M&S Uncertainty Quantification

Award Information
Agency:
Department of Defense
Branch
Missile Defense Agency
Amount:
$99,266.00
Award Year:
2013
Program:
STTR
Phase:
Phase I
Contract:
HQ0147-13-C-7401
Award Id:
n/a
Agency Tracking Number:
B12B-007-0010
Solicitation Year:
2012
Solicitation Topic Code:
MDA12-T007
Solicitation Number:
2012.B
Small Business Information
100 North Country Rd., Setauket, NY, 11733-1354
Hubzone Owned:
N
Minority Owned:
N
Woman Owned:
N
Duns:
178047015
Principal Investigator:
SCOTTFERSON
P.D./P.I.
(631) 751-4350
scott@ramas.com
Business Contact:
LEVGINZBURG
President
(631) 751-4350
lev@ramas.com
Research Institute:
Los Alamos National Laboratory
KARI SENTZ
P.O. Box 1663
Los Alamos, NM, 87545-
(505) 667-3320

Abstract
An emerging consensus in engineering holds that aleatory uncertainty should be propagated by traditional methods of probability theory but that epistemic uncertainty may require methods that do not confuse incertitude with variability by requiring every possibility be associated with a probability that it occurs. Therefore, although Monte Carlo shells that re-run calculations many times while varying input values according to specified distributions are useful, they are insufficient to properly account for epistemic and aleatory uncertainty. Three things are needed to build on the new consensus. The first is a clear and comprehensive roadmap for how various important problems (e.g., arithmetic and logical evaluations, backcalculations, sensitivity analyses, etc.) can be solved under this view. The second is software that enables analysts to automatically propagate through simulations the uncertainty implied by the significant digits of the numbers specifying a model. Such software would require very little training in uncertainty analysis to be useful to analysts. The third need is a software library of recommended methods for common calculations that is usable by modelers and analysts who may not themselves be experts in uncertainty quantification but who recognize the need for and benefits from it.

* information listed above is at the time of submission.

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