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Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points

Caiado, C.C.S.; Goldstein, M.

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Abstract

In this paper we present and illustrate basic Bayesian techniques for the uncertainty analysis of complex physical systems modelled by computer simulators. We focus on emulation and history matching and also discuss the treatment of observational errors and structural discrepancies in time series. We exemplify such methods using a four-box model for the termohaline circulation. We show how these methods may be applied to systems containing tipping points and how to treat possible discontinuities using multiple emulators.

Citation

Caiado, C., & Goldstein, M. (2015). Bayesian uncertainty analysis for complex physical systems modelled by computer simulators with applications to tipping points. Communications in Nonlinear Science and Numerical Simulation, 26(1-3), 123-136. https://doi.org/10.1016/j.cnsns.2015.02.006

Journal Article Type Article
Acceptance Date Feb 4, 2015
Online Publication Date Feb 13, 2015
Publication Date Sep 1, 2015
Deposit Date Sep 29, 2015
Publicly Available Date Oct 5, 2015
Journal Communications in Nonlinear Science and Numerical Simulation
Print ISSN 1007-5704
Publisher Elsevier
Peer Reviewed Peer Reviewed
Volume 26
Issue 1-3
Pages 123-136
DOI https://doi.org/10.1016/j.cnsns.2015.02.006
Keywords Bayesian analysis, Emulation, History matching, Uncertainty quantification, Tipping points.

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