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Two-stage nested optimization-based uncertainty propagation method for uncertainty reduction

  • Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

A new method of epistemic uncertainty reduction is investigated according to the uncertainty of modeling and simulation. First, technical background of the uncertainty propagation in modeling and simulation is introduced. Uncertainty propagation procedure is divided into three major steps. Next, an epistemic uncertainty reduction method based on two-stage nested sampling uncertainty propagation is proposed, Monte Carlo Simulation method for the inner loop is applied to propagate the aleatory uncertainties and method based on optimization method is applied for the outer loop to propagate the epistemic uncertainties. The optimization objective function is the difference between the result of inner loop and the experiment data. Finally, the thermal challenge problem is given to validate the reasonableness and effectiveness of the proposed method.

Original languageEnglish
Title of host publicationAsiaSim 2013 - 13th International Conference on Systems Simulation, Proceedings
PublisherSpringer Verlag
Pages243-252
Number of pages10
ISBN (Print)9783642450365
DOIs
StatePublished - 2013
Event13th International Conference on Systems Simulation, AsiaSim 2013 - , Singapore
Duration: 6 Nov 20138 Nov 2013

Publication series

NameCommunications in Computer and Information Science
Volume402
ISSN (Print)1865-0929

Conference

Conference13th International Conference on Systems Simulation, AsiaSim 2013
Country/TerritorySingapore
Period6/11/138/11/13

Keywords

  • Epistemic uncertainty
  • Reduction
  • Simulation
  • Uncertainty propagation

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