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Bayesian Uncertainty Quantification of Physical Models in Thermal-Hydraulics System Codes

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Monte Carlo method

Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.

Nuisance parameter

In statistics, a nuisance parameter is any parameter which is unspecified but which must be accounted for in the hypothesis testing of the parameters which are of interest. The classic example of a nuisance parameter comes from the normal distribution, a member of the location–scale family. For at least one normal distribution, the variance(s), σ2 is often not specified or known, but one desires to hypothesis test on the mean(s).

Stochastic cellular automaton

Stochastic cellular automata or probabilistic cellular automata (PCA) or random cellular automata or locally interacting Markov chains are an important extension of cellular automaton. Cellular automata are a discrete-time dynamical system of interacting entities, whose state is discrete. The state of the collection of entities is updated at each discrete time according to some simple homogeneous rule. All entities' states are updated in parallel or synchronously.

Haxe

Haxe is a high-level cross-platform programming language and compiler that can produce applications and source code for many different computing platforms from one code-base. It is free and open-source software, released under the MIT License. The compiler, written in OCaml, is released under the GNU General Public License (GPL) version 2. Haxe includes a set of features and a standard library supported across all platforms, like numeric data types, strings, arrays, maps, , reflection, maths, Hypertext Transfer Protocol (HTTP), file system and common s.