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Uncertainty and Sensitivity Analysis of Numerical Models


Technical University of Denmark


General course objectives:
Modeling is actively used in various scientific and engineering disciplines for a variety of ends: from development of process understanding to design, control and operation of (natural or man-made) systems. Most numerical models simulating such systems tend to be complex with many parameters, state-variables and non-linear relations resulting in many degrees of freedom. Using a fine-tuning method (manually or statistically), these models can be made to produce virtually any desired behavior to fit the observations about the system in question. What is challenging, however, is to ascertain a degree of reliability and credibility of the models before one applies them in reality. It is precisely the objective of this course to introduce students to modern techniques of model analysis: uncertainty and sensitivity. The primary aim of this course is therefore to make the student able to analyze the uncertainty and sensitivity of models in the Matlab® computing and simulation environment. Global (contemporary) as well as local (classical) methods for uncertainty and sensitivity analysis will be covered during the course.

Learning objectives:
A student who has met the objectives of the course will be able to:
  • Quantify and interpret uncertainty in the model outputs using the Monte Carlo technique
  • Quantify and interpret uncertainty in the model outputs using linear error propagation
  • Perform and interpret sensitivity analysis using (i) differentiation, (ii) regression, (iii) variance, and (iv) Monte Carlo filtering based techniques
  • Apply and evaluate uncertainty and sensitivity analysis to linear and non-linear type numerical models
  • Perform identifiability analysis using sensitivity measure and collinearity index
  • Apply Bayesian inference to parameter estimation of nonlinear models
  • Apply and discuss non-linear regression using (i) maximum likelihood estimation (MLE) and (ii) bootstrap techniques for parameter estimation of non-linear models
  • Apply global sensitivity analysis on nonlinear models with correlated inputs
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Contents:
Global (contemporary methods such as morris screening, regression based sensitivity, sobol’s indices, Monte Carlo, Bayesian inference, etc) as well as local (classical methods such as derivative based sensitivity, first-order error propagation, etc) methods for uncertainty and sensitivity analysis will be covered during the course. The course aims at giving hands-on experience with the topics studied, i.e. the student will learn how to apply a method and how to interpret the results generated by this method. Therefore, lectures about the theory will be followed by exercise sessions where the methods explained in the lectures can be applied in one of our computer rooms. Examples are taken from the textbook, from the literature and from ongoing research work at process systems engineering (PSE) at DTU Chemical Engineering.

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Course organizer
Gürkan , Krist Victor Bernard
Place/Venue
Anker Engelunds Vej 1
City
2800 Kgs. Lyngby
Country
Denmark
Workload
7.5
Link
http://kurser.dtu.dk/course/28923