Uncertainty quantification patterns for multiscale models

被引：8

作者：

Ye, D. ^{[1
]}

Veen, L. ^{[2
]}

Nikishova, A. ^{[1
]}

Lakhlili, J. ^{[3
]}

Edeling, W. ^{[4
]}

Luk, O. O. ^{[3
]}

Krzhizhanovskaya, V. V. ^{[1
,5
]}

Hoekstra, A. G. ^{[1
]}

机构：

[1] Univ Amsterdam, Fac Sci, Informat Inst, Computat Sci Lab, Amsterdam, Netherlands

[2] Netherlands eSci Ctr, Amsterdam, Netherlands

[3] Max Planck Inst Plasma Phys, Garching, Germany

[4] Ctr Wiskunde & Informat, Sci Comp Grp, Amsterdam, Netherlands

[5] ITMO Univ, St Petersburg, Russia

来源：

PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES | 2021年 / 379卷 / 2197期

关键词：

uncertainty quantification; uncertainty propagation; multiscale simulation; surrogate modelling; PROPAGATION;

D O I：

10.1098/rsta.2020.0072

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

Uncertainty quantification (UQ) is a key component when using computational models that involve uncertainties, e.g. in decision-making scenarios. In this work, we present uncertainty quantification patterns (UQPs) that are designed to support the analysis of uncertainty in coupled multi-scale and multi-domain applications. UQPs provide the basic building blocks to create tailored UQ for multiscale models. The UQPs are implemented as generic templates, which can then be customized and aggregated to create a dedicated UQ procedure for multiscale applications. We present the implementation of the UQPs with multiscale coupling toolkit Multiscale Coupling Library and Environment 3. Potential speed-up for UQPs has been derived as well. As a proof of concept, two examples of multiscale applications using UQPs are presented. This article is part of the theme issue 'Reliability and reproducibility in computational science: implementing verification, validation and uncertainty quantification in silico'.

引用

页数：17

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