A Hyper-Ellipsoid Approach for Inverse Lack-of-Knowledge Uncertainty Quantification

Abstract

Abstract This paper presents a novel methodology to solve an inverse uncertainty quantification problem where only the variation of the system response is provided by a small set of experimental data. Furthermore, the method is extended for cases where the uncertainty of the response quantities is given by an incomplete set of statistical moments. For both cases, the uncertainty on the output space is represented by a minimum volume enclosing ellipsoid (MVEE). The actual inverse uncertainty quantification is conducted by identifying also a hyper-ellipsoid for the input parameters, which has an image on the output space that matches the MVEE as close as possible. Hence, the newly introduced approach is a contribution to the field of nonprobabilistic uncertainty quantification methods. Compared to literature, the new approach has often superior accuracy and especially an improved efficiency for high-dimensional problems. The method is validated first by an analytical test case and subsequently applied to a jet engine performance model, where this type of inverse uncertainty quantification has to be solved to allow for a consistent and integrated solution procedure. In both cases, the results are compared with an inverse method where the variability on the input side is quantified by a multidimensional interval. It can be shown that the hyper-ellipsoid approach is superior with respect to the computation time in high-dimensional problems encountered not only in jet engine design.