Uncertainty quantification in response surface models in parametric analyses

  • Authors:
  • James Langston;Chris Edrington;Svetlana Poroseva;Michael Steurer;O. Arda Vanli

  • Affiliations:
  • Florida State University;Florida State University;Florida State University;Florida State University;Florida State University

  • Venue:
  • GCMS '09 Proceedings of the 2009 Grand Challenges in Modeling & Simulation Conference
  • Year:
  • 2009

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Abstract

Practical issues in conducting parametric studies for computationally expensive simulations using response surface approaches are discussed. For cases in which prediction variance of response surface models is significant, an approach utilizing Gaussian process models is considered. Cross-validation techniques for the purposes of validating predictive distributions are discussed, and Sobol' sensitivity indices are examined as a metric for quantifying the contribution of response surface model uncertainty in parametric studies. The approach and associated issues are illustrated through an application to an uncertainty analysis involving an electromagnetic transient simulation of a notional all-electric warship for a pulse-load charging scenario.