Statistical analysis analysis of simulation of simulation - - PowerPoint PPT Presentation

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Statistical analysis analysis of simulation of simulation - - PowerPoint PPT Presentation

Statistical analysis analysis of simulation of simulation Statistical experiments: : experiments Challenges for industrial industrial applications applications Challenges for Bertrand Iooss Bertrand Iooss


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SLIDE 1
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

Bertrand Iooss Bertrand Iooss

  • Statistical

Statistical analysis analysis of simulation

  • f simulation

experiments experiments: : Challenges for Challenges for industrial industrial applications applications

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SLIDE 2
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

Present Present NPP NPP GEN GEN-

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III GEN GEN-

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IV

Continuity / present NPP Technological rupture

Main industrial stakes for Nuclear Energy

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SLIDE 3
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

The DEN Simulation Platform for Nuclear Applications % %& %

An Open Source Platform for building multi-physics and multi-scale industrial simulation tools from CAD to post-processing An Open Source Platform for building multi-physics and multi-scale industrial simulation tools from CAD to post-processing

SALOME (open – source):

  • Preprocessing
  • Postprocessing
  • Supervision

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Fragment de fission Diffusion Remise en solution Création Piégeage Création Diffusion Piégeage Recombinaison Flux au JDG Pore intergranulaire Pore intragranulaire Lacune Interstitiel
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Crystal volume Grains Atomic clusters Atoms Dislocations Mechanics

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Experimental data

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Uncertainties (URANIE - ROOT)

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SLIDE 4

1 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

Outline

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SLIDE 5

2 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

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1.0 On uncertainties in simulation experiments

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SLIDE 6

6 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss Decision criterion Ex: Probability < 10-b Feedback process

Step B: Quantification

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sources

Modelisation with probability distributions Direct methods, statistics, expertise

Model (or measurement process)

f(x,d)

Model Model (or (or measurement measurement process process) )

f(x,d)

Input variables

Uncertain : x Fixed : d

Input Input variables variables

Uncertain : x Fixed : d

Variables

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interest

Y = f(x,d)

V Variables ariables

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interest interest

Y = f(x,d)

Step Step A : Problem specification A : Problem specification

Quantity of interest

Ex: variance, probability ..

Quantity Quantity of

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interest interest

Ex: variance, probability ..

Step C : Propagation of uncertainty sources Step C’ : Sensitivity analysis, Prioritization

Observed variables Yobs Observed Observed v variables ariables Yobs

Step B’: Quantification of sources

Inverse methods, calibration, assimilation

1.1 Bring clear (even schematic) methodology

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SLIDE 7

7 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

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1.2 Give clear classification of most useful methods

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SLIDE 8

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1.3 Reserve details for (very) advanced practicioners

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SLIDE 9

> ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

1.4 Offer strong services

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SLIDE 10

@ ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

Outline

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SLIDE 11
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

The industrial stakes for nuclear PWR severe accident study

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  • rejets de produits radioactifs

dans l’environnement rejets de produits radioactifs dans l’environnement

  • Fusion du cœur

du réacteur Fusion du cœur du réacteur

  • Conséquences radiologiques sur la

population et l’environnement Conséquences radiologiques sur la population et l’environnement Bâtiments auxiliaires Bâtiment réacteur

  • rejets de produits radioactifs

dans l’environnement rejets de produits radioactifs dans l’environnement

  • Fusion du cœur

du réacteur Fusion du cœur du réacteur

  • Conséquences radiologiques sur la

population et l’environnement Conséquences radiologiques sur la population et l’environnement Bâtiments auxiliaires Bâtiment réacteur

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SLIDE 12
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

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Main objectives of these uncertainty studies

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SLIDE 13
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3 use levels – 1) Precise and punctual needs

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SLIDE 14

1 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3 use levels – 2) Detailed analyses for confirmed users

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SLIDE 15

2 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3 use levels – 3) Help to physical model developers

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6 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3 use levels – 3) Help to physical model developers

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7 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

Conclusions of this small success story

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< ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

Outline

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SLIDE 19

> ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

A lot of scientific challenges

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@ ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3.1 Combine many representations of inputs

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SLIDE 21
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3.2 Best initial designs for metamodel fitting

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SLIDE 22
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3.2 Best initial designs for metamodel fitting

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Dimension 20

0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.2 0.5 0.8 1.1 1.4 1.7 2 m Aléatoire Strauss Amas Faure Halton Hammersley Niederreiter Sobol Hypercube Latin (HL) HL maximin HL modifié WSP HL_fd_100 HL_fd

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SLIDE 23
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

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  • 3.3 Estimation of extremal events

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1 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3.4 Functional data in computer experiments

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2 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

(P /!" R 3$ ! & ! ε", $ #? 3 3

50 100 150 200 250 300 50 100 150 200 50 100 150 200 250 300 50 100 150 200

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3.4 An example : hydrogeological model

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6 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

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3.4 Open issues for functional inputs

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7 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

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3.4 Open issues for functional (and multidimensionnal) outputs

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SLIDE 28

< ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3.5 Mixing variational and stochastic methods

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> ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3.5 Mixing variational and stochastic methods

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SLIDE 30

@ ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

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3.6 Stochastic computer codes

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SLIDE 31
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

3.6 Stochastic computer codes

/ Q"B$A"QWB $Q "B$AC"QWB $ # &/ C:Q"B ε$ >AC:Q"B$ >@:Q "B$ > / B * / ε * JJ/ &!# ε 4JJ * 0; B: ; ε ! % & !"QWB$ + 33 :;&) +<<7> ) ( Var )] Var[E( m Y X Y S

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SLIDE 32
  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

Conclusion: The main challenge: Place of « DACE » teams

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  • ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss
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1 ENBIS-EMSE 2009 Conference – Saint Etienne – July 2009 – Iooss

References

N ) F& +<<U N2/ S F& ; K/ +<<7 ) +<<= ;) K . +<<= ) , & +<<P ) &)B)?!) +<<7 M ) T +<<= BS;! ;! S +<<7 B2 ) ;2 +<<< ?! SF B)T'& B +<<7 % F&YBF +<<= %) F& (77- D2 T; +<<O ! SM/2 F& (777 6) F& +<<= ;&) F& ! &S ' +<<U & T; N (7=7 C) T +<<7 C S% T6 F& (77< 5!1E%1& F&YK/ +<<<