1.6.5 Propagation of Input Uncertainties

One might also like to carry out an uncertainty analysis in which a distribution on the inputs is propagated through the simulation model to give uncertainty about the outputs. This is done in Box 1.1 for both the initial and the constrained distributions for g. Such propagation analyses, which can be carried out in principle using a Monte Carlo simulation, can be very time-consuming when the model is computationally demanding. Dealing with such computational constraints when exploring how the model outputs are affected by input variations is considered in more detail in Chapter 4, “Emulation, Reduced-Order Modeling, and Forward Propagation.”

1.6.6 Validation and Prediction

At this point, the experimental observations need to be combined with the computational model in order to obtain more reliable uncertainties regarding the simulation-based prediction for the QOI—the drop time for the bowling ball at 100 m. The drop times can be used to constrain the uncertainty regarding g to give more reliable predictions and uncertainties.

In principle, this inference problem can be tackled using nonlinear regression, from either a likelihood perspective (Seber and Wild, 2003) or a Bayesian perspective (Gelman, 2004). In fact, Figure 1.1.1(c) in Box 1.1 shows the posterior distribution for g resulting from using the experimental measurements to reduce uncertainty and the posterior predictions for the drop times of the bowling ball as a function of height. Here the prediction uncertainty (given by the dark region in Figure 1.1.1(d) in Box 1.1) is due to uncertainty in g. However, this analysis has some drawbacks:

•  It requires, at least in principle, many evaluations of the computational model;

•  It assumes that the computational model reproduces reality when the appropriate value of g is used; and

•  It does not account, in any formal way, for the increased uncertainty that one should expect in predicting the 100-m drop time when only data from heights of 60 m or less are available.

These issues highlight some of the fundamental challenges for the mathematical foundations for VVUQ. Methods for dealing with limited numbers of simulation runs have been a focus of research in VVUQ for the past few decades. However, relatively few approaches for quantifying prediction uncertainty when the computational model has deficiencies have been proposed in the research literature. Predicting the drop time for the bowling ball from 100 m is a good example of how complicated things can get, even for an example as basic as this one.

A helpful experiment—called a validation experiment—tries to assess the model’s capability for making a less drastic extrapolation. Here, experiments consisting of drop heights of 10 m,…, 50 m are used, along with the model, to make a prediction with uncertainty for a drop of 60 m. The prediction and measured results are shown in Figure 1.1.1(d) in Box 1.1, showing strong agreement between the prediction and experimental measurement. Still, the confidence that one should have in the model’s prediction for a drop of 100 m remains hard to quantify in any formal manner.

1.6.7 Making Decisions

The ability to model and quantify uncertainties of this system can be used to make decisions about how knowledge of the physical system can be improved. Specifically, what actions will most effectively reduce the uncertainty in predicting the drop time for the bowling ball at 100 m? Actions might include carrying out new experiments, carrying out additional simulations, measuring initial conditions more accurately, improving the experimental timing capabilities, or improving the computational model. For example, the relative merits between extending the tower to 70 m or improving the experimental timing accuracy could be assessed quantitatively, given the available information, costs, and how the new changes are likely to improve uncertainties.

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