A general discussion of the quantification of uncertainty in numerical simulations is presented. A principal conclusion is that the distribution of solution errors is the leading term in the assessment of the validity of a simulation and its associated uncertainty in the Bayesian framework. Key issues that arise in uncertainty quantification are discussed for two examples drawn from shock wave physics and modeling of petroleum reservoirs. Solution error models, confidence intervals and Gaussian error statistics based on simulation studies are presented.
Uncertainty Quantification for Multiscale Simulations1
Contributed by the Fluids Engineering Division for publication in the JOURNAL OF FLUIDS ENGINEERING. Manuscript received by the Fluids Engineering Division August 7, 2001; revised manuscript received November 12, 2001. Associate Editor: G. Karniadakis.
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DeVolder, B., Glimm, J., Grove, J. W., Kang, Y., Lee, Y., Pao, K., Sharp, D. H., and Ye, K. (November 12, 2001). "Uncertainty Quantification for Multiscale Simulations." ASME. J. Fluids Eng. March 2002; 124(1): 29–41. https://doi.org/10.1115/1.1445139
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