Summer school CEA-EDF-INRIA 2011

Uncertainty quantification for numerical model validation

Location: CEA Cadarache

Dates: June, 27th to July, 8th

Secretary: Régis Vizet (CEA/DAM)

Scientific organizers : Bertrand Iooss (EDF R&D) and Marc Sancandi (CEA/DAM)

Assistants: Géraud Blatman (EDF R&D), Claire Cannamela (CEA/DAM), Mathieu Couplet (EDF R&D), Vincent Feuillard (EADS IW), Amandine Marrel (CEA/DEN), Nadia Pérot (CEA/DEN)

Preliminary program

List of participants


The increase of computing power makes possible to run many complex computer simulation codes. To model physical reality, these programs need a large number of input variables and can furnish as output a huge amount of results. Such simulation results thus become difficult to analyze. In order to measure the output variability and to determine the influence of the inputs, one needs to explore the space of the input variables. However, the dimension of the input space (from 10 to thousands) makes an exhaustive exploration impossible. Moreover, the validation of the computer code remains crucial when it is used in a predictive purpose. To deal with all these problems, probabilistic and statistical tools have been recently developed by researchers in order to furnish some solutions. The goal of this summer school is to propose an introduction to these problems of uncertainty (propagation, sensitivity analysis, optimization, calibration, validation, etc.) and to explain the main mathematical techniques which allow solving them.

Main themes


Practical works