Surrogate Modeling for Uncertainty Assessment with Application to Aviation Environmental System Models
Author(s)Allaire, Douglas L.; Willcox, Karen E.
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Numerical simulation models to support decision-making and policy-making processes are often complex, involving many disciplines, many inputs, and long computation times. Inputs to such models are inherently uncertain, leading to uncertainty in model outputs. Characterizing, propagating, and analyzing this uncertainty is critical both to model development and to the effective application of model results in a decision-making setting; however, the many thousands of model evaluations required to sample the uncertainty space (e.g., via Monte Carlo sampling) present an intractable computational burden. This paper presents a novel surrogate modeling methodology designed specifically for propagating uncertainty from model inputs to model outputs and for performing a global sensitivity analysis, which characterizes the contributions of uncertainties in model inputs to output variance, while maintaining the quantitative rigor of the analysis by providing confidence intervals on surrogate predictions. The approach is developed for a general class of models and is demonstrated on an aircraft emissions prediction model that is being developed and applied to support aviation environmental policy-making. The results demonstrate how the confidence intervals on surrogate predictions can be used to balance the tradeoff between computation time and uncertainty in the estimation of the statistical outputs of interest.
DepartmentMassachusetts Institute of Technology. Department of Aeronautics and Astronautics
American Institute of Aeronautics and Astronautics
Allaire, D. and K. Willcox. "Surrogate Modeling for Uncertainty Assessment with Application to Aviation Environmental System Models." AIAA Journal 48.8 (2010): 1791-1803.
Author's final manuscript