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Exploration of multifidelity approaches for uncertainty quantification in network applications

Proceedings of the 3rd International Conference on Uncertainty Quantification in Computational Sciences and Engineering, UNCECOMP 2019

Geraci, Gianluca G.; Swiler, Laura P.; Crussell, Jonathan C.; Debusschere, Bert D.

Communication networks have evolved to a level of sophistication that requires computer models and numerical simulations to understand and predict their behavior. A network simulator is a software that enables the network designer to model several components of a computer network such as nodes, routers, switches and links and events such as data transmissions and packet errors in order to obtain device and network level metrics. Network simulations, as many other numerical approximations that model complex systems, are subject to the specification of parameters and operative conditions of the system. Very often the full characterization of the system and their input is not possible, therefore Uncertainty Quantification (UQ) strategies need to be deployed to evaluate the statistics of its response and behavior. UQ techniques, despite the advancements in the last two decades, still suffer in the presence of a large number of uncertain variables and when the regularity of the systems response cannot be guaranteed. In this context, multifidelity approaches have gained popularity in the UQ community recently due to their flexibility and robustness with respect to these challenges. The main idea behind these techniques is to extract information from a limited number of high-fidelity model realizations and complement them with a much larger number of a set of lower fidelity evaluations. The final result is an estimator with a much lower variance, i.e. a more accurate and reliable estimator can be obtained. In this contribution we investigate the possibility to deploy multifidelity UQ strategies to computer network analysis. Two numerical configurations are studied based on a simplified network with one client and one server. Preliminary results for these tests suggest that multifidelity sampling techniques might be used as effective tools for UQ tools in network applications.

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UQTk Version 3.0.4 User Manual

Sargsyan, Khachik S.; Safta, Cosmin S.; Chowdhary, Kamaljit S.; Castorena, Sarah C.; de Bord, Sarah d.; Debusschere, Bert D.

The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.0.4 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sensitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

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Uncertainty quantification toolkit (UQTk)

Handbook of Uncertainty Quantification

Debusschere, Bert D.; Sargsyan, Khachik S.; Safta, Cosmin S.; Chowdhary, Kenny

The UQ Toolkit (UQTk) is a collection of tools for uncertainty quantification, ranging from intrusive and nonintrusive forward propagation of uncertainty to inverse problems and sensitivity analysis. This chapter first outlines the UQTk design philosophy, followed by an overview of the available methods and the way they are implemented in UQTk. The second part of this chapter is a detailed example that illustrates a UQ workflow from surrogate construction, and calibration, to forward propagation and attribution.

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Intrusive polynomial chaos methods for forward uncertainty propagation

Handbook of Uncertainty Quantification

Debusschere, Bert D.

Polynomial chaos (PC)-based intrusive methods for uncertainty quantification reformulate the original deterministic model equations to obtain a system of equations for the PC coefficients of the model outputs. This system of equations is larger than the original model equations, but solving it once yields the uncertainty information for all quantities in the model. This chapter gives an overview of the literature on intrusive methods, outlines the approach on a general level, and then applies it to a system of three ordinary differential equations that model a surface reaction system. Common challenges and opportunities for intrusive methods are also highlighted.

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Results 26–50 of 254
Results 26–50 of 254