论文标题

在计算机代码的不确定性量化中,用于鲁棒性分析的信息几何方法

An information geometry approach for robustness analysis in uncertainty quantification of computer codes

论文作者

Gauchy, Clement, Stenger, Jerome, Sueur, Roman, Iooss, Bertrand

论文摘要

鲁棒性分析是不确定性定量领域的新兴领域。它包括分析具有不确定输入的计算机模型对其一个或几个输入分布的扰动的响应。因此,实用的鲁棒性分析方法应该依靠分布扰动的连贯定义。本文通过暴露了一种严格的扰动密度来解决这个问题。所提出的方法基于概率分布的流形的Fisher距离。提出了一种计算扰动密度的数值方法。该方法来自拉格朗日力学,包括解决普通的微分方程系统。然后,此扰动定义用于计算面向分位数的鲁棒性指标。在几个数值模型上说明了所得的基于法律的敏感性指数(PLI)。该方法还应用于工业研究(模拟核反应器中冷却剂事故损失),在该研究中,几十个模型的物理参数尚不确定,并且关于其分布的知识有限。

Robustness analysis is an emerging field in the domain of uncertainty quantification. It consists of analysing the response of a computer model with uncertain inputs to the perturbation of one or several of its input distributions. Thus, a practical robustness analysis methodology should rely on a coherent definition of a distribution perturbation. This paper addresses this issue by exposing a rigorous way of perturbing densities. The proposed methodology is based the Fisher distance on manifolds of probability distributions. A numerical method to calculate perturbed densities in practice is presented. This method comes from Lagrangian mechanics and consists of solving an ordinary differential equations system. This perturbation definition is then used to compute quantile-oriented robustness indices. The resulting Perturbed-Law based sensitivity Indices (PLI) are illustrated on several numerical models. This methodology is also applied to an industrial study (simulation of a loss of coolant accident in a nuclear reactor), where several tens of the model physical parameters are uncertain with limited knowledge concerning their distributions.

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