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Inverse Uncertainty Quantification using deterministic sampling : An intercomparison between different IUQ methods

In this thesis, two novel methods for Inverse Uncertainty Quantification are benchmarked against the more established methods of Monte Carlo sampling of output parameters(MC) and Maximum Likelihood Estimation (MLE). Inverse Uncertainty Quantification (IUQ) is the process of how to best estimate the values of the input parameters in a simulation, and the uncertainty of said estimation, given a measurement of the output parameters. The two new methods are Deterministic Sampling (DS) and Weight Fixing (WF). Deterministic sampling uses a set of sampled points such that the set of points has the same statistic as the output. For each point, the corresponding point of the input is found to be able to calculate the statistics of the input. Weight fixing uses random samples from the rough region around the input to create a linear problem that involves finding the right weights so that the output has the right statistic. The benchmarking between the four methods shows that both DS and WF are comparably accurate to both MC and MLE in most cases tested in this thesis. It was also found that both DS and WF uses approximately the same amount of function calls as MLE and all three methods use a lot fewer function calls to the simulation than MC. It was discovered that WF is not always able to find a solution. This is probably because the methods used for WF are not the optimal method for what they are supposed to do. Finding more optimal methods for WF is something that could be investigated further.

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:uu-447070
Date January 2021
CreatorsAndersson, Hjalmar
PublisherUppsala universitet, Tillämpad kärnfysik
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/bachelorThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess
RelationUPTEC F, 1401-5757 ; 21044

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