Towards an automatic uncertainty compiler

Abstract

An uncertainty compiler is a tool that automatically translates original computer source code lacking explicit uncertainty quantification into code containing appropriate uncertainty representations and uncertainty propagation algorithms. It handles the specifications of input uncertainties, and inserts calls to intrusive uncertainty quantification algorithms. In theory, one could create an uncertainty compiler for any scientific programming language. The uncertainty compiler can apply intrusive uncertainty propagation methods to codes or parts of codes and, therefore, more comprehensively and flexibly address epistemic and aleatory uncertainties. This paper explores the concept and the practicalities of creating such a compiler.