Uncertainty Quantification in Computational Models
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The TChem toolkit is a software library that enables numerical simulations using complex chemistry and facilitates the analysis of detailed kinetic models. The toolkit provide capabilities for thermodynamic properties based on NASA polynomials and species production/consumption rates. It incorporates methods that can selectively modify reaction parameters for sensitivity analysis. The library contains several functions that provide analytically computed Jacobian matrices necessary for the efficient time advancement and analysis of detailed kinetic models.
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Constructive Approximation
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Uncertainty quantification in complex climate models is challenged by the sparsity of available climate model predictions due to the high computational cost of model runs. Another feature that prevents classical uncertainty analysis from being readily applicable is bifurcative behavior in climate model response with respect to certain input parameters. A typical example is the Atlantic Meridional Overturning Circulation. The predicted maximum overturning stream function exhibits discontinuity across a curve in the space of two uncertain parameters, namely climate sensitivity and CO2 forcing. We outline a methodology for uncertainty quantification given discontinuous model response and a limited number of model runs. Our approach is two-fold. First we detect the discontinuity with Bayesian inference, thus obtaining a probabilistic representation of the discontinuity curve shape and location for arbitrarily distributed input parameter values. Then, we construct spectral representations of uncertainty, using Polynomial Chaos (PC) expansions on either side of the discontinuity curve, leading to an averaged-PC representation of the forward model that allows efficient uncertainty quantification. The approach is enabled by a Rosenblatt transformation that maps each side of the discontinuity to regular domains where desirable orthogonality properties for the spectral bases hold. We obtain PC modes by either orthogonal projection or Bayesian inference, and argue for a hybrid approach that targets a balance between the accuracy provided by the orthogonal projection and the flexibility provided by the Bayesian inference - where the latter allows obtaining reasonable expansions without extra forward model runs. The model output, and its associated uncertainty at specific design points, are then computed by taking an ensemble average over PC expansions corresponding to possible realizations of the discontinuity curve. The methodology is tested on synthetic examples of discontinuous model data with adjustable sharpness and structure.