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Concept
Uncertainty quantification
Résumé
Uncertainty quantification (UQ) is the science of quantitative characterization and estimation of uncertainties in both computational and real world applications. It tries to determine how likely certain outcomes are if some aspects of the system are not exactly known. An example would be to predict the acceleration of a human body in a head-on crash with another car: even if the speed was exactly known, small differences in the manufacturing of individual cars, how tightly every bolt has been tightened, etc., will lead to different results that can only be predicted in a statistical sense.
Many problems in the natural sciences and engineering are also rife with sources of uncertainty. Computer experiments on computer simulations are the most common approach to study problems in uncertainty quantification.
Uncertainty can enter mathematical models and experimental measurements in various contexts. One way to categorize the sources of uncertainty is to consider:
Parameter This comes from the model parameters that are inputs to the computer model (mathematical model) but whose exact values are unknown to experimentalists and cannot be controlled in physical experiments, or whose values cannot be exactly inferred by statistical methods. Some examples of this are the local free-fall acceleration in a falling object experiment, various material properties in a finite element analysis for engineering, and multiplier uncertainty in the context of macroeconomic policy optimization.
Parametric This comes from the variability of input variables of the model. For example, the dimensions of a work piece in a process of manufacture may not be exactly as designed and instructed, which would cause variability in its performance.
Structural uncertainty Also known as model inadequacy, model bias, or model discrepancy, this comes from the lack of knowledge of the underlying physics in the problem. It depends on how accurately a mathematical model describes the true system for a real-life situation, considering the fact that models are almost always only approximations to reality.
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