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Uncertainty quantification methods for model calibration validation, and risk analysis

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.