Propagation of Computational Uncertainty Using the Modern Design of Experiments

This paper describes the use of formally designed experiments to aid in the error analysis of a computational experiment. A method is described by which the underlying code is approximated with relatively low-order polynomial graduating functions represented by truncated Taylor series approximations to the true underlying response function. A resource-minimal approach is outlined by which such graduating functions can be estimated from a minimum number of case runs of the underlying computational code. Certain practical considerations are discussed, including ways and means of coping with high-order response functions. The distributional properties of prediction residuals are presented and discussed. A practical method is presented for quantifying that component of the prediction uncertainty of a computational code that can be attributed to imperfect knowledge of independent variable levels. This method is illustrated with a recent assessment of uncertainty in computational estimates of Space Shuttle thermal and structural reentry loads attributable to ice and foam debris impact on ascent.