A Numerical Approach for Quantification of Epistemic Uncertainty
John Jakeman (ANU)
MSI Computational Mathematics Seminar SeriesDATE: 2009-11-30
TIME: 11:00:00 - 12:00:00
LOCATION: John Dedman, G35
CONTACT: JavaScript must be enabled to display this email address.
ABSTRACT:
In the field of uncertainty quantification, uncertainty in the governing equations may assume two forms: aleatory uncertainty and epistemic uncertainty. Aleatory uncertainty can be characterised by known probability distributions whilst epistemic uncertainty arises from a lack of knowledge of probabilistic information. While extensive research efforts have been devoted to the numerical treatment of aleatory uncertainty, little attention has been given to the quantification of epistemic uncertainty.
I will discuss a numerical framework for quantification of epistemic uncertainty. The proposed methodology does not require any probabilistic informationon uncertain input parameters. The method only necessitates an estimate of the range of the uncertain variables that encapsulates the true range of the input variables with overwhelming probability. To quantify the epistemic uncertainty, we solve an encapsulation problem, which is a solution to the original governing equations defined on the estimated range of the input variables. I will present solution strategies for solving the encapsulation problemand the sufficient conditions under which the numerical solution can serve as a good estimator for capturing the effects of the epistemic uncertainty.
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http://wwwmaths.anu.edu.au/people/students.html
