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glossary [2019/03/07 13:33]
dave.wright@ucl.ac.uk created
glossary [2019/04/03 10:26] (current)
dave.wright@ucl.ac.uk [Sensitivity Analysis] typo correction
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 **Validation** is the process of analyzing the accuracy with which the model represents the real world process ​ (Oberkampf, 2010). **Validation** is the process of analyzing the accuracy with which the model represents the real world process ​ (Oberkampf, 2010).
  
-**Verification** is the process of identifying whether the computational model accurately simulates the mathematical model and its solution (Oberkampf, 2010). Verification can be divided into code verification (finding and fixing errors in the numerical algorithms or in the source code, ensuring good programming practices) and solution verification (estimation of the numerical error).+**Verification** is the process of identifying whether the computational model accurately simulates the underlying (usually ​mathematicalmodel and its solution (Oberkampf, 2010). Verification can be divided into code verification (finding and fixing errors in the numerical algorithms or in the source code, ensuring good programming practices) and solution verification (estimation of the numerical error).
  
 **Uncertainty Quantification (UQ)** is the discipline, which seeks to estimate uncertainty in the model input and output parameters, to analyse the sources of these uncertainties,​ and to reduce their quantities. **Uncertainty Quantification (UQ)** is the discipline, which seeks to estimate uncertainty in the model input and output parameters, to analyse the sources of these uncertainties,​ and to reduce their quantities.
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 ====== VECMA Specific Terms ====== ====== VECMA Specific Terms ======
  
-**Patterns** within VECMA are abstractions that describe, in a non-application specific manner, a workflow or algorithm for conducting validation, verification,​ uncertainty quantification or sensitivity analysis.+**Patterns** within VECMA are abstractions that describe, in a non-application ​and non-domain ​specific manner, a workflow or algorithm for conducting validation, verification,​ uncertainty quantification or sensitivity analysis
 +The set of patterns described in the proposal is detailed [[proposal_patterns|here]].
  
 **Uncertainty Quantification Pattern (UQP)** is the term for workflows and algorithms focussed on uncertainty quantification and propagation or sensitivity analysis. **Uncertainty Quantification Pattern (UQP)** is the term for workflows and algorithms focussed on uncertainty quantification and propagation or sensitivity analysis.
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 **Sensitivity Analysis** identifies the model portions of uncertainty coming from each uncertain model parameters or group of parameters (Saltelli, 2001). ​ **Sensitivity Analysis** identifies the model portions of uncertainty coming from each uncertain model parameters or group of parameters (Saltelli, 2001). ​
  
-**Global sensitivity** ​methods ​analyse a modelsensitivity ​across the whole variation range of the input parameters (Sobol, 2001).+**Global sensitivity** analyse ​the sensitivity of a model'output to global variations of its inputs, i.e. across the whole variation range of the input parameters (Sobol, 2001).
  
-**Local sensitivity** methods analyse ​a particular solution of the model output (Saltelli, 2010). ​+**Local sensitivity** methods analyse the sensitivity of a model'​s ​output ​to local variations of its inputs, i.e. in the neighbourhood of a particular input vector ​(Saltelli, 2010). ​
  
 **Surrogate models** or **metamodels** are an alternatives to the original code, which produce approximately similar output in a shorter period of time (Owen, 2017). ​ **Surrogate models** or **metamodels** are an alternatives to the original code, which produce approximately similar output in a shorter period of time (Owen, 2017). ​
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 ====== References ====== ====== References ======
 +
 +B. Chopard, J. Borgdorff and A. G. Hoekstra. “A framework for multi-scale modelling.”,​ Philosophical Transactions of the Royal Society A: Mathematical,​ Physical and Engineering Sciences, 372 (2014), doi: 10.1098/​rsta.2013.0378
  
 A. Der Kiureghian and O. Ditlevsen, "​Aleatory or epistemic? Does it matter?​."​ Structural Safety 31.2 (2009): 105-112, https://​doi.org/​10.1016/​j.strusafe.2008.06.020 A. Der Kiureghian and O. Ditlevsen, "​Aleatory or epistemic? Does it matter?​."​ Structural Safety 31.2 (2009): 105-112, https://​doi.org/​10.1016/​j.strusafe.2008.06.020
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 R. H. Johnstone, //et al.//, "​Uncertainty and variability in models of the cardiac action potential: Can we build trustworthy models?​."​ Journal of molecular and cellular cardiology 96 (2016): 49-62, https://​doi.org/​10.1016/​j.yjmcc.2015.11.018 R. H. Johnstone, //et al.//, "​Uncertainty and variability in models of the cardiac action potential: Can we build trustworthy models?​."​ Journal of molecular and cellular cardiology 96 (2016): 49-62, https://​doi.org/​10.1016/​j.yjmcc.2015.11.018
- 
  
 J. B. Nagel, "​Bayesian techniques for inverse uncertainty quantification"​. Diss. ETH Zurich, (2017), https://​doi.org/​10.3929/​ethz-a-010835772 J. B. Nagel, "​Bayesian techniques for inverse uncertainty quantification"​. Diss. ETH Zurich, (2017), https://​doi.org/​10.3929/​ethz-a-010835772
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 N. E. Owen, //et al.//, "​Comparison of surrogate-based uncertainty quantification methods for computationally expensive simulators."​ SIAM/ASA Journal on Uncertainty Quantification 5.1 (2017): 403-435, https://​epubs.siam.org/​doi/​10.1137/​15M1046812 N. E. Owen, //et al.//, "​Comparison of surrogate-based uncertainty quantification methods for computationally expensive simulators."​ SIAM/ASA Journal on Uncertainty Quantification 5.1 (2017): 403-435, https://​epubs.siam.org/​doi/​10.1137/​15M1046812
  
 +Rothschild, Michael, and Joseph E. Stiglitz. "​Increasing risk: I. A definition."​ Journal of Economic theory 2.3 (1970): 225-243. https://​doi.org/​10.1016/​0022-0531(70)90038-4
 +
 +Saltelli, Andrea, et al. "​Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index."​ Computer Physics Communications 181.2 (2010): 259-270. https://​doi.org/​10.1016/​j.cpc.2009.09.018
 +
 +Saltelli, Andrea, and Paola Annoni. "How to avoid a perfunctory sensitivity analysis."​ Environmental Modelling & Software 25.12 (2010): 1508-1517. https://​doi.org/​10.1016/​j.envsoft.2010.04.012
 +
 +Sobol, Ilya M. "​Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates."​ Mathematics and computers in simulation 55.1-3 (2001): 271-280. https://​doi.org/​10.1016/​S0378-4754(00)00270-6
 +
 +Soize, Christian. Uncertainty Quantification. Springer International Publishing AG, 2017. https://​link.springer.com/​book/​10.1007/​978-3-319-54339-0
 +
 +van den Bos, L. M. M., Barry Koren, and Richard P. Dwight. "​Non-intrusive uncertainty quantification using reduced cubature rules."​ Journal of Computational Physics 332 (2017): 418-445. https://​doi.org/​10.1016/​j.jcp.2016.12.011
 +
 +Wu, Xu, and Tomasz Kozlowski. "​Inverse uncertainty quantification of reactor simulations under the Bayesian framework using surrogate models constructed by polynomial chaos expansion."​ Nuclear Engineering and Design 313 (2017): 29-52. https://​doi.org/​10.1016/​j.nucengdes.2016.11.032
  
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