Planification d'expériences numériques en phase exploratoire pour la simulation des phénomènes complexes

La simulation numerique modelise des phenomenes toujours plus complexes. De tels problemes, souvent de grande dimension, exigent des codes sophistiques et couteux en temps de calcul. Le recours systematique au simulateur devient alors illusoire. L'approche privilegiee consiste a definir un nombre reduit de simulations organisees selon un plan d'experiences numeriques a partir duquel une surface de reponse est ajustee pour approcher le simulateur. Nous considerons ici les plans generes par des simulateurs deterministes en phase exploratoire i.e. lorsqu'il n'y a aucune connaissance a priori. Les plans requierent donc certaines proprietes comme le remplissage de l'espace et la bonne repartition des points en projection. Deux indicateurs quantifiant la qualite intrinseque des plans ont ete developpes. Le point essentiel de ce travail concerne un procede de planification basee sur la simulation d'echantillons selon une loi de probabilite par une methode de Monte Carlo par chaines de Markov.

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