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arXiv · 1301.4114

Calibration and improved prediction of computer models by universal Kriging

François Bachoc·Guillaume Bois·Josselin Garnier·Jean-Marc Martinez
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Abstract

This paper addresses the use of experimental data for calibrating a computer model and improving its predictions of the underlying physical system. A global statistical approach is proposed in which the bias between the computer model and the physical system is modeled as a realization of a Gaussian process. The application of classical statistical inference to this statistical model yields a rigorous method for calibrating the computer model and for adding to its predictions a statistical correction based on experimental data. This statistical correction can substantially improve the calibrated computer model for predicting the physical system on new experimental conditions. Furthermore, a quantification of the uncertainty of this prediction is provided. Physical expertise on the calibration parameters can also be taken into account in a Bayesian framework. Finally, the method is applied to the thermal-hydraulic code FLICA 4, in a single phase friction model framework. It allows to improve the predictions of the thermal-hydraulic code FLICA 4 significantly.

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François Bachoc, Guillaume Bois, Josselin Garnier, Jean-Marc Martinez. 2013-02-26. Calibration and improved prediction of computer models by universal Kriging. https://arxiv.org/abs/1301.4114

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