Optimal uncertainty quantification with model uncertainty and legacy data

We present an optimal uncertainty quantification (OUQ) protocol for systems that are characterized by an existing physics-based model and for which only legacy data is available, i.e., no additional experimental testing of the system is possible. Specifically, the OUQ strategy developed in this work consists of using the legacy data to establish, in a probabilistic sense, the level of error of the model, or modeling error, and to subsequently use the validated model as a basis for the determination of probabilities of outcomes. The quantification of modeling uncertainty specifically establishes, to a specified confidence, the probability that the actual response of the system lies within a certain distance of the model. Once the extent of model uncertainty has been established in this manner, the model can be conveniently used to stand in for the actual or empirical response of the system in order to compute probabilities of outcomes. To this end, we resort to the OUQ reduction theorem of Owhadi et al. (2013) in order to reduce the computation of optimal upper and lower bounds on probabilities of outcomes to a finite-dimensional optimization problem. We illustrate the resulting UQ protocol by means of an application concerned with the response to hypervelocity impact of 6061-T6 Aluminum plates by Nylon 616 impactors at impact velocities in the range of 5-7 km/s. The ability of the legacy OUQ protocol to process diverse information on the system and its ability to supply rigorous bounds on system performance under realistic-and less than ideal-scenarios demonstrated by the hypervelocity impact application is remarkable. (C) 2014 Elsevier Ltd. All rights reserved.