Epistemic Uncertainty Quantification in Scientific Models

Chen, Xiaoxiao Ph.D., Purdue University, December 2014. Epistemic Uncertainty Quantification in Scientific Models. Major Professor: Dongbin Xiu. In the field of uncertainty quantification (UQ), epistemic uncertainty often refers to the kind of uncertainty whose complete probabilistic description is not available, largely due to our lack of knowledge about the uncertainty. Quantification of the impacts of epistemic uncertainty is naturally difficult, because most of the existing stochastic tools rely on the specification of the probability distributions and thus do not readily apply to epistemic uncertainty. And there have been few studies and methods to deal with epistemic uncertainty. A recent work can be found in [J. Jakeman, M. Eldred, D. Xiu, Numerical approach for quantification of epistemic uncertainty, J. Comput. Phys. 229 (2010) 46484663], where a framework for numerical treatment of epistemic uncertainty was proposed. In this paper, firstly, we present a new method, similar to that of Jakeman et al. but significantly extending its capabilities. Most notably, the new method (1) does not require the encapsulation problem to be in a bounded domain such as a hypercube; (2) does not require the solution of the encapsulation problem to converge point-wise. In the current formulation, the encapsulation problem could reside in an unbounded domain, and more importantly, its numerical approximation could be sought in L norm. These features thus make the new approach more flexible and amicable to practical implementation. Both the mathematical framework and numerical analysis are presented to demonstrate the effectiveness of the new approach. And then, we apply this methods to work with one of the more restrictive uncertainty models, i.e., the fuzzy logic, where the p-distance, the weighted expected value and variance are defined to assess the accuracy of the