Quantification des incertitudes et analyse de sensibilité pour codes de calcul à entrées fonctionnelles et dépendantes

Simon Nanty 1, 2, 3
1 AIRSEA - Mathematics and computing applied to oceanic and atmospheric flows
Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, UGA - Université Grenoble Alpes, LJK - Laboratoire Jean Kuntzmann, Inria Grenoble - Rhône-Alpes
Abstract : This work relates to the framework of uncertainty quantification for numerical simulators, and more precisely studies two industrial applications linked to the safety studies of nuclear plants. These two applications have several common features. The first one is that the computer code inputs are functional and scalar variables, functional ones being dependent. The second feature is that the probability distribution of functional variables is known only through a sample of their realizations. The third feature, relative to only one of the two applications, is the high computational cost of the code, which limits the number of possible simulations. The main objective of this work was to propose a complete methodology for the uncertainty analysis of numerical simulators for the two considered cases. First, we have proposed a methodology to quantify the uncertainties of dependent functional random variables from a sample of their realizations. This methodology enables to both model the dependency between variables and their link to another variable, called covariate, which could be, for instance, the output of the considered code. Then, we have developed an adaptation of a visualization tool for functional data, which enables to simultaneously visualize the uncertainties and features of dependent functional variables. Second, a method to perform the global sensitivity analysis of the codes used in the two studied cases has been proposed. In the case of a computationally demanding code, the direct use of quantitative global sensitivity analysis methods is intractable. To overcome this issue, the retained solution consists in building a surrogate model or metamodel, a fast-running model approximating the computationally expensive code. An optimized uniform sampling strategy for scalar and functional variables has been developed to build a learning basis for the metamodel. Finally, a new approximation approach for expensive codes with functional outputs has been explored. In this approach, the code is seen as a stochastic code, whose randomness is due to the functional variables, assumed uncontrollable. In this framework, several metamodels have been developed and compared. All the methods proposed in this work have been applied to the two nuclear safety applications.
Document type :
Complete list of metadatas

Contributor : Simon Nanty <>
Submitted on : Tuesday, November 17, 2015 - 7:58:40 AM
Last modification on : Saturday, February 9, 2019 - 1:19:50 AM
Long-term archiving on : Thursday, February 18, 2016 - 10:21:21 AM


  • HAL Id : tel-01227571, version 1



Simon Nanty. Quantification des incertitudes et analyse de sensibilité pour codes de calcul à entrées fonctionnelles et dépendantes. Statistiques [stat]. Université Grenoble Alpes, 2015. Français. ⟨tel-01227571⟩



Record views


Files downloads