Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments - Archive ouverte HAL
Article Dans Une Revue International Journal of Uncertainty Quantification Année : 2020

Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments

Résumé

We study an industrial computer code related to nuclear safety. A major topic of interest is to assess the uncertainties tainting the results of a computer simulation. In this work we gain robustness on the quantification of a risk measurement by accounting for all sources of uncertainties tainting the inputs of a computer code. To that extent, we evaluate the maximum quantile over a class of distributions defined only by constraints on their moments. Two options are available when dealing with such complex optimization problems: one can either optimize under constraints; or preferably, one should reformulate the objective function. We identify a well suited parameterization to compute the optimal quantile based on the theory of canonical moments. It allows an effective, free of constraints, optimization.
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Dates et versions

hal-01987449 , version 1 (21-01-2019)
hal-01987449 , version 2 (20-08-2019)

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Jerome Stenger, Fabrice Gamboa, Merlin M. Keller, Bertrand Iooss. Optimal Uncertainty Quantification of a risk measurement from a thermal-hydraulic code using Canonical Moments. International Journal of Uncertainty Quantification, 2020, 10, pp.35-53. ⟨hal-01987449v2⟩
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