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American Institute of Aeronautics and Astronautics

    Course Outline


    Sensitivity Analysis, Uncertainty Propagation, and Validation for Computational ModelsCourse Outline:

    Course Outline:



    I. Introduction

    II. Overview of techniques for computing sensitivity
    a. Differentiation of analytical models
    b. Impact of sensitivity on conceptual design of a thermal diffusivity experiment
    c. Finite difference determination of sensitivity information
    d. Software differentiation for computing sensitivity
    e. Complex step method for computing sensitivity
    f. Sensitivity equation method

    III. Uncertainty propagation through computational models
    a. Propagation of variance equation
    b. Examples demonstrating uncertainty propagation

    IV. Sampling methods for uncertainty propagation
    a. Monte Carlo sampling based method
    b. Latin Hypercube sampling based method
    c. Comparison of various methods
    d. Example for applying sampling-based approaches

    V. Reliability-based approach for uncertainty propagation
    a. Method description
    i. Demonstration example

    VI. Advanced uncertainty topics
    a. Correlated Uncertainties
    b. Uncertainty propagation for large computational models

    VII. Validation of computational models
    a. Verification and Validation Concepts
    b. Verification and Validation Standards
    c. Practical examples from our work experiences