RepresentingandAnalyzingUncertaintyinLarge-Scale.ppt

Representing and Analyzing Uncertainty in Large-Scale Complex System Models Doug Allaire Outline Modeling Uncertainty Research Objectives The Aviation Environmental Portfolio Management Tool Global Sensitivity Analysis Future Work Modeling Uncertainty Uncertainties in modeling are unavoidable Uncertainty should be properly represented Estimates and predictions Risk analysis Cost-benefit analysis Furthering model development Uncertainty in models can be represented with three different methodologies Probabilistic (aleatory) Fuzzy sets (epistemic) Fuzzy Randomness (both) Large-Scale Complex System Models Multiple disciplines Economics, aerodynamics, atmospheric science, … Many inputs, many outputs Systems of models of different character Physics-based, empirical Many assumptions Subjective, objective Computationally intensive Characterizing, representing, quantifying, and accounting for uncertainty is key To both development and application of models Uncertainty in Large-Scale Complex System Models Goals of a formal uncertainty analysis: Further the development of a model Identify gaps in functionality that significantly impact the achievement of model requirements, leading to the identification of high-priority areas for further development. Rank inputs based on contributions to output variability to inform future research Inform decision-making Provide quantitative evaluation of the performance of the model relative to fidelity requirements for various analysis scenarios. Properly represent different types of uncertainty in the model Especially important for complex systems that comprise multiple models of different disciplines, different character, different assumptions What exists today Probabilistic and fuzzy random uncertainty models Rigorous model independent sensitivity analysis method Expensive Several model dependent sensitivity analysis methods Inexpensive but difficult to ensure proper use Limited research into the use of surrogate models in uncertain