquerque, NM (United States); Sandia National Lab. (SNL-CA), Livermore, CA (United States)
Sponsoring Org.:
USDOE National Nuclear Security Administration (NNSA)
OSTI Identifier:
1141704
Report Number(s):
SAND-2014-2425J
Journal ID: ISSN 2327-3097; 506477
Grant/Contract Number:  
AC04-94AL85000
Resource Type:
Accepted Manuscript
Journal Name:
Journal of Aerospace Information Systems
Additional Journal Information:
Journal Volume: 12; Journal Issue: 1; Related Information: Proposed for publication in Journal of Aerospace Information Systems.; Journal ID: ISSN 2327-3097
Publisher:
American Institute of Aeronautics and Astronautics (AIAA)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING

Citation Formats

Safta, Cosmin, Sargsyan, Khachik, Najm, Habib N., Chowdhary, Kenny, Debusschere, Bert, Swiler, Laura P., and Eldred, Michael S. Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem. United States: N. p., 2015. Web. doi:10.2514/1.I010256.
Safta, Cosmin, Sargsyan, Khachik, Najm, Habib N., Chowdhary, Kenny, Debusschere, Bert, Swiler, Laura P., & Eldred, Michael S. Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem. United States. doi:10.2514/1.I010256.
Safta, Cosmin, Sargsyan, Khachik, Najm, Habib N., Chowdhary, Kenny, Debusschere, Bert, Swiler, Laura P., and Eldred, Michael S. Thu . "Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem". United States. doi:10.2514/1.I010256. https://www.osti.gov/servlets/purl/1141704.
@article{osti_1141704,
title = {Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem},
author = {Safta, Cosmin and Sargsyan, Khachik and Najm, Habib N. and Chowdhary, Kenny and Debusschere, Bert and Swiler, Laura P. and Eldred, Michael S.},
abstractNote = {In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.},
doi = {10.2514/1.I010256},
journal = {Journal of Aerospace Information Systems},
number = 1,
volume = 12,
place = {United States},
year = {2015},
month = {1}
}

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Cited by: 1 work
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