An Approach to Experimental Design for the Computer Analysis of Complex Phenomenon

The ability to make credible system assessments, predictions and design decisions related to engineered systems and other complex phenomenon is key to a successful program for many large-scale investigations in government and industry. Recently, many of these large-scale analyses have turned to computational simulation to provide much of the required information. Addressing specific goals in the computer analysis of these complex phenomenon is often accomplished through the use of performance measures that are based on system response models. The response models are constructed using computer-generated responses together with physical test results where possible. They are often based on probabilistically defined inputs and generally require estimation of a set of response modeling parameters. As a consequence, the performance measures are themselves distributed quantities reflecting these variabilities and uncertainties. Uncertainty in the values of the performance measures leads to uncertainties in predicted performance and can cloud the decisions required of the analysis. A specific goal of this research has been to develop methodology that will reduce this uncertainty in an analysis environment where limited resources and system complexity together restrict the number of simulations that can be performed. An approach has been developed that is based on evaluation of the potential information provided for each "intelligently selected" candidate set of computer runs. Each candidate is evaluated by partitioning the performance measure uncertainty into two components - one component that could be explained through the additional computational simulation runs and a second that would remain uncertain. The portion explained is estimated using a probabilistic evaluation of likely results for the additional computational analyses based on what is currently known about the system. The set of runs indicating the largest potential reduction in uncertainty is then selected and the computational simulations are performed. Examples are provided to demonstrate this approach on small scale problems. These examples give encouraging results. Directions for further research are indicated.