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Infrastructure Resilience Conference 2018

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Uncertainty Quantification in the Simulation of Complex Systems

In order to predict the behaviour of complex engineering systems (nuclear power plants, aircrafts, infrastructure networks, etc.), analysts nowadays develop computer models that aim at reproducing the multiple interactions between subsystems including technical, environmental, and social aspects.

Those simulation models are usually parametrized by a large number of variables, whose values are in practice imperfectly known, and often subject to space- and time variability. The ability of estimating robust performance and resilience indicators that will allow stakeholders to mitigate risks then depends on the possibility of accounting explicitly for this variability and uncertainty in a proper probabilistic modelling.

In this presentation, the general principles of uncertain quantification (UQ) for complex simulators will be presented. Emphasis is put on the various questions the analyst has to solve to set up the UQ problem and select the appropriate computational methods for uncertainty propagation and sensitivity analysis. Lastly, application examples from earthquake engineering and subsurface flow modelling will be given.

Prof Bruno Sudret
ETH Zurich, Risk Center


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