2013
DOI: 10.1615/int.j.uncertaintyquantification.2012003594
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Framework for Convergence and Validation of Stochastic Uncertainty Quantification and Relationship to Deterministic Verification and Validation

Abstract: A framework is described for convergence and validation of nonintrusive uncertainty quantification (UQ) methods; the relationship between deterministic verification and validation (V&V) and stochastic UQ is studied, and an example is provided for a unit problem. Convergence procedures are developed for Monte Carlo (MC) without and with metamodels, showing that in addition to the usual user-defined acceptable confidence intervals, convergence studies with systematic refinement ratio are required. A UQ validatio… Show more

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Cited by 24 publications
(7 citation statements)
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“…A different criterion based on the residual error between the true function and the prediction of the meta-model has been employed for the present study. Following [3], where the meta-model results are validated using the approach formulated in [9], the convergence of the meta-model has been set at 5% residual of the uncertainty quantification error (E U Q )…”
Section: Dynamic Adaptive Meta-modellingmentioning
confidence: 99%
“…A different criterion based on the residual error between the true function and the prediction of the meta-model has been employed for the present study. Following [3], where the meta-model results are validated using the approach formulated in [9], the convergence of the meta-model has been set at 5% residual of the uncertainty quantification error (E U Q )…”
Section: Dynamic Adaptive Meta-modellingmentioning
confidence: 99%
“…It may be noted that, here, {·} 2 stands for the elementwise square, and μ(f) and σ 2 (f) are vectors of dimension 1 + N + M. The evaluation of the integrals in (6) and (7) is often referred as Uncertainty Quantification, UQ (Najm 2009;Iaccarino 2008;Mousaviraad et al 2011). With respect to the uncertainties outlined above, different approaches may be followed for the recasting of the optimization problem.…”
Section: (C) Uncertain Evaluation Of the Functions Of Interestmentioning
confidence: 99%
“…Although surrogate models for design optimization and UQ are often very fruitful and dramatically abate the computational effort, their use is beyond the scope of the present work and, therefore, no further addressed. The interested reader is addressed to, e.g., Alexandrov and Lewis (2001), Peri and Campana (2005), Allaire and Willcox (2010) and Mousaviraad et al (2011).…”
Section: Multidisciplinary Robust Design Optimizationmentioning
confidence: 99%
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“…More recently, the research moved to stochastic UQ for environmental and operating conditions. Stochastic UQ studies using high-fidelity simulations for ship hydrodynamic problems have been presented in [4,5,6,7].…”
Section: Introductionmentioning
confidence: 99%