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CEA-EDF-Inria - Numerical Analysis Summer School

Uncertainty quantification for numerical model validation

From June 27 to July 8 2011, CEA-EDF-Inria, numerical analysis summer school  will organize a course on  "Uncertainty quantification for numerical model validation".

  • Date : 27/06/2011 au 8/07/2011
  • Lieu : CEA Cadarache, 13108, Saint Paul-lez-Durance, France
  • Organisateur(s) : Bertrand Iooss (EDF) Marc Sancandi (CEA)


The increase of computing power makes possible to run many complex computer simulation codes. To model physical reality, these programs need a large number of input variables and can furnish as output a huge amount of results. Such simulation results thus become difficult to analyze. In order to measure the output variability and to determine the influence of the inputs, one needs to explore the space of the input variables. However, the dimension of the input space (from 10 to thousands) makes an exhaustive exploration impossible. Moreover, the validation of the computer code remains crucial when it is used in a predictive purpose. To deal with all these problems, probabilistic and statistical tools have been recently developed by researchers in order to furnish some solutions. The goal of this summer school is to propose an introduction to these problems of uncertainty (propagation, sensitivity analysis, optimization, calibration, validation, etc.) and to explain the main mathematical techniques which allow solving them.

Main themes

Three main themes will appear in this summer school:

  •  Design of computer experiments: exploration of high dimensional input space, use of space filling designs with good sub-space projection properties, possibility of adaptive designs, and interest about robust designs. Link with the needs of High Performance Computing (HPC).
  • Analysis of computer experiments: how to link, with a small number of model runs, the inputs to the outputs? Sensitivity analysis and metamodeling techniques propose some solutions. Bayesian approach is especially suitable to this purpose because it offers a systematic treatment of the uncertainties (due to small number of runs, poor uncertainty modelling, eliciting expert judgment, etc.).
  • The calibration and validation steps concern the comparisons between model predictions and real observations. The goal is to give some credibility to the computer simulations. Another important issue is the computer code verification: does the computer solves correctly the model equations?

Lectures organization

This summer school is organized  following 3 main lecturers:
1 François Hemez  (Los Alamos National Laboratory, USA)
2 Rui Paulo  (Université de Lisbonne, Portugal)
3 Emmanuel Vazquez  (SUPELEC, France)

Mots-clés : Computer simulation codes High Performance Computing

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