Quantification of Margins and Uncertainty (QMU) is a decision support methodology for complex technical decisions. QMU focuses on the identification, characterization, and analysis of performance thresholds and their associated margins for engineering systems that are evaluated under conditions of uncertainty, particularly when portions of those results are generated using computational modeling and simulation. QMU has traditionally been applied to complex systems where comprehensive experimental test data is not readily available and cannot be easily generated for either end-to-end system execution or for specific subsystems of interest. Examples of systems where QMU has been applied include nuclear weapons performance, qualification, and stockpile assessment. QMU focuses on characterizing in detail the various sources of uncertainty that exist in a model, thus allowing the uncertainty in the system response output variables to be well quantified. These sources are frequently described in terms of probability distributions to account for the stochastic nature of complex engineering systems. The characterization of uncertainty supports comparisons of design margins for key system performance metrics to the uncertainty associated with their calculation by the model. QMU supports risk-informed decision-making processes where computational simulation results provide one of several inputs to the decision-making authority. There is currently no standardized methodology across the simulation community for conducting QMU; the term is applied to a variety of different modeling and simulation techniques that focus on rigorously quantifying model uncertainty in order to support comparison to design margins.
History The fundamental concepts of QMU were originally developed concurrently at several national laboratories supporting nuclear weapons programs in the late 1990s, including Lawrence Livermore National Laboratory, Sandia National Laboratory, and Los Alamos National Laboratory. The original focus of the methodology was to support nuclear stockpile decision-making, an area where full experimental test data could no longer be generated for validation due to bans on nuclear weapons testing. The methodology has since been applied in other applications where safety or mission critical decisions for complex projects must be made using results based on modeling and simulation. Examples outside of the nuclear weapons field include applications at NASA for interplanetary spacecraft and rover development, missile six-degree-of-freedom (6DOF) simulation results, and characterization of material properties in terminal ballistic encounters.
Overview QMU focuses on quantification of the ratio of design margin to model output uncertainty. The process begins with the identification of the key performance thresholds for the system, which can frequently be found in the systems requirements documents. These thresholds (also referred to as performance gates) can specify an upper bound of performance, a lower bound of performance, or both in the case where the metric must remain within the specified range. For each of these performance thresholds, the associated performance margin must be identified. The margin represents the targeted range the system is being designed to operate in to safely avoid the upper and lower performance bounds. These margins account for aspects such as the design safety factor the system is being developed to as well as the confidence level in that safety factor. QMU focuses on determining the quantified uncertainty of the simulation results as they relate to the performance threshold margins. This total uncertainty includes all forms of uncertainty related to the computational model as well as the uncertainty in the threshold and margin values. The identification and characterization of these values allows the ratios of margin-to-uncertainty (M/U) to be calculated for the system. These M/U values can serve as quantified inputs that can help authorities make risk-informed decisions regarding how to interpret and act upon results based on simulations.
QMU recognizes that there are multiple types of uncertainty that propagate through a model of a complex system. The simulation in the QMU process produces output results for the key performance thresholds of interest, known as the Best Estimate Plus Uncertainty (BE+U). The best estimate component of BE+U represents the core information that is known and understood about the model response variables. The basis that allows high confidence in these estimates is usually ample experimental test data regarding the process of interest which allows the simulation model to be thoroughly validated. The types of uncertainty that contribute to the value of the BE+U can be broken down into several categories:
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