Uncertainty Quantification for Complex Systems Using Limited Data

Realistic analysis and design of complex engineering systems require not only a fine understanding of the underlying physics, but also a significant recognition of uncertainties and their influences on the quantities of interest. Intrinsic variabilities and lack of knowledge about system parameters or governing physical models often considerably affect quantities of interest and decision-making processes. For complex systems, the available data for quantifying uncertainties or analyzing sensitivities are usually limited because the cost of conducting a large number of experiments or running many large-scale simulations can be prohibitive. Efficient approaches of representing uncertainties using limited data are critical for such problems. I will talk about three methods for uncertainty quantification by constructing surrogate model of the quantity of interest. The first method is the adaptive functional ANOVA method, which constructs the surrogate model hierarchically by analyzing the sensitivities of individual parameters. The second method is the sparse regression based on identification of low-dimensional structure, which exploits low-dimensional structures in the parameter space and solves an optimization problem to construct the surrogate model. The third one is the multi-fidelity information fusion via Gaussian process regression, which integrates limited high-fidelity data with a large number of low-fidelity data. I will demonstrate the efficiency of these methods in applications including perturbation of drag and lift in aerodynamics, solvation energy computing in chemical biology, stability analysis of power grid system and optimizing Li-O2 battery design.

This is a talk of potential interest to the MICDE community. The speakers in this seminar series are Faculty Candidates in the department of Mechanical Engineering for a Computational Science search that is being carried out with the active engagement of MICDE. We expect that the successful candidate will be a highly engaged affiliate of MICDE.