@inproceedings{2e54225b3054489fa22db064d04b7f3e,
title = "Prediction using numerical simulations, a Bayesian framework for uncertainty quantification and its statistical challenge",
abstract = "Uncertainty quantification is essential in using numerical models for prediction. While many works focused on how the uncertainty of the inputs propagate to the outputs, the modeling errors of the numerical model were often overlooked. In our Bayesian framework, modeling errors play an essential role and were assessed through studying numerical solution errors. The main ideas and key concepts will be illustrated through an oil reservoir case study. In this study, inference on the input has to be made from the output. Bayesian analysis is adopted to handle this inverse problem, then combine it with the forward simulation for prediction. The solution error models were established based on the scale-up solutions and fine-grid solutions. As the central piece of our framework, the robustness of these error models is fundamental. In addition to the oil reservoir computer codes, we will also discuss the modelling of solution error of shock wave physics. Although the framework itself is simple, there is many statistical challenges which include optimal dimension of the error model, trade-off between sample size and the solution accuracy. These challenges are also discussed.",
keywords = "Analytical models, Bayesian methods, Computational modeling, Computer errors, Hydrocarbon reservoirs, Inverse problems, Numerical models, Numerical simulation, Petroleum, Uncertainty",
author = "J. Glimm and Y. Lee and Ye, {K. Q.} and Sharp, {D. H.}",
note = "Publisher Copyright: {\textcopyright} 2003 IEEE.; 4th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2003 ; Conference date: 21-09-2003 Through 24-09-2003",
year = "2003",
doi = "10.1109/ISUMA.2003.1236189",
language = "English (US)",
series = "4th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2003",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "380--385",
editor = "Attoh-Okine, {Nii O.} and Ayyub, {Bilal M.}",
booktitle = "4th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2003",
}