Modeling uncertainties in the input parameters of computer simulations is an established way to account for inevitably limited knowledge. To overcome long run-times and high demand for computational resources, a surrogate model can replace the original simulation. We use spatially adaptive sparse grids for the creation of this surrogate model. Sparse grids are a discretization scheme designed to mitigate the curse of dimensionality, and spatial adaptivity further decreases the necessary number of expensive simulations. We combine this with B-spline basis functions which provide gradients and are exactly integrable. We demonstrate the capability of this uncertainty quantification approach for a simulation of the Hokkaido Nansei–Oki Tsunami with anuga. We develop a better understanding of the tsunami behavior by calculating key quantities such as mean, percentiles and maximum run-up. We compare our approach to the popular Dakota toolbox and reach slightly better results for all quantities of interest.
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Uncertainty quantification for the Hokkaido Nansei-Oki tsunami using B-splines on adaptive sparse grids
