On Stochastic Model Validation

Artificial Intuition

Stochastic validation techniques have been addressed for the first time in the framework of the EU-funded HPCN-Stochastic Correlation of Analysis and Test project, EP24900, in the period 1997-99. The project has been initiated and led by J. Marczyk in 1996. The project has developed innovative metrics and stochastic methodologies for actually quantifying the level of credibility of a numerical model, particularly for cases when multiple solvers are used to attack multi-discipline problems.

Use of a model or simulation is a surrogate for experimentation with an actual system (existing or proposed), where experimentation with that system could be disruptive, not cost effective, or infeasible. If the model or simulation is unable to provide valid representations of the actual system, any conclusions derived from the model or simulation are likely to be erroneous and may result in poor decisions being made.

Validation can be performed for all models and simulations, regardless of…

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