Challenge
Problems:
Uncertainty in System Response Given Uncertain Parameters
W. L. Oberkampf, J. C. Helton, C. A. Joslyn, S. F. Wojtkiewicz,
and S. Ferson
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PDF 156k) (DRAFT: November 29, 2001) |
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To focus attention and discussion on the topic of epistemic uncertainty in uncertainty
estimation of real systems, the Epistemic Uncertainty Project has constructed
a sequence of challenge problems. The challenge problems are intended to provide
a common starting point for the discussion of the representation, aggregation,
propagation, and interpretation of uncertainty.
Although these challenge problems deal with simple systems and their responses,
the problems constitute abstractions of situations that occur in the analysis
of complex physical systems which are our ultimate focus. The challenge problems
contain varying mixtures of epistemic and aleatory input uncertainty in parameters
of the system. The first system is given by an algebraic equation, and the second
system is given by a linear ordinary differential equation. Each system is intended
to provide a common focus and challenge for experimentation, discussion, and comparison
of multiple approaches to the assessment and propagation of uncertainty.
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