UQSay Seminar #30: An information geometry approach for robustness analysis in uncertainty quantification of computer codes

20 mai 2021 | 14h00 - 15h00

Jeudi 20 mai 2021, 14h00

UQSay is a series of seminars on the broad area of Uncertainty Quantification (UQ) and related topics, organized by L2S, MSSMAT, LMT and EDF R&D.

UQSay Seminar #30: An information geometry approach for robustness analysis in uncertainty quantification of computer codes
  • mai 2021
    • jeudi 20 14h00 - 15h00

Robustness analysis is an emerging field in the uncertainty quantification domain. It involves analyzing the response of a computer model—which has inputs whose exact values are unknown—to the perturbation of one or several of its input distributions. Practical robustness analysis methods therefore require a coherent methodology for perturbing distributions; we present here one such rigorous method, based on the Fisher distance on manifolds of probability distributions. Further, we provide a numerical method to calculate perturbed densities in practice which comes from Lagrangian mechanics and involves solving a system of ordinary differential equations. The method introduced for perturbations is then used to compute quantile-related robustness indices. We illustrate these "perturbed-law based" indices on several numerical models. We also apply our methods to an industrial setting: the simulation of a loss of coolant accident in a nuclear reactor, where several dozen of the model's physical parameters are not known exactly, and where limited knowledge on their distributions is available.

Type d'événement Conférence / séminaire / webinaire - conference / seminar / webinar

Thématique Recherche - Research

Public Réservé à certains publics

Lien Visio

Gif-sur-Yvette