An Industrial Viewpoint on Uncertainty Quantification in Simulation: Stakes, Methods, Tools, Examples

Simulation is nowadays a major tool in R&D and engineering studies. In industrial practice, in both design and operating stages, the behavior of a complex system is described and forecast by a computer model, which is, most of time, deterministic. Yet, engineers coping with quantitative predictions using deterministic models deal actually with several sources of uncertainties affecting the inputs (and occasionally the model itself) which are transferred to the outputs. Therefore, uncertainty quantification in simulation has garnered increased importance in recent years. In this paper we present an industrial viewpoint of this practice. After a reminder of the main stakes related to uncertainty quantification and probabilistic computing, we will focus on the specific methodology and software tools which have been developed for treating this problem at EDF R&D. We conclude with examples illustrating applied studies recently performed by EDF R&D engineers arising from different physical domains.