부산대학교 도서관

We demonstrate that the recently developed Optimal Uncertainty Quantification (OUQ) theory, combined with recent software enabling fast global solutions of constrained non-convex optimization problems, provides a methodology for rigorous model certification, validation, and optimal design under uncertainty. In particular, we show the utility of the OUQ approach to understanding the behavior of a system that is governed by a partial differential equation -- Burgers' equation. We solve the problem of predicting shock location when we only know bounds on viscosity and on the initial conditions. Through this example, we demonstrate the potential to apply OUQ to complex physical systems, such as systems governed by coupled partial differential equations. We compare our results to those obtained using a standard Monte Carlo approach, and show that OUQ provides more accurate bounds at a lower computational cost. We discuss briefly about how to extend this approach to more complex systems, and how to integrate our approach into a more ambitious program of optimal experimental design.
Comment: Preprint of an article published in the Handbook on Big Data and Machine Learning in the Physical Sciences, Volume 2: Advanced Analysis Solutions for Leading Experimental Techniques (K Kleese-van Dam, K Yager, S Campbell, R Farnsworth, and M van Dam), May 2020, World Scientific Publishing Co. Pte. Ltd