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Screening and metamodeling of computer experiments with functional outputs. Application to thermal–hydraulic computations

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  • Auder, Benjamin
  • De Crecy, Agnès
  • Iooss, Bertrand
  • Marquès, Michel

Abstract

To perform uncertainty, sensitivity or optimization analysis on scalar variables calculated by a cpu time expensive computer code, a widely accepted methodology consists in first identifying the most influential uncertain inputs (by screening techniques), and then in replacing the cpu time expensive model by a cpu inexpensive mathematical function, called a metamodel. This paper extends this methodology to the functional output case, for instance when the model output variables are curves. The screening approach is based on the analysis of variance and principal component analysis of output curves. The functional metamodeling consists in a curve classification step, a dimension reduction step, then a classical metamodeling step. An industrial nuclear reactor application (dealing with uncertainties in the pressurized thermal shock analysis) illustrates all these steps.

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  • Auder, Benjamin & De Crecy, Agnès & Iooss, Bertrand & Marquès, Michel, 2012. "Screening and metamodeling of computer experiments with functional outputs. Application to thermal–hydraulic computations," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 122-131.
    • Handle: RePEc:eee:reensy:v:107:y:2012:i:c:p:122-131
    DOI: 10.1016/j.ress.2011.10.017
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    References listed on IDEAS

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    1. Campbell, Katherine & McKay, Michael D. & Williams, Brian J., 2006. "Sensitivity analysis when model outputs are functions," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1468-1472.
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    3. Jack P.C. Kleijnen, 2015. "Design and Analysis of Simulation Experiments," International Series in Operations Research and Management Science, Springer, edition 2, number 978-3-319-18087-8, September.
    4. Iooss, Bertrand & Van Dorpe, François & Devictor, Nicolas, 2006. "Response surfaces and sensitivity analyses for an environmental model of dose calculations," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1241-1251.
    5. Helton, J.C. & Johnson, J.D. & Sallaberry, C.J. & Storlie, C.B., 2006. "Survey of sampling-based methods for uncertainty and sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1175-1209.
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