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

Journal of Aerospace Information Systems

Safta, Cosmin S.; Sargsyan, Khachik S.; Najm, H.N.; Chowdhary, Kenny; Debusschere, Bert D.; Swiler, Laura P.; Eldred, Michael S.

In this paper, 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.

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Uncertainty quantification methods for model calibration validation, and risk analysis

16th AIAA Non-Deterministic Approaches Conference

Sargsyan, Khachik S.; Najm, H.N.; Chowdhary, Kamaljit S.; Debusschere, Bert D.; Swiler, Laura P.; Eldred, Michael S.

In this paper we propose a series of methodologies to address the problems in the NASA Langley Multidisciplinary UQ Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters in problem A, while variance-based global sensitivity analysis is proposed for problem B. For problems C and D we propose nested sampling methods for mixed aleatory-epistemic UQ.

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Results 26–50 of 70
Results 26–50 of 70