An overview of uncertainty quantification techniques with application to oceanic and oil-spill simulations

Abstract

We give an overview of four different ensemble-based techniques for uncertainty quantification and illustrate their application in the context of oil plume simulations. These techniques share the common paradigm of constructing a model proxy that efficiently captures the functional dependence of the model output on uncertain model inputs. This proxy is then used to explore the space of uncertain inputs using a large number of samples, so that reliable estimates of the model's output statistics can be calculated. Three of these techniques use polynomial chaos (PC) expansions to construct the model proxy, but they differ in their approach to determining the expansions' coefficients; the fourth technique uses Gaussian Process Regression (GPR). An integral plume model for simulating the Deepwater Horizon oil-gas blowout provides examples for illustrating the different techniques. A Monte Carlo ensemble of 50,000 model simulations is used for gauging the performance of the different proxies. The examples illustrate how regression-based techniques can outperform projection-based techniques when the model output is noisy. They also demonstrate that robust uncertainty analysis can be performed at a fraction of the cost of the Monte Carlo calculation.