Experiences using DAKOTA stochastic expansion methods in computational simulations.

Templeton, Jeremy Alan ; Ruthruff, Joseph R.

Sandia National Laboratories

关键词: Probability;    99 General And Miscellaneous//Mathematics, Computing, And Information Science;    D Codes;    Simulation;    Reliability;   

DOI  :  10.2172/1035314
RP-ID  :  SAND2012-0107
RP-ID  :  AC04-94AL85000
RP-ID  :  1035314

美国|英语

来源: UNT Digital Library

【 摘 要 】

Uncertainty quantification (UQ) methods bring rigorous statistical connections to the analysis of computational and experiment data, and provide a basis for probabilistically assessing margins associated with safety and reliability. The DAKOTA toolkit developed at Sandia National Laboratories implements a number of UQ methods, which are being increasingly adopted by modeling and simulation teams to facilitate these analyses. This report disseminates results as to the performance of DAKOTA's stochastic expansion methods for UQ on a representative application. Our results provide a number of insights that may be of interest to future users of these methods, including the behavior of the methods in estimating responses at varying probability levels, and the expansion levels for the methodologies that may be needed to achieve convergence.