| Abstract: | Dimensional and similarity analyses are used in physics and engineering, specially in fluid mechanics, to reduce the dimension of the input variable space with no loss of information. Here, we apply these techniques to the propagation of uncertainties for computer codes by the Monte Carlo method, in order to reduce the variance of the estimators of the parameters of the output variable distribution. In the physics and engineering literature, dimensional analysis is often formulated intuitively in terms of physical quantities or dimensions such as time, longitude, or mass; here we use the more rigorous and more abstract generalized dimensional analysis of Moran and Marshek. The reduction of dimensionality is only successful in reducing estimator variance when applying variance-reduction techniques and not when using ordinary random sampling. In this article we use stratified sampling, and the key point of the success of the reduction in dimensionality in improving the precision of the estimates is a better measurement of the distances betwen the outputs, for given inputs. We illustrate the methodology with an application to a physical problem, a radioactive contaminant transport code. A substantial variance reduction is achieved for the estimators of the mean, variance, and distribution function of the output. Last, we present a discussion on which conditions are necessary for the method to be successful. |
