The epistemic and aleatory uncertainties of the ETAS-type models: an application to the Central Italy seismicity.

PubMed

Lombardi, A M

2017-09-18

Stochastic models provide quantitative evaluations about the occurrence of earthquakes. A basic component of this type of models are the uncertainties in defining main features of an intrinsically random process. Even if, at a very basic level, any attempting to distinguish between types of uncertainty is questionable, an usual way to deal with this topic is to separate epistemic uncertainty, due to lack of knowledge, from aleatory variability, due to randomness. In the present study this problem is addressed in the narrow context of short-term modeling of earthquakes and, specifically, of ETAS modeling. By mean of an application of a specific version of the ETAS model to seismicity of Central Italy, recently struck by a sequence with a main event of Mw6.5, the aleatory and epistemic (parametric) uncertainty are separated and quantified. The main result of the paper is that the parametric uncertainty of the ETAS-type model, adopted here, is much lower than the aleatory variability in the process. This result points out two main aspects: an analyst has good chances to set the ETAS-type models, but he may retrospectively describe and forecast the earthquake occurrences with still limited precision and accuracy.

Partitioning sources of uncertainty in projecting the impact of future climate extremes on site to regional ecosystem carbon cycling

NASA Astrophysics Data System (ADS)

Simkins, J.; Desai, A. R.; Cowdery, E.; Dietze, M.; Rollinson, C.

2016-12-01

The terrestrial biosphere assimilates nearly one fourth of anthropogenic carbon dioxide emissions, providing a significant ecosystem service. Anthropogenic climate changes that influence the distribution and frequency of weather extremes and can have a momentous impact on this useful function that ecosystems provide. However, most analyses of the impact of extreme events on ecosystem carbon uptake do not integrate across the wide range of structural, parametric, and driver uncertainty that needs to be taken into account to estimate probability of changes to ecosystem function under shifts in climate patterns. In order to improve ecosystem model forecasts, we integrated and estimated these sources of uncertainty using an open-sourced informatics workflow, the Predictive ECosystem Analyzer (PEcAn, http://pecanproject.org). PEcAn allows any researcher to parameterize and run multiple ecosystem models and automate extraction of meteorological forcing and estimation of its uncertainty. Trait databases and a uniform protocol for parameterizing and driving models were used to test parametric and structural uncertainty. In order to sample the uncertainty in future projected meteorological drivers, we developed automated extraction routines to acquire site-level three-hourly Coupled Model Intercomparison Project 5 (CMIP5) forcing data from the Geophysical Fluid Dynamics Laboratory general circulation models (CM3, ESM2M, and ESM2G) across the r1i1p1, r3i1p1 and r5i1p1 ensembles and AR5 emission scenarios. We also implemented a site-level high temporal resolution downscaling technique for these forcings calibrated against half-hourly eddy covariance flux tower observations. Our hypothesis claims that parametric and driver uncertainty dominate over the model structural uncertainty. In order to test this, we partition the uncertainty budget on the ChEAS regional network of towers in Northern Wisconsin, USA where each tower is located in forest and wetland ecosystems.

Quantitative estimation of source complexity in tsunami-source inversion

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Cummins, Phil R.; Hawkins, Rhys; Jakir Hossen, M.

2016-04-01

This work analyses tsunami waveforms to infer the spatiotemporal evolution of sea-surface displacement (the tsunami source) caused by earthquakes or other sources. Since the method considers sea-surface displacement directly, no assumptions about the fault or seafloor deformation are required. While this approach has no ability to study seismic aspects of rupture, it greatly simplifies the tsunami source estimation, making it much less dependent on subjective fault and deformation assumptions. This results in a more accurate sea-surface displacement evolution in the source region. The spatial discretization is by wavelet decomposition represented by a trans-D Bayesian tree structure. Wavelet coefficients are sampled by a reversible jump algorithm and additional coefficients are only included when required by the data. Therefore, source complexity is consistent with data information (parsimonious) and the method can adapt locally in both time and space. Since the source complexity is unknown and locally adapts, no regularization is required, resulting in more meaningful displacement magnitudes. By estimating displacement uncertainties in a Bayesian framework we can study the effect of parametrization choice on the source estimate. Uncertainty arises from observation errors and limitations in the parametrization to fully explain the observations. As a result, parametrization choice is closely related to uncertainty estimation and profoundly affects inversion results. Therefore, parametrization selection should be included in the inference process. Our inversion method is based on Bayesian model selection, a process which includes the choice of parametrization in the inference process and makes it data driven. A trans-dimensional (trans-D) model for the spatio-temporal discretization is applied here to include model selection naturally and efficiently in the inference by sampling probabilistically over parameterizations. The trans-D process results in better uncertainty estimates since the parametrization adapts parsimoniously (in both time and space) according to the local data resolving power and the uncertainty about the parametrization choice is included in the uncertainty estimates. We apply the method to the tsunami waveforms recorded for the great 2011 Japan tsunami. All data are recorded on high-quality sensors (ocean-bottom pressure sensors, GPS gauges, and DART buoys). The sea-surface Green's functions are computed by JAGURS and include linear dispersion effects. By treating the noise level at each gauge as unknown, individual gauge contributions to the source estimate are appropriately and objectively weighted. The results show previously unreported detail of the source, quantify uncertainty spatially, and produce excellent data fits. The source estimate shows an elongated peak trench-ward from the hypo centre that closely follows the trench, indicating significant sea-floor deformation near the trench. Also notable is a bi-modal (negative to positive) displacement feature in the northern part of the source near the trench. The feature has ~2 m amplitude and is clearly resolved by the data with low uncertainties.

Treatment of uncertainties in atmospheric chemical systems: A combined modeling and experimental approach

NASA Astrophysics Data System (ADS)

Pun, Betty Kong-Ling

1998-12-01

Uncertainty is endemic in modeling. This thesis is a two- phase program to understand the uncertainties in urban air pollution model predictions and in field data used to validate them. Part I demonstrates how to improve atmospheric models by analyzing the uncertainties in these models and using the results to guide new experimentation endeavors. Part II presents an experiment designed to characterize atmospheric fluctuations, which have significant implications towards the model validation process. A systematic study was undertaken to investigate the effects of uncertainties in the SAPRC mechanism for gas- phase chemistry in polluted atmospheres. The uncertainties of more than 500 parameters were compiled, including reaction rate constants, product coefficients, organic composition, and initial conditions. Uncertainty propagation using the Deterministic Equivalent Modeling Method (DEMM) revealed that the uncertainties in ozone predictions can be up to 45% based on these parametric uncertainties. The key parameters found to dominate the uncertainties of the predictions include photolysis rates of NO2, O3, and formaldehyde; the rate constant for nitric acid formation; and initial amounts of NOx and VOC. Similar uncertainty analysis procedures applied to two other mechanisms used in regional air quality models led to the conclusion that in the presence of parametric uncertainties, the mechanisms cannot be discriminated. Research efforts should focus on reducing parametric uncertainties in photolysis rates, reaction rate constants, and source terms. A new tunable diode laser (TDL) infrared spectrometer was designed and constructed to measure multiple pollutants simultaneously in the same ambient air parcels. The sensitivities of the one hertz measurements were 2 ppb for ozone, 1 ppb for NO, and 0.5 ppb for NO2. Meteorological data were also collected for wind, temperature, and UV intensity. The field data showed clear correlations between ozone, NO, and NO2 in the one-second time scale. Fluctuations in pollutant concentrations were found to be extremely dependent on meteorological conditions. Deposition fluxes calculated using the Eddy Correlation technique were found to be small on concrete surfaces. These high time-resolution measurements were used to develop an understanding of the variability in atmospheric measurements, which would be useful in determining the acceptable discrepancy of model and observations. (Copies available exclusively from MIT Libraries, Rm. 14-0551, Cambridge, MA 02139-4307. Ph. 617-253-5668; Fax 617-253-1690.)

Understanding uncertainty in precipitation changes in a balanced perturbed-physics ensemble under multiple climate forcings

NASA Astrophysics Data System (ADS)

Millar, R.; Ingram, W.; Allen, M. R.; Lowe, J.

2013-12-01

Temperature and precipitation patterns are the climate variables with the greatest impacts on both natural and human systems. Due to the small spatial scales and the many interactions involved in the global hydrological cycle, in general circulation models (GCMs) representations of precipitation changes are subject to considerable uncertainty. Quantifying and understanding the causes of uncertainty (and identifying robust features of predictions) in both global and local precipitation change is an essential challenge of climate science. We have used the huge distributed computing capacity of the climateprediction.net citizen science project to examine parametric uncertainty in an ensemble of 20,000 perturbed-physics versions of the HadCM3 general circulation model. The ensemble has been selected to have a control climate in top-of-atmosphere energy balance [Yamazaki et al. 2013, J.G.R.]. We force this ensemble with several idealised climate-forcing scenarios including carbon dioxide step and transient profiles, solar radiation management geoengineering experiments with stratospheric aerosols, and short-lived climate forcing agents. We will present the results from several of these forcing scenarios under GCM parametric uncertainty. We examine the global mean precipitation energy budget to understand the robustness of a simple non-linear global precipitation model [Good et al. 2012, Clim. Dyn.] as a better explanation of precipitation changes in transient climate projections under GCM parametric uncertainty than a simple linear tropospheric energy balance model. We will also present work investigating robust conclusions about precipitation changes in a balanced ensemble of idealised solar radiation management scenarios [Kravitz et al. 2011, Atmos. Sci. Let.].

Non-Parametric Collision Probability for Low-Velocity Encounters

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2007-01-01

An implicit, but not necessarily obvious, assumption in all of the current techniques for assessing satellite collision probability is that the relative position uncertainty is perfectly correlated in time. If there is any mis-modeling of the dynamics in the propagation of the relative position error covariance matrix, time-wise de-correlation of the uncertainty will increase the probability of collision over a given time interval. The paper gives some examples that illustrate this point. This paper argues that, for the present, Monte Carlo analysis is the best available tool for handling low-velocity encounters, and suggests some techniques for addressing the issues just described. One proposal is for the use of a non-parametric technique that is widely used in actuarial and medical studies. The other suggestion is that accurate process noise models be used in the Monte Carlo trials to which the non-parametric estimate is applied. A further contribution of this paper is a description of how the time-wise decorrelation of uncertainty increases the probability of collision.

Design of a completely model free adaptive control in the presence of parametric, non-parametric uncertainties and random control signal delay.

PubMed

Tutsoy, Onder; Barkana, Duygun Erol; Tugal, Harun

2018-05-01

In this paper, an adaptive controller is developed for discrete time linear systems that takes into account parametric uncertainty, internal-external non-parametric random uncertainties, and time varying control signal delay. Additionally, the proposed adaptive control is designed in such a way that it is utterly model free. Even though these properties are studied separately in the literature, they are not taken into account all together in adaptive control literature. The Q-function is used to estimate long-term performance of the proposed adaptive controller. Control policy is generated based on the long-term predicted value, and this policy searches an optimal stabilizing control signal for uncertain and unstable systems. The derived control law does not require an initial stabilizing control assumption as in the ones in the recent literature. Learning error, control signal convergence, minimized Q-function, and instantaneous reward are analyzed to demonstrate the stability and effectiveness of the proposed adaptive controller in a simulation environment. Finally, key insights on parameters convergence of the learning and control signals are provided. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Post, Wilfred M; King, Anthony Wayne; Dragoni, Danilo

Many parameters in terrestrial biogeochemical models are inherently uncertain, leading to uncertainty in predictions of key carbon cycle variables. At observation sites, this uncertainty can be quantified by applying model-data fusion techniques to estimate model parameters using eddy covariance observations and associated biometric data sets as constraints. Uncertainty is reduced as data records become longer and different types of observations are added. We estimate parametric and associated predictive uncertainty at the Morgan Monroe State Forest in Indiana, USA. Parameters in the Local Terrestrial Ecosystem Carbon (LoTEC) are estimated using both synthetic and actual constraints. These model parameters and uncertainties aremore » then used to make predictions of carbon flux for up to 20 years. We find a strong dependence of both parametric and prediction uncertainty on the length of the data record used in the model-data fusion. In this model framework, this dependence is strongly reduced as the data record length increases beyond 5 years. If synthetic initial biomass pool constraints with realistic uncertainties are included in the model-data fusion, prediction uncertainty is reduced by more than 25% when constraining flux records are less than 3 years. If synthetic annual aboveground woody biomass increment constraints are also included, uncertainty is similarly reduced by an additional 25%. When actual observed eddy covariance data are used as constraints, there is still a strong dependence of parameter and prediction uncertainty on data record length, but the results are harder to interpret because of the inability of LoTEC to reproduce observed interannual variations and the confounding effects of model structural error.« less

Parameter and prediction uncertainty in an optimized terrestrial carbon cycle model: Effects of constraining variables and data record length

NASA Astrophysics Data System (ADS)

Ricciuto, Daniel M.; King, Anthony W.; Dragoni, D.; Post, Wilfred M.

2011-03-01

Many parameters in terrestrial biogeochemical models are inherently uncertain, leading to uncertainty in predictions of key carbon cycle variables. At observation sites, this uncertainty can be quantified by applying model-data fusion techniques to estimate model parameters using eddy covariance observations and associated biometric data sets as constraints. Uncertainty is reduced as data records become longer and different types of observations are added. We estimate parametric and associated predictive uncertainty at the Morgan Monroe State Forest in Indiana, USA. Parameters in the Local Terrestrial Ecosystem Carbon (LoTEC) are estimated using both synthetic and actual constraints. These model parameters and uncertainties are then used to make predictions of carbon flux for up to 20 years. We find a strong dependence of both parametric and prediction uncertainty on the length of the data record used in the model-data fusion. In this model framework, this dependence is strongly reduced as the data record length increases beyond 5 years. If synthetic initial biomass pool constraints with realistic uncertainties are included in the model-data fusion, prediction uncertainty is reduced by more than 25% when constraining flux records are less than 3 years. If synthetic annual aboveground woody biomass increment constraints are also included, uncertainty is similarly reduced by an additional 25%. When actual observed eddy covariance data are used as constraints, there is still a strong dependence of parameter and prediction uncertainty on data record length, but the results are harder to interpret because of the inability of LoTEC to reproduce observed interannual variations and the confounding effects of model structural error.

Reduction of predictive uncertainty in estimating irrigation water requirement through multi-model ensembles and ensemble averaging

NASA Astrophysics Data System (ADS)

Multsch, S.; Exbrayat, J.-F.; Kirby, M.; Viney, N. R.; Frede, H.-G.; Breuer, L.

2014-11-01

Irrigation agriculture plays an increasingly important role in food supply. Many evapotranspiration models are used today to estimate the water demand for irrigation. They consider different stages of crop growth by empirical crop coefficients to adapt evapotranspiration throughout the vegetation period. We investigate the importance of the model structural vs. model parametric uncertainty for irrigation simulations by considering six evapotranspiration models and five crop coefficient sets to estimate irrigation water requirements for growing wheat in the Murray-Darling Basin, Australia. The study is carried out using the spatial decision support system SPARE:WATER. We find that structural model uncertainty is far more important than model parametric uncertainty to estimate irrigation water requirement. Using the Reliability Ensemble Averaging (REA) technique, we are able to reduce the overall predictive model uncertainty by more than 10%. The exceedance probability curve of irrigation water requirements shows that a certain threshold, e.g. an irrigation water limit due to water right of 400 mm, would be less frequently exceeded in case of the REA ensemble average (45%) in comparison to the equally weighted ensemble average (66%). We conclude that multi-model ensemble predictions and sophisticated model averaging techniques are helpful in predicting irrigation demand and provide relevant information for decision making.

Self-tuning bistable parametric feedback oscillator: Near-optimal amplitude maximization without model information

NASA Astrophysics Data System (ADS)

Braun, David J.; Sutas, Andrius; Vijayakumar, Sethu

2017-01-01

Theory predicts that parametrically excited oscillators, tuned to operate under resonant condition, are capable of large-amplitude oscillation useful in diverse applications, such as signal amplification, communication, and analog computation. However, due to amplitude saturation caused by nonlinearity, lack of robustness to model uncertainty, and limited sensitivity to parameter modulation, these oscillators require fine-tuning and strong modulation to generate robust large-amplitude oscillation. Here we present a principle of self-tuning parametric feedback excitation that alleviates the above-mentioned limitations. This is achieved using a minimalistic control implementation that performs (i) self-tuning (slow parameter adaptation) and (ii) feedback pumping (fast parameter modulation), without sophisticated signal processing past observations. The proposed approach provides near-optimal amplitude maximization without requiring model-based control computation, previously perceived inevitable to implement optimal control principles in practical application. Experimental implementation of the theory shows that the oscillator self-tunes itself near to the onset of dynamic bifurcation to achieve extreme sensitivity to small resonant parametric perturbations. As a result, it achieves large-amplitude oscillations by capitalizing on the effect of nonlinearity, despite substantial model uncertainties and strong unforeseen external perturbations. We envision the present finding to provide an effective and robust approach to parametric excitation when it comes to real-world application.

Fixed-Order Mixed Norm Designs for Building Vibration Control

NASA Technical Reports Server (NTRS)

Whorton, Mark S.; Calise, Anthony J.

2000-01-01

This study investigates the use of H2, mu-synthesis, and mixed H2/mu methods to construct full order controllers and optimized controllers of fixed dimensions. The benchmark problem definition is first extended to include uncertainty within the controller bandwidth in the form of parametric uncertainty representative of uncertainty in the natural frequencies of the design model. The sensitivity of H2 design to unmodeled dynamics and parametric uncertainty is evaluated for a range of controller levels of authority. Next, mu-synthesis methods are applied to design full order compensators that are robust to both unmodeled dynamics and to parametric uncertainty. Finally, a set of mixed H2/mu compensators are designed which are optimized for a fixed compensator dimension. These mixed norm designs recover the H2 design performance levels while providing the same levels of robust stability as the mu designs. It is shown that designing with the mixed norm approach permits higher levels of controller authority for which the H2 designs are destabilizing. The benchmark problem is that of an active tendon system. The controller designs are all based on the use of acceleration feedback.

Reliable estimates of predictive uncertainty for an Alpine catchment using a non-parametric methodology

NASA Astrophysics Data System (ADS)

Matos, José P.; Schaefli, Bettina; Schleiss, Anton J.

2017-04-01

Uncertainty affects hydrological modelling efforts from the very measurements (or forecasts) that serve as inputs to the more or less inaccurate predictions that are produced. Uncertainty is truly inescapable in hydrology and yet, due to the theoretical and technical hurdles associated with its quantification, it is at times still neglected or estimated only qualitatively. In recent years the scientific community has made a significant effort towards quantifying this hydrologic prediction uncertainty. Despite this, most of the developed methodologies can be computationally demanding, are complex from a theoretical point of view, require substantial expertise to be employed, and are constrained by a number of assumptions about the model error distribution. These assumptions limit the reliability of many methods in case of errors that show particular cases of non-normality, heteroscedasticity, or autocorrelation. The present contribution builds on a non-parametric data-driven approach that was developed for uncertainty quantification in operational (real-time) forecasting settings. The approach is based on the concept of Pareto optimality and can be used as a standalone forecasting tool or as a postprocessor. By virtue of its non-parametric nature and a general operating principle, it can be applied directly and with ease to predictions of streamflow, water stage, or even accumulated runoff. Also, it is a methodology capable of coping with high heteroscedasticity and seasonal hydrological regimes (e.g. snowmelt and rainfall driven events in the same catchment). Finally, the training and operation of the model are very fast, making it a tool particularly adapted to operational use. To illustrate its practical use, the uncertainty quantification method is coupled with a process-based hydrological model to produce statistically reliable forecasts for an Alpine catchment located in Switzerland. Results are presented and discussed in terms of their reliability and resolution.

Structural and parameteric uncertainty quantification in cloud microphysics parameterization schemes

NASA Astrophysics Data System (ADS)

van Lier-Walqui, M.; Morrison, H.; Kumjian, M. R.; Prat, O. P.; Martinkus, C.

2017-12-01

Atmospheric model parameterization schemes employ approximations to represent the effects of unresolved processes. These approximations are a source of error in forecasts, caused in part by considerable uncertainty about the optimal value of parameters within each scheme -- parameteric uncertainty. Furthermore, there is uncertainty regarding the best choice of the overarching structure of the parameterization scheme -- structrual uncertainty. Parameter estimation can constrain the first, but may struggle with the second because structural choices are typically discrete. We address this problem in the context of cloud microphysics parameterization schemes by creating a flexible framework wherein structural and parametric uncertainties can be simultaneously constrained. Our scheme makes no assuptions about drop size distribution shape or the functional form of parametrized process rate terms. Instead, these uncertainties are constrained by observations using a Markov Chain Monte Carlo sampler within a Bayesian inference framework. Our scheme, the Bayesian Observationally-constrained Statistical-physical Scheme (BOSS), has flexibility to predict various sets of prognostic drop size distribution moments as well as varying complexity of process rate formulations. We compare idealized probabilistic forecasts from versions of BOSS with varying levels of structural complexity. This work has applications in ensemble forecasts with model physics uncertainty, data assimilation, and cloud microphysics process studies.

Robust Control Design for Uncertain Nonlinear Dynamic Systems

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Crespo, Luis G.; Andrews, Lindsey; Giesy, Daniel P.

2012-01-01

Robustness to parametric uncertainty is fundamental to successful control system design and as such it has been at the core of many design methods developed over the decades. Despite its prominence, most of the work on robust control design has focused on linear models and uncertainties that are non-probabilistic in nature. Recently, researchers have acknowledged this disparity and have been developing theory to address a broader class of uncertainties. This paper presents an experimental application of robust control design for a hybrid class of probabilistic and non-probabilistic parametric uncertainties. The experimental apparatus is based upon the classic inverted pendulum on a cart. The physical uncertainty is realized by a known additional lumped mass at an unknown location on the pendulum. This unknown location has the effect of substantially altering the nominal frequency and controllability of the nonlinear system, and in the limit has the capability to make the system neutrally stable and uncontrollable. Another uncertainty to be considered is a direct current motor parameter. The control design objective is to design a controller that satisfies stability, tracking error, control power, and transient behavior requirements for the largest range of parametric uncertainties. This paper presents an overview of the theory behind the robust control design methodology and the experimental results.

Uncertainty quantification in Rothermel's Model using an efficient sampling method

Treesearch

Edwin Jimenez; M. Yousuff Hussaini; Scott L. Goodrick

2007-01-01

The purpose of the present work is to quantify parametric uncertainty in Rothermel’s wildland fire spread model (implemented in software such as BehavePlus3 and FARSITE), which is undoubtedly among the most widely used fire spread models in the United States. This model consists of a nonlinear system of equations that relates environmental variables (input parameter...

Carbon accounting and economic model uncertainty of emissions from biofuels-induced land use change.

PubMed

Plevin, Richard J; Beckman, Jayson; Golub, Alla A; Witcover, Julie; O'Hare, Michael

2015-03-03

Few of the numerous published studies of the emissions from biofuels-induced "indirect" land use change (ILUC) attempt to propagate and quantify uncertainty, and those that have done so have restricted their analysis to a portion of the modeling systems used. In this study, we pair a global, computable general equilibrium model with a model of greenhouse gas emissions from land-use change to quantify the parametric uncertainty in the paired modeling system's estimates of greenhouse gas emissions from ILUC induced by expanded production of three biofuels. We find that for the three fuel systems examined--US corn ethanol, Brazilian sugar cane ethanol, and US soybean biodiesel--95% of the results occurred within ±20 g CO2e MJ(-1) of the mean (coefficient of variation of 20-45%), with economic model parameters related to crop yield and the productivity of newly converted cropland (from forestry and pasture) contributing most of the variance in estimated ILUC emissions intensity. Although the experiments performed here allow us to characterize parametric uncertainty, changes to the model structure have the potential to shift the mean by tens of grams of CO2e per megajoule and further broaden distributions for ILUC emission intensities.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

Reduction of predictive uncertainty in estimating irrigation water requirement through multi-model ensembles and ensemble averaging

NASA Astrophysics Data System (ADS)

Multsch, S.; Exbrayat, J.-F.; Kirby, M.; Viney, N. R.; Frede, H.-G.; Breuer, L.

2015-04-01

Irrigation agriculture plays an increasingly important role in food supply. Many evapotranspiration models are used today to estimate the water demand for irrigation. They consider different stages of crop growth by empirical crop coefficients to adapt evapotranspiration throughout the vegetation period. We investigate the importance of the model structural versus model parametric uncertainty for irrigation simulations by considering six evapotranspiration models and five crop coefficient sets to estimate irrigation water requirements for growing wheat in the Murray-Darling Basin, Australia. The study is carried out using the spatial decision support system SPARE:WATER. We find that structural model uncertainty among reference ET is far more important than model parametric uncertainty introduced by crop coefficients. These crop coefficients are used to estimate irrigation water requirement following the single crop coefficient approach. Using the reliability ensemble averaging (REA) technique, we are able to reduce the overall predictive model uncertainty by more than 10%. The exceedance probability curve of irrigation water requirements shows that a certain threshold, e.g. an irrigation water limit due to water right of 400 mm, would be less frequently exceeded in case of the REA ensemble average (45%) in comparison to the equally weighted ensemble average (66%). We conclude that multi-model ensemble predictions and sophisticated model averaging techniques are helpful in predicting irrigation demand and provide relevant information for decision making.

Approximating prediction uncertainty for random forest regression models

Treesearch

John W. Coulston; Christine E. Blinn; Valerie A. Thomas; Randolph H. Wynne

2016-01-01

Machine learning approaches such as random forest have increased for the spatial modeling and mapping of continuous variables. Random forest is a non-parametric ensemble approach, and unlike traditional regression approaches there is no direct quantification of prediction error. Understanding prediction uncertainty is important when using model-based continuous maps as...

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

A Study of Fixed-Order Mixed Norm Designs for a Benchmark Problem in Structural Control

NASA Technical Reports Server (NTRS)

Whorton, Mark S.; Calise, Anthony J.; Hsu, C. C.

1998-01-01

This study investigates the use of H2, p-synthesis, and mixed H2/mu methods to construct full-order controllers and optimized controllers of fixed dimensions. The benchmark problem definition is first extended to include uncertainty within the controller bandwidth in the form of parametric uncertainty representative of uncertainty in the natural frequencies of the design model. The sensitivity of H2 design to unmodelled dynamics and parametric uncertainty is evaluated for a range of controller levels of authority. Next, mu-synthesis methods are applied to design full-order compensators that are robust to both unmodelled dynamics and to parametric uncertainty. Finally, a set of mixed H2/mu compensators are designed which are optimized for a fixed compensator dimension. These mixed norm designs recover the H, design performance levels while providing the same levels of robust stability as the u designs. It is shown that designing with the mixed norm approach permits higher levels of controller authority for which the H, designs are destabilizing. The benchmark problem is that of an active tendon system. The controller designs are all based on the use of acceleration feedback.

Assessment and Reduction of Model Parametric Uncertainties: A Case Study with A Distributed Hydrological Model

NASA Astrophysics Data System (ADS)

Gan, Y.; Liang, X. Z.; Duan, Q.; Xu, J.; Zhao, P.; Hong, Y.

2017-12-01

The uncertainties associated with the parameters of a hydrological model need to be quantified and reduced for it to be useful for operational hydrological forecasting and decision support. An uncertainty quantification framework is presented to facilitate practical assessment and reduction of model parametric uncertainties. A case study, using the distributed hydrological model CREST for daily streamflow simulation during the period 2008-2010 over ten watershed, was used to demonstrate the performance of this new framework. Model behaviors across watersheds were analyzed by a two-stage stepwise sensitivity analysis procedure, using LH-OAT method for screening out insensitive parameters, followed by MARS-based Sobol' sensitivity indices for quantifying each parameter's contribution to the response variance due to its first-order and higher-order effects. Pareto optimal sets of the influential parameters were then found by the adaptive surrogate-based multi-objective optimization procedure, using MARS model for approximating the parameter-response relationship and SCE-UA algorithm for searching the optimal parameter sets of the adaptively updated surrogate model. The final optimal parameter sets were validated against the daily streamflow simulation of the same watersheds during the period 2011-2012. The stepwise sensitivity analysis procedure efficiently reduced the number of parameters that need to be calibrated from twelve to seven, which helps to limit the dimensionality of calibration problem and serves to enhance the efficiency of parameter calibration. The adaptive MARS-based multi-objective calibration exercise provided satisfactory solutions to the reproduction of the observed streamflow for all watersheds. The final optimal solutions showed significant improvement when compared to the default solutions, with about 65-90% reduction in 1-NSE and 60-95% reduction in |RB|. The validation exercise indicated a large improvement in model performance with about 40-85% reduction in 1-NSE, and 35-90% reduction in |RB|. Overall, this uncertainty quantification framework is robust, effective and efficient for parametric uncertainty analysis, the results of which provide useful information that helps to understand the model behaviors and improve the model simulations.

Direct adaptive robust tracking control for 6 DOF industrial robot with enhanced accuracy.

PubMed

Yin, Xiuxing; Pan, Li

2018-01-01

A direct adaptive robust tracking control is proposed for trajectory tracking of 6 DOF industrial robot in the presence of parametric uncertainties, external disturbances and uncertain nonlinearities. The controller is designed based on the dynamic characteristics in the working space of the end-effector of the 6 DOF robot. The controller includes robust control term and model compensation term that is developed directly based on the input reference or desired motion trajectory. A projection-type parametric adaptation law is also designed to compensate for parametric estimation errors for the adaptive robust control. The feasibility and effectiveness of the proposed direct adaptive robust control law and the associated projection-type parametric adaptation law have been comparatively evaluated based on two 6 DOF industrial robots. The test results demonstrate that the proposed control can be employed to better maintain the desired trajectory tracking even in the presence of large parametric uncertainties and external disturbances as compared with PD controller and nonlinear controller. The parametric estimates also eventually converge to the real values along with the convergence of tracking errors, which further validate the effectiveness of the proposed parametric adaption law. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Uncertainty importance analysis using parametric moment ratio functions.

PubMed

Wei, Pengfei; Lu, Zhenzhou; Song, Jingwen

2014-02-01

This article presents a new importance analysis framework, called parametric moment ratio function, for measuring the reduction of model output uncertainty when the distribution parameters of inputs are changed, and the emphasis is put on the mean and variance ratio functions with respect to the variances of model inputs. The proposed concepts efficiently guide the analyst to achieve a targeted reduction on the model output mean and variance by operating on the variances of model inputs. The unbiased and progressive unbiased Monte Carlo estimators are also derived for the parametric mean and variance ratio functions, respectively. Only a set of samples is needed for implementing the proposed importance analysis by the proposed estimators, thus the computational cost is free of input dimensionality. An analytical test example with highly nonlinear behavior is introduced for illustrating the engineering significance of the proposed importance analysis technique and verifying the efficiency and convergence of the derived Monte Carlo estimators. Finally, the moment ratio function is applied to a planar 10-bar structure for achieving a targeted 50% reduction of the model output variance. © 2013 Society for Risk Analysis.

Impact of signal scattering and parametric uncertainties on receiver operating characteristics

NASA Astrophysics Data System (ADS)

Wilson, D. Keith; Breton, Daniel J.; Hart, Carl R.; Pettit, Chris L.

2017-05-01

The receiver operating characteristic (ROC curve), which is a plot of the probability of detection as a function of the probability of false alarm, plays a key role in the classical analysis of detector performance. However, meaningful characterization of the ROC curve is challenging when practically important complications such as variations in source emissions, environmental impacts on the signal propagation, uncertainties in the sensor response, and multiple sources of interference are considered. In this paper, a relatively simple but realistic model for scattered signals is employed to explore how parametric uncertainties impact the ROC curve. In particular, we show that parametric uncertainties in the mean signal and noise power substantially raise the tails of the distributions; since receiver operation with a very low probability of false alarm and a high probability of detection is normally desired, these tails lead to severely degraded performance. Because full a priori knowledge of such parametric uncertainties is rarely available in practice, analyses must typically be based on a finite sample of environmental states, which only partially characterize the range of parameter variations. We show how this effect can lead to misleading assessments of system performance. For the cases considered, approximately 64 or more statistically independent samples of the uncertain parameters are needed to accurately predict the probabilities of detection and false alarm. A connection is also described between selection of suitable distributions for the uncertain parameters, and Bayesian adaptive methods for inferring the parameters.

A new process sensitivity index to identify important system processes under process model and parametric uncertainty

DOE PAGES

Dai, Heng; Ye, Ming; Walker, Anthony P.; ...

2017-03-28

A hydrological model consists of multiple process level submodels, and each submodel represents a process key to the operation of the simulated system. Global sensitivity analysis methods have been widely used to identify important processes for system model development and improvement. The existing methods of global sensitivity analysis only consider parametric uncertainty, and are not capable of handling model uncertainty caused by multiple process models that arise from competing hypotheses about one or more processes. To address this problem, this study develops a new method to probe model output sensitivity to competing process models by integrating model averaging methods withmore » variance-based global sensitivity analysis. A process sensitivity index is derived as a single summary measure of relative process importance, and the index includes variance in model outputs caused by uncertainty in both process models and their parameters. Here, for demonstration, the new index is used to assign importance to the processes of recharge and geology in a synthetic study of groundwater reactive transport modeling. The recharge process is simulated by two models that convert precipitation to recharge, and the geology process is simulated by two models of hydraulic conductivity. Each process model has its own random parameters. Finally, the new process sensitivity index is mathematically general, and can be applied to a wide range of problems in hydrology and beyond.« less

A new process sensitivity index to identify important system processes under process model and parametric uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dai, Heng; Ye, Ming; Walker, Anthony P.

A hydrological model consists of multiple process level submodels, and each submodel represents a process key to the operation of the simulated system. Global sensitivity analysis methods have been widely used to identify important processes for system model development and improvement. The existing methods of global sensitivity analysis only consider parametric uncertainty, and are not capable of handling model uncertainty caused by multiple process models that arise from competing hypotheses about one or more processes. To address this problem, this study develops a new method to probe model output sensitivity to competing process models by integrating model averaging methods withmore » variance-based global sensitivity analysis. A process sensitivity index is derived as a single summary measure of relative process importance, and the index includes variance in model outputs caused by uncertainty in both process models and their parameters. Here, for demonstration, the new index is used to assign importance to the processes of recharge and geology in a synthetic study of groundwater reactive transport modeling. The recharge process is simulated by two models that convert precipitation to recharge, and the geology process is simulated by two models of hydraulic conductivity. Each process model has its own random parameters. Finally, the new process sensitivity index is mathematically general, and can be applied to a wide range of problems in hydrology and beyond.« less

Pretest uncertainty analysis for chemical rocket engine tests

NASA Technical Reports Server (NTRS)

Davidian, Kenneth J.

1987-01-01

A parametric pretest uncertainty analysis has been performed for a chemical rocket engine test at a unique 1000:1 area ratio altitude test facility. Results from the parametric study provide the error limits required in order to maintain a maximum uncertainty of 1 percent on specific impulse. Equations used in the uncertainty analysis are presented.

Statistical error model for a solar electric propulsion thrust subsystem

NASA Technical Reports Server (NTRS)

Bantell, M. H.

1973-01-01

The solar electric propulsion thrust subsystem statistical error model was developed as a tool for investigating the effects of thrust subsystem parameter uncertainties on navigation accuracy. The model is currently being used to evaluate the impact of electric engine parameter uncertainties on navigation system performance for a baseline mission to Encke's Comet in the 1980s. The data given represent the next generation in statistical error modeling for low-thrust applications. Principal improvements include the representation of thrust uncertainties and random process modeling in terms of random parametric variations in the thrust vector process for a multi-engine configuration.

Why preferring parametric forecasting to nonparametric methods?

PubMed

Jabot, Franck

2015-05-07

A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.

Robustness Analysis and Optimally Robust Control Design via Sum-of-Squares

NASA Technical Reports Server (NTRS)

Dorobantu, Andrei; Crespo, Luis G.; Seiler, Peter J.

2012-01-01

A control analysis and design framework is proposed for systems subject to parametric uncertainty. The underlying strategies are based on sum-of-squares (SOS) polynomial analysis and nonlinear optimization to design an optimally robust controller. The approach determines a maximum uncertainty range for which the closed-loop system satisfies a set of stability and performance requirements. These requirements, de ned as inequality constraints on several metrics, are restricted to polynomial functions of the uncertainty. To quantify robustness, SOS analysis is used to prove that the closed-loop system complies with the requirements for a given uncertainty range. The maximum uncertainty range, calculated by assessing a sequence of increasingly larger ranges, serves as a robustness metric for the closed-loop system. To optimize the control design, nonlinear optimization is used to enlarge the maximum uncertainty range by tuning the controller gains. Hence, the resulting controller is optimally robust to parametric uncertainty. This approach balances the robustness margins corresponding to each requirement in order to maximize the aggregate system robustness. The proposed framework is applied to a simple linear short-period aircraft model with uncertain aerodynamic coefficients.

Predictive uncertainty analysis of plume distribution for geological carbon sequestration using sparse-grid Bayesian method

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

Because of the extensive computational burden, parametric uncertainty analyses are rarely conducted for geological carbon sequestration (GCS) process based multi-phase models. The difficulty of predictive uncertainty analysis for the CO2 plume migration in realistic GCS models is not only due to the spatial distribution of the caprock and reservoir (i.e. heterogeneous model parameters), but also because the GCS optimization estimation problem has multiple local minima due to the complex nonlinear multi-phase (gas and aqueous), and multi-component (water, CO2, salt) transport equations. The geological model built by Doughty and Pruess (2004) for the Frio pilot site (Texas) was selected and assumed to represent the 'true' system, which was composed of seven different facies (geological units) distributed among 10 layers. We chose to calibrate the permeabilities of these facies. Pressure and gas saturation values from this true model were then extracted and used as observations for subsequent model calibration. Random noise was added to the observations to approximate realistic field conditions. Each simulation of the model lasts about 2 hours. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid stochastic collocation method. This surrogate response surface global optimization algorithm is firstly used to calibrate the model parameters, then prediction uncertainty of the CO2 plume position is quantified due to the propagation from parametric uncertainty in the numerical experiments, which is also compared to the actual plume from the 'true' model. Results prove that the approach is computationally efficient for multi-modal optimization and prediction uncertainty quantification for computationally expensive simulation models. Both our inverse methodology and findings can be broadly applicable to GCS in heterogeneous storage formations.

Benchmark dose analysis via nonparametric regression modeling

PubMed Central

Piegorsch, Walter W.; Xiong, Hui; Bhattacharya, Rabi N.; Lin, Lizhen

2013-01-01

Estimation of benchmark doses (BMDs) in quantitative risk assessment traditionally is based upon parametric dose-response modeling. It is a well-known concern, however, that if the chosen parametric model is uncertain and/or misspecified, inaccurate and possibly unsafe low-dose inferences can result. We describe a nonparametric approach for estimating BMDs with quantal-response data based on an isotonic regression method, and also study use of corresponding, nonparametric, bootstrap-based confidence limits for the BMD. We explore the confidence limits’ small-sample properties via a simulation study, and illustrate the calculations with an example from cancer risk assessment. It is seen that this nonparametric approach can provide a useful alternative for BMD estimation when faced with the problem of parametric model uncertainty. PMID:23683057

Validation of sea ice models using an uncertainty-based distance metric for multiple model variables: NEW METRIC FOR SEA ICE MODEL VALIDATION

DOE Office of Scientific and Technical Information (OSTI.GOV)

Urrego-Blanco, Jorge R.; Hunke, Elizabeth C.; Urban, Nathan M.

Here, we implement a variance-based distance metric (D n) to objectively assess skill of sea ice models when multiple output variables or uncertainties in both model predictions and observations need to be considered. The metric compares observations and model data pairs on common spatial and temporal grids improving upon highly aggregated metrics (e.g., total sea ice extent or volume) by capturing the spatial character of model skill. The D n metric is a gamma-distributed statistic that is more general than the χ 2 statistic commonly used to assess model fit, which requires the assumption that the model is unbiased andmore » can only incorporate observational error in the analysis. The D n statistic does not assume that the model is unbiased, and allows the incorporation of multiple observational data sets for the same variable and simultaneously for different variables, along with different types of variances that can characterize uncertainties in both observations and the model. This approach represents a step to establish a systematic framework for probabilistic validation of sea ice models. The methodology is also useful for model tuning by using the D n metric as a cost function and incorporating model parametric uncertainty as part of a scheme to optimize model functionality. We apply this approach to evaluate different configurations of the standalone Los Alamos sea ice model (CICE) encompassing the parametric uncertainty in the model, and to find new sets of model configurations that produce better agreement than previous configurations between model and observational estimates of sea ice concentration and thickness.« less

Validation of sea ice models using an uncertainty-based distance metric for multiple model variables: NEW METRIC FOR SEA ICE MODEL VALIDATION

DOE PAGES

Urrego-Blanco, Jorge R.; Hunke, Elizabeth C.; Urban, Nathan M.; ...

2017-04-01

Here, we implement a variance-based distance metric (D n) to objectively assess skill of sea ice models when multiple output variables or uncertainties in both model predictions and observations need to be considered. The metric compares observations and model data pairs on common spatial and temporal grids improving upon highly aggregated metrics (e.g., total sea ice extent or volume) by capturing the spatial character of model skill. The D n metric is a gamma-distributed statistic that is more general than the χ 2 statistic commonly used to assess model fit, which requires the assumption that the model is unbiased andmore » can only incorporate observational error in the analysis. The D n statistic does not assume that the model is unbiased, and allows the incorporation of multiple observational data sets for the same variable and simultaneously for different variables, along with different types of variances that can characterize uncertainties in both observations and the model. This approach represents a step to establish a systematic framework for probabilistic validation of sea ice models. The methodology is also useful for model tuning by using the D n metric as a cost function and incorporating model parametric uncertainty as part of a scheme to optimize model functionality. We apply this approach to evaluate different configurations of the standalone Los Alamos sea ice model (CICE) encompassing the parametric uncertainty in the model, and to find new sets of model configurations that produce better agreement than previous configurations between model and observational estimates of sea ice concentration and thickness.« less

Funnel Libraries for Real-Time Robust Feedback Motion Planning

DTIC Science & Technology

2016-07-21

motion plans for a robot that are guaranteed to suc- ceed despite uncertainty in the environment, parametric model uncertainty, and disturbances...resulting funnel library is then used to sequentially compose motion plans at runtime while ensuring the safety of the robot . A major advantage of...the work presented here is that by explicitly taking into account the effect of uncertainty, the robot can evaluate motion plans based on how vulnerable

Multivariate Geostatistical Analysis of Uncertainty for the Hydrodynamic Model of a Geological Trap for Carbon Dioxide Storage. Case study: Multilayered Geological Structure Vest Valcele, ROMANIA

NASA Astrophysics Data System (ADS)

Scradeanu, D.; Pagnejer, M.

2012-04-01

The purpose of the works is to evaluate the uncertainty of the hydrodynamic model for a multilayered geological structure, a potential trap for carbon dioxide storage. The hydrodynamic model is based on a conceptual model of the multilayered hydrostructure with three components: 1) spatial model; 2) parametric model and 3) energy model. The necessary data to achieve the three components of the conceptual model are obtained from: 240 boreholes explored by geophysical logging and seismic investigation, for the first two components, and an experimental water injection test for the last one. The hydrodinamic model is a finite difference numerical model based on a 3D stratigraphic model with nine stratigraphic units (Badenian and Oligocene) and a 3D multiparameter model (porosity, permeability, hydraulic conductivity, storage coefficient, leakage etc.). The uncertainty of the two 3D models was evaluated using multivariate geostatistical tools: a)cross-semivariogram for structural analysis, especially the study of anisotropy and b)cokriging to reduce estimation variances in a specific situation where is a cross-correlation between a variable and one or more variables that are undersampled. It has been identified important differences between univariate and bivariate anisotropy. The minimised uncertainty of the parametric model (by cokriging) was transferred to hydrodynamic model. The uncertainty distribution of the pressures generated by the water injection test has been additional filtered by the sensitivity of the numerical model. The obtained relative errors of the pressure distribution in the hydrodynamic model are 15-20%. The scientific research was performed in the frame of the European FP7 project "A multiple space and time scale approach for the quantification of deep saline formation for CO2 storage(MUSTANG)".

Autonomous frequency domain identification: Theory and experiment

NASA Technical Reports Server (NTRS)

Yam, Yeung; Bayard, D. S.; Hadaegh, F. Y.; Mettler, E.; Milman, M. H.; Scheid, R. E.

1989-01-01

The analysis, design, and on-orbit tuning of robust controllers require more information about the plant than simply a nominal estimate of the plant transfer function. Information is also required concerning the uncertainty in the nominal estimate, or more generally, the identification of a model set within which the true plant is known to lie. The identification methodology that was developed and experimentally demonstrated makes use of a simple but useful characterization of the model uncertainty based on the output error. This is a characterization of the additive uncertainty in the plant model, which has found considerable use in many robust control analysis and synthesis techniques. The identification process is initiated by a stochastic input u which is applied to the plant p giving rise to the output. Spectral estimation (h = P sub uy/P sub uu) is used as an estimate of p and the model order is estimated using the produce moment matrix (PMM) method. A parametric model unit direction vector p is then determined by curve fitting the spectral estimate to a rational transfer function. The additive uncertainty delta sub m = p - unit direction vector p is then estimated by the cross spectral estimate delta = P sub ue/P sub uu where e = y - unit direction vectory y is the output error, and unit direction vector y = unit direction vector pu is the computed output of the parametric model subjected to the actual input u. The experimental results demonstrate the curve fitting algorithm produces the reduced-order plant model which minimizes the additive uncertainty. The nominal transfer function estimate unit direction vector p and the estimate delta of the additive uncertainty delta sub m are subsequently available to be used for optimization of robust controller performance and stability.

Analysis of the uncertainties in the physical calculations of water-moderated power reactors of the VVER type by the parameters of models of preparing few-group constants

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bryukhin, V. V., E-mail: bryuhin@yandex.ru; Kurakin, K. Yu.; Uvakin, M. A.

The article covers the uncertainty analysis of the physical calculations of the VVER reactor core for different meshes of the reference values of the feedback parameters (FBP). Various numbers of nodes of the parametric axes of FBPs and different ranges between them are investigated. The uncertainties of the dynamic calculations are analyzed using RTS RCCA ejection as an example within the framework of the model with the boundary conditions at the core inlet and outlet.

Estimating the Health Effects of Greenhouse Gas Mitigation Strategies: Addressing Parametric, Model, and Valuation Challenges

PubMed Central

Hess, Jeremy J.; Ebi, Kristie L.; Markandya, Anil; Balbus, John M.; Wilkinson, Paul; Haines, Andy; Chalabi, Zaid

2014-01-01

Background: Policy decisions regarding climate change mitigation are increasingly incorporating the beneficial and adverse health impacts of greenhouse gas emission reduction strategies. Studies of such co-benefits and co-harms involve modeling approaches requiring a range of analytic decisions that affect the model output. Objective: Our objective was to assess analytic decisions regarding model framework, structure, choice of parameters, and handling of uncertainty when modeling health co-benefits, and to make recommendations for improvements that could increase policy uptake. Methods: We describe the assumptions and analytic decisions underlying models of mitigation co-benefits, examining their effects on modeling outputs, and consider tools for quantifying uncertainty. Discussion: There is considerable variation in approaches to valuation metrics, discounting methods, uncertainty characterization and propagation, and assessment of low-probability/high-impact events. There is also variable inclusion of adverse impacts of mitigation policies, and limited extension of modeling domains to include implementation considerations. Going forward, co-benefits modeling efforts should be carried out in collaboration with policy makers; these efforts should include the full range of positive and negative impacts and critical uncertainties, as well as a range of discount rates, and should explicitly characterize uncertainty. We make recommendations to improve the rigor and consistency of modeling of health co-benefits. Conclusion: Modeling health co-benefits requires systematic consideration of the suitability of model assumptions, of what should be included and excluded from the model framework, and how uncertainty should be treated. Increased attention to these and other analytic decisions has the potential to increase the policy relevance and application of co-benefits modeling studies, potentially helping policy makers to maximize mitigation potential while simultaneously improving health. Citation: Remais JV, Hess JJ, Ebi KL, Markandya A, Balbus JM, Wilkinson P, Haines A, Chalabi Z. 2014. Estimating the health effects of greenhouse gas mitigation strategies: addressing parametric, model, and valuation challenges. Environ Health Perspect 122:447–455; http://dx.doi.org/10.1289/ehp.1306744 PMID:24583270

Stability analysis of a controlled mechanical system with parametric uncertainties in LuGre friction model

NASA Astrophysics Data System (ADS)

Sun, Yun-Hsiang; Sun, Yuming; Wu, Christine Qiong; Sepehri, Nariman

2018-04-01

Parameters of friction model identified for a specific control system development are not constants. They vary over time and have a significant effect on the control system stability. Although much research has been devoted to the stability analysis under parametric uncertainty, less attention has been paid to incorporating a realistic friction model into their analysis. After reviewing the common friction models for controller design, a modified LuGre friction model is selected to carry out the stability analysis in this study. Two parameters of the LuGre model, namely σ0 and σ1, are critical to the demonstration of dynamic friction features, yet the identification of which is difficult to carry out, resulting in a high level of uncertainties in their values. Aiming at uncovering the effect of the σ0 and σ1 variations on the control system stability, a servomechanism with modified LuGre friction model is investigated. Two set-point position controllers are synthesised based on the servomechanism model to form two case studies. Through Lyapunov exponents, it is clear that the variation of σ0 and σ1 has an obvious effect on the stabiltiy of the studied systems and should not be overlooked in the design phase.

Trends and associated uncertainty in the global mean temperature record

NASA Astrophysics Data System (ADS)

Poppick, A. N.; Moyer, E. J.; Stein, M.

2016-12-01

Physical models suggest that the Earth's mean temperature warms in response to changing CO2 concentrations (and hence increased radiative forcing); given physical uncertainties in this relationship, the historical temperature record is a source of empirical information about global warming. A persistent thread in many analyses of the historical temperature record, however, is the reliance on methods that appear to deemphasize both physical and statistical assumptions. Examples include regression models that treat time rather than radiative forcing as the relevant covariate, and time series methods that account for natural variability in nonparametric rather than parametric ways. We show here that methods that deemphasize assumptions can limit the scope of analysis and can lead to misleading inferences, particularly in the setting considered where the data record is relatively short and the scale of temporal correlation is relatively long. A proposed model that is simple but physically informed provides a more reliable estimate of trends and allows a broader array of questions to be addressed. In accounting for uncertainty, we also illustrate how parametric statistical models that are attuned to the important characteristics of natural variability can be more reliable than ostensibly more flexible approaches.

Identification and robust control of an experimental servo motor.

PubMed

Adam, E J; Guestrin, E D

2002-04-01

In this work, the design of a robust controller for an experimental laboratory-scale position control system based on a dc motor drive as well as the corresponding identification and robust stability analysis are presented. In order to carry out the robust design procedure, first, a classic closed-loop identification technique is applied and then, the parametrization by internal model control is used. The model uncertainty is evaluated under both parametric and global representation. For the latter case, an interesting discussion about the conservativeness of this description is presented by means of a comparison between the uncertainty disk and the critical perturbation radius approaches. Finally, conclusions about the performance of the experimental system with the robust controller are discussed using comparative graphics of the controlled variable and the Nyquist stability margin as a robustness measurement.

Fuzzy interval Finite Element/Statistical Energy Analysis for mid-frequency analysis of built-up systems with mixed fuzzy and interval parameters

NASA Astrophysics Data System (ADS)

Yin, Hui; Yu, Dejie; Yin, Shengwen; Xia, Baizhan

2016-10-01

This paper introduces mixed fuzzy and interval parametric uncertainties into the FE components of the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model for mid-frequency analysis of built-up systems, thus an uncertain ensemble combining non-parametric with mixed fuzzy and interval parametric uncertainties comes into being. A fuzzy interval Finite Element/Statistical Energy Analysis (FIFE/SEA) framework is proposed to obtain the uncertain responses of built-up systems, which are described as intervals with fuzzy bounds, termed as fuzzy-bounded intervals (FBIs) in this paper. Based on the level-cut technique, a first-order fuzzy interval perturbation FE/SEA (FFIPFE/SEA) and a second-order fuzzy interval perturbation FE/SEA method (SFIPFE/SEA) are developed to handle the mixed parametric uncertainties efficiently. FFIPFE/SEA approximates the response functions by the first-order Taylor series, while SFIPFE/SEA improves the accuracy by considering the second-order items of Taylor series, in which all the mixed second-order items are neglected. To further improve the accuracy, a Chebyshev fuzzy interval method (CFIM) is proposed, in which the Chebyshev polynomials is used to approximate the response functions. The FBIs are eventually reconstructed by assembling the extrema solutions at all cut levels. Numerical results on two built-up systems verify the effectiveness of the proposed methods.

Aeroservoelastic Uncertainty Model Identification from Flight Data

NASA Technical Reports Server (NTRS)

Brenner, Martin J.

2001-01-01

Uncertainty modeling is a critical element in the estimation of robust stability margins for stability boundary prediction and robust flight control system development. There has been a serious deficiency to date in aeroservoelastic data analysis with attention to uncertainty modeling. Uncertainty can be estimated from flight data using both parametric and nonparametric identification techniques. The model validation problem addressed in this paper is to identify aeroservoelastic models with associated uncertainty structures from a limited amount of controlled excitation inputs over an extensive flight envelope. The challenge to this problem is to update analytical models from flight data estimates while also deriving non-conservative uncertainty descriptions consistent with the flight data. Multisine control surface command inputs and control system feedbacks are used as signals in a wavelet-based modal parameter estimation procedure for model updates. Transfer function estimates are incorporated in a robust minimax estimation scheme to get input-output parameters and error bounds consistent with the data and model structure. Uncertainty estimates derived from the data in this manner provide an appropriate and relevant representation for model development and robust stability analysis. This model-plus-uncertainty identification procedure is applied to aeroservoelastic flight data from the NASA Dryden Flight Research Center F-18 Systems Research Aircraft.

Development of a sensitivity and uncertainty analysis tool in R for parametrization of the APEX model

USDA-ARS?s Scientific Manuscript database

Hydrologic models are used to simulate the responses of agricultural systems to different inputs and management strategies to identify alternative management practices to cope up with future climate and/or geophysical changes. The Agricultural Policy/Environmental eXtender (APEX) is a model develope...

Impact of parametric uncertainty on estimation of the energy deposition into an irradiated brain tumor

NASA Astrophysics Data System (ADS)

Taverniers, Søren; Tartakovsky, Daniel M.

2017-11-01

Predictions of the total energy deposited into a brain tumor through X-ray irradiation are notoriously error-prone. We investigate how this predictive uncertainty is affected by uncertainty in both the location of the region occupied by a dose-enhancing iodinated contrast agent and the agent's concentration. This is done within the probabilistic framework in which these uncertain parameters are modeled as random variables. We employ the stochastic collocation (SC) method to estimate statistical moments of the deposited energy in terms of statistical moments of the random inputs, and the global sensitivity analysis (GSA) to quantify the relative importance of uncertainty in these parameters on the overall predictive uncertainty. A nonlinear radiation-diffusion equation dramatically magnifies the coefficient of variation of the uncertain parameters, yielding a large coefficient of variation for the predicted energy deposition. This demonstrates that accurate prediction of the energy deposition requires a proper treatment of even small parametric uncertainty. Our analysis also reveals that SC outperforms standard Monte Carlo, but its relative efficiency decreases as the number of uncertain parameters increases from one to three. A robust GSA ameliorates this problem by reducing this number.

Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

Comparison of radiation parametrizations within the HARMONIE-AROME NWP model

NASA Astrophysics Data System (ADS)

Rontu, Laura; Lindfors, Anders V.

2018-05-01

Downwelling shortwave radiation at the surface (SWDS, global solar radiation flux), given by three different parametrization schemes, was compared to observations in the HARMONIE-AROME numerical weather prediction (NWP) model experiments over Finland in spring 2017. Simulated fluxes agreed well with each other and with the observations in the clear-sky cases. In the cloudy-sky conditions, all schemes tended to underestimate SWDS at the daily level, as compared to the measurements. Large local and temporal differences between the model results and observations were seen, related to the variations and uncertainty of the predicted cloud properties. The results suggest a possibility to benefit from the use of different radiative transfer parametrizations in a NWP model to obtain perturbations for the fine-resolution ensemble prediction systems. In addition, we recommend usage of the global radiation observations for the standard validation of the NWP models.

Frustration of resonant preheating by exotic kinetic terms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rahmati, Shohreh; Seahra, Sanjeev S., E-mail: srahmati@unb.ca, E-mail: sseahra@unb.ca

2014-10-01

We study the effects of exotic kinetic terms on parametric resonance during the preheating epoch of the early universe. Specifically, we consider modifications to the action of ordinary matter fields motivated by generalized uncertainty principles, polymer quantization, as well as Dirac-Born-Infeld and k-essence models. To leading order in an ''exotic physics'' scale, the equations of motion derived from each of these models have the same algebraic form involving a nonlinear self-interaction in the matter sector. Neglecting spatial dependence, we show that the nonlinearity effectively shuts down the parametric resonance after a finite time period. We find numeric evidence that themore » frustration of parametric resonance persists to spatially inhomogenous matter in (1+1)-dimensions.« less

Exploring Land Use and Land Cover Change and Feedbacks in the Global Change Assessment Model

NASA Astrophysics Data System (ADS)

Chen, M.; Vernon, C. R.; Huang, M.; Calvin, K. V.; Le Page, Y.; Kraucunas, I.

2017-12-01

Land Use and Land Cover Change (LULCC) is a major driver of global and regional environmental change. Projections of land use change are thus an essential component in Integrated Assessment Models (IAMs) to study feedbacks between transformation of energy systems and land productivity under the context of climate change. However, the spatial scale of IAMs, e.g., the Global Change Assessment Model (GCAM), is typically larger than the scale of terrestrial processes in the human-Earth system, LULCC downscaling therefore becomes a critical linkage among these multi-scale and multi-sector processes. Parametric uncertainties in LULCC downscaling algorithms, however, have been under explored, especially in the context of how such uncertainties could propagate to affect energy systems in a changing climate. In this study, we use a LULCC downscaling model, Demeter, to downscale GCAM-based future land use scenarios into fine spatial scales, and explore the sensitivity of downscaled land allocations to key parameters. Land productivity estimates (e.g., biomass production and crop yield) based on the downscaled LULCC scenarios are then fed to GCAM to evaluate how energy systems might change due to altered water and carbon cycle dynamics and their interactions with the human system, , which would in turn affect future land use projections. We demonstrate that uncertainties in LULCC downscaling can result in significant differences in simulated scenarios, indicating the importance of quantifying parametric uncertainties in LULCC downscaling models for integrated assessment studies.

Made-to-measure modelling of observed galaxy dynamics

NASA Astrophysics Data System (ADS)

Bovy, Jo; Kawata, Daisuke; Hunt, Jason A. S.

2018-01-01

Amongst dynamical modelling techniques, the made-to-measure (M2M) method for modelling steady-state systems is amongst the most flexible, allowing non-parametric distribution functions in complex gravitational potentials to be modelled efficiently using N-body particles. Here, we propose and test various improvements to the standard M2M method for modelling observed data, illustrated using the simple set-up of a one-dimensional harmonic oscillator. We demonstrate that nuisance parameters describing the modelled system's orientation with respect to the observer - e.g. an external galaxy's inclination or the Sun's position in the Milky Way - as well as the parameters of an external gravitational field can be optimized simultaneously with the particle weights. We develop a method for sampling from the high-dimensional uncertainty distribution of the particle weights. We combine this in a Gibbs sampler with samplers for the nuisance and potential parameters to explore the uncertainty distribution of the full set of parameters. We illustrate our M2M improvements by modelling the vertical density and kinematics of F-type stars in Gaia DR1. The novel M2M method proposed here allows full probabilistic modelling of steady-state dynamical systems, allowing uncertainties on the non-parametric distribution function and on nuisance parameters to be taken into account when constraining the dark and baryonic masses of stellar systems.

Rapid Non-Gaussian Uncertainty Quantification of Seismic Velocity Models and Images

NASA Astrophysics Data System (ADS)

Ely, G.; Malcolm, A. E.; Poliannikov, O. V.

2017-12-01

Conventional seismic imaging typically provides a single estimate of the subsurface without any error bounds. Noise in the observed raw traces as well as the uncertainty of the velocity model directly impact the uncertainty of the final seismic image and its resulting interpretation. We present a Bayesian inference framework to quantify uncertainty in both the velocity model and seismic images, given noise statistics of the observed data.To estimate velocity model uncertainty, we combine the field expansion method, a fast frequency domain wave equation solver, with the adaptive Metropolis-Hastings algorithm. The speed of the field expansion method and its reduced parameterization allows us to perform the tens or hundreds of thousands of forward solves needed for non-parametric posterior estimations. We then migrate the observed data with the distribution of velocity models to generate uncertainty estimates of the resulting subsurface image. This procedure allows us to create both qualitative descriptions of seismic image uncertainty and put error bounds on quantities of interest such as the dip angle of a subduction slab or thickness of a stratigraphic layer.

Uncertainty Quantification and Sensitivity Analysis in the CICE v5.1 Sea Ice Model

NASA Astrophysics Data System (ADS)

Urrego-Blanco, J. R.; Urban, N. M.

2015-12-01

Changes in the high latitude climate system have the potential to affect global climate through feedbacks with the atmosphere and connections with mid latitudes. Sea ice and climate models used to understand these changes have uncertainties that need to be characterized and quantified. In this work we characterize parametric uncertainty in Los Alamos Sea Ice model (CICE) and quantify the sensitivity of sea ice area, extent and volume with respect to uncertainty in about 40 individual model parameters. Unlike common sensitivity analyses conducted in previous studies where parameters are varied one-at-a-time, this study uses a global variance-based approach in which Sobol sequences are used to efficiently sample the full 40-dimensional parameter space. This approach requires a very large number of model evaluations, which are expensive to run. A more computationally efficient approach is implemented by training and cross-validating a surrogate (emulator) of the sea ice model with model output from 400 model runs. The emulator is used to make predictions of sea ice extent, area, and volume at several model configurations, which are then used to compute the Sobol sensitivity indices of the 40 parameters. A ranking based on the sensitivity indices indicates that model output is most sensitive to snow parameters such as conductivity and grain size, and the drainage of melt ponds. The main effects and interactions among the most influential parameters are also estimated by a non-parametric regression technique based on generalized additive models. It is recommended research to be prioritized towards more accurately determining these most influential parameters values by observational studies or by improving existing parameterizations in the sea ice model.

Robust simulation of buckled structures using reduced order modeling

NASA Astrophysics Data System (ADS)

Wiebe, R.; Perez, R. A.; Spottswood, S. M.

2016-09-01

Lightweight metallic structures are a mainstay in aerospace engineering. For these structures, stability, rather than strength, is often the critical limit state in design. For example, buckling of panels and stiffeners may occur during emergency high-g maneuvers, while in supersonic and hypersonic aircraft, it may be induced by thermal stresses. The longstanding solution to such challenges was to increase the sizing of the structural members, which is counter to the ever present need to minimize weight for reasons of efficiency and performance. In this work we present some recent results in the area of reduced order modeling of post- buckled thin beams. A thorough parametric study of the response of a beam to changing harmonic loading parameters, which is useful in exposing complex phenomena and exercising numerical models, is presented. Two error metrics that use but require no time stepping of a (computationally expensive) truth model are also introduced. The error metrics are applied to several interesting forcing parameter cases identified from the parametric study and are shown to yield useful information about the quality of a candidate reduced order model. Parametric studies, especially when considering forcing and structural geometry parameters, coupled environments, and uncertainties would be computationally intractable with finite element models. The goal is to make rapid simulation of complex nonlinear dynamic behavior possible for distributed systems via fast and accurate reduced order models. This ability is crucial in allowing designers to rigorously probe the robustness of their designs to account for variations in loading, structural imperfections, and other uncertainties.

Analyzing the quality robustness of chemotherapy plans with respect to model uncertainties.

PubMed

Hoffmann, Anna; Scherrer, Alexander; Küfer, Karl-Heinz

2015-01-01

Mathematical models of chemotherapy planning problems contain various biomedical parameters, whose values are difficult to quantify and thus subject to some uncertainty. This uncertainty propagates into the therapy plans computed on these models, which poses the question of robustness to the expected therapy quality. This work introduces a combined approach for analyzing the quality robustness of plans in terms of dosing levels with respect to model uncertainties in chemotherapy planning. It uses concepts from multi-criteria decision making for studying parameters related to the balancing between the different therapy goals, and concepts from sensitivity analysis for the examination of parameters describing the underlying biomedical processes and their interplay. This approach allows for a profound assessment of a therapy plan, how stable its quality is with respect to parametric changes in the used mathematical model. Copyright © 2014 Elsevier Inc. All rights reserved.

A general program to compute the multivariable stability margin for systems with parametric uncertainty

NASA Technical Reports Server (NTRS)

Sanchez Pena, Ricardo S.; Sideris, Athanasios

1988-01-01

A computer program implementing an algorithm for computing the multivariable stability margin to check the robust stability of feedback systems with real parametric uncertainty is proposed. The authors present in some detail important aspects of the program. An example is presented using lateral directional control system.

Model-based mean square error estimators for k-nearest neighbour predictions and applications using remotely sensed data for forest inventories

Treesearch

Steen Magnussen; Ronald E. McRoberts; Erkki O. Tomppo

2009-01-01

New model-based estimators of the uncertainty of pixel-level and areal k-nearest neighbour (knn) predictions of attribute Y from remotely-sensed ancillary data X are presented. Non-parametric functions predict Y from scalar 'Single Index Model' transformations of X. Variance functions generated...

A non-parametric consistency test of the ΛCDM model with Planck CMB data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aghamousa, Amir; Shafieloo, Arman; Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr

Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a consistency test between a given data set and a specific model by looking for structures in the residuals of the data with respect to the model's best-fit. Applying this formalism to the Planck temperature and polarisation power spectrum measurements, we test their global consistency with the predictions of the base ΛCDM model. Our results do not show any serious inconsistencies, lending further support to the interpretation ofmore » the base ΛCDM model as cosmology's gold standard.« less

Estimating trends in the global mean temperature record

NASA Astrophysics Data System (ADS)

Poppick, Andrew; Moyer, Elisabeth J.; Stein, Michael L.

2017-06-01

Given uncertainties in physical theory and numerical climate simulations, the historical temperature record is often used as a source of empirical information about climate change. Many historical trend analyses appear to de-emphasize physical and statistical assumptions: examples include regression models that treat time rather than radiative forcing as the relevant covariate, and time series methods that account for internal variability in nonparametric rather than parametric ways. However, given a limited data record and the presence of internal variability, estimating radiatively forced temperature trends in the historical record necessarily requires some assumptions. Ostensibly empirical methods can also involve an inherent conflict in assumptions: they require data records that are short enough for naive trend models to be applicable, but long enough for long-timescale internal variability to be accounted for. In the context of global mean temperatures, empirical methods that appear to de-emphasize assumptions can therefore produce misleading inferences, because the trend over the twentieth century is complex and the scale of temporal correlation is long relative to the length of the data record. We illustrate here how a simple but physically motivated trend model can provide better-fitting and more broadly applicable trend estimates and can allow for a wider array of questions to be addressed. In particular, the model allows one to distinguish, within a single statistical framework, between uncertainties in the shorter-term vs. longer-term response to radiative forcing, with implications not only on historical trends but also on uncertainties in future projections. We also investigate the consequence on inferred uncertainties of the choice of a statistical description of internal variability. While nonparametric methods may seem to avoid making explicit assumptions, we demonstrate how even misspecified parametric statistical methods, if attuned to the important characteristics of internal variability, can result in more accurate uncertainty statements about trends.

Delineating parameter unidentifiabilities in complex models

NASA Astrophysics Data System (ADS)

Raman, Dhruva V.; Anderson, James; Papachristodoulou, Antonis

2017-03-01

Scientists use mathematical modeling as a tool for understanding and predicting the properties of complex physical systems. In highly parametrized models there often exist relationships between parameters over which model predictions are identical, or nearly identical. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, as well as the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast time-scale subsystems, as well as the regimes in parameter space over which such approximations are valid. We base our algorithm on a quantification of regional parametric sensitivity that we call `multiscale sloppiness'. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher information matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm can provide a tractable alternative. We finally apply our methods to a large-scale, benchmark systems biology model of necrosis factor (NF)-κ B , uncovering unidentifiabilities.

Hard Constraints in Optimization Under Uncertainty

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Giesy, Daniel P.; Kenny, Sean P.

2008-01-01

This paper proposes a methodology for the analysis and design of systems subject to parametric uncertainty where design requirements are specified via hard inequality constraints. Hard constraints are those that must be satisfied for all parameter realizations within a given uncertainty model. Uncertainty models given by norm-bounded perturbations from a nominal parameter value, i.e., hyper-spheres, and by sets of independently bounded uncertain variables, i.e., hyper-rectangles, are the focus of this paper. These models, which are also quite practical, allow for a rigorous mathematical treatment within the proposed framework. Hard constraint feasibility is determined by sizing the largest uncertainty set for which the design requirements are satisfied. Analytically verifiable assessments of robustness are attained by comparing this set with the actual uncertainty model. Strategies that enable the comparison of the robustness characteristics of competing design alternatives, the description and approximation of the robust design space, and the systematic search for designs with improved robustness are also proposed. Since the problem formulation is generic and the tools derived only require standard optimization algorithms for their implementation, this methodology is applicable to a broad range of engineering problems.

Uncertainty Modeling for Robustness Analysis of Control Upset Prevention and Recovery Systems

NASA Technical Reports Server (NTRS)

Belcastro, Christine M.; Khong, Thuan H.; Shin, Jong-Yeob; Kwatny, Harry; Chang, Bor-Chin; Balas, Gary J.

2005-01-01

Formal robustness analysis of aircraft control upset prevention and recovery systems could play an important role in their validation and ultimate certification. Such systems (developed for failure detection, identification, and reconfiguration, as well as upset recovery) need to be evaluated over broad regions of the flight envelope and under extreme flight conditions, and should include various sources of uncertainty. However, formulation of linear fractional transformation (LFT) models for representing system uncertainty can be very difficult for complex parameter-dependent systems. This paper describes a preliminary LFT modeling software tool which uses a matrix-based computational approach that can be directly applied to parametric uncertainty problems involving multivariate matrix polynomial dependencies. Several examples are presented (including an F-16 at an extreme flight condition, a missile model, and a generic example with numerous crossproduct terms), and comparisons are given with other LFT modeling tools that are currently available. The LFT modeling method and preliminary software tool presented in this paper are shown to compare favorably with these methods.

Planning for robust reserve networks using uncertainty analysis

USGS Publications Warehouse

Moilanen, A.; Runge, M.C.; Elith, Jane; Tyre, A.; Carmel, Y.; Fegraus, E.; Wintle, B.A.; Burgman, M.; Ben-Haim, Y.

2006-01-01

Planning land-use for biodiversity conservation frequently involves computer-assisted reserve selection algorithms. Typically such algorithms operate on matrices of species presence?absence in sites, or on species-specific distributions of model predicted probabilities of occurrence in grid cells. There are practically always errors in input data?erroneous species presence?absence data, structural and parametric uncertainty in predictive habitat models, and lack of correspondence between temporal presence and long-run persistence. Despite these uncertainties, typical reserve selection methods proceed as if there is no uncertainty in the data or models. Having two conservation options of apparently equal biological value, one would prefer the option whose value is relatively insensitive to errors in planning inputs. In this work we show how uncertainty analysis for reserve planning can be implemented within a framework of information-gap decision theory, generating reserve designs that are robust to uncertainty. Consideration of uncertainty involves modifications to the typical objective functions used in reserve selection. Search for robust-optimal reserve structures can still be implemented via typical reserve selection optimization techniques, including stepwise heuristics, integer-programming and stochastic global search.

Uncertainty quantification in Eulerian-Lagrangian models for particle-laden flows

NASA Astrophysics Data System (ADS)

Fountoulakis, Vasileios; Jacobs, Gustaaf; Udaykumar, Hs

2017-11-01

A common approach to ameliorate the computational burden in simulations of particle-laden flows is to use a point-particle based Eulerian-Lagrangian model, which traces individual particles in their Lagrangian frame and models particles as mathematical points. The particle motion is determined by Stokes drag law, which is empirically corrected for Reynolds number, Mach number and other parameters. The empirical corrections are subject to uncertainty. Treating them as random variables renders the coupled system of PDEs and ODEs stochastic. An approach to quantify the propagation of this parametric uncertainty to the particle solution variables is proposed. The approach is based on averaging of the governing equations and allows for estimation of the first moments of the quantities of interest. We demonstrate the feasibility of our proposed methodology of uncertainty quantification of particle-laden flows on one-dimensional linear and nonlinear Eulerian-Lagrangian systems. This research is supported by AFOSR under Grant FA9550-16-1-0008.

Adaptive sliding mode control for finite-time stability of quad-rotor UAVs with parametric uncertainties.

PubMed

Mofid, Omid; Mobayen, Saleh

2018-01-01

Adaptive control methods are developed for stability and tracking control of flight systems in the presence of parametric uncertainties. This paper offers a design technique of adaptive sliding mode control (ASMC) for finite-time stabilization of unmanned aerial vehicle (UAV) systems with parametric uncertainties. Applying the Lyapunov stability concept and finite-time convergence idea, the recommended control method guarantees that the states of the quad-rotor UAV are converged to the origin with a finite-time convergence rate. Furthermore, an adaptive-tuning scheme is advised to guesstimate the unknown parameters of the quad-rotor UAV at any moment. Finally, simulation results are presented to exhibit the helpfulness of the offered technique compared to the previous methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Embedded Model Error Representation and Propagation in Climate Models

NASA Astrophysics Data System (ADS)

Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Thornton, P. E.

2017-12-01

Over the last decade, parametric uncertainty quantification (UQ) methods have reached a level of maturity, while the same can not be said about representation and quantification of structural or model errors. Lack of characterization of model errors, induced by physical assumptions, phenomenological parameterizations or constitutive laws, is a major handicap in predictive science. In particular, e.g. in climate models, significant computational resources are dedicated to model calibration without gaining improvement in predictive skill. Neglecting model errors during calibration/tuning will lead to overconfident and biased model parameters. At the same time, the most advanced methods accounting for model error merely correct output biases, augmenting model outputs with statistical error terms that can potentially violate physical laws, or make the calibrated model ineffective for extrapolative scenarios. This work will overview a principled path for representing and quantifying model errors, as well as propagating them together with the rest of the predictive uncertainty budget, including data noise, parametric uncertainties and surrogate-related errors. Namely, the model error terms will be embedded in select model components rather than as external corrections. Such embedding ensures consistency with physical constraints on model predictions, and renders calibrated model predictions meaningful and robust with respect to model errors. Besides, in the presence of observational data, the approach can effectively differentiate model structural deficiencies from those of data acquisition. The methodology is implemented in UQ Toolkit (www.sandia.gov/uqtoolkit), relying on a host of available forward and inverse UQ tools. We will demonstrate the application of the technique on few application of interest, including ACME Land Model calibration via a wide range of measurements obtained at select sites.

Quantification of variability and uncertainty for air toxic emission inventories with censored emission factor data.

PubMed

Frey, H Christopher; Zhao, Yuchao

2004-11-15

Probabilistic emission inventories were developed for urban air toxic emissions of benzene, formaldehyde, chromium, and arsenic for the example of Houston. Variability and uncertainty in emission factors were quantified for 71-97% of total emissions, depending upon the pollutant and data availability. Parametric distributions for interunit variability were fit using maximum likelihood estimation (MLE), and uncertainty in mean emission factors was estimated using parametric bootstrap simulation. For data sets containing one or more nondetected values, empirical bootstrap simulation was used to randomly sample detection limits for nondetected values and observations for sample values, and parametric distributions for variability were fit using MLE estimators for censored data. The goodness-of-fit for censored data was evaluated by comparison of cumulative distributions of bootstrap confidence intervals and empirical data. The emission inventory 95% uncertainty ranges are as small as -25% to +42% for chromium to as large as -75% to +224% for arsenic with correlated surrogates. Uncertainty was dominated by only a few source categories. Recommendations are made for future improvements to the analysis.

Can you trust the parametric standard errors in nonlinear least squares? Yes, with provisos.

PubMed

Tellinghuisen, Joel

2018-04-01

Questions about the reliability of parametric standard errors (SEs) from nonlinear least squares (LS) algorithms have led to a general mistrust of these precision estimators that is often unwarranted. The importance of non-Gaussian parameter distributions is illustrated by converting linear models to nonlinear by substituting e A , ln A, and 1/A for a linear parameter a. Monte Carlo (MC) simulations characterize parameter distributions in more complex cases, including when data have varying uncertainty and should be weighted, but weights are neglected. This situation leads to loss of precision and erroneous parametric SEs, as is illustrated for the Lineweaver-Burk analysis of enzyme kinetics data and the analysis of isothermal titration calorimetry data. Non-Gaussian parameter distributions are generally asymmetric and biased. However, when the parametric SE is <10% of the magnitude of the parameter, both the bias and the asymmetry can usually be ignored. Sometimes nonlinear estimators can be redefined to give more normal distributions and better convergence properties. Variable data uncertainty, or heteroscedasticity, can sometimes be handled by data transforms but more generally requires weighted LS, which in turn require knowledge of the data variance. Parametric SEs are rigorously correct in linear LS under the usual assumptions, and are a trustworthy approximation in nonlinear LS provided they are sufficiently small - a condition favored by the abundant, precise data routinely collected in many modern instrumental methods. Copyright © 2018 Elsevier B.V. All rights reserved.

A polynomial chaos approach to the analysis of vehicle dynamics under uncertainty

NASA Astrophysics Data System (ADS)

Kewlani, Gaurav; Crawford, Justin; Iagnemma, Karl

2012-05-01

The ability of ground vehicles to quickly and accurately analyse their dynamic response to a given input is critical to their safety and efficient autonomous operation. In field conditions, significant uncertainty is associated with terrain and/or vehicle parameter estimates, and this uncertainty must be considered in the analysis of vehicle motion dynamics. Here, polynomial chaos approaches that explicitly consider parametric uncertainty during modelling of vehicle dynamics are presented. They are shown to be computationally more efficient than the standard Monte Carlo scheme, and experimental results compared with the simulation results performed on ANVEL (a vehicle simulator) indicate that the method can be utilised for efficient and accurate prediction of vehicle motion in realistic scenarios.

A probabilistic strategy for parametric catastrophe insurance

NASA Astrophysics Data System (ADS)

Figueiredo, Rui; Martina, Mario; Stephenson, David; Youngman, Benjamin

2017-04-01

Economic losses due to natural hazards have shown an upward trend since 1980, which is expected to continue. Recent years have seen a growing worldwide commitment towards the reduction of disaster losses. This requires effective management of disaster risk at all levels, a part of which involves reducing financial vulnerability to disasters ex-ante, ensuring that necessary resources will be available following such events. One way to achieve this is through risk transfer instruments. These can be based on different types of triggers, which determine the conditions under which payouts are made after an event. This study focuses on parametric triggers, where payouts are determined by the occurrence of an event exceeding specified physical parameters at a given location, or at multiple locations, or over a region. This type of product offers a number of important advantages, and its adoption is increasing. The main drawback of parametric triggers is their susceptibility to basis risk, which arises when there is a mismatch between triggered payouts and the occurrence of loss events. This is unavoidable in said programmes, as their calibration is based on models containing a number of different sources of uncertainty. Thus, a deterministic definition of the loss event triggering parameters appears flawed. However, often for simplicity, this is the way in which most parametric models tend to be developed. This study therefore presents an innovative probabilistic strategy for parametric catastrophe insurance. It is advantageous as it recognizes uncertainties and minimizes basis risk while maintaining a simple and transparent procedure. A logistic regression model is constructed here to represent the occurrence of loss events based on certain loss index variables, obtained through the transformation of input environmental variables. Flood-related losses due to rainfall are studied. The resulting model is able, for any given day, to issue probabilities of occurrence of loss events. Due to the nature of parametric programmes, it is still necessary to clearly define when a payout is due or not, and so a decision threshold probability above which a loss event is considered to occur must be set, effectively converting the issued probabilities into deterministic binary outcomes. Model skill and value are evaluated over the range of possible threshold probabilities, with the objective of defining the optimal one. The predictive ability of the model is assessed. In terms of value assessment, a decision model is proposed, allowing users to quantify monetarily their expected expenses when different combinations of model event triggering and actual event occurrence take place, directly tackling the problem of basis risk.

Nonlinear robust control of hypersonic aircrafts with interactions between flight dynamics and propulsion systems.

PubMed

Li, Zhaoying; Zhou, Wenjie; Liu, Hao

2016-09-01

This paper addresses the nonlinear robust tracking controller design problem for hypersonic vehicles. This problem is challenging due to strong coupling between the aerodynamics and the propulsion system, and the uncertainties involved in the vehicle dynamics including parametric uncertainties, unmodeled model uncertainties, and external disturbances. By utilizing the feedback linearization technique, a linear tracking error system is established with prescribed references. For the linear model, a robust controller is proposed based on the signal compensation theory to guarantee that the tracking error dynamics is robustly stable. Numerical simulation results are given to show the advantages of the proposed nonlinear robust control method, compared to the robust loop-shaping control approach. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Absolute calibration of a charge-coupled device camera with twin beams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meda, A.; Ruo-Berchera, I., E-mail: i.ruoberchera@inrim.it; Degiovanni, I. P.

2014-09-08

We report on the absolute calibration of a Charge-Coupled Device (CCD) camera by exploiting quantum correlation. This method exploits a certain number of spatial pairwise quantum correlated modes produced by spontaneous parametric-down-conversion. We develop a measurement model accounting for all the uncertainty contributions, and we reach the relative uncertainty of 0.3% in low photon flux regime. This represents a significant step forward for the characterization of (scientific) CCDs used in mesoscopic light regime.

A Bayesian Network Based Global Sensitivity Analysis Method for Identifying Dominant Processes in a Multi-physics Model

NASA Astrophysics Data System (ADS)

Dai, H.; Chen, X.; Ye, M.; Song, X.; Zachara, J. M.

2016-12-01

Sensitivity analysis has been an important tool in groundwater modeling to identify the influential parameters. Among various sensitivity analysis methods, the variance-based global sensitivity analysis has gained popularity for its model independence characteristic and capability of providing accurate sensitivity measurements. However, the conventional variance-based method only considers uncertainty contribution of single model parameters. In this research, we extended the variance-based method to consider more uncertainty sources and developed a new framework to allow flexible combinations of different uncertainty components. We decompose the uncertainty sources into a hierarchical three-layer structure: scenario, model and parametric. Furthermore, each layer of uncertainty source is capable of containing multiple components. An uncertainty and sensitivity analysis framework was then constructed following this three-layer structure using Bayesian network. Different uncertainty components are represented as uncertain nodes in this network. Through the framework, variance-based sensitivity analysis can be implemented with great flexibility of using different grouping strategies for uncertainty components. The variance-based sensitivity analysis thus is improved to be able to investigate the importance of an extended range of uncertainty sources: scenario, model, and other different combinations of uncertainty components which can represent certain key model system processes (e.g., groundwater recharge process, flow reactive transport process). For test and demonstration purposes, the developed methodology was implemented into a test case of real-world groundwater reactive transport modeling with various uncertainty sources. The results demonstrate that the new sensitivity analysis method is able to estimate accurate importance measurements for any uncertainty sources which were formed by different combinations of uncertainty components. The new methodology can provide useful information for environmental management and decision-makers to formulate policies and strategies.

Prepositioning emergency supplies under uncertainty: a parametric optimization method

NASA Astrophysics Data System (ADS)

Bai, Xuejie; Gao, Jinwu; Liu, Yankui

2018-07-01

Prepositioning of emergency supplies is an effective method for increasing preparedness for disasters and has received much attention in recent years. In this article, the prepositioning problem is studied by a robust parametric optimization method. The transportation cost, supply, demand and capacity are unknown prior to the extraordinary event, which are represented as fuzzy parameters with variable possibility distributions. The variable possibility distributions are obtained through the credibility critical value reduction method for type-2 fuzzy variables. The prepositioning problem is formulated as a fuzzy value-at-risk model to achieve a minimum total cost incurred in the whole process. The key difficulty in solving the proposed optimization model is to evaluate the quantile of the fuzzy function in the objective and the credibility in the constraints. The objective function and constraints can be turned into their equivalent parametric forms through chance constrained programming under the different confidence levels. Taking advantage of the structural characteristics of the equivalent optimization model, a parameter-based domain decomposition method is developed to divide the original optimization problem into six mixed-integer parametric submodels, which can be solved by standard optimization solvers. Finally, to explore the viability of the developed model and the solution approach, some computational experiments are performed on realistic scale case problems. The computational results reported in the numerical example show the credibility and superiority of the proposed parametric optimization method.

Disentangling the uncertainty of hydrologic drought characteristics in a multi-model century-long experiment in continental river basins

NASA Astrophysics Data System (ADS)

Samaniego, Luis; Kumar, Rohini; Pechlivanidis, Illias; Breuer, Lutz; Wortmann, Michel; Vetter, Tobias; Flörke, Martina; Chamorro, Alejandro; Schäfer, David; Shah, Harsh; Zeng, Xiaofan

2016-04-01

The quantification of the predictive uncertainty in hydrologic models and their attribution to its main sources is of particular interest in climate change studies. In recent years, a number of studies have been aimed at assessing the ability of hydrologic models (HMs) to reproduce extreme hydrologic events. Disentangling the overall uncertainty of streamflow -including its derived low-flow characteristics- into individual contributions, stemming from forcings and model structure, has also been studied. Based on recent literature, it can be stated that there is a controversy with respect to which source is the largest (e.g., Teng, et al. 2012, Bosshard et al. 2013, Prudhomme et al. 2014). Very little has also been done to estimate the relative impact of the parametric uncertainty of the HMs with respect to overall uncertainty of low-flow characteristics. The ISI-MIP2 project provides a unique opportunity to understand the propagation of forcing and model structure uncertainties into century-long time series of drought characteristics. This project defines a consistent framework to deal with compatible initial conditions for the HMs and a set of standardized historical and future forcings. Moreover, the ensemble of hydrologic model predictions varies across a broad range of climate scenarios and regions. To achieve this goal, we use six preconditioned hydrologic models (HYPE or HBV, mHM, SWIM, VIC, and WaterGAP3) set up in seven large continental river basins: Amazon, Blue Nile, Ganges, Niger, Mississippi, Rhine, Yellow. These models are forced with bias-corrected outputs of five CMIP5 general circulation models (GCM) under four extreme representative concentration pathway (RCP) scenarios (i.e. 2.6, 4.5, 6.0, and 8.5 Wm-2) for the period 1971-2099. Simulated streamflow is transformed into a monthly runoff index (RI) to analyze the attribution of the GCM and HM uncertainty into drought magnitude and duration over time. Uncertainty contributions are investigated during periods: 1) 2006-2035, 2) 2036-2065 and 3) 2070-2099. Results presented in Samaniego et al. 2015 (submitted) indicate that GCM uncertainty mostly dominates over HM uncertainty for predictions of runoff drought characteristics, irrespective of the selected RCP and region. For the mHM model, in particular, GCM uncertainty always dominates over parametric uncertainty. In general, the overall uncertainty increases with time. The larger the radiative forcing of the RCP, the larger the uncertainty in drought characteristics, however, the propagation of the GCM uncertainty onto a drought characteristic depends largely upon the hydro-climatic regime. While our study emphasizes the need for multi-model ensembles for the assessment of future drought projections, the agreement between GCM forcings is still weak to draw conclusive recommendations. References: L. Samaniego, R. Kumar, I. G. Pechlivanidis, L. Breuer, M. Wortmann, T. Vetter, M. Flörke, A. Chamorro, D. Schäfer, H. Shah, X. Zeng: Propagation of forcing and model uncertainty into hydrological drought characteristics in a multi-model century-long experiment in continental river basins. Submitted to Climatic Change on Dec 2015. Bosshard, et al. 2013. doi:10.1029/2011WR011533. Prudhomme et al. 2014, doi:10.1073/pnas.1222473110. Teng, et al. 2012, doi:10.1175/JHM-D-11-058.1.

A Statistician's View of Upcoming Grand Challenges

NASA Astrophysics Data System (ADS)

Meng, Xiao Li

2010-01-01

In this session we have seen some snapshots of the broad spectrum of challenges, in this age of huge, complex, computer-intensive models, data, instruments,and questions. These challenges bridge astronomy at many wavelengths; basic physics; machine learning; -- and statistics. At one end of our spectrum, we think of 'compressing' the data with non-parametric methods. This raises the question of creating 'pseudo-replicas' of the data for uncertainty estimates. What would be involved in, e.g. boot-strap and related methods? Somewhere in the middle are these non-parametric methods for encapsulating the uncertainty information. At the far end, we find more model-based approaches, with the physics model embedded in the likelihood and analysis. The other distinctive problem is really the 'black-box' problem, where one has a complicated e.g. fundamental physics-based computer code, or 'black box', and one needs to know how changing the parameters at input -- due to uncertainties of any kind -- will map to changing the output. All of these connect to challenges in complexity of data and computation speed. Dr. Meng will highlight ways to 'cut corners' with advanced computational techniques, such as Parallel Tempering and Equal Energy methods. As well, there are cautionary tales of running automated analysis with real data -- where "30 sigma" outliers due to data artifacts can be more common than the astrophysical event of interest.

Minimum Uncertainty Coherent States Attached to Nondegenerate Parametric Amplifiers

NASA Astrophysics Data System (ADS)

Dehghani, A.; Mojaveri, B.

2015-06-01

Exact analytical solutions for the two-mode nondegenerate parametric amplifier have been obtained by using the transformation from the two-dimensional harmonic oscillator Hamiltonian. Some important physical properties such as quantum statistics and quadrature squeezing of the corresponding states are investigated. In addition, these states carry classical features such as Poissonian statistics and minimize the Heisenberg uncertainty relation of a pair of the coordinate and the momentum operators.

Wavelet Filtering to Reduce Conservatism in Aeroservoelastic Robust Stability Margins

NASA Technical Reports Server (NTRS)

Brenner, Marty; Lind, Rick

1998-01-01

Wavelet analysis for filtering and system identification was used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins was reduced with parametric and nonparametric time-frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data was used to reduce the effects of external desirableness and unmodeled dynamics. Parametric estimates of modal stability were also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. F-18 high Alpha Research Vehicle aeroservoelastic flight test data demonstrated improved robust stability prediction by extension of the stability boundary beyond the flight regime.

Quantifying sampling noise and parametric uncertainty in atomistic-to-continuum simulations using surrogate models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Salloum, Maher N.; Sargsyan, Khachik; Jones, Reese E.

2015-08-11

We present a methodology to assess the predictive fidelity of multiscale simulations by incorporating uncertainty in the information exchanged between the components of an atomistic-to-continuum simulation. We account for both the uncertainty due to finite sampling in molecular dynamics (MD) simulations and the uncertainty in the physical parameters of the model. Using Bayesian inference, we represent the expensive atomistic component by a surrogate model that relates the long-term output of the atomistic simulation to its uncertain inputs. We then present algorithms to solve for the variables exchanged across the atomistic-continuum interface in terms of polynomial chaos expansions (PCEs). We alsomore » consider a simple Couette flow where velocities are exchanged between the atomistic and continuum components, while accounting for uncertainty in the atomistic model parameters and the continuum boundary conditions. Results show convergence of the coupling algorithm at a reasonable number of iterations. As a result, the uncertainty in the obtained variables significantly depends on the amount of data sampled from the MD simulations and on the width of the time averaging window used in the MD simulations.« less

Connecting spatial and temporal scales of tropical precipitation in observations and the MetUM-GA6

NASA Astrophysics Data System (ADS)

Martin, Gill M.; Klingaman, Nicholas P.; Moise, Aurel F.

2017-01-01

This study analyses tropical rainfall variability (on a range of temporal and spatial scales) in a set of parallel Met Office Unified Model (MetUM) simulations at a range of horizontal resolutions, which are compared with two satellite-derived rainfall datasets. We focus on the shorter scales, i.e. from the native grid and time step of the model through sub-daily to seasonal, since previous studies have paid relatively little attention to sub-daily rainfall variability and how this feeds through to longer scales. We find that the behaviour of the deep convection parametrization in this model on the native grid and time step is largely independent of the grid-box size and time step length over which it operates. There is also little difference in the rainfall variability on larger/longer spatial/temporal scales. Tropical convection in the model on the native grid/time step is spatially and temporally intermittent, producing very large rainfall amounts interspersed with grid boxes/time steps of little or no rain. In contrast, switching off the deep convection parametrization, albeit at an unrealistic resolution for resolving tropical convection, results in very persistent (for limited periods), but very sporadic, rainfall. In both cases, spatial and temporal averaging smoothes out this intermittency. On the ˜ 100 km scale, for oceanic regions, the spectra of 3-hourly and daily mean rainfall in the configurations with parametrized convection agree fairly well with those from satellite-derived rainfall estimates, while at ˜ 10-day timescales the averages are overestimated, indicating a lack of intra-seasonal variability. Over tropical land the results are more varied, but the model often underestimates the daily mean rainfall (partly as a result of a poor diurnal cycle) but still lacks variability on intra-seasonal timescales. Ultimately, such work will shed light on how uncertainties in modelling small-/short-scale processes relate to uncertainty in climate change projections of rainfall distribution and variability, with a view to reducing such uncertainty through improved modelling of small-/short-scale processes.

Robust control of seismically excited cable stayed bridges with MR dampers

NASA Astrophysics Data System (ADS)

YeganehFallah, Arash; Khajeh Ahamd Attari, Nader

2017-03-01

In recent decades active and semi-active structural control are becoming attractive alternatives for enhancing performance of civil infrastructures subjected to seismic and winds loads. However, in order to have reliable active and semi-active control, there is a need to include information of uncertainties in design of the controller. In real world for civil structures, parameters such as loading places, stiffness, mass and damping are time variant and uncertain. These uncertainties in many cases model as parametric uncertainties. The motivation of this research is to design a robust controller for attenuating the vibrational responses of civil infrastructures, regarding their dynamical uncertainties. Uncertainties in structural dynamic’s parameters are modeled as affine uncertainties in state space modeling. These uncertainties are decoupled from the system through Linear Fractional Transformation (LFT) and are assumed to be unknown input to the system but norm bounded. The robust H ∞ controller is designed for the decoupled system to regulate the evaluation outputs and it is robust to effects of uncertainties, disturbance and sensors noise. The cable stayed bridge benchmark which is equipped with MR damper is considered for the numerical simulation. The simulated results show that the proposed robust controller can effectively mitigate undesired uncertainties effects on systems’ responds under seismic loading.

Assessment of Radiative Heating Uncertainty for Hyperbolic Earth Entry

NASA Technical Reports Server (NTRS)

Johnston, Christopher O.; Mazaheri, Alireza; Gnoffo, Peter A.; Kleb, W. L.; Sutton, Kenneth; Prabhu, Dinesh K.; Brandis, Aaron M.; Bose, Deepak

2011-01-01

This paper investigates the shock-layer radiative heating uncertainty for hyperbolic Earth entry, with the main focus being a Mars return. In Part I of this work, a baseline simulation approach involving the LAURA Navier-Stokes code with coupled ablation and radiation is presented, with the HARA radiation code being used for the radiation predictions. Flight cases representative of peak-heating Mars or asteroid return are de ned and the strong influence of coupled ablation and radiation on their aerothermodynamic environments are shown. Structural uncertainties inherent in the baseline simulations are identified, with turbulence modeling, precursor absorption, grid convergence, and radiation transport uncertainties combining for a +34% and ..24% structural uncertainty on the radiative heating. A parametric uncertainty analysis, which assumes interval uncertainties, is presented. This analysis accounts for uncertainties in the radiation models as well as heat of formation uncertainties in the flow field model. Discussions and references are provided to support the uncertainty range chosen for each parameter. A parametric uncertainty of +47.3% and -28.3% is computed for the stagnation-point radiative heating for the 15 km/s Mars-return case. A breakdown of the largest individual uncertainty contributors is presented, which includes C3 Swings cross-section, photoionization edge shift, and Opacity Project atomic lines. Combining the structural and parametric uncertainty components results in a total uncertainty of +81.3% and ..52.3% for the Mars-return case. In Part II, the computational technique and uncertainty analysis presented in Part I are applied to 1960s era shock-tube and constricted-arc experimental cases. It is shown that experiments contain shock layer temperatures and radiative ux values relevant to the Mars-return cases of present interest. Comparisons between the predictions and measurements, accounting for the uncertainty in both, are made for a range of experiments. A measure of comparison quality is de ned, which consists of the percent overlap of the predicted uncertainty bar with the corresponding measurement uncertainty bar. For nearly all cases, this percent overlap is greater than zero, and for most of the higher temperature cases (T >13,000 K) it is greater than 50%. These favorable comparisons provide evidence that the baseline computational technique and uncertainty analysis presented in Part I are adequate for Mars-return simulations. In Part III, the computational technique and uncertainty analysis presented in Part I are applied to EAST shock-tube cases. These experimental cases contain wavelength dependent intensity measurements in a wavelength range that covers 60% of the radiative intensity for the 11 km/s, 5 m radius flight case studied in Part I. Comparisons between the predictions and EAST measurements are made for a range of experiments. The uncertainty analysis presented in Part I is applied to each prediction, and comparisons are made using the metrics defined in Part II. The agreement between predictions and measurements is excellent for velocities greater than 10.5 km/s. Both the wavelength dependent and wavelength integrated intensities agree within 30% for nearly all cases considered. This agreement provides confidence in the computational technique and uncertainty analysis presented in Part I, and provides further evidence that this approach is adequate for Mars-return simulations. Part IV of this paper reviews existing experimental data that include the influence of massive ablation on radiative heating. It is concluded that this existing data is not sufficient for the present uncertainty analysis. Experiments to capture the influence of massive ablation on radiation are suggested as future work, along with further studies of the radiative precursor and improvements in the radiation properties of ablation products.

Uncertainties in atmospheric muon-neutrino fluxes arising from cosmic-ray primaries

NASA Astrophysics Data System (ADS)

Evans, Justin; Garcia Gamez, Diego; Porzio, Salvatore Davide; Söldner-Rembold, Stefan; Wren, Steven

2017-01-01

We present an updated calculation of the uncertainties on the atmospheric muon-neutrino flux arising from cosmic-ray primaries. For the first time, we include recent measurements of the cosmic-ray primaries collected since 2005. We apply a statistical technique that allows the determination of correlations between the parameters of the Gaisser, Stanev, Honda, and Lipari primary-flux parametrization and the incorporation of these correlations into the uncertainty on the muon-neutrino flux. We obtain an uncertainty related to the primary cosmic rays of around (5-15)%, depending on energy, which is about a factor of 2 smaller than the previously determined uncertainty. The hadron production uncertainty is added in quadrature to obtain the total uncertainty on the neutrino flux, which is reduced by ≈5 % . To take into account an unexpected hardening of the spectrum of primaries above energies of 100 GeV observed in recent measurements, we propose an alternative parametrization and discuss its impact on the neutrino flux uncertainties.

Bi-Objective Optimal Control Modification Adaptive Control for Systems with Input Uncertainty

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.

2012-01-01

This paper presents a new model-reference adaptive control method based on a bi-objective optimal control formulation for systems with input uncertainty. A parallel predictor model is constructed to relate the predictor error to the estimation error of the control effectiveness matrix. In this work, we develop an optimal control modification adaptive control approach that seeks to minimize a bi-objective linear quadratic cost function of both the tracking error norm and predictor error norm simultaneously. The resulting adaptive laws for the parametric uncertainty and control effectiveness uncertainty are dependent on both the tracking error and predictor error, while the adaptive laws for the feedback gain and command feedforward gain are only dependent on the tracking error. The optimal control modification term provides robustness to the adaptive laws naturally from the optimal control framework. Simulations demonstrate the effectiveness of the proposed adaptive control approach.

Characterisation of soft magnetic materials by measurement: Evaluation of uncertainties up to 1.8 T and 9 kHz

NASA Astrophysics Data System (ADS)

Elfgen, S.; Franck, D.; Hameyer, K.

2018-04-01

Magnetic measurements are indispensable for the characterization of soft magnetic material used e.g. in electrical machines. Characteristic values are used as quality control during production and for the parametrization of material models. Uncertainties and errors in the measurements are reflected directly in the parameters of the material models. This can result in over-dimensioning and inaccuracies in simulations for the design of electrical machines. Therefore, existing influencing factors in the characterization of soft magnetic materials are named and their resulting uncertainties contributions studied. The analysis of the resulting uncertainty contributions can serve the operator as additional selection criteria for different measuring sensors. The investigation is performed for measurements within and outside the currently prescribed standard, using a Single sheet tester and its impact on the identification of iron loss parameter is studied.

On the apparent insignificance of the randomness of flexible joints on large space truss dynamics

NASA Technical Reports Server (NTRS)

Koch, R. M.; Klosner, J. M.

1993-01-01

Deployable periodic large space structures have been shown to exhibit high dynamic sensitivity to period-breaking imperfections and uncertainties. These can be brought on by manufacturing or assembly errors, structural imperfections, as well as nonlinear and/or nonconservative joint behavior. In addition, the necessity of precise pointing and position capability can require the consideration of these usually negligible and unknown parametric uncertainties and their effect on the overall dynamic response of large space structures. This work describes the use of a new design approach for the global dynamic solution of beam-like periodic space structures possessing parametric uncertainties. Specifically, the effect of random flexible joints on the free vibrations of simply-supported periodic large space trusses is considered. The formulation is a hybrid approach in terms of an extended Timoshenko beam continuum model, Monte Carlo simulation scheme, and first-order perturbation methods. The mean and mean-square response statistics for a variety of free random vibration problems are derived for various input random joint stiffness probability distributions. The results of this effort show that, although joint flexibility has a substantial effect on the modal dynamic response of periodic large space trusses, the effect of any reasonable uncertainty or randomness associated with these joint flexibilities is insignificant.

Spatial planning using probabilistic flood maps

NASA Astrophysics Data System (ADS)

Alfonso, Leonardo; Mukolwe, Micah; Di Baldassarre, Giuliano

2015-04-01

Probabilistic flood maps account for uncertainty in flood inundation modelling and convey a degree of certainty in the outputs. Major sources of uncertainty include input data, topographic data, model structure, observation data and parametric uncertainty. Decision makers prefer less ambiguous information from modellers; this implies that uncertainty is suppressed to yield binary flood maps. Though, suppressing information may potentially lead to either surprise or misleading decisions. Inclusion of uncertain information in the decision making process is therefore desirable and transparent. To this end, we utilise the Prospect theory and information from a probabilistic flood map to evaluate potential decisions. Consequences related to the decisions were evaluated using flood risk analysis. Prospect theory explains how choices are made given options for which probabilities of occurrence are known and accounts for decision makers' characteristics such as loss aversion and risk seeking. Our results show that decision making is pronounced when there are high gains and loss, implying higher payoffs and penalties, therefore a higher gamble. Thus the methodology may be appropriately considered when making decisions based on uncertain information.

Study of DNA binding sites using the Rényi parametric entropy measure.

PubMed

Krishnamachari, A; moy Mandal, Vijnan; Karmeshu

2004-04-07

Shannon's definition of uncertainty or surprisal has been applied extensively to measure the information content of aligned DNA sequences and characterizing DNA binding sites. In contrast to Shannon's uncertainty, this study investigates the applicability and suitability of a parametric uncertainty measure due to Rényi. It is observed that this measure also provides results in agreement with Shannon's measure, pointing to its utility in analysing DNA binding site region. For facilitating the comparison between these uncertainty measures, a dimensionless quantity called "redundancy" has been employed. It is found that Rényi's measure at low parameter values possess a better delineating feature of binding sites (of binding regions) than Shannon's measure. The critical value of the parameter is chosen with an outlier criterion.

A new robust adaptive controller for vibration control of active engine mount subjected to large uncertainties

NASA Astrophysics Data System (ADS)

Fakhari, Vahid; Choi, Seung-Bok; Cho, Chang-Hyun

2015-04-01

This work presents a new robust model reference adaptive control (MRAC) for vibration control caused from vehicle engine using an electromagnetic type of active engine mount. Vibration isolation performances of the active mount associated with the robust controller are evaluated in the presence of large uncertainties. As a first step, an active mount with linear solenoid actuator is prepared and its dynamic model is identified via experimental test. Subsequently, a new robust MRAC based on the gradient method with σ-modification is designed by selecting a proper reference model. In designing the robust adaptive control, structured (parametric) uncertainties in the stiffness of the passive part of the mount and in damping ratio of the active part of the mount are considered to investigate the robustness of the proposed controller. Experimental and simulation results are presented to evaluate performance focusing on the robustness behavior of the controller in the face of large uncertainties. The obtained results show that the proposed controller can sufficiently provide the robust vibration control performance even in the presence of large uncertainties showing an effective vibration isolation.

Adaptive relative pose control of spacecraft with model couplings and uncertainties

NASA Astrophysics Data System (ADS)

Sun, Liang; Zheng, Zewei

2018-02-01

The spacecraft pose tracking control problem for an uncertain pursuer approaching to a space target is researched in this paper. After modeling the nonlinearly coupled dynamics for relative translational and rotational motions between two spacecraft, position tracking and attitude synchronization controllers are developed independently by using a robust adaptive control approach. The unknown kinematic couplings, parametric uncertainties, and bounded external disturbances are handled with adaptive updating laws. It is proved via Lyapunov method that the pose tracking errors converge to zero asymptotically. Spacecraft close-range rendezvous and proximity operations are introduced as an example to validate the effectiveness of the proposed control approach.

Elastic full-waveform inversion and parametrization analysis applied to walk-away vertical seismic profile data for unconventional (heavy oil) reservoir characterization

NASA Astrophysics Data System (ADS)

Pan, Wenyong; Innanen, Kristopher A.; Geng, Yu

2018-06-01

Seismic full-waveform inversion (FWI) methods hold strong potential to recover multiple subsurface elastic properties for hydrocarbon reservoir characterization. Simultaneously updating multiple physical parameters introduces the problem of interparameter trade-off, arising from the simultaneous variations of different physical parameters, which increase the nonlinearity and uncertainty of multiparameter FWI. The coupling effects of different physical parameters are significantly influenced by model parametrization and acquisition arrangement. An appropriate choice of model parametrization is important to successful field data applications of multiparameter FWI. The objective of this paper is to examine the performance of various model parametrizations in isotropic-elastic FWI with walk-away vertical seismic profile (W-VSP) data for unconventional heavy oil reservoir characterization. Six model parametrizations are considered: velocity-density (α, β and ρ΄), modulus-density (κ, μ and ρ), Lamé-density (λ, μ΄ and ρ‴), impedance-density (IP, IS and ρ″), velocity-impedance-I (α΄, β΄ and I_P^' }) and velocity-impedance-II (α″, β″ and I_S^' }). We begin analysing the interparameter trade-off by making use of scattering radiation patterns, which is a common strategy for qualitative parameter resolution analysis. We discuss the advantages and limitations of the scattering radiation patterns and recommend that interparameter trade-offs be evaluated using interparameter contamination kernels, which provide quantitative, second-order measurements of the interparameter contaminations and can be constructed efficiently with an adjoint-state approach. Synthetic W-VSP isotropic-elastic FWI experiments in the time domain verify our conclusions about interparameter trade-offs for various model parametrizations. Density profiles are most strongly influenced by the interparameter contaminations; depending on model parametrization, the inverted density profile can be overestimated, underestimated or spatially distorted. Among the six cases, only the velocity-density parametrization provides stable and informative density features not included in the starting model. Field data applications of multicomponent W-VSP isotropic-elastic FWI in the time domain were also carried out. The heavy oil reservoir target zone, characterized by low α-to-β ratios and low Poisson's ratios, can be identified clearly with the inverted isotropic-elastic parameters.

Robust Bayesian Experimental Design for Conceptual Model Discrimination

NASA Astrophysics Data System (ADS)

Pham, H. V.; Tsai, F. T. C.

2015-12-01

A robust Bayesian optimal experimental design under uncertainty is presented to provide firm information for model discrimination, given the least number of pumping wells and observation wells. Firm information is the maximum information of a system can be guaranteed from an experimental design. The design is based on the Box-Hill expected entropy decrease (EED) before and after the experiment design and the Bayesian model averaging (BMA) framework. A max-min programming is introduced to choose the robust design that maximizes the minimal Box-Hill EED subject to that the highest expected posterior model probability satisfies a desired probability threshold. The EED is calculated by the Gauss-Hermite quadrature. The BMA method is used to predict future observations and to quantify future observation uncertainty arising from conceptual and parametric uncertainties in calculating EED. Monte Carlo approach is adopted to quantify the uncertainty in the posterior model probabilities. The optimal experimental design is tested by a synthetic 5-layer anisotropic confined aquifer. Nine conceptual groundwater models are constructed due to uncertain geological architecture and boundary condition. High-performance computing is used to enumerate all possible design solutions in order to identify the most plausible groundwater model. Results highlight the impacts of scedasticity in future observation data as well as uncertainty sources on potential pumping and observation locations.

Goal-oriented Site Characterization in Hydrogeological Applications: An Overview

NASA Astrophysics Data System (ADS)

Nowak, W.; de Barros, F.; Rubin, Y.

2011-12-01

In this study, we address the importance of goal-oriented site characterization. Given the multiple sources of uncertainty in hydrogeological applications, information needs of modeling, prediction and decision support should be satisfied with efficient and rational field campaigns. In this work, we provide an overview of an optimal sampling design framework based on Bayesian decision theory, statistical parameter inference and Bayesian model averaging. It optimizes the field sampling campaign around decisions on environmental performance metrics (e.g., risk, arrival times, etc.) while accounting for parametric and model uncertainty in the geostatistical characterization, in forcing terms, and measurement error. The appealing aspects of the framework lie on its goal-oriented character and that it is directly linked to the confidence in a specified decision. We illustrate how these concepts could be applied in a human health risk problem where uncertainty from both hydrogeological and health parameters are accounted.

Non-parametric data-based approach for the quantification and communication of uncertainties in river flood forecasts

NASA Astrophysics Data System (ADS)

Van Steenbergen, N.; Willems, P.

2012-04-01

Reliable flood forecasts are the most important non-structural measures to reduce the impact of floods. However flood forecasting systems are subject to uncertainty originating from the input data, model structure and model parameters of the different hydraulic and hydrological submodels. To quantify this uncertainty a non-parametric data-based approach has been developed. This approach analyses the historical forecast residuals (differences between the predictions and the observations at river gauging stations) without using a predefined statistical error distribution. Because the residuals are correlated with the value of the forecasted water level and the lead time, the residuals are split up into discrete classes of simulated water levels and lead times. For each class, percentile values are calculated of the model residuals and stored in a 'three dimensional error' matrix. By 3D interpolation in this error matrix, the uncertainty in new forecasted water levels can be quantified. In addition to the quantification of the uncertainty, the communication of this uncertainty is equally important. The communication has to be done in a consistent way, reducing the chance of misinterpretation. Also, the communication needs to be adapted to the audience; the majority of the larger public is not interested in in-depth information on the uncertainty on the predicted water levels, but only is interested in information on the likelihood of exceedance of certain alarm levels. Water managers need more information, e.g. time dependent uncertainty information, because they rely on this information to undertake the appropriate flood mitigation action. There are various ways in presenting uncertainty information (numerical, linguistic, graphical, time (in)dependent, etc.) each with their advantages and disadvantages for a specific audience. A useful method to communicate uncertainty of flood forecasts is by probabilistic flood mapping. These maps give a representation of the probability of flooding of a certain area, based on the uncertainty assessment of the flood forecasts. By using this type of maps, water managers can focus their attention on the areas with the highest flood probability. Also the larger public can consult these maps for information on the probability of flooding for their specific location, such that they can take pro-active measures to reduce the personal damage. The method of quantifying the uncertainty was implemented in the operational flood forecasting system for the navigable rivers in the Flanders region of Belgium. The method has shown clear benefits during the floods of the last two years.

Variability And Uncertainty Analysis Of Contaminant Transport Model Using Fuzzy Latin Hypercube Sampling Technique

NASA Astrophysics Data System (ADS)

Kumar, V.; Nayagum, D.; Thornton, S.; Banwart, S.; Schuhmacher2, M.; Lerner, D.

2006-12-01

Characterization of uncertainty associated with groundwater quality models is often of critical importance, as for example in cases where environmental models are employed in risk assessment. Insufficient data, inherent variability and estimation errors of environmental model parameters introduce uncertainty into model predictions. However, uncertainty analysis using conventional methods such as standard Monte Carlo sampling (MCS) may not be efficient, or even suitable, for complex, computationally demanding models and involving different nature of parametric variability and uncertainty. General MCS or variant of MCS such as Latin Hypercube Sampling (LHS) assumes variability and uncertainty as a single random entity and the generated samples are treated as crisp assuming vagueness as randomness. Also when the models are used as purely predictive tools, uncertainty and variability lead to the need for assessment of the plausible range of model outputs. An improved systematic variability and uncertainty analysis can provide insight into the level of confidence in model estimates, and can aid in assessing how various possible model estimates should be weighed. The present study aims to introduce, Fuzzy Latin Hypercube Sampling (FLHS), a hybrid approach of incorporating cognitive and noncognitive uncertainties. The noncognitive uncertainty such as physical randomness, statistical uncertainty due to limited information, etc can be described by its own probability density function (PDF); whereas the cognitive uncertainty such estimation error etc can be described by the membership function for its fuzziness and confidence interval by ?-cuts. An important property of this theory is its ability to merge inexact generated data of LHS approach to increase the quality of information. The FLHS technique ensures that the entire range of each variable is sampled with proper incorporation of uncertainty and variability. A fuzzified statistical summary of the model results will produce indices of sensitivity and uncertainty that relate the effects of heterogeneity and uncertainty of input variables to model predictions. The feasibility of the method is validated to assess uncertainty propagation of parameter values for estimation of the contamination level of a drinking water supply well due to transport of dissolved phenolics from a contaminated site in the UK.

Convergence in parameters and predictions using computational experimental design.

PubMed

Hagen, David R; White, Jacob K; Tidor, Bruce

2013-08-06

Typically, biological models fitted to experimental data suffer from significant parameter uncertainty, which can lead to inaccurate or uncertain predictions. One school of thought holds that accurate estimation of the true parameters of a biological system is inherently problematic. Recent work, however, suggests that optimal experimental design techniques can select sets of experiments whose members probe complementary aspects of a biochemical network that together can account for its full behaviour. Here, we implemented an experimental design approach for selecting sets of experiments that constrain parameter uncertainty. We demonstrated with a model of the epidermal growth factor-nerve growth factor pathway that, after synthetically performing a handful of optimal experiments, the uncertainty in all 48 parameters converged below 10 per cent. Furthermore, the fitted parameters converged to their true values with a small error consistent with the residual uncertainty. When untested experimental conditions were simulated with the fitted models, the predicted species concentrations converged to their true values with errors that were consistent with the residual uncertainty. This paper suggests that accurate parameter estimation is achievable with complementary experiments specifically designed for the task, and that the resulting parametrized models are capable of accurate predictions.

Strong-lensing analysis of A2744 with MUSE and Hubble Frontier Fields images

NASA Astrophysics Data System (ADS)

Mahler, G.; Richard, J.; Clément, B.; Lagattuta, D.; Schmidt, K.; Patrício, V.; Soucail, G.; Bacon, R.; Pello, R.; Bouwens, R.; Maseda, M.; Martinez, J.; Carollo, M.; Inami, H.; Leclercq, F.; Wisotzki, L.

2018-01-01

We present an analysis of Multi Unit Spectroscopic Explorer (MUSE) observations obtained on the massive Frontier Fields (FFs) cluster A2744. This new data set covers the entire multiply imaged region around the cluster core. The combined catalogue consists of 514 spectroscopic redshifts (with 414 new identifications). We use this redshift information to perform a strong-lensing analysis revising multiple images previously found in the deep FF images, and add three new MUSE-detected multiply imaged systems with no obvious Hubble Space Telescope counterpart. The combined strong-lensing constraints include a total of 60 systems producing 188 images altogether, out of which 29 systems and 83 images are spectroscopically confirmed, making A2744 one of the most well-constrained clusters to date. Thanks to the large amount of spectroscopic redshifts, we model the influence of substructures at larger radii, using a parametrization including two cluster-scale components in the cluster core and several group scale in the outskirts. The resulting model accurately reproduces all the spectroscopic multiple systems, reaching an rms of 0.67 arcsec in the image plane. The large number of MUSE spectroscopic redshifts gives us a robust model, which we estimate reduces the systematic uncertainty on the 2D mass distribution by up to ∼2.5 times the statistical uncertainty in the cluster core. In addition, from a combination of the parametrization and the set of constraints, we estimate the relative systematic uncertainty to be up to 9 per cent at 200 kpc.

Modelling of depth stabilization and submerging of tethered underwater garage in conditions of sea oscillating motion

NASA Astrophysics Data System (ADS)

Gayvoronskiy, S. A.; Ezangina, T. A.; Khozhaev, I. V.

2018-03-01

The paper is dedicated to examining dynamics of a submersible underwater garage in conditions of significant sea oscillation. During the considered research, the mathematical model of the electromechanical depth control system, considering interval parametric uncertainty of the system and distribution of tether mass, was developed. An influence of sea oscillation on submerging underwater garages and their depth stabilization processes was analyzed.

A gradient-based model parametrization using Bernstein polynomials in Bayesian inversion of surface wave dispersion

NASA Astrophysics Data System (ADS)

Gosselin, Jeremy M.; Dosso, Stan E.; Cassidy, John F.; Quijano, Jorge E.; Molnar, Sheri; Dettmer, Jan

2017-10-01

This paper develops and applies a Bernstein-polynomial parametrization to efficiently represent general, gradient-based profiles in nonlinear geophysical inversion, with application to ambient-noise Rayleigh-wave dispersion data. Bernstein polynomials provide a stable parametrization in that small perturbations to the model parameters (basis-function coefficients) result in only small perturbations to the geophysical parameter profile. A fully nonlinear Bayesian inversion methodology is applied to estimate shear wave velocity (VS) profiles and uncertainties from surface wave dispersion data extracted from ambient seismic noise. The Bayesian information criterion is used to determine the appropriate polynomial order consistent with the resolving power of the data. Data error correlations are accounted for in the inversion using a parametric autoregressive model. The inversion solution is defined in terms of marginal posterior probability profiles for VS as a function of depth, estimated using Metropolis-Hastings sampling with parallel tempering. This methodology is applied to synthetic dispersion data as well as data processed from passive array recordings collected on the Fraser River Delta in British Columbia, Canada. Results from this work are in good agreement with previous studies, as well as with co-located invasive measurements. The approach considered here is better suited than `layered' modelling approaches in applications where smooth gradients in geophysical parameters are expected, such as soil/sediment profiles. Further, the Bernstein polynomial representation is more general than smooth models based on a fixed choice of gradient type (e.g. power-law gradient) because the form of the gradient is determined objectively by the data, rather than by a subjective parametrization choice.

Assimilating solar-induced chlorophyll fluorescence into the terrestrial biosphere model BETHY-SCOPE v1.0: model description and information content

NASA Astrophysics Data System (ADS)

Norton, Alexander J.; Rayner, Peter J.; Koffi, Ernest N.; Scholze, Marko

2018-04-01

The synthesis of model and observational information using data assimilation can improve our understanding of the terrestrial carbon cycle, a key component of the Earth's climate-carbon system. Here we provide a data assimilation framework for combining observations of solar-induced chlorophyll fluorescence (SIF) and a process-based model to improve estimates of terrestrial carbon uptake or gross primary production (GPP). We then quantify and assess the constraint SIF provides on the uncertainty in global GPP through model process parameters in an error propagation study. By incorporating 1 year of SIF observations from the GOSAT satellite, we find that the parametric uncertainty in global annual GPP is reduced by 73 % from ±19.0 to ±5.2 Pg C yr-1. This improvement is achieved through strong constraint of leaf growth processes and weak to moderate constraint of physiological parameters. We also find that the inclusion of uncertainty in shortwave down-radiation forcing has a net-zero effect on uncertainty in GPP when incorporated into the SIF assimilation framework. This study demonstrates the powerful capacity of SIF to reduce uncertainties in process-based model estimates of GPP and the potential for improving our predictive capability of this uncertain carbon flux.

Multiscale Informatics for Low-Temperature Propane Oxidation: Further Complexities in Studies of Complex Reactions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burke, Michael P.; Goldsmith, C. Franklin; Klippenstein, Stephen J.

2015-07-16

We have developed a multi-scale approach (Burke, M. P.; Klippenstein, S. J.; Harding, L. B. Proc. Combust. Inst. 2013, 34, 547–555.) to kinetic model formulation that directly incorporates elementary kinetic theories as a means to provide reliable, physics-based extrapolation to unexplored conditions. Here, we extend and generalize the multi-scale modeling strategy to treat systems of considerable complexity – involving multi-well reactions, potentially missing reactions, non-statistical product branching ratios, and non-Boltzmann (i.e. non-thermal) reactant distributions. The methodology is demonstrated here for a subsystem of low-temperature propane oxidation, as a representative system for low-temperature fuel oxidation. A multi-scale model is assembled andmore » informed by a wide variety of targets that include ab initio calculations of molecular properties, rate constant measurements of isolated reactions, and complex systems measurements. Active model parameters are chosen to accommodate both “parametric” and “structural” uncertainties. Theoretical parameters (e.g. barrier heights) are included as active model parameters to account for parametric uncertainties in the theoretical treatment; experimental parameters (e.g. initial temperatures) are included to account for parametric uncertainties in the physical models of the experiments. RMG software is used to assess potential structural uncertainties due to missing reactions. Additionally, branching ratios among product channels are included as active model parameters to account for structural uncertainties related to difficulties in modeling sequences of multiple chemically activated steps. The approach is demonstrated here for interpreting time-resolved measurements of OH, HO2, n-propyl, i-propyl, propene, oxetane, and methyloxirane from photolysis-initiated low-temperature oxidation of propane at pressures from 4 to 60 Torr and temperatures from 300 to 700 K. In particular, the multi-scale informed model provides a consistent quantitative explanation of both ab initio calculations and time-resolved species measurements. The present results show that interpretations of OH measurements are significantly more complicated than previously thought – in addition to barrier heights for key transition states considered previously, OH profiles also depend on additional theoretical parameters for R + O2 reactions, secondary reactions, QOOH + O2 reactions, and treatment of non-Boltzmann reaction sequences. Extraction of physically rigorous information from those measurements may require more sophisticated treatment of all of those model aspects, as well as additional experimental data under more conditions, to discriminate among possible interpretations and ensure model reliability. Keywords: Optimization, Uncertainty quantification, Chemical mechanism, Low-Temperature Oxidation, Non-Boltzmann« less

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

Selection of climate policies under the uncertainties in the Fifth Assessment Report of the IPCC

NASA Astrophysics Data System (ADS)

Drouet, L.; Bosetti, V.; Tavoni, M.

2015-10-01

Strategies for dealing with climate change must incorporate and quantify all the relevant uncertainties, and be designed to manage the resulting risks. Here we employ the best available knowledge so far, summarized by the three working groups of the Fifth Assessment Report of the Intergovernmental Panel on Climate Change (IPCC AR5; refs , , ), to quantify the uncertainty of mitigation costs, climate change dynamics, and economic damage for alternative carbon budgets. We rank climate policies according to different decision-making criteria concerning uncertainty, risk aversion and intertemporal preferences. Our findings show that preferences over uncertainties are as important as the choice of the widely discussed time discount factor. Climate policies consistent with limiting warming to 2 °C above preindustrial levels are compatible with a subset of decision-making criteria and some model parametrizations, but not with the commonly adopted expected utility framework.

Parametric studies with an atmospheric diffusion model that assesses toxic fuel hazards due to the ground clouds generated by rocket launches

NASA Technical Reports Server (NTRS)

Stewart, R. B.; Grose, W. L.

1975-01-01

Parametric studies were made with a multilayer atmospheric diffusion model to place quantitative limits on the uncertainty of predicting ground-level toxic rocket-fuel concentrations. Exhaust distributions in the ground cloud, cloud stabilized geometry, atmospheric coefficients, the effects of exhaust plume afterburning of carbon monoxide CO, assumed surface mixing-layer division in the model, and model sensitivity to different meteorological regimes were studied. Large-scale differences in ground-level predictions are quantitatively described. Cloud alongwind growth for several meteorological conditions is shown to be in error because of incorrect application of previous diffusion theory. In addition, rocket-plume calculations indicate that almost all of the rocket-motor carbon monoxide is afterburned to carbon dioxide CO2, thus reducing toxic hazards due to CO. The afterburning is also shown to have a significant effect on cloud stabilization height and on ground-level concentrations of exhaust products.

Confronting the Uncertainty in Aerosol Forcing Using Comprehensive Observational Data

NASA Astrophysics Data System (ADS)

Johnson, J. S.; Regayre, L. A.; Yoshioka, M.; Pringle, K.; Sexton, D.; Lee, L.; Carslaw, K. S.

2017-12-01

The effect of aerosols on cloud droplet concentrations and radiative properties is the largest uncertainty in the overall radiative forcing of climate over the industrial period. In this study, we take advantage of a large perturbed parameter ensemble of simulations from the UK Met Office HadGEM-UKCA model (the aerosol component of the UK Earth System Model) to comprehensively sample uncertainty in aerosol forcing. Uncertain aerosol and atmospheric parameters cause substantial aerosol forcing uncertainty in climatically important regions. As the aerosol radiative forcing itself is unobservable, we investigate the potential for observations of aerosol and radiative properties to act as constraints on the large forcing uncertainty. We test how eight different theoretically perfect aerosol and radiation observations can constrain the forcing uncertainty over Europe. We find that the achievable constraint is weak unless many diverse observations are used simultaneously. This is due to the complex relationships between model output responses and the multiple interacting parameter uncertainties: compensating model errors mean there are many ways to produce the same model output (known as model equifinality) which impacts on the achievable constraint. However, using all eight observable quantities together we show that the aerosol forcing uncertainty can potentially be reduced by around 50%. This reduction occurs as we reduce a large sample of model variants (over 1 million) that cover the full parametric uncertainty to around 1% that are observationally plausible.Constraining the forcing uncertainty using real observations is a more complex undertaking, in which we must account for multiple further uncertainties including measurement uncertainties, structural model uncertainties and the model discrepancy from reality. Here, we make a first attempt to determine the true potential constraint on the forcing uncertainty from our model that is achievable using a comprehensive set of real aerosol and radiation observations taken from ground stations, flight campaigns and satellite. This research has been supported by the UK-China Research & Innovation Partnership Fund through the Met Office Climate Science for Service Partnership (CSSP) China as part of the Newton Fund, and by the NERC funded GASSP project.

Model uncertainties of the 2002 update of California seismic hazard maps

USGS Publications Warehouse

Cao, T.; Petersen, M.D.; Frankel, A.D.

2005-01-01

In this article we present and explore the source and ground-motion model uncertainty and parametric sensitivity for the 2002 update of the California probabilistic seismic hazard maps. Our approach is to implement a Monte Carlo simulation that allows for independent sampling from fault to fault in each simulation. The source-distance dependent characteristics of the uncertainty maps of seismic hazard are explained by the fundamental uncertainty patterns from four basic test cases, in which the uncertainties from one-fault and two-fault systems are studied in detail. The California coefficient of variation (COV, ratio of the standard deviation to the mean) map for peak ground acceleration (10% of exceedance in 50 years) shows lower values (0.1-0.15) along the San Andreas fault system and other class A faults than along class B faults (0.2-0.3). High COV values (0.4-0.6) are found around the Garlock, Anacapa-Dume, and Palos Verdes faults in southern California and around the Maacama fault and Cascadia subduction zone in northern California.

Uncertainty Quantification of the FUN3D-Predicted NASA CRM Flutter Boundary

NASA Technical Reports Server (NTRS)

Stanford, Bret K.; Massey, Steven J.

2017-01-01

A nonintrusive point collocation method is used to propagate parametric uncertainties of the flexible Common Research Model, a generic transport configuration, through the unsteady aeroelastic CFD solver FUN3D. A range of random input variables are considered, including atmospheric flow variables, structural variables, and inertial (lumped mass) variables. UQ results are explored for a range of output metrics (with a focus on dynamic flutter stability), for both subsonic and transonic Mach numbers, for two different CFD mesh refinements. A particular focus is placed on computing failure probabilities: the probability that the wing will flutter within the flight envelope.

Shock Layer Radiation Modeling and Uncertainty for Mars Entry

NASA Technical Reports Server (NTRS)

Johnston, Christopher O.; Brandis, Aaron M.; Sutton, Kenneth

2012-01-01

A model for simulating nonequilibrium radiation from Mars entry shock layers is presented. A new chemical kinetic rate model is developed that provides good agreement with recent EAST and X2 shock tube radiation measurements. This model includes a CO dissociation rate that is a factor of 13 larger than the rate used widely in previous models. Uncertainties in the proposed rates are assessed along with uncertainties in translational-vibrational relaxation modeling parameters. The stagnation point radiative flux uncertainty due to these flowfield modeling parameter uncertainties is computed to vary from 50 to 200% for a range of free-stream conditions, with densities ranging from 5e-5 to 5e-4 kg/m3 and velocities ranging from of 6.3 to 7.7 km/s. These conditions cover the range of anticipated peak radiative heating conditions for proposed hypersonic inflatable aerodynamic decelerators (HIADs). Modeling parameters for the radiative spectrum are compiled along with a non-Boltzmann rate model for the dominant radiating molecules, CO, CN, and C2. A method for treating non-local absorption in the non-Boltzmann model is developed, which is shown to result in up to a 50% increase in the radiative flux through absorption by the CO 4th Positive band. The sensitivity of the radiative flux to the radiation modeling parameters is presented and the uncertainty for each parameter is assessed. The stagnation point radiative flux uncertainty due to these radiation modeling parameter uncertainties is computed to vary from 18 to 167% for the considered range of free-stream conditions. The total radiative flux uncertainty is computed as the root sum square of the flowfield and radiation parametric uncertainties, which results in total uncertainties ranging from 50 to 260%. The main contributors to these significant uncertainties are the CO dissociation rate and the CO heavy-particle excitation rates. Applying the baseline flowfield and radiation models developed in this work, the radiative heating for the Mars Pathfinder probe is predicted to be nearly 20 W/cm2. In contrast to previous studies, this value is shown to be significant relative to the convective heating.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

Navarro Jimenez, M; Le Maître, O P; Knio, O M

2016-12-28

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Implementation of a new fuzzy vector control of induction motor.

PubMed

Rafa, Souad; Larabi, Abdelkader; Barazane, Linda; Manceur, Malik; Essounbouli, Najib; Hamzaoui, Abdelaziz

2014-05-01

The aim of this paper is to present a new approach to control an induction motor using type-1 fuzzy logic. The induction motor has a nonlinear model, uncertain and strongly coupled. The vector control technique, which is based on the inverse model of the induction motors, solves the coupling problem. Unfortunately, in practice this is not checked because of model uncertainties. Indeed, the presence of the uncertainties led us to use human expertise such as the fuzzy logic techniques. In order to maintain the decoupling and to overcome the problem of the sensitivity to the parametric variations, the field-oriented control is replaced by a new block control. The simulation results show that the both control schemes provide in their basic configuration, comparable performances regarding the decoupling. However, the fuzzy vector control provides the insensitivity to the parametric variations compared to the classical one. The fuzzy vector control scheme is successfully implemented in real-time using a digital signal processor board dSPACE 1104. The efficiency of this technique is verified as well as experimentally at different dynamic operating conditions such as sudden loads change, parameter variations, speed changes, etc. The fuzzy vector control is found to be a best control for application in an induction motor. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-23

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes thatmore » the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.« less

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-01

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Gaussian copula as a likelihood function for environmental models

NASA Astrophysics Data System (ADS)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.

Optimal observation network design for conceptual model discrimination and uncertainty reduction

NASA Astrophysics Data System (ADS)

Pham, Hai V.; Tsai, Frank T.-C.

2016-02-01

This study expands the Box-Hill discrimination function to design an optimal observation network to discriminate conceptual models and, in turn, identify a most favored model. The Box-Hill discrimination function measures the expected decrease in Shannon entropy (for model identification) before and after the optimal design for one additional observation. This study modifies the discrimination function to account for multiple future observations that are assumed spatiotemporally independent and Gaussian-distributed. Bayesian model averaging (BMA) is used to incorporate existing observation data and quantify future observation uncertainty arising from conceptual and parametric uncertainties in the discrimination function. In addition, the BMA method is adopted to predict future observation data in a statistical sense. The design goal is to find optimal locations and least data via maximizing the Box-Hill discrimination function value subject to a posterior model probability threshold. The optimal observation network design is illustrated using a groundwater study in Baton Rouge, Louisiana, to collect additional groundwater heads from USGS wells. The sources of uncertainty creating multiple groundwater models are geological architecture, boundary condition, and fault permeability architecture. Impacts of considering homoscedastic and heteroscedastic future observation data and the sources of uncertainties on potential observation areas are analyzed. Results show that heteroscedasticity should be considered in the design procedure to account for various sources of future observation uncertainty. After the optimal design is obtained and the corresponding data are collected for model updating, total variances of head predictions can be significantly reduced by identifying a model with a superior posterior model probability.

Algorithms for sum-of-squares-based stability analysis and control design of uncertain nonlinear systems

NASA Astrophysics Data System (ADS)

Ataei-Esfahani, Armin

In this dissertation, we present algorithmic procedures for sum-of-squares based stability analysis and control design for uncertain nonlinear systems. In particular, we consider the case of robust aircraft control design for a hypersonic aircraft model subject to parametric uncertainties in its aerodynamic coefficients. In recent years, Sum-of-Squares (SOS) method has attracted increasing interest as a new approach for stability analysis and controller design of nonlinear dynamic systems. Through the application of SOS method, one can describe a stability analysis or control design problem as a convex optimization problem, which can efficiently be solved using Semidefinite Programming (SDP) solvers. For nominal systems, the SOS method can provide a reliable and fast approach for stability analysis and control design for low-order systems defined over the space of relatively low-degree polynomials. However, The SOS method is not well-suited for control problems relating to uncertain systems, specially those with relatively high number of uncertainties or those with non-affine uncertainty structure. In order to avoid issues relating to the increased complexity of the SOS problems for uncertain system, we present an algorithm that can be used to transform an SOS problem with uncertainties into a LMI problem with uncertainties. A new Probabilistic Ellipsoid Algorithm (PEA) is given to solve the robust LMI problem, which can guarantee the feasibility of a given solution candidate with an a-priori fixed probability of violation and with a fixed confidence level. We also introduce two approaches to approximate the robust region of attraction (RROA) for uncertain nonlinear systems with non-affine dependence on uncertainties. The first approach is based on a combination of PEA and SOS method and searches for a common Lyapunov function, while the second approach is based on the generalized Polynomial Chaos (gPC) expansion theorem combined with the SOS method and searches for parameter-dependent Lyapunov functions. The control design problem is investigated through a case study of a hypersonic aircraft model with parametric uncertainties. Through time-scale decomposition and a series of function approximations, the complexity of the aircraft model is reduced to fall within the capability of SDP solvers. The control design problem is then formulated as a convex problem using the dual of the Lyapunov theorem. A nonlinear robust controller is searched using the combined PEA/SOS method. The response of the uncertain aircraft model is evaluated for two sets of pilot commands. As the simulation results show, the aircraft remains stable under up to 50% uncertainty in aerodynamic coefficients and can follow the pilot commands.

Uncertainty quantification and validation of 3D lattice scaffolds for computer-aided biomedical applications.

PubMed

Gorguluarslan, Recep M; Choi, Seung-Kyum; Saldana, Christopher J

2017-07-01

A methodology is proposed for uncertainty quantification and validation to accurately predict the mechanical response of lattice structures used in the design of scaffolds. Effective structural properties of the scaffolds are characterized using a developed multi-level stochastic upscaling process that propagates the quantified uncertainties at strut level to the lattice structure level. To obtain realistic simulation models for the stochastic upscaling process and minimize the experimental cost, high-resolution finite element models of individual struts were reconstructed from the micro-CT scan images of lattice structures which are fabricated by selective laser melting. The upscaling method facilitates the process of determining homogenized strut properties to reduce the computational cost of the detailed simulation model for the scaffold. Bayesian Information Criterion is utilized to quantify the uncertainties with parametric distributions based on the statistical data obtained from the reconstructed strut models. A systematic validation approach that can minimize the experimental cost is also developed to assess the predictive capability of the stochastic upscaling method used at the strut level and lattice structure level. In comparison with physical compression test results, the proposed methodology of linking the uncertainty quantification with the multi-level stochastic upscaling method enabled an accurate prediction of the elastic behavior of the lattice structure with minimal experimental cost by accounting for the uncertainties induced by the additive manufacturing process. Copyright © 2017 Elsevier Ltd. All rights reserved.

Light Absorption Enhancement of Black Carbon Aerosol Constrained by Particle Morphology.

PubMed

Wu, Yu; Cheng, Tianhai; Liu, Dantong; Allan, James D; Zheng, Lijuan; Chen, Hao

2018-06-19

The radiative forcing of black carbon aerosol (BC) is one of the largest sources of uncertainty in climate change assessments. Contrasting results of BC absorption enhancement ( E abs ) after aging are estimated by field measurements and modeling studies, causing ambiguous parametrizations of BC solar absorption in climate models. Here we quantify E abs using a theoretical model parametrized by the complex particle morphology of BC in different aging scales. We show that E abs continuously increases with aging and stabilizes with a maximum of ∼3.5, suggesting that previous seemingly contrast results of E abs can be explicitly described by BC aging with corresponding particle morphology. We also report that current climate models using Mie Core-Shell model may overestimate E abs at a certain aging stage with a rapid rise of E abs , which is commonly observed in the ambient. A correction coefficient for this overestimation is suggested to improve model predictions of BC climate impact.

Hard and Soft Constraints in Reliability-Based Design Optimization

NASA Technical Reports Server (NTRS)

Crespo, L.uis G.; Giesy, Daniel P.; Kenny, Sean P.

2006-01-01

This paper proposes a framework for the analysis and design optimization of models subject to parametric uncertainty where design requirements in the form of inequality constraints are present. Emphasis is given to uncertainty models prescribed by norm bounded perturbations from a nominal parameter value and by sets of componentwise bounded uncertain variables. These models, which often arise in engineering problems, allow for a sharp mathematical manipulation. Constraints can be implemented in the hard sense, i.e., constraints must be satisfied for all parameter realizations in the uncertainty model, and in the soft sense, i.e., constraints can be violated by some realizations of the uncertain parameter. In regard to hard constraints, this methodology allows (i) to determine if a hard constraint can be satisfied for a given uncertainty model and constraint structure, (ii) to generate conclusive, formally verifiable reliability assessments that allow for unprejudiced comparisons of competing design alternatives and (iii) to identify the critical combination of uncertain parameters leading to constraint violations. In regard to soft constraints, the methodology allows the designer (i) to use probabilistic uncertainty models, (ii) to calculate upper bounds to the probability of constraint violation, and (iii) to efficiently estimate failure probabilities via a hybrid method. This method integrates the upper bounds, for which closed form expressions are derived, along with conditional sampling. In addition, an l(sub infinity) formulation for the efficient manipulation of hyper-rectangular sets is also proposed.

Sensitivity of continental United States atmospheric budgets of oxidized and reduced nitrogen to dry deposition parametrizations

PubMed Central

Dennis, Robin L.; Schwede, Donna B.; Bash, Jesse O.; Pleim, Jon E.; Walker, John T.; Foley, Kristen M.

2013-01-01

Reactive nitrogen (Nr) is removed by surface fluxes (air–surface exchange) and wet deposition. The chemistry and physics of the atmosphere result in a complicated system in which competing chemical sources and sinks exist and impact that removal. Therefore, uncertainties are best examined with complete regional chemical transport models that simulate these feedbacks. We analysed several uncertainties in regional air quality model resistance analogue representations of air–surface exchange for unidirectional and bi-directional fluxes and their effect on the continental Nr budget. Model sensitivity tests of key parameters in dry deposition formulations showed that uncertainty estimates of continental total nitrogen deposition are surprisingly small, 5 per cent or less, owing to feedbacks in the chemistry and rebalancing among removal pathways. The largest uncertainties (5%) occur with the change from a unidirectional to a bi-directional NH3 formulation followed by uncertainties in bi-directional compensation points (1–4%) and unidirectional aerodynamic resistance (2%). Uncertainties have a greater effect at the local scale. Between unidirectional and bi-directional formulations, single grid cell changes can be up to 50 per cent, whereas 84 per cent of the cells have changes less than 30 per cent. For uncertainties within either formulation, single grid cell change can be up to 20 per cent, but for 90 per cent of the cells changes are less than 10 per cent. PMID:23713122

Sensitivity of continental United States atmospheric budgets of oxidized and reduced nitrogen to dry deposition parametrizations.

PubMed

Dennis, Robin L; Schwede, Donna B; Bash, Jesse O; Pleim, Jon E; Walker, John T; Foley, Kristen M

2013-07-05

Reactive nitrogen (Nr) is removed by surface fluxes (air-surface exchange) and wet deposition. The chemistry and physics of the atmosphere result in a complicated system in which competing chemical sources and sinks exist and impact that removal. Therefore, uncertainties are best examined with complete regional chemical transport models that simulate these feedbacks. We analysed several uncertainties in regional air quality model resistance analogue representations of air-surface exchange for unidirectional and bi-directional fluxes and their effect on the continental Nr budget. Model sensitivity tests of key parameters in dry deposition formulations showed that uncertainty estimates of continental total nitrogen deposition are surprisingly small, 5 per cent or less, owing to feedbacks in the chemistry and rebalancing among removal pathways. The largest uncertainties (5%) occur with the change from a unidirectional to a bi-directional NH3 formulation followed by uncertainties in bi-directional compensation points (1-4%) and unidirectional aerodynamic resistance (2%). Uncertainties have a greater effect at the local scale. Between unidirectional and bi-directional formulations, single grid cell changes can be up to 50 per cent, whereas 84 per cent of the cells have changes less than 30 per cent. For uncertainties within either formulation, single grid cell change can be up to 20 per cent, but for 90 per cent of the cells changes are less than 10 per cent.

Acoustic emission based damage localization in composites structures using Bayesian identification

NASA Astrophysics Data System (ADS)

Kundu, A.; Eaton, M. J.; Al-Jumali, S.; Sikdar, S.; Pullin, R.

2017-05-01

Acoustic emission based damage detection in composite structures is based on detection of ultra high frequency packets of acoustic waves emitted from damage sources (such as fibre breakage, fatigue fracture, amongst others) with a network of distributed sensors. This non-destructive monitoring scheme requires solving an inverse problem where the measured signals are linked back to the location of the source. This in turn enables rapid deployment of mitigative measures. The presence of significant amount of uncertainty associated with the operating conditions and measurements makes the problem of damage identification quite challenging. The uncertainties stem from the fact that the measured signals are affected by the irregular geometries, manufacturing imprecision, imperfect boundary conditions, existing damages/structural degradation, amongst others. This work aims to tackle these uncertainties within a framework of automated probabilistic damage detection. The method trains a probabilistic model of the parametrized input and output model of the acoustic emission system with experimental data to give probabilistic descriptors of damage locations. A response surface modelling the acoustic emission as a function of parametrized damage signals collected from sensors would be calibrated with a training dataset using Bayesian inference. This is used to deduce damage locations in the online monitoring phase. During online monitoring, the spatially correlated time data is utilized in conjunction with the calibrated acoustic emissions model to infer the probabilistic description of the acoustic emission source within a hierarchical Bayesian inference framework. The methodology is tested on a composite structure consisting of carbon fibre panel with stiffeners and damage source behaviour has been experimentally simulated using standard H-N sources. The methodology presented in this study would be applicable in the current form to structural damage detection under varying operational loads and would be investigated in future studies.

On the Numerical Formulation of Parametric Linear Fractional Transformation (LFT) Uncertainty Models for Multivariate Matrix Polynomial Problems

NASA Technical Reports Server (NTRS)

Belcastro, Christine M.

1998-01-01

Robust control system analysis and design is based on an uncertainty description, called a linear fractional transformation (LFT), which separates the uncertain (or varying) part of the system from the nominal system. These models are also useful in the design of gain-scheduled control systems based on Linear Parameter Varying (LPV) methods. Low-order LFT models are difficult to form for problems involving nonlinear parameter variations. This paper presents a numerical computational method for constructing and LFT model for a given LPV model. The method is developed for multivariate polynomial problems, and uses simple matrix computations to obtain an exact low-order LFT representation of the given LPV system without the use of model reduction. Although the method is developed for multivariate polynomial problems, multivariate rational problems can also be solved using this method by reformulating the rational problem into a polynomial form.

Coding of level of ambiguity within neural systems mediating choice.

PubMed

Lopez-Paniagua, Dan; Seger, Carol A

2013-01-01

Data from previous neuroimaging studies exploring neural activity associated with uncertainty suggest varying levels of activation associated with changing degrees of uncertainty in neural regions that mediate choice behavior. The present study used a novel task that parametrically controlled the amount of information hidden from the subject; levels of uncertainty ranged from full ambiguity (no information about probability of winning) through multiple levels of partial ambiguity, to a condition of risk only (zero ambiguity with full knowledge of the probability of winning). A parametric analysis compared a linear model in which weighting increased as a function of level of ambiguity, and an inverted-U quadratic models in which partial ambiguity conditions were weighted most heavily. Overall we found that risk and all levels of ambiguity recruited a common "fronto-parietal-striatal" network including regions within the dorsolateral prefrontal cortex, intraparietal sulcus, and dorsal striatum. Activation was greatest across these regions and additional anterior and superior prefrontal regions for the quadratic function which most heavily weighs trials with partial ambiguity. These results suggest that the neural regions involved in decision processes do not merely track the absolute degree ambiguity or type of uncertainty (risk vs. ambiguity). Instead, recruitment of prefrontal regions may result from greater degree of difficulty in conditions of partial ambiguity: when information regarding reward probabilities important for decision making is hidden or not easily obtained the subject must engage in a search for tractable information. Additionally, this study identified regions of activity related to the valuation of potential gains associated with stimuli or options (including the orbitofrontal and medial prefrontal cortices and dorsal striatum) and related to winning (including orbitofrontal cortex and ventral striatum).

Coding of level of ambiguity within neural systems mediating choice

PubMed Central

Lopez-Paniagua, Dan; Seger, Carol A.

2013-01-01

Data from previous neuroimaging studies exploring neural activity associated with uncertainty suggest varying levels of activation associated with changing degrees of uncertainty in neural regions that mediate choice behavior. The present study used a novel task that parametrically controlled the amount of information hidden from the subject; levels of uncertainty ranged from full ambiguity (no information about probability of winning) through multiple levels of partial ambiguity, to a condition of risk only (zero ambiguity with full knowledge of the probability of winning). A parametric analysis compared a linear model in which weighting increased as a function of level of ambiguity, and an inverted-U quadratic models in which partial ambiguity conditions were weighted most heavily. Overall we found that risk and all levels of ambiguity recruited a common “fronto—parietal—striatal” network including regions within the dorsolateral prefrontal cortex, intraparietal sulcus, and dorsal striatum. Activation was greatest across these regions and additional anterior and superior prefrontal regions for the quadratic function which most heavily weighs trials with partial ambiguity. These results suggest that the neural regions involved in decision processes do not merely track the absolute degree ambiguity or type of uncertainty (risk vs. ambiguity). Instead, recruitment of prefrontal regions may result from greater degree of difficulty in conditions of partial ambiguity: when information regarding reward probabilities important for decision making is hidden or not easily obtained the subject must engage in a search for tractable information. Additionally, this study identified regions of activity related to the valuation of potential gains associated with stimuli or options (including the orbitofrontal and medial prefrontal cortices and dorsal striatum) and related to winning (including orbitofrontal cortex and ventral striatum). PMID:24367286

DOE Office of Scientific and Technical Information (OSTI.GOV)

Oberkampf, William Louis; Tucker, W. Troy; Zhang, Jianzhong

This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biros, George

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. Thesemore » include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.« less

Accounting for Uncertainty in Decision Analytic Models Using Rank Preserving Structural Failure Time Modeling: Application to Parametric Survival Models.

PubMed

Bennett, Iain; Paracha, Noman; Abrams, Keith; Ray, Joshua

2018-01-01

Rank Preserving Structural Failure Time models are one of the most commonly used statistical methods to adjust for treatment switching in oncology clinical trials. The method is often applied in a decision analytic model without appropriately accounting for additional uncertainty when determining the allocation of health care resources. The aim of the study is to describe novel approaches to adequately account for uncertainty when using a Rank Preserving Structural Failure Time model in a decision analytic model. Using two examples, we tested and compared the performance of the novel Test-based method with the resampling bootstrap method and with the conventional approach of no adjustment. In the first example, we simulated life expectancy using a simple decision analytic model based on a hypothetical oncology trial with treatment switching. In the second example, we applied the adjustment method on published data when no individual patient data were available. Mean estimates of overall and incremental life expectancy were similar across methods. However, the bootstrapped and test-based estimates consistently produced greater estimates of uncertainty compared with the estimate without any adjustment applied. Similar results were observed when using the test based approach on a published data showing that failing to adjust for uncertainty led to smaller confidence intervals. Both the bootstrapping and test-based approaches provide a solution to appropriately incorporate uncertainty, with the benefit that the latter can implemented by researchers in the absence of individual patient data. Copyright © 2018 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

On Parametric Sensitivity of Reynolds-Averaged Navier-Stokes SST Turbulence Model: 2D Hypersonic Shock-Wave Boundary Layer Interactions

NASA Technical Reports Server (NTRS)

Brown, James L.

2014-01-01

Examined is sensitivity of separation extent, wall pressure and heating to variation of primary input flow parameters, such as Mach and Reynolds numbers and shock strength, for 2D and Axisymmetric Hypersonic Shock Wave Turbulent Boundary Layer interactions obtained by Navier-Stokes methods using the SST turbulence model. Baseline parametric sensitivity response is provided in part by comparison with vetted experiments, and in part through updated correlations based on free interaction theory concepts. A recent database compilation of hypersonic 2D shock-wave/turbulent boundary layer experiments extensively used in a prior related uncertainty analysis provides the foundation for this updated correlation approach, as well as for more conventional validation. The primary CFD method for this work is DPLR, one of NASA's real-gas aerothermodynamic production RANS codes. Comparisons are also made with CFL3D, one of NASA's mature perfect-gas RANS codes. Deficiencies in predicted separation response of RANS/SST solutions to parametric variations of test conditions are summarized, along with recommendations as to future turbulence approach.

Effect of soil property uncertainties on permafrost thaw projections: a calibration-constrained analysis

NASA Astrophysics Data System (ADS)

Harp, D. R.; Atchley, A. L.; Painter, S. L.; Coon, E. T.; Wilson, C. J.; Romanovsky, V. E.; Rowland, J. C.

2016-02-01

The effects of soil property uncertainties on permafrost thaw projections are studied using a three-phase subsurface thermal hydrology model and calibration-constrained uncertainty analysis. The null-space Monte Carlo method is used to identify soil hydrothermal parameter combinations that are consistent with borehole temperature measurements at the study site, the Barrow Environmental Observatory. Each parameter combination is then used in a forward projection of permafrost conditions for the 21st century (from calendar year 2006 to 2100) using atmospheric forcings from the Community Earth System Model (CESM) in the Representative Concentration Pathway (RCP) 8.5 greenhouse gas concentration trajectory. A 100-year projection allows for the evaluation of predictive uncertainty (due to soil property (parametric) uncertainty) and the inter-annual climate variability due to year to year differences in CESM climate forcings. After calibrating to measured borehole temperature data at this well-characterized site, soil property uncertainties are still significant and result in significant predictive uncertainties in projected active layer thickness and annual thaw depth-duration even with a specified future climate. Inter-annual climate variability in projected soil moisture content and Stefan number are small. A volume- and time-integrated Stefan number decreases significantly, indicating a shift in subsurface energy utilization in the future climate (latent heat of phase change becomes more important than heat conduction). Out of 10 soil parameters, ALT, annual thaw depth-duration, and Stefan number are highly dependent on mineral soil porosity, while annual mean liquid saturation of the active layer is highly dependent on the mineral soil residual saturation and moderately dependent on peat residual saturation. By comparing the ensemble statistics to the spread of projected permafrost metrics using different climate models, we quantify the relative magnitude of soil property uncertainty to another source of permafrost uncertainty, structural climate model uncertainty. We show that the effect of calibration-constrained uncertainty in soil properties, although significant, is less than that produced by structural climate model uncertainty for this location.

On the Way to Appropriate Model Complexity

NASA Astrophysics Data System (ADS)

Höge, M.

2016-12-01

When statistical models are used to represent natural phenomena they are often too simple or too complex - this is known. But what exactly is model complexity? Among many other definitions, the complexity of a model can be conceptualized as a measure of statistical dependence between observations and parameters (Van der Linde, 2014). However, several issues remain when working with model complexity: A unique definition for model complexity is missing. Assuming a definition is accepted, how can model complexity be quantified? How can we use a quantified complexity to the better of modeling? Generally defined, "complexity is a measure of the information needed to specify the relationships between the elements of organized systems" (Bawden & Robinson, 2015). The complexity of a system changes as the knowledge about the system changes. For models this means that complexity is not a static concept: With more data or higher spatio-temporal resolution of parameters, the complexity of a model changes. There are essentially three categories into which all commonly used complexity measures can be classified: (1) An explicit representation of model complexity as "Degrees of freedom" of a model, e.g. effective number of parameters. (2) Model complexity as code length, a.k.a. "Kolmogorov complexity": The longer the shortest model code, the higher its complexity (e.g. in bits). (3) Complexity defined via information entropy of parametric or predictive uncertainty. Preliminary results show that Bayes theorem allows for incorporating all parts of the non-static concept of model complexity like data quality and quantity or parametric uncertainty. Therefore, we test how different approaches for measuring model complexity perform in comparison to a fully Bayesian model selection procedure. Ultimately, we want to find a measure that helps to assess the most appropriate model.

Optimization for minimum sensitivity to uncertain parameters

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.; Sobieszczanski-Sobieski, Jaroslaw

1994-01-01

A procedure to design a structure for minimum sensitivity to uncertainties in problem parameters is described. The approach is to minimize directly the sensitivity derivatives of the optimum design with respect to fixed design parameters using a nested optimization procedure. The procedure is demonstrated for the design of a bimetallic beam for minimum weight with insensitivity to uncertainties in structural properties. The beam is modeled with finite elements based on two dimensional beam analysis. A sequential quadratic programming procedure used as the optimizer supplies the Lagrange multipliers that are used to calculate the optimum sensitivity derivatives. The method was perceived to be successful from comparisons of the optimization results with parametric studies.

Particle filter based hybrid prognostics for health monitoring of uncertain systems in bond graph framework

NASA Astrophysics Data System (ADS)

Jha, Mayank Shekhar; Dauphin-Tanguy, G.; Ould-Bouamama, B.

2016-06-01

The paper's main objective is to address the problem of health monitoring of system parameters in Bond Graph (BG) modeling framework, by exploiting its structural and causal properties. The system in feedback control loop is considered uncertain globally. Parametric uncertainty is modeled in interval form. The system parameter is undergoing degradation (prognostic candidate) and its degradation model is assumed to be known a priori. The detection of degradation commencement is done in a passive manner which involves interval valued robust adaptive thresholds over the nominal part of the uncertain BG-derived interval valued analytical redundancy relations (I-ARRs). The latter forms an efficient diagnostic module. The prognostics problem is cast as joint state-parameter estimation problem, a hybrid prognostic approach, wherein the fault model is constructed by considering the statistical degradation model of the system parameter (prognostic candidate). The observation equation is constructed from nominal part of the I-ARR. Using particle filter (PF) algorithms; the estimation of state of health (state of prognostic candidate) and associated hidden time-varying degradation progression parameters is achieved in probabilistic terms. A simplified variance adaptation scheme is proposed. Associated uncertainties which arise out of noisy measurements, parametric degradation process, environmental conditions etc. are effectively managed by PF. This allows the production of effective predictions of the remaining useful life of the prognostic candidate with suitable confidence bounds. The effectiveness of the novel methodology is demonstrated through simulations and experiments on a mechatronic system.

Management of groundwater in-situ bioremediation system using reactive transport modelling under parametric uncertainty: field scale application

NASA Astrophysics Data System (ADS)

Verardo, E.; Atteia, O.; Rouvreau, L.

2015-12-01

In-situ bioremediation is a commonly used remediation technology to clean up the subsurface of petroleum-contaminated sites. Forecasting remedial performance (in terms of flux and mass reduction) is a challenge due to uncertainties associated with source properties and the uncertainties associated with contribution and efficiency of concentration reducing mechanisms. In this study, predictive uncertainty analysis of bio-remediation system efficiency is carried out with the null-space Monte Carlo (NSMC) method which combines the calibration solution-space parameters with the ensemble of null-space parameters, creating sets of calibration-constrained parameters for input to follow-on remedial efficiency. The first step in the NSMC methodology for uncertainty analysis is model calibration. The model calibration was conducted by matching simulated BTEX concentration to a total of 48 observations from historical data before implementation of treatment. Two different bio-remediation designs were then implemented in the calibrated model. The first consists in pumping/injection wells and the second in permeable barrier coupled with infiltration across slotted piping. The NSMC method was used to calculate 1000 calibration-constrained parameter sets for the two different models. Several variants of the method were implemented to investigate their effect on the efficiency of the NSMC method. The first variant implementation of the NSMC is based on a single calibrated model. In the second variant, models were calibrated from different initial parameter sets. NSMC calibration-constrained parameter sets were sampled from these different calibrated models. We demonstrate that in context of nonlinear model, second variant avoids to underestimate parameter uncertainty which may lead to a poor quantification of predictive uncertainty. Application of the proposed approach to manage bioremediation of groundwater in a real site shows that it is effective to provide support in management of the in-situ bioremediation systems. Moreover, this study demonstrates that the NSMC method provides a computationally efficient and practical methodology of utilizing model predictive uncertainty methods in environmental management.

Water Table Uncertainties due to Uncertainties in Structure and Properties of an Unconfined Aquifer.

PubMed

Hauser, Juerg; Wellmann, Florian; Trefry, Mike

2018-03-01

We consider two sources of geology-related uncertainty in making predictions of the steady-state water table elevation for an unconfined aquifer. That is the uncertainty in the depth to base of the aquifer and in the hydraulic conductivity distribution within the aquifer. Stochastic approaches to hydrological modeling commonly use geostatistical techniques to account for hydraulic conductivity uncertainty within the aquifer. In the absence of well data allowing derivation of a relationship between geophysical and hydrological parameters, the use of geophysical data is often limited to constraining the structural boundaries. If we recover the base of an unconfined aquifer from an analysis of geophysical data, then the associated uncertainties are a consequence of the geophysical inversion process. In this study, we illustrate this by quantifying water table uncertainties for the unconfined aquifer formed by the paleochannel network around the Kintyre Uranium deposit in Western Australia. The focus of the Bayesian parametric bootstrap approach employed for the inversion of the available airborne electromagnetic data is the recovery of the base of the paleochannel network and the associated uncertainties. This allows us to then quantify the associated influences on the water table in a conceptualized groundwater usage scenario and compare the resulting uncertainties with uncertainties due to an uncertain hydraulic conductivity distribution within the aquifer. Our modeling shows that neither uncertainties in the depth to the base of the aquifer nor hydraulic conductivity uncertainties alone can capture the patterns of uncertainty in the water table that emerge when the two are combined. © 2017, National Ground Water Association.

Bayesian-information-gap decision theory with an application to CO 2 sequestration

DOE PAGES

O'Malley, D.; Vesselinov, V. V.

2015-09-04

Decisions related to subsurface engineering problems such as groundwater management, fossil fuel production, and geologic carbon sequestration are frequently challenging because of an overabundance of uncertainties (related to conceptualizations, parameters, observations, etc.). Because of the importance of these problems to agriculture, energy, and the climate (respectively), good decisions that are scientifically defensible must be made despite the uncertainties. We describe a general approach to making decisions for challenging problems such as these in the presence of severe uncertainties that combines probabilistic and non-probabilistic methods. The approach uses Bayesian sampling to assess parametric uncertainty and Information-Gap Decision Theory (IGDT) to addressmore » model inadequacy. The combined approach also resolves an issue that frequently arises when applying Bayesian methods to real-world engineering problems related to the enumeration of possible outcomes. In the case of zero non-probabilistic uncertainty, the method reduces to a Bayesian method. Lastly, to illustrate the approach, we apply it to a site-selection decision for geologic CO 2 sequestration.« less

Numerical uncertainty in computational engineering and physics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hemez, Francois M

2009-01-01

Obtaining a solution that approximates ordinary or partial differential equations on a computational mesh or grid does not necessarily mean that the solution is accurate or even 'correct'. Unfortunately assessing the quality of discrete solutions by questioning the role played by spatial and temporal discretizations generally comes as a distant third to test-analysis comparison and model calibration. This publication is contributed to raise awareness of the fact that discrete solutions introduce numerical uncertainty. This uncertainty may, in some cases, overwhelm in complexity and magnitude other sources of uncertainty that include experimental variability, parametric uncertainty and modeling assumptions. The concepts ofmore » consistency, convergence and truncation error are overviewed to explain the articulation between the exact solution of continuous equations, the solution of modified equations and discrete solutions computed by a code. The current state-of-the-practice of code and solution verification activities is discussed. An example in the discipline of hydro-dynamics illustrates the significant effect that meshing can have on the quality of code predictions. A simple method is proposed to derive bounds of solution uncertainty in cases where the exact solution of the continuous equations, or its modified equations, is unknown. It is argued that numerical uncertainty originating from mesh discretization should always be quantified and accounted for in the overall uncertainty 'budget' that supports decision-making for applications in computational physics and engineering.« less

Impact of Hydrogeological Uncertainty on Estimation of Environmental Risks Posed by Hydrocarbon Transportation Networks

NASA Astrophysics Data System (ADS)

Ciriello, V.; Lauriola, I.; Bonvicini, S.; Cozzani, V.; Di Federico, V.; Tartakovsky, Daniel M.

2017-11-01

Ubiquitous hydrogeological uncertainty undermines the veracity of quantitative predictions of soil and groundwater contamination due to accidental hydrocarbon spills from onshore pipelines. Such predictions, therefore, must be accompanied by quantification of predictive uncertainty, especially when they are used for environmental risk assessment. We quantify the impact of parametric uncertainty on quantitative forecasting of temporal evolution of two key risk indices, volumes of unsaturated and saturated soil contaminated by a surface spill of light nonaqueous-phase liquids. This is accomplished by treating the relevant uncertain parameters as random variables and deploying two alternative probabilistic models to estimate their effect on predictive uncertainty. A physics-based model is solved with a stochastic collocation method and is supplemented by a global sensitivity analysis. A second model represents the quantities of interest as polynomials of random inputs and has a virtually negligible computational cost, which enables one to explore any number of risk-related contamination scenarios. For a typical oil-spill scenario, our method can be used to identify key flow and transport parameters affecting the risk indices, to elucidate texture-dependent behavior of different soils, and to evaluate, with a degree of confidence specified by the decision-maker, the extent of contamination and the correspondent remediation costs.

A Strategy for a Parametric Flood Insurance Using Proxies

NASA Astrophysics Data System (ADS)

Haraguchi, M.; Lall, U.

2017-12-01

Traditionally, the design of flood control infrastructure and flood plain zoning require the estimation of return periods, which have been calculated by river hydraulic models with rainfall-runoff models. However, this multi-step modeling process leads to significant uncertainty to assess inundation. In addition, land use change and changing climate alter the potential losses, as well as make the modeling results obsolete. For these reasons, there is a strong need to create parametric indexes for the financial risk transfer for large flood events, to enable rapid response and recovery. Hence, this study examines the possibility of developing a parametric flood index at the national or regional level in Asia, which can be quickly mobilized after catastrophic floods. Specifically, we compare a single trigger based on rainfall index with multiple triggers using rainfall and streamflow indices by conducting case studies in Bangladesh and Thailand. The proposed methodology is 1) selecting suitable indices of rainfall and streamflow (if available), 2) identifying trigger levels for specified return periods for losses using stepwise and logistic regressions, 3) measuring the performance of indices, and 4) deriving return periods of selected windows and trigger levels. Based on the methodology, actual trigger levels were identified for Bangladesh and Thailand. Models based on multiple triggers reduced basis risks, an inherent problem in an index insurance. The proposed parametric flood index can be applied to countries with similar geographic and meteorological characteristics, and serve as a promising method for ex-ante risk financing for developing countries. This work is intended to be a preliminary work supporting future work on pricing risk transfer mechanisms in ex-ante risk finance.

Assessment of SFR Wire Wrap Simulation Uncertainties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Delchini, Marc-Olivier G.; Popov, Emilian L.; Pointer, William David

Predictive modeling and simulation of nuclear reactor performance and fuel are challenging due to the large number of coupled physical phenomena that must be addressed. Models that will be used for design or operational decisions must be analyzed for uncertainty to ascertain impacts to safety or performance. Rigorous, structured uncertainty analyses are performed by characterizing the model’s input uncertainties and then propagating the uncertainties through the model to estimate output uncertainty. This project is part of the ongoing effort to assess modeling uncertainty in Nek5000 simulations of flow configurations relevant to the advanced reactor applications of the Nuclear Energy Advancedmore » Modeling and Simulation (NEAMS) program. Three geometries are under investigation in these preliminary assessments: a 3-D pipe, a 3-D 7-pin bundle, and a single pin from the Thermal-Hydraulic Out-of-Reactor Safety (THORS) facility. Initial efforts have focused on gaining an understanding of Nek5000 modeling options and integrating Nek5000 with Dakota. These tasks are being accomplished by demonstrating the use of Dakota to assess parametric uncertainties in a simple pipe flow problem. This problem is used to optimize performance of the uncertainty quantification strategy and to estimate computational requirements for assessments of complex geometries. A sensitivity analysis to three turbulent models was conducted for a turbulent flow in a single wire wrapped pin (THOR) geometry. Section 2 briefly describes the software tools used in this study and provides appropriate references. Section 3 presents the coupling interface between Dakota and a computational fluid dynamic (CFD) code (Nek5000 or STARCCM+), with details on the workflow, the scripts used for setting up the run, and the scripts used for post-processing the output files. In Section 4, the meshing methods used to generate the THORS and 7-pin bundle meshes are explained. Sections 5, 6 and 7 present numerical results for the 3-D pipe, the single pin THORS mesh, and the 7-pin bundle mesh, respectively.« less

On uncertainty quantification of lithium-ion batteries: Application to an LiC6/LiCoO2 cell

NASA Astrophysics Data System (ADS)

Hadigol, Mohammad; Maute, Kurt; Doostan, Alireza

2015-12-01

In this work, a stochastic, physics-based model for Lithium-ion batteries (LIBs) is presented in order to study the effects of parametric model uncertainties on the cell capacity, voltage, and concentrations. To this end, the proposed uncertainty quantification (UQ) approach, based on sparse polynomial chaos expansions, relies on a small number of battery simulations. Within this UQ framework, the identification of most important uncertainty sources is achieved by performing a global sensitivity analysis via computing the so-called Sobol' indices. Such information aids in designing more efficient and targeted quality control procedures, which consequently may result in reducing the LIB production cost. An LiC6/LiCoO2 cell with 19 uncertain parameters discharged at 0.25C, 1C and 4C rates is considered to study the performance and accuracy of the proposed UQ approach. The results suggest that, for the considered cell, the battery discharge rate is a key factor affecting not only the performance variability of the cell, but also the determination of most important random inputs.

Stochastic modeling of phosphorus transport in the Three Gorges Reservoir by incorporating variability associated with the phosphorus partition coefficient

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Lei; Fang, Hongwei; Xu, Xingya

Phosphorus (P) fate and transport plays a crucial role in the ecology of rivers and reservoirs in which eutrophication is limited by P. A key uncertainty in models used to help manage P in such systems is the partitioning of P to suspended and bed sediments. By analyzing data from field and laboratory experiments, we stochastically characterize the variability of the partition coefficient (Kd) and derive spatio-temporal solutions for P transport in the Three Gorges Reservoir (TGR). We formulate a set of stochastic partial different equations (SPDEs) to simulate P transport by randomly sampling Kd from the measured distributions, tomore » obtain statistical descriptions of the P concentration and retention in the TGR. The correspondence between predicted and observed P concentrations and P retention in the TGR combined with the ability to effectively characterize uncertainty suggests that a model that incorporates the observed variability can better describe P dynamics and more effectively serve as a tool for P management in the system. This study highlights the importance of considering parametric uncertainty in estimating uncertainty/variability associated with simulated P transport.« less

Stochastic modeling of phosphorus transport in the Three Gorges Reservoir by incorporating variability associated with the phosphorus partition coefficient

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Lei; Fang, Hongwei; Xu, Xingya

Phosphorus (P) fate and transport plays a crucial role in the ecology of rivers and reservoirs in which eutrophication is limited by P. A key uncertainty in models used to help manage P in such systems is the partitioning of P to suspended and bed sediments. By analyzing data from field and laboratory experiments, we stochastically characterize the variability of the partition coefficient (Kd) and derive spatio-temporal solutions for P transport in the Three Gorges Reservoir (TGR). Here, we formulate a set of stochastic partial different equations (SPDEs) to simulate P transport by randomly sampling Kd from the measured distributions,more » to obtain statistical descriptions of the P concentration and retention in the TGR. Furthermore, the correspondence between predicted and observed P concentrations and P retention in the TGR combined with the ability to effectively characterize uncertainty suggests that a model that incorporates the observed variability can better describe P dynamics and more effectively serve as a tool for P management in the system. Our study highlights the importance of considering parametric uncertainty in estimating uncertainty/variability associated with simulated P transport.« less

Stochastic modeling of phosphorus transport in the Three Gorges Reservoir by incorporating variability associated with the phosphorus partition coefficient

DOE PAGES

Huang, Lei; Fang, Hongwei; Xu, Xingya; ...

2017-08-01

Phosphorus (P) fate and transport plays a crucial role in the ecology of rivers and reservoirs in which eutrophication is limited by P. A key uncertainty in models used to help manage P in such systems is the partitioning of P to suspended and bed sediments. By analyzing data from field and laboratory experiments, we stochastically characterize the variability of the partition coefficient (Kd) and derive spatio-temporal solutions for P transport in the Three Gorges Reservoir (TGR). Here, we formulate a set of stochastic partial different equations (SPDEs) to simulate P transport by randomly sampling Kd from the measured distributions,more » to obtain statistical descriptions of the P concentration and retention in the TGR. Furthermore, the correspondence between predicted and observed P concentrations and P retention in the TGR combined with the ability to effectively characterize uncertainty suggests that a model that incorporates the observed variability can better describe P dynamics and more effectively serve as a tool for P management in the system. Our study highlights the importance of considering parametric uncertainty in estimating uncertainty/variability associated with simulated P transport.« less

The effect of alternative seismotectonic models on PSHA results - a sensitivity study for two sites in Israel

NASA Astrophysics Data System (ADS)

Avital, Matan; Kamai, Ronnie; Davis, Michael; Dor, Ory

2018-02-01

We present a full probabilistic seismic hazard analysis (PSHA) sensitivity analysis for two sites in southern Israel - one in the near field of a major fault system and one farther away. The PSHA analysis is conducted for alternative source representations, using alternative model parameters for the main seismic sources, such as slip rate and Mmax, among others. The analysis also considers the effect of the ground motion prediction equation (GMPE) on the hazard results. In this way, the two types of epistemic uncertainty - modelling uncertainty and parametric uncertainty - are treated and addressed. We quantify the uncertainty propagation by testing its influence on the final calculated hazard, such that the controlling knowledge gaps are identified and can be treated in future studies. We find that current practice in Israel, as represented by the current version of the building code, grossly underestimates the hazard, by approximately 40 % in short return periods (e.g. 10 % in 50 years) and by as much as 150 % in long return periods (e.g. 10E-5). The analysis shows that this underestimation is most probably due to a combination of factors, including source definitions as well as the GMPE used for analysis.

Dynamics Under Location Uncertainty: Model Derivation, Modified Transport and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Resseguier, V.; Memin, E.; Chapron, B.; Fox-Kemper, B.

2017-12-01

In order to better observe and predict geophysical flows, ensemble-based data assimilation methods are of high importance. In such methods, an ensemble of random realizations represents the variety of the simulated flow's likely behaviors. For this purpose, randomness needs to be introduced in a suitable way and physically-based stochastic subgrid parametrizations are promising paths. This talk will propose a new kind of such a parametrization referred to as modeling under location uncertainty. The fluid velocity is decomposed into a resolved large-scale component and an aliased small-scale one. The first component is possibly random but time-correlated whereas the second is white-in-time but spatially-correlated and possibly inhomogeneous and anisotropic. With such a velocity, the material derivative of any - possibly active - tracer is modified. Three new terms appear: a correction of the large-scale advection, a multiplicative noise and a possibly heterogeneous and anisotropic diffusion. This parameterization naturally ensures attractive properties such as energy conservation for each realization. Additionally, this stochastic material derivative and the associated Reynolds' transport theorem offer a systematic method to derive stochastic models. In particular, we will discuss the consequences of the Quasi-Geostrophic assumptions in our framework. Depending on the turbulence amount, different models with different physical behaviors are obtained. Under strong turbulence assumptions, a simplified diagnosis of frontolysis and frontogenesis at the surface of the ocean is possible in this framework. A Surface Quasi-Geostrophic (SQG) model with a weaker noise influence has also been simulated. A single realization better represents small scales than a deterministic SQG model at the same resolution. Moreover, an ensemble accurately predicts extreme events, bifurcations as well as the amplitudes and the positions of the simulation errors. Figure 1 highlights this last result and compares it to the strong error underestimation of an ensemble simulated from the deterministic dynamic with random initial conditions.

Uncertainty quantification and global sensitivity analysis of the Los Alamos sea ice model

NASA Astrophysics Data System (ADS)

Urrego-Blanco, Jorge R.; Urban, Nathan M.; Hunke, Elizabeth C.; Turner, Adrian K.; Jeffery, Nicole

2016-04-01

Changes in the high-latitude climate system have the potential to affect global climate through feedbacks with the atmosphere and connections with midlatitudes. Sea ice and climate models used to understand these changes have uncertainties that need to be characterized and quantified. We present a quantitative way to assess uncertainty in complex computer models, which is a new approach in the analysis of sea ice models. We characterize parametric uncertainty in the Los Alamos sea ice model (CICE) in a standalone configuration and quantify the sensitivity of sea ice area, extent, and volume with respect to uncertainty in 39 individual model parameters. Unlike common sensitivity analyses conducted in previous studies where parameters are varied one at a time, this study uses a global variance-based approach in which Sobol' sequences are used to efficiently sample the full 39-dimensional parameter space. We implement a fast emulator of the sea ice model whose predictions of sea ice extent, area, and volume are used to compute the Sobol' sensitivity indices of the 39 parameters. Main effects and interactions among the most influential parameters are also estimated by a nonparametric regression technique based on generalized additive models. A ranking based on the sensitivity indices indicates that model predictions are most sensitive to snow parameters such as snow conductivity and grain size, and the drainage of melt ponds. It is recommended that research be prioritized toward more accurately determining these most influential parameter values by observational studies or by improving parameterizations in the sea ice model.

Certified Reduced Basis Model Characterization: a Frequentistic Uncertainty Framework

DTIC Science & Technology

2011-01-11

14) It then follows that the Legendre coefficient random vector, (Z [0], Z [1], . . . , Z [I])(ω), is (I+1)– variate normally distributed with mean (δ...I. Note each two-sided inequality represents two constraints. 3. PDE-Based Statistical Inference We now proceed to the parametrized partial...appearance of defects or geometric variations relative to an initial baseline, or perhaps manufacturing departures from nominal specifications; if our

Optimization of vibratory energy harvesters with stochastic parametric uncertainty: a new perspective

NASA Astrophysics Data System (ADS)

Haji Hosseinloo, Ashkan; Turitsyn, Konstantin

2016-04-01

Vibration energy harvesting has been shown as a promising power source for many small-scale applications mainly because of the considerable reduction in the energy consumption of the electronics and scalability issues of the conventional batteries. However, energy harvesters may not be as robust as the conventional batteries and their performance could drastically deteriorate in the presence of uncertainty in their parameters. Hence, study of uncertainty propagation and optimization under uncertainty is essential for proper and robust performance of harvesters in practice. While all studies have focused on expectation optimization, we propose a new and more practical optimization perspective; optimization for the worst-case (minimum) power. We formulate the problem in a generic fashion and as a simple example apply it to a linear piezoelectric energy harvester. We study the effect of parametric uncertainty in its natural frequency, load resistance, and electromechanical coupling coefficient on its worst-case power and then optimize for it under different confidence levels. The results show that there is a significant improvement in the worst-case power of thus designed harvester compared to that of a naively-optimized (deterministically-optimized) harvester.

Performance Metrics, Error Modeling, and Uncertainty Quantification

NASA Technical Reports Server (NTRS)

Tian, Yudong; Nearing, Grey S.; Peters-Lidard, Christa D.; Harrison, Kenneth W.; Tang, Ling

2016-01-01

A common set of statistical metrics has been used to summarize the performance of models or measurements-­ the most widely used ones being bias, mean square error, and linear correlation coefficient. They assume linear, additive, Gaussian errors, and they are interdependent, incomplete, and incapable of directly quantifying un­certainty. The authors demonstrate that these metrics can be directly derived from the parameters of the simple linear error model. Since a correct error model captures the full error information, it is argued that the specification of a parametric error model should be an alternative to the metrics-based approach. The error-modeling meth­odology is applicable to both linear and nonlinear errors, while the metrics are only meaningful for linear errors. In addition, the error model expresses the error structure more naturally, and directly quantifies uncertainty. This argument is further explained by highlighting the intrinsic connections between the performance metrics, the error model, and the joint distribution between the data and the reference.

Uncertainty relations, zero point energy and the linear canonical group

NASA Technical Reports Server (NTRS)

Sudarshan, E. C. G.

1993-01-01

The close relationship between the zero point energy, the uncertainty relations, coherent states, squeezed states, and correlated states for one mode is investigated. This group-theoretic perspective enables the parametrization and identification of their multimode generalization. In particular the generalized Schroedinger-Robertson uncertainty relations are analyzed. An elementary method of determining the canonical structure of the generalized correlated states is presented.

Comparison of Two Methods for Estimating the Sampling-Related Uncertainty of Satellite Rainfall Averages Based on a Large Radar Data Set

NASA Technical Reports Server (NTRS)

Lau, William K. M. (Technical Monitor); Bell, Thomas L.; Steiner, Matthias; Zhang, Yu; Wood, Eric F.

2002-01-01

The uncertainty of rainfall estimated from averages of discrete samples collected by a satellite is assessed using a multi-year radar data set covering a large portion of the United States. The sampling-related uncertainty of rainfall estimates is evaluated for all combinations of 100 km, 200 km, and 500 km space domains, 1 day, 5 day, and 30 day rainfall accumulations, and regular sampling time intervals of 1 h, 3 h, 6 h, 8 h, and 12 h. These extensive analyses are combined to characterize the sampling uncertainty as a function of space and time domain, sampling frequency, and rainfall characteristics by means of a simple scaling law. Moreover, it is shown that both parametric and non-parametric statistical techniques of estimating the sampling uncertainty produce comparable results. Sampling uncertainty estimates, however, do depend on the choice of technique for obtaining them. They can also vary considerably from case to case, reflecting the great variability of natural rainfall, and should therefore be expressed in probabilistic terms. Rainfall calibration errors are shown to affect comparison of results obtained by studies based on data from different climate regions and/or observation platforms.

Uncertainty quantification and global sensitivity analysis of the Los Alamos sea ice model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Urrego-Blanco, Jorge Rolando; Urban, Nathan Mark; Hunke, Elizabeth Clare

Changes in the high-latitude climate system have the potential to affect global climate through feedbacks with the atmosphere and connections with midlatitudes. Sea ice and climate models used to understand these changes have uncertainties that need to be characterized and quantified. We present a quantitative way to assess uncertainty in complex computer models, which is a new approach in the analysis of sea ice models. We characterize parametric uncertainty in the Los Alamos sea ice model (CICE) in a standalone configuration and quantify the sensitivity of sea ice area, extent, and volume with respect to uncertainty in 39 individual modelmore » parameters. Unlike common sensitivity analyses conducted in previous studies where parameters are varied one at a time, this study uses a global variance-based approach in which Sobol' sequences are used to efficiently sample the full 39-dimensional parameter space. We implement a fast emulator of the sea ice model whose predictions of sea ice extent, area, and volume are used to compute the Sobol' sensitivity indices of the 39 parameters. Main effects and interactions among the most influential parameters are also estimated by a nonparametric regression technique based on generalized additive models. A ranking based on the sensitivity indices indicates that model predictions are most sensitive to snow parameters such as snow conductivity and grain size, and the drainage of melt ponds. Lastly, it is recommended that research be prioritized toward more accurately determining these most influential parameter values by observational studies or by improving parameterizations in the sea ice model.« less

Uncertainty quantification and global sensitivity analysis of the Los Alamos sea ice model

DOE PAGES

Urrego-Blanco, Jorge Rolando; Urban, Nathan Mark; Hunke, Elizabeth Clare; ...

2016-04-01

Changes in the high-latitude climate system have the potential to affect global climate through feedbacks with the atmosphere and connections with midlatitudes. Sea ice and climate models used to understand these changes have uncertainties that need to be characterized and quantified. We present a quantitative way to assess uncertainty in complex computer models, which is a new approach in the analysis of sea ice models. We characterize parametric uncertainty in the Los Alamos sea ice model (CICE) in a standalone configuration and quantify the sensitivity of sea ice area, extent, and volume with respect to uncertainty in 39 individual modelmore » parameters. Unlike common sensitivity analyses conducted in previous studies where parameters are varied one at a time, this study uses a global variance-based approach in which Sobol' sequences are used to efficiently sample the full 39-dimensional parameter space. We implement a fast emulator of the sea ice model whose predictions of sea ice extent, area, and volume are used to compute the Sobol' sensitivity indices of the 39 parameters. Main effects and interactions among the most influential parameters are also estimated by a nonparametric regression technique based on generalized additive models. A ranking based on the sensitivity indices indicates that model predictions are most sensitive to snow parameters such as snow conductivity and grain size, and the drainage of melt ponds. Lastly, it is recommended that research be prioritized toward more accurately determining these most influential parameter values by observational studies or by improving parameterizations in the sea ice model.« less

Extraction of decision rules via imprecise probabilities

NASA Astrophysics Data System (ADS)

Abellán, Joaquín; López, Griselda; Garach, Laura; Castellano, Javier G.

2017-05-01

Data analysis techniques can be applied to discover important relations among features. This is the main objective of the Information Root Node Variation (IRNV) technique, a new method to extract knowledge from data via decision trees. The decision trees used by the original method were built using classic split criteria. The performance of new split criteria based on imprecise probabilities and uncertainty measures, called credal split criteria, differs significantly from the performance obtained using the classic criteria. This paper extends the IRNV method using two credal split criteria: one based on a mathematical parametric model, and other one based on a non-parametric model. The performance of the method is analyzed using a case study of traffic accident data to identify patterns related to the severity of an accident. We found that a larger number of rules is generated, significantly supplementing the information obtained using the classic split criteria.

On-Line Robust Modal Stability Prediction using Wavelet Processing

NASA Technical Reports Server (NTRS)

Brenner, Martin J.; Lind, Rick

1998-01-01

Wavelet analysis for filtering and system identification has been used to improve the estimation of aeroservoelastic stability margins. The conservatism of the robust stability margins is reduced with parametric and nonparametric time- frequency analysis of flight data in the model validation process. Nonparametric wavelet processing of data is used to reduce the effects of external disturbances and unmodeled dynamics. Parametric estimates of modal stability are also extracted using the wavelet transform. Computation of robust stability margins for stability boundary prediction depends on uncertainty descriptions derived from the data for model validation. The F-18 High Alpha Research Vehicle aeroservoelastic flight test data demonstrates improved robust stability prediction by extension of the stability boundary beyond the flight regime. Guidelines and computation times are presented to show the efficiency and practical aspects of these procedures for on-line implementation. Feasibility of the method is shown for processing flight data from time- varying nonstationary test points.

SPH/N-Body simulations of small (D = 10km) asteroidal breakups and improved parametric relations for Monte-Carlo collisional models

NASA Astrophysics Data System (ADS)

Ševeček, P.; Brož, M.; Nesvorný, D.; Enke, B.; Durda, D.; Walsh, K.; Richardson, D. C.

2017-11-01

We report on our study of asteroidal breakups, i.e. fragmentations of targets, subsequent gravitational reaccumulation and formation of small asteroid families. We focused on parent bodies with diameters Dpb = 10km . Simulations were performed with a smoothed-particle hydrodynamics (SPH) code combined with an efficient N-body integrator. We assumed various projectile sizes, impact velocities and impact angles (125 runs in total). Resulting size-frequency distributions are significantly different from scaled-down simulations with Dpb = 100km targets (Durda et al., 2007). We derive new parametric relations describing fragment distributions, suitable for Monte-Carlo collisional models. We also characterize velocity fields and angular distributions of fragments, which can be used as initial conditions for N-body simulations of small asteroid families. Finally, we discuss a number of uncertainties related to SPH simulations.

Bayesian inversion of marine CSEM data from the Scarborough gas field using a transdimensional 2-D parametrization

NASA Astrophysics Data System (ADS)

Ray, Anandaroop; Key, Kerry; Bodin, Thomas; Myer, David; Constable, Steven

2014-12-01

We apply a reversible-jump Markov chain Monte Carlo method to sample the Bayesian posterior model probability density function of 2-D seafloor resistivity as constrained by marine controlled source electromagnetic data. This density function of earth models conveys information on which parts of the model space are illuminated by the data. Whereas conventional gradient-based inversion approaches require subjective regularization choices to stabilize this highly non-linear and non-unique inverse problem and provide only a single solution with no model uncertainty information, the method we use entirely avoids model regularization. The result of our approach is an ensemble of models that can be visualized and queried to provide meaningful information about the sensitivity of the data to the subsurface, and the level of resolution of model parameters. We represent models in 2-D using a Voronoi cell parametrization. To make the 2-D problem practical, we use a source-receiver common midpoint approximation with 1-D forward modelling. Our algorithm is transdimensional and self-parametrizing where the number of resistivity cells within a 2-D depth section is variable, as are their positions and geometries. Two synthetic studies demonstrate the algorithm's use in the appraisal of a thin, segmented, resistive reservoir which makes for a challenging exploration target. As a demonstration example, we apply our method to survey data collected over the Scarborough gas field on the Northwest Australian shelf.

Quantifying uncertainty in health impact assessment: a case-study example on indoor housing ventilation.

PubMed

Mesa-Frias, Marco; Chalabi, Zaid; Foss, Anna M

2014-01-01

Quantitative health impact assessment (HIA) is increasingly being used to assess the health impacts attributable to an environmental policy or intervention. As a consequence, there is a need to assess uncertainties in the assessments because of the uncertainty in the HIA models. In this paper, a framework is developed to quantify the uncertainty in the health impacts of environmental interventions and is applied to evaluate the impacts of poor housing ventilation. The paper describes the development of the framework through three steps: (i) selecting the relevant exposure metric and quantifying the evidence of potential health effects of the exposure; (ii) estimating the size of the population affected by the exposure and selecting the associated outcome measure; (iii) quantifying the health impact and its uncertainty. The framework introduces a novel application for the propagation of uncertainty in HIA, based on fuzzy set theory. Fuzzy sets are used to propagate parametric uncertainty in a non-probabilistic space and are applied to calculate the uncertainty in the morbidity burdens associated with three indoor ventilation exposure scenarios: poor, fair and adequate. The case-study example demonstrates how the framework can be used in practice, to quantify the uncertainty in health impact assessment where there is insufficient information to carry out a probabilistic uncertainty analysis. © 2013.

User Guidelines and Best Practices for CASL VUQ Analysis Using Dakota

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, Brian M.; Coleman, Kayla; Gilkey, Lindsay N.

Sandia’s Dakota software (available at http://dakota.sandia.gov) supports science and engineering transformation through advanced exploration of simulations. Specifically it manages and analyzes ensembles of simulations to provide broader and deeper perspective for analysts and decision makers. This enables them to enhance understanding of risk, improve products, and assess simulation credibility. In its simplest mode, Dakota can automate typical parameter variation studies through a generic interface to a physics-based computational model. This can lend efficiency and rigor to manual parameter perturbation studies already being conducted by analysts. However, Dakota also delivers advanced parametric analysis techniques enabling design exploration, optimization, model calibration, riskmore » analysis, and quantification of margins and uncertainty with such models. It directly supports verification and validation activities. Dakota algorithms enrich complex science and engineering models, enabling an analyst to answer crucial questions of - Sensitivity: Which are the most important input factors or parameters entering the simulation, and how do they influence key outputs?; Uncertainty: What is the uncertainty or variability in simulation output, given uncertainties in input parameters? How safe, reliable, robust, or variable is my system? (Quantification of margins and uncertainty, QMU); Optimization: What parameter values yield the best performing design or operating condition, given constraints? Calibration: What models and/or parameters best match experimental data? In general, Dakota is the Consortium for Advanced Simulation of Light Water Reactors (CASL) delivery vehicle for verification, validation, and uncertainty quantification (VUQ) algorithms. It permits ready application of the VUQ methods described above to simulation codes by CASL researchers, code developers, and application engineers.« less

Examination of the uncertainty in contaminant fate and transport modeling: a case study in the Venice Lagoon.

PubMed

Sommerfreund, J; Arhonditsis, G B; Diamond, M L; Frignani, M; Capodaglio, G; Gerino, M; Bellucci, L; Giuliani, S; Mugnai, C

2010-03-01

A Monte Carlo analysis is used to quantify environmental parametric uncertainty in a multi-segment, multi-chemical model of the Venice Lagoon. Scientific knowledge, expert judgment and observational data are used to formulate prior probability distributions that characterize the uncertainty pertaining to 43 environmental system parameters. The propagation of this uncertainty through the model is then assessed by a comparative analysis of the moments (central tendency, dispersion) of the model output distributions. We also apply principal component analysis in combination with correlation analysis to identify the most influential parameters, thereby gaining mechanistic insights into the ecosystem functioning. We found that modeled concentrations of Cu, Pb, OCDD/F and PCB-180 varied by up to an order of magnitude, exhibiting both contaminant- and site-specific variability. These distributions generally overlapped with the measured concentration ranges. We also found that the uncertainty of the contaminant concentrations in the Venice Lagoon was characterized by two modes of spatial variability, mainly driven by the local hydrodynamic regime, which separate the northern and central parts of the lagoon and the more isolated southern basin. While spatial contaminant gradients in the lagoon were primarily shaped by hydrology, our analysis also shows that the interplay amongst the in-place historical pollution in the central lagoon, the local suspended sediment concentrations and the sediment burial rates exerts significant control on the variability of the contaminant concentrations. We conclude that the probabilistic analysis presented herein is valuable for quantifying uncertainty and probing its cause in over-parameterized models, while some of our results can be used to dictate where additional data collection efforts should focus on and the directions that future model refinement should follow. (c) 2009 Elsevier Inc. All rights reserved.

Strong dependence of CO 2 emissions from anthropogenic land cover change on initial land cover and soil carbon parametrization

DOE PAGES

Goll, Daniel S.; Brovkin, Victor; Liski, Jari; ...

2015-08-12

The quantification of sources and sinks of carbon from land use and land cover changes (LULCC) is uncertain. We investigated how the parametrization of LULCC and of organic matter decomposition, as well as initial land cover, affects the historical and future carbon fluxes in an Earth System Model (ESM). Using the land component of the Max Planck Institute ESM, we found that the historical (1750–2010) LULCC flux varied up to 25% depending on the fraction of biomass which enters the atmosphere directly due to burning or is used in short-lived products. The uncertainty in the decadal LULCC fluxes of themore » recent past due to the parametrization of decomposition and direct emissions was 0.6 Pg C yr $-$1, which is 3 times larger than the uncertainty previously attributed to model and method in general. Preindustrial natural land cover had a larger effect on decadal LULCC fluxes than the aforementioned parameter sensitivity (1.0 Pg C yr $-$1). Regional differences between reconstructed and dynamically computed land covers, in particular, at low latitudes, led to differences in historical LULCC emissions of 84–114 Pg C, globally. This effect is larger than the effects of forest regrowth, shifting cultivation, or climate feedbacks and comparable to the effect of differences among studies in the terminology of LULCC. Finally, in general, we find that the practice of calibrating the net land carbon balance to provide realistic boundary conditions for the climate component of an ESM hampers the applicability of the land component outside its primary field of application.« less

Strong dependence of CO 2 emissions from anthropogenic land cover change on initial land cover and soil carbon parametrization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goll, Daniel S.; Brovkin, Victor; Liski, Jari

The quantification of sources and sinks of carbon from land use and land cover changes (LULCC) is uncertain. We investigated how the parametrization of LULCC and of organic matter decomposition, as well as initial land cover, affects the historical and future carbon fluxes in an Earth System Model (ESM). Using the land component of the Max Planck Institute ESM, we found that the historical (1750–2010) LULCC flux varied up to 25% depending on the fraction of biomass which enters the atmosphere directly due to burning or is used in short-lived products. The uncertainty in the decadal LULCC fluxes of themore » recent past due to the parametrization of decomposition and direct emissions was 0.6 Pg C yr $-$1, which is 3 times larger than the uncertainty previously attributed to model and method in general. Preindustrial natural land cover had a larger effect on decadal LULCC fluxes than the aforementioned parameter sensitivity (1.0 Pg C yr $-$1). Regional differences between reconstructed and dynamically computed land covers, in particular, at low latitudes, led to differences in historical LULCC emissions of 84–114 Pg C, globally. This effect is larger than the effects of forest regrowth, shifting cultivation, or climate feedbacks and comparable to the effect of differences among studies in the terminology of LULCC. Finally, in general, we find that the practice of calibrating the net land carbon balance to provide realistic boundary conditions for the climate component of an ESM hampers the applicability of the land component outside its primary field of application.« less

Deep Uncertainties in Sea-Level Rise and Storm Surge Projections: Implications for Coastal Flood Risk Management.

PubMed

Oddo, Perry C; Lee, Ben S; Garner, Gregory G; Srikrishnan, Vivek; Reed, Patrick M; Forest, Chris E; Keller, Klaus

2017-09-05

Sea levels are rising in many areas around the world, posing risks to coastal communities and infrastructures. Strategies for managing these flood risks present decision challenges that require a combination of geophysical, economic, and infrastructure models. Previous studies have broken important new ground on the considerable tensions between the costs of upgrading infrastructure and the damages that could result from extreme flood events. However, many risk-based adaptation strategies remain silent on certain potentially important uncertainties, as well as the tradeoffs between competing objectives. Here, we implement and improve on a classic decision-analytical model (Van Dantzig 1956) to: (i) capture tradeoffs across conflicting stakeholder objectives, (ii) demonstrate the consequences of structural uncertainties in the sea-level rise and storm surge models, and (iii) identify the parametric uncertainties that most strongly influence each objective using global sensitivity analysis. We find that the flood adaptation model produces potentially myopic solutions when formulated using traditional mean-centric decision theory. Moving from a single-objective problem formulation to one with multiobjective tradeoffs dramatically expands the decision space, and highlights the need for compromise solutions to address stakeholder preferences. We find deep structural uncertainties that have large effects on the model outcome, with the storm surge parameters accounting for the greatest impacts. Global sensitivity analysis effectively identifies important parameter interactions that local methods overlook, and that could have critical implications for flood adaptation strategies. © 2017 Society for Risk Analysis.

A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

NASA Astrophysics Data System (ADS)

Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.

2015-12-01

Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.

Uncertainties related to the representation of momentum transport in shallow convection

NASA Astrophysics Data System (ADS)

Schlemmer, Linda; Bechtold, Peter; Sandu, Irina; Ahlgrimm, Maike

2017-04-01

The vertical transport of horizontal momentum by convection has an important impact on the general circulation of the atmosphere as well as on the life cycle and track of cyclones. So far convective momentum transport (CMT) has mostly been studied for deep convection, whereas little is known about its characteristics and importance in shallow convection. In this study CMT by shallow convection is investigated by analyzing both data from large-eddy simulations (LES) and simulations performed with the Integrated Forecasting System (IFS) of the European Centre for Medium-Range Weather Forecasts (ECMWF). In addition, the central terms underlying the bulk mass-flux parametrization of CMT are evaluated offline. Further, the uncertainties related to the representation of CMT are explored by running the stochastically perturbed parametrizations (SPP) approach of the IFS. The analyzed cases exhibit shallow convective clouds developing within considerable low-level wind shear. Analysis of the momentum fluxes in the LES data reveals significant momentum transport by the convection in both cases, which is directed down-gradient despite substantial organization of the cloud field. A detailed inspection of the convection parametrization reveals a very good representation of the entrainment and detrainment rates and an appropriate representation of the convective mass and momentum fluxes. To determine the correct values of mass-flux and in-cloud momentum at the cloud base in the parametrization yet remains challenging. The spread in convection-related quantities generated by the SPP is reasonable and addresses many of the identified uncertainties.

Evaluation of Uncertainty and Sensitivity in Environmental Modeling at a Radioactive Waste Management Site

NASA Astrophysics Data System (ADS)

Stockton, T. B.; Black, P. K.; Catlett, K. M.; Tauxe, J. D.

2002-05-01

Environmental modeling is an essential component in the evaluation of regulatory compliance of radioactive waste management sites (RWMSs) at the Nevada Test Site in southern Nevada, USA. For those sites that are currently operating, further goals are to support integrated decision analysis for the development of acceptance criteria for future wastes, as well as site maintenance, closure, and monitoring. At these RWMSs, the principal pathways for release of contamination to the environment are upward towards the ground surface rather than downwards towards the deep water table. Biotic processes, such as burrow excavation and plant uptake and turnover, dominate this upward transport. A combined multi-pathway contaminant transport and risk assessment model was constructed using the GoldSim modeling platform. This platform facilitates probabilistic analysis of environmental systems, and is especially well suited for assessments involving radionuclide decay chains. The model employs probabilistic definitions of key parameters governing contaminant transport, with the goals of quantifying cumulative uncertainty in the estimation of performance measures and providing information necessary to perform sensitivity analyses. This modeling differs from previous radiological performance assessments (PAs) in that the modeling parameters are intended to be representative of the current knowledge, and the uncertainty in that knowledge, of parameter values rather than reflective of a conservative assessment approach. While a conservative PA may be sufficient to demonstrate regulatory compliance, a parametrically honest PA can also be used for more general site decision-making. In particular, a parametrically honest probabilistic modeling approach allows both uncertainty and sensitivity analyses to be explicitly coupled to the decision framework using a single set of model realizations. For example, sensitivity analysis provides a guide for analyzing the value of collecting more information by quantifying the relative importance of each input parameter in predicting the model response. However, in these complex, high dimensional eco-system models, represented by the RWMS model, the dynamics of the systems can act in a non-linear manner. Quantitatively assessing the importance of input variables becomes more difficult as the dimensionality, the non-linearities, and the non-monotonicities of the model increase. Methods from data mining such as Multivariate Adaptive Regression Splines (MARS) and the Fourier Amplitude Sensitivity Test (FAST) provide tools that can be used in global sensitivity analysis in these high dimensional, non-linear situations. The enhanced interpretability of model output provided by the quantitative measures estimated by these global sensitivity analysis tools will be demonstrated using the RWMS model.

Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas

PubMed Central

Bedford, Tim; Daneshkhah, Alireza

2015-01-01

Many applications of risk analysis require us to jointly model multiple uncertain quantities. Bayesian networks and copulas are two common approaches to modeling joint uncertainties with probability distributions. This article focuses on new methodologies for copulas by developing work of Cooke, Bedford, Kurowica, and others on vines as a way of constructing higher dimensional distributions that do not suffer from some of the restrictions of alternatives such as the multivariate Gaussian copula. The article provides a fundamental approximation result, demonstrating that we can approximate any density as closely as we like using vines. It further operationalizes this result by showing how minimum information copulas can be used to provide parametric classes of copulas that have such good levels of approximation. We extend previous approaches using vines by considering nonconstant conditional dependencies, which are particularly relevant in financial risk modeling. We discuss how such models may be quantified, in terms of expert judgment or by fitting data, and illustrate the approach by modeling two financial data sets. PMID:26332240

DNN-state identification of 2D distributed parameter systems

NASA Astrophysics Data System (ADS)

Chairez, I.; Fuentes, R.; Poznyak, A.; Poznyak, T.; Escudero, M.; Viana, L.

2012-02-01

There are many examples in science and engineering which are reduced to a set of partial differential equations (PDEs) through a process of mathematical modelling. Nevertheless there exist many sources of uncertainties around the aforementioned mathematical representation. Moreover, to find exact solutions of those PDEs is not a trivial task especially if the PDE is described in two or more dimensions. It is well known that neural networks can approximate a large set of continuous functions defined on a compact set to an arbitrary accuracy. In this article, a strategy based on the differential neural network (DNN) for the non-parametric identification of a mathematical model described by a class of two-dimensional (2D) PDEs is proposed. The adaptive laws for weights ensure the 'practical stability' of the DNN-trajectories to the parabolic 2D-PDE states. To verify the qualitative behaviour of the suggested methodology, here a non-parametric modelling problem for a distributed parameter plant is analysed.

Global sensitivity analysis of groundwater transport

NASA Astrophysics Data System (ADS)

Cvetkovic, V.; Soltani, S.; Vigouroux, G.

2015-12-01

In this work we address the model and parametric sensitivity of groundwater transport using the Lagrangian-Stochastic Advection-Reaction (LaSAR) methodology. The 'attenuation index' is used as a relevant and convenient measure of the coupled transport mechanisms. The coefficients of variation (CV) for seven uncertain parameters are assumed to be between 0.25 and 3.5, the highest value being for the lower bound of the mass transfer coefficient k0 . In almost all cases, the uncertainties in the macro-dispersion (CV = 0.35) and in the mass transfer rate k0 (CV = 3.5) are most significant. The global sensitivity analysis using Sobol and derivative-based indices yield consistent rankings on the significance of different models and/or parameter ranges. The results presented here are generic however the proposed methodology can be easily adapted to specific conditions where uncertainty ranges in models and/or parameters can be estimated from field and/or laboratory measurements.

Probabilistic simulation of the human factor in structural reliability

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1993-01-01

A formal approach is described in an attempt to computationally simulate the probable ranges of uncertainties of the human factor in structural probabilistic assessments. A multi-factor interaction equation (MFIE) model has been adopted for this purpose. Human factors such as marital status, professional status, home life, job satisfaction, work load and health, are considered to demonstrate the concept. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Suitability of the MFIE in the subsequently probabilistic sensitivity studies are performed to assess the validity of the whole approach. Results obtained show that the uncertainties for no error range from five to thirty percent for the most optimistic case.

Probabilistic simulation of the human factor in structural reliability

NASA Astrophysics Data System (ADS)

Chamis, Christos C.; Singhal, Surendra N.

1994-09-01

The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).

Probabilistic Simulation of the Human Factor in Structural Reliability

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Singhal, Surendra N.

1994-01-01

The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).

Residual uncertainty estimation using instance-based learning with applications to hydrologic forecasting

NASA Astrophysics Data System (ADS)

Wani, Omar; Beckers, Joost V. L.; Weerts, Albrecht H.; Solomatine, Dimitri P.

2017-08-01

A non-parametric method is applied to quantify residual uncertainty in hydrologic streamflow forecasting. This method acts as a post-processor on deterministic model forecasts and generates a residual uncertainty distribution. Based on instance-based learning, it uses a k nearest-neighbour search for similar historical hydrometeorological conditions to determine uncertainty intervals from a set of historical errors, i.e. discrepancies between past forecast and observation. The performance of this method is assessed using test cases of hydrologic forecasting in two UK rivers: the Severn and Brue. Forecasts in retrospect were made and their uncertainties were estimated using kNN resampling and two alternative uncertainty estimators: quantile regression (QR) and uncertainty estimation based on local errors and clustering (UNEEC). Results show that kNN uncertainty estimation produces accurate and narrow uncertainty intervals with good probability coverage. Analysis also shows that the performance of this technique depends on the choice of search space. Nevertheless, the accuracy and reliability of uncertainty intervals generated using kNN resampling are at least comparable to those produced by QR and UNEEC. It is concluded that kNN uncertainty estimation is an interesting alternative to other post-processors, like QR and UNEEC, for estimating forecast uncertainty. Apart from its concept being simple and well understood, an advantage of this method is that it is relatively easy to implement.

Propagation of stage measurement uncertainties to streamflow time series

NASA Astrophysics Data System (ADS)

Horner, Ivan; Le Coz, Jérôme; Renard, Benjamin; Branger, Flora; McMillan, Hilary

2016-04-01

Streamflow uncertainties due to stage measurements errors are generally overlooked in the promising probabilistic approaches that have emerged in the last decade. We introduce an original error model for propagating stage uncertainties through a stage-discharge rating curve within a Bayesian probabilistic framework. The method takes into account both rating curve (parametric errors and structural errors) and stage uncertainty (systematic and non-systematic errors). Practical ways to estimate the different types of stage errors are also presented: (1) non-systematic errors due to instrument resolution and precision and non-stationary waves and (2) systematic errors due to gauge calibration against the staff gauge. The method is illustrated at a site where the rating-curve-derived streamflow can be compared with an accurate streamflow reference. The agreement between the two time series is overall satisfying. Moreover, the quantification of uncertainty is also satisfying since the streamflow reference is compatible with the streamflow uncertainty intervals derived from the rating curve and the stage uncertainties. Illustrations from other sites are also presented. Results are much contrasted depending on the site features. In some cases, streamflow uncertainty is mainly due to stage measurement errors. The results also show the importance of discriminating systematic and non-systematic stage errors, especially for long term flow averages. Perspectives for improving and validating the streamflow uncertainty estimates are eventually discussed.

Multi-Hypothesis Modelling Capabilities for Robust Data-Model Integration

NASA Astrophysics Data System (ADS)

Walker, A. P.; De Kauwe, M. G.; Lu, D.; Medlyn, B.; Norby, R. J.; Ricciuto, D. M.; Rogers, A.; Serbin, S.; Weston, D. J.; Ye, M.; Zaehle, S.

2017-12-01

Large uncertainty is often inherent in model predictions due to imperfect knowledge of how to describe the mechanistic processes (hypotheses) that a model is intended to represent. Yet this model hypothesis uncertainty (MHU) is often overlooked or informally evaluated, as methods to quantify and evaluate MHU are limited. MHU is increased as models become more complex because each additional processes added to a model comes with inherent MHU as well as parametric unceratinty. With the current trend of adding more processes to Earth System Models (ESMs), we are adding uncertainty, which can be quantified for parameters but not MHU. Model inter-comparison projects do allow for some consideration of hypothesis uncertainty but in an ad hoc and non-independent fashion. This has stymied efforts to evaluate ecosystem models against data and intepret the results mechanistically because it is not simple to interpret exactly why a model is producing the results it does and identify which model assumptions are key as they combine models of many sub-systems and processes, each of which may be conceptualised and represented mathematically in various ways. We present a novel modelling framework—the multi-assumption architecture and testbed (MAAT)—that automates the combination, generation, and execution of a model ensemble built with different representations of process. We will present the argument that multi-hypothesis modelling needs to be considered in conjunction with other capabilities (e.g. the Predictive Ecosystem Analyser; PecAn) and statistical methods (e.g. sensitivity anaylsis, data assimilation) to aid efforts in robust data model integration to enhance our predictive understanding of biological systems.

Robust stability of fractional order polynomials with complicated uncertainty structure

PubMed Central

Şenol, Bilal; Pekař, Libor

2017-01-01

The main aim of this article is to present a graphical approach to robust stability analysis for families of fractional order (quasi-)polynomials with complicated uncertainty structure. More specifically, the work emphasizes the multilinear, polynomial and general structures of uncertainty and, moreover, the retarded quasi-polynomials with parametric uncertainty are studied. Since the families with these complex uncertainty structures suffer from the lack of analytical tools, their robust stability is investigated by numerical calculation and depiction of the value sets and subsequent application of the zero exclusion condition. PMID:28662173

Analysis of the uncertainty in the monetary valuation of ecosystem services--A case study at the river basin scale.

PubMed

Boithias, Laurie; Terrado, Marta; Corominas, Lluís; Ziv, Guy; Kumar, Vikas; Marqués, Montse; Schuhmacher, Marta; Acuña, Vicenç

2016-02-01

Ecosystem services provide multiple benefits to human wellbeing and are increasingly considered by policy-makers in environmental management. However, the uncertainty related with the monetary valuation of these benefits is not yet adequately defined or integrated by policy-makers. Given this background, our aim was to quantify different sources of uncertainty when performing monetary valuation of ecosystem services, in order to provide a series of guidelines to reduce them. With an example of 4 ecosystem services (i.e., water provisioning, waste treatment, erosion protection, and habitat for species) provided at the river basin scale, we quantified the uncertainty associated with the following sources: (1) the number of services considered, (2) the number of benefits considered for each service, (3) the valuation metrics (i.e. valuation methods) used to value benefits, and (4) the uncertainty of the parameters included in the valuation metrics. Results indicate that the highest uncertainty was caused by the number of services considered, as well as by the number of benefits considered for each service, whereas the parametric uncertainty was similar to the one related to the selection of valuation metric, thus suggesting that the parametric uncertainty, which is the only uncertainty type commonly considered, was less critical than the structural uncertainty, which is in turn mainly dependent on the decision-making context. Given the uncertainty associated to the valuation structure, special attention should be given to the selection of services, benefits and metrics according to a given context. Copyright © 2015 Elsevier B.V. All rights reserved.

Predicting climate change: Uncertainties and prospects for surmounting them

NASA Astrophysics Data System (ADS)

Ghil, Michael

2008-03-01

General circulation models (GCMs) are among the most detailed and sophisticated models of natural phenomena in existence. Still, the lack of robust and efficient subgrid-scale parametrizations for GCMs, along with the inherent sensitivity to initial data and the complex nonlinearities involved, present a major and persistent obstacle to narrowing the range of estimates for end-of-century warming. Estimating future changes in the distribution of climatic extrema is even more difficult. Brute-force tuning the large number of GCM parameters does not appear to help reduce the uncertainties. Andronov and Pontryagin (1937) proposed structural stability as a way to evaluate model robustness. Unfortunately, many real-world systems proved to be structurally unstable. We illustrate these concepts with a very simple model for the El Niño--Southern Oscillation (ENSO). Our model is governed by a differential delay equation with a single delay and periodic (seasonal) forcing. Like many of its more or less detailed and realistic precursors, this model exhibits a Devil's staircase. We study the model's structural stability, describe the mechanisms of the observed instabilities, and connect our findings to ENSO phenomenology. In the model's phase-parameter space, regions of smooth dependence on parameters alternate with rough, fractal ones. We then apply the tools of random dynamical systems and stochastic structural stability to the circle map and a torus map. The effect of noise with compact support on these maps is fairly intuitive: it is the most robust structures in phase-parameter space that survive the smoothing introduced by the noise. The nature of the stochastic forcing matters, thus suggesting that certain types of stochastic parametrizations might be better than others in achieving GCM robustness. This talk represents joint work with M. Chekroun, E. Simonnet and I. Zaliapin.

Bounding uncertainty in volumetric geometric models for terrestrial lidar observations of ecosystems.

PubMed

Paynter, Ian; Genest, Daniel; Peri, Francesco; Schaaf, Crystal

2018-04-06

Volumetric models with known biases are shown to provide bounds for the uncertainty in estimations of volume for ecologically interesting objects, observed with a terrestrial laser scanner (TLS) instrument. Bounding cuboids, three-dimensional convex hull polygons, voxels, the Outer Hull Model and Square Based Columns (SBCs) are considered for their ability to estimate the volume of temperate and tropical trees, as well as geomorphological features such as bluffs and saltmarsh creeks. For temperate trees, supplementary geometric models are evaluated for their ability to bound the uncertainty in cylinder-based reconstructions, finding that coarser volumetric methods do not currently constrain volume meaningfully, but may be helpful with further refinement, or in hybridized models. Three-dimensional convex hull polygons consistently overestimate object volume, and SBCs consistently underestimate volume. Voxel estimations vary in their bias, due to the point density of the TLS data, and occlusion, particularly in trees. The response of the models to parametrization is analysed, observing unexpected trends in the SBC estimates for the drumlin dataset. Establishing that this result is due to the resolution of the TLS observations being insufficient to support the resolution of the geometric model, it is suggested that geometric models with predictable outcomes can also highlight data quality issues when they produce illogical results.

Bounding uncertainty in volumetric geometric models for terrestrial lidar observations of ecosystems

PubMed Central

Genest, Daniel; Peri, Francesco; Schaaf, Crystal

2018-01-01

Volumetric models with known biases are shown to provide bounds for the uncertainty in estimations of volume for ecologically interesting objects, observed with a terrestrial laser scanner (TLS) instrument. Bounding cuboids, three-dimensional convex hull polygons, voxels, the Outer Hull Model and Square Based Columns (SBCs) are considered for their ability to estimate the volume of temperate and tropical trees, as well as geomorphological features such as bluffs and saltmarsh creeks. For temperate trees, supplementary geometric models are evaluated for their ability to bound the uncertainty in cylinder-based reconstructions, finding that coarser volumetric methods do not currently constrain volume meaningfully, but may be helpful with further refinement, or in hybridized models. Three-dimensional convex hull polygons consistently overestimate object volume, and SBCs consistently underestimate volume. Voxel estimations vary in their bias, due to the point density of the TLS data, and occlusion, particularly in trees. The response of the models to parametrization is analysed, observing unexpected trends in the SBC estimates for the drumlin dataset. Establishing that this result is due to the resolution of the TLS observations being insufficient to support the resolution of the geometric model, it is suggested that geometric models with predictable outcomes can also highlight data quality issues when they produce illogical results. PMID:29503722

Numerical investigation and Uncertainty Quantification of the Impact of the geological and geomechanical properties on the seismo-acoustic responses of underground chemical explosions

NASA Astrophysics Data System (ADS)

Ezzedine, S. M.; Pitarka, A.; Vorobiev, O.; Glenn, L.; Antoun, T.

2017-12-01

We have performed three-dimensional high resolution simulations of underground chemical explosions conducted recently in jointed rock outcrop as part of the Source Physics Experiments (SPE) being conducted at the Nevada National Security Site (NNSS). The main goal of the current study is to investigate the effects of the structural and geomechanical properties on the spall phenomena due to underground chemical explosions and its subsequent effect on the seismo-acoustic signature at far distances. Two parametric studies have been undertaken to assess the impact of different 1) conceptual geological models including a single layer and two layers model, with and without joints and with and without varying geomechanical properties, and 2) depth of bursts of the chemical explosions and explosion yields. Through these investigations we have explored not only the near-field response of the chemical explosions but also the far-field responses of the seismic and the acoustic signatures. The near-field simulations were conducted using the Eulerian and Lagrangian codes, GEODYN and GEODYN -L, respectively, while the far-field seismic simulations were conducted using the elastic wave propagation code, WPP, and the acoustic response using the Kirchhoff-Helmholtz-Rayleigh time-dependent approximation code, KHR. Though a series of simulations we have recorded the velocity field histories a) at the ground surface on an acoustic-source-patch for the acoustic simulations, and 2) on a seismic-source-box for the seismic simulations. We first analyzed the SPE3 experimental data and simulated results, then simulated SPE4-prime, SPE5, and SPE6 to anticipate their seismo-acoustic responses given conditions of uncertainties. SPE experiments were conducted in a granitic formation; we have extended the parametric study to include other geological settings such dolomite and alluvial formations. These parametric studies enabled us 1) investigating the geotechnical and geophysical key parameters that impact the seismo-acoustic responses of underground chemical explosions and 2) deciphering and ranking through a global sensitivity analysis the most important key parameters to be characterized on site to minimize uncertainties in prediction and discrimination.

Dependence in probabilistic modeling Dempster-Shafer theory and probability bounds analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ferson, Scott; Nelsen, Roger B.; Hajagos, Janos

2015-05-01

This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.

A Bayesian approach to model structural error and input variability in groundwater modeling

NASA Astrophysics Data System (ADS)

Xu, T.; Valocchi, A. J.; Lin, Y. F. F.; Liang, F.

2015-12-01

Effective water resource management typically relies on numerical models to analyze groundwater flow and solute transport processes. Model structural error (due to simplification and/or misrepresentation of the "true" environmental system) and input forcing variability (which commonly arises since some inputs are uncontrolled or estimated with high uncertainty) are ubiquitous in groundwater models. Calibration that overlooks errors in model structure and input data can lead to biased parameter estimates and compromised predictions. We present a fully Bayesian approach for a complete assessment of uncertainty for spatially distributed groundwater models. The approach explicitly recognizes stochastic input and uses data-driven error models based on nonparametric kernel methods to account for model structural error. We employ exploratory data analysis to assist in specifying informative prior for error models to improve identifiability. The inference is facilitated by an efficient sampling algorithm based on DREAM-ZS and a parameter subspace multiple-try strategy to reduce the required number of forward simulations of the groundwater model. We demonstrate the Bayesian approach through a synthetic case study of surface-ground water interaction under changing pumping conditions. It is found that explicit treatment of errors in model structure and input data (groundwater pumping rate) has substantial impact on the posterior distribution of groundwater model parameters. Using error models reduces predictive bias caused by parameter compensation. In addition, input variability increases parametric and predictive uncertainty. The Bayesian approach allows for a comparison among the contributions from various error sources, which could inform future model improvement and data collection efforts on how to best direct resources towards reducing predictive uncertainty.

Mass discharge estimation from contaminated sites: Multi-model solutions for assessment of conceptual uncertainty

NASA Astrophysics Data System (ADS)

Thomsen, N. I.; Troldborg, M.; McKnight, U. S.; Binning, P. J.; Bjerg, P. L.

2012-04-01

Mass discharge estimates are increasingly being used in the management of contaminated sites. Such estimates have proven useful for supporting decisions related to the prioritization of contaminated sites in a groundwater catchment. Potential management options can be categorised as follows: (1) leave as is, (2) clean up, or (3) further investigation needed. However, mass discharge estimates are often very uncertain, which may hamper the management decisions. If option 1 is incorrectly chosen soil and water quality will decrease, threatening or destroying drinking water resources. The risk of choosing option 2 is to spend money on remediating a site that does not pose a problem. Choosing option 3 will often be safest, but may not be the optimal economic solution. Quantification of the uncertainty in mass discharge estimates can therefore greatly improve the foundation for selecting the appropriate management option. The uncertainty of mass discharge estimates depends greatly on the extent of the site characterization. A good approach for uncertainty estimation will be flexible with respect to the investigation level, and account for both parameter and conceptual model uncertainty. We propose a method for quantifying the uncertainty of dynamic mass discharge estimates from contaminant point sources on the local scale. The method considers both parameter and conceptual uncertainty through a multi-model approach. The multi-model approach evaluates multiple conceptual models for the same site. The different conceptual models consider different source characterizations and hydrogeological descriptions. The idea is to include a set of essentially different conceptual models where each model is believed to be realistic representation of the given site, based on the current level of information. Parameter uncertainty is quantified using Monte Carlo simulations. For each conceptual model we calculate a transient mass discharge estimate with uncertainty bounds resulting from the parametric uncertainty. To quantify the conceptual uncertainty from a given site, we combine the outputs from the different conceptual models using Bayesian model averaging. The weight for each model is obtained by integrating available data and expert knowledge using Bayesian belief networks. The multi-model approach is applied to a contaminated site. At the site a DNAPL (dense non aqueous phase liquid) spill consisting of PCE (perchloroethylene) has contaminated a fractured clay till aquitard overlaying a limestone aquifer. The exact shape and nature of the source is unknown and so is the importance of transport in the fractures. The result of the multi-model approach is a visual representation of the uncertainty of the mass discharge estimates for the site which can be used to support the management options.

Uncertainty quantification-based robust aerodynamic optimization of laminar flow nacelle

NASA Astrophysics Data System (ADS)

Xiong, Neng; Tao, Yang; Liu, Zhiyong; Lin, Jun

2018-05-01

The aerodynamic performance of laminar flow nacelle is highly sensitive to uncertain working conditions, especially the surface roughness. An efficient robust aerodynamic optimization method on the basis of non-deterministic computational fluid dynamic (CFD) simulation and Efficient Global Optimization (EGO)algorithm was employed. A non-intrusive polynomial chaos method is used in conjunction with an existing well-verified CFD module to quantify the uncertainty propagation in the flow field. This paper investigates the roughness modeling behavior with the γ-Ret shear stress transport model including modeling flow transition and surface roughness effects. The roughness effects are modeled to simulate sand grain roughness. A Class-Shape Transformation-based parametrical description of the nacelle contour as part of an automatic design evaluation process is presented. A Design-of-Experiments (DoE) was performed and surrogate model by Kriging method was built. The new design nacelle process demonstrates that significant improvements of both mean and variance of the efficiency are achieved and the proposed method can be applied to laminar flow nacelle design successfully.

Model-free aftershock forecasts constructed from similar sequences in the past

NASA Astrophysics Data System (ADS)

van der Elst, N.; Page, M. T.

2017-12-01

The basic premise behind aftershock forecasting is that sequences in the future will be similar to those in the past. Forecast models typically use empirically tuned parametric distributions to approximate past sequences, and project those distributions into the future to make a forecast. While parametric models do a good job of describing average outcomes, they are not explicitly designed to capture the full range of variability between sequences, and can suffer from over-tuning of the parameters. In particular, parametric forecasts may produce a high rate of "surprises" - sequences that land outside the forecast range. Here we present a non-parametric forecast method that cuts out the parametric "middleman" between training data and forecast. The method is based on finding past sequences that are similar to the target sequence, and evaluating their outcomes. We quantify similarity as the Poisson probability that the observed event count in a past sequence reflects the same underlying intensity as the observed event count in the target sequence. Event counts are defined in terms of differential magnitude relative to the mainshock. The forecast is then constructed from the distribution of past sequences outcomes, weighted by their similarity. We compare the similarity forecast with the Reasenberg and Jones (RJ95) method, for a set of 2807 global aftershock sequences of M≥6 mainshocks. We implement a sequence-specific RJ95 forecast using a global average prior and Bayesian updating, but do not propagate epistemic uncertainty. The RJ95 forecast is somewhat more precise than the similarity forecast: 90% of observed sequences fall within a factor of two of the median RJ95 forecast value, whereas the fraction is 85% for the similarity forecast. However, the surprise rate is much higher for the RJ95 forecast; 10% of observed sequences fall in the upper 2.5% of the (Poissonian) forecast range. The surprise rate is less than 3% for the similarity forecast. The similarity forecast may be useful to emergency managers and non-specialists when confidence or expertise in parametric forecasting may be lacking. The method makes over-tuning impossible, and minimizes the rate of surprises. At the least, this forecast constitutes a useful benchmark for more precisely tuned parametric forecasts.

Real-time hydraulic interval state estimation for water transport networks: a case study

NASA Astrophysics Data System (ADS)

Vrachimis, Stelios G.; Eliades, Demetrios G.; Polycarpou, Marios M.

2018-03-01

Hydraulic state estimation in water distribution networks is the task of estimating water flows and pressures in the pipes and nodes of the network based on some sensor measurements. This requires a model of the network as well as knowledge of demand outflow and tank water levels. Due to modeling and measurement uncertainty, standard state estimation may result in inaccurate hydraulic estimates without any measure of the estimation error. This paper describes a methodology for generating hydraulic state bounding estimates based on interval bounds on the parametric and measurement uncertainties. The estimation error bounds provided by this method can be applied to determine the existence of unaccounted-for water in water distribution networks. As a case study, the method is applied to a modified transport network in Cyprus, using actual data in real time.

scoringRules - A software package for probabilistic model evaluation

NASA Astrophysics Data System (ADS)

Lerch, Sebastian; Jordan, Alexander; Krüger, Fabian

2016-04-01

Models in the geosciences are generally surrounded by uncertainty, and being able to quantify this uncertainty is key to good decision making. Accordingly, probabilistic forecasts in the form of predictive distributions have become popular over the last decades. With the proliferation of probabilistic models arises the need for decision theoretically principled tools to evaluate the appropriateness of models and forecasts in a generalized way. Various scoring rules have been developed over the past decades to address this demand. Proper scoring rules are functions S(F,y) which evaluate the accuracy of a forecast distribution F , given that an outcome y was observed. As such, they allow to compare alternative models, a crucial ability given the variety of theories, data sources and statistical specifications that is available in many situations. This poster presents the software package scoringRules for the statistical programming language R, which contains functions to compute popular scoring rules such as the continuous ranked probability score for a variety of distributions F that come up in applied work. Two main classes are parametric distributions like normal, t, or gamma distributions, and distributions that are not known analytically, but are indirectly described through a sample of simulation draws. For example, Bayesian forecasts produced via Markov Chain Monte Carlo take this form. Thereby, the scoringRules package provides a framework for generalized model evaluation that both includes Bayesian as well as classical parametric models. The scoringRules package aims to be a convenient dictionary-like reference for computing scoring rules. We offer state of the art implementations of several known (but not routinely applied) formulas, and implement closed-form expressions that were previously unavailable. Whenever more than one implementation variant exists, we offer statistically principled default choices.

Assessing the Problem Formulation in an Integrated Assessment Model: Implications for Climate Policy Decision-Support

NASA Astrophysics Data System (ADS)

Garner, G. G.; Reed, P. M.; Keller, K.

2014-12-01

Integrated assessment models (IAMs) are often used with the intent to aid in climate change decisionmaking. Numerous studies have analyzed the effects of parametric and/or structural uncertainties in IAMs, but uncertainties regarding the problem formulation are often overlooked. Here we use the Dynamic Integrated model of Climate and the Economy (DICE) to analyze the effects of uncertainty surrounding the problem formulation. The standard DICE model adopts a single objective to maximize a weighted sum of utilities of per-capita consumption. Decisionmakers, however, may be concerned with a broader range of values and preferences that are not captured by this a priori definition of utility. We reformulate the problem by introducing three additional objectives that represent values such as (i) reliably limiting global average warming to two degrees Celsius and minimizing both (ii) the costs of abatement and (iii) the damages due to climate change. We derive a set of Pareto-optimal solutions over which decisionmakers can trade-off and assess performance criteria a posteriori. We illustrate the potential for myopia in the traditional problem formulation and discuss the capability of this multiobjective formulation to provide decision support.

Combined-probability space and certainty or uncertainty relations for a finite-level quantum system

NASA Astrophysics Data System (ADS)

Sehrawat, Arun

2017-08-01

The Born rule provides a probability vector (distribution) with a quantum state for a measurement setting. For two settings, we have a pair of vectors from the same quantum state. Each pair forms a combined-probability vector that obeys certain quantum constraints, which are triangle inequalities in our case. Such a restricted set of combined vectors, called the combined-probability space, is presented here for a d -level quantum system (qudit). The combined space is a compact convex subset of a Euclidean space, and all its extreme points come from a family of parametric curves. Considering a suitable concave function on the combined space to estimate the uncertainty, we deliver an uncertainty relation by finding its global minimum on the curves for a qudit. If one chooses an appropriate concave (or convex) function, then there is no need to search for the absolute minimum (maximum) over the whole space; it will be on the parametric curves. So these curves are quite useful for establishing an uncertainty (or a certainty) relation for a general pair of settings. We also demonstrate that many known tight certainty or uncertainty relations for a qubit can be obtained with the triangle inequalities.

Development of probabilistic emission inventories of air toxics for Jacksonville, Florida, USA.

PubMed

Zhao, Yuchao; Frey, H Christopher

2004-11-01

Probabilistic emission inventories were developed for 1,3-butadiene, mercury (Hg), arsenic (As), benzene, formaldehyde, and lead for Jacksonville, FL. To quantify inter-unit variability in empirical emission factor data, the Maximum Likelihood Estimation (MLE) method or the Method of Matching Moments was used to fit parametric distributions. For data sets that contain nondetected measurements, a method based upon MLE was used for parameter estimation. To quantify the uncertainty in urban air toxic emission factors, parametric bootstrap simulation and empirical bootstrap simulation were applied to uncensored and censored data, respectively. The probabilistic emission inventories were developed based on the product of the uncertainties in the emission factors and in the activity factors. The uncertainties in the urban air toxics emission inventories range from as small as -25 to +30% for Hg to as large as -83 to +243% for As. The key sources of uncertainty in the emission inventory for each toxic are identified based upon sensitivity analysis. Typically, uncertainty in the inventory of a given pollutant can be attributed primarily to a small number of source categories. Priorities for improving the inventories and for refining the probabilistic analysis are discussed.

Uncertainty quantification of CO₂ saturation estimated from electrical resistance tomography data at the Cranfield site

DOE PAGES

Yang, Xianjin; Chen, Xiao; Carrigan, Charles R.; ...

2014-06-03

A parametric bootstrap approach is presented for uncertainty quantification (UQ) of CO₂ saturation derived from electrical resistance tomography (ERT) data collected at the Cranfield, Mississippi (USA) carbon sequestration site. There are many sources of uncertainty in ERT-derived CO₂ saturation, but we focus on how the ERT observation errors propagate to the estimated CO₂ saturation in a nonlinear inversion process. Our UQ approach consists of three steps. We first estimated the observational errors from a large number of reciprocal ERT measurements. The second step was to invert the pre-injection baseline data and the resulting resistivity tomograph was used as the priormore » information for nonlinear inversion of time-lapse data. We assigned a 3% random noise to the baseline model. Finally, we used a parametric bootstrap method to obtain bootstrap CO₂ saturation samples by deterministically solving a nonlinear inverse problem many times with resampled data and resampled baseline models. Then the mean and standard deviation of CO₂ saturation were calculated from the bootstrap samples. We found that the maximum standard deviation of CO₂ saturation was around 6% with a corresponding maximum saturation of 30% for a data set collected 100 days after injection began. There was no apparent spatial correlation between the mean and standard deviation of CO₂ saturation but the standard deviation values increased with time as the saturation increased. The uncertainty in CO₂ saturation also depends on the ERT reciprocal error threshold used to identify and remove noisy data and inversion constraints such as temporal roughness. Five hundred realizations requiring 3.5 h on a single 12-core node were needed for the nonlinear Monte Carlo inversion to arrive at stationary variances while the Markov Chain Monte Carlo (MCMC) stochastic inverse approach may expend days for a global search. This indicates that UQ of 2D or 3D ERT inverse problems can be performed on a laptop or desktop PC.« less

Bayesian nonparametric adaptive control using Gaussian processes.

PubMed

Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

2015-03-01

Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

Insight from uncertainty: bootstrap-derived diffusion metrics differentially predict memory function among older adults.

PubMed

Vorburger, Robert S; Habeck, Christian G; Narkhede, Atul; Guzman, Vanessa A; Manly, Jennifer J; Brickman, Adam M

2016-01-01

Diffusion tensor imaging suffers from an intrinsic low signal-to-noise ratio. Bootstrap algorithms have been introduced to provide a non-parametric method to estimate the uncertainty of the measured diffusion parameters. To quantify the variability of the principal diffusion direction, bootstrap-derived metrics such as the cone of uncertainty have been proposed. However, bootstrap-derived metrics are not independent of the underlying diffusion profile. A higher mean diffusivity causes a smaller signal-to-noise ratio and, thus, increases the measurement uncertainty. Moreover, the goodness of the tensor model, which relies strongly on the complexity of the underlying diffusion profile, influences bootstrap-derived metrics as well. The presented simulations clearly depict the cone of uncertainty as a function of the underlying diffusion profile. Since the relationship of the cone of uncertainty and common diffusion parameters, such as the mean diffusivity and the fractional anisotropy, is not linear, the cone of uncertainty has a different sensitivity. In vivo analysis of the fornix reveals the cone of uncertainty to be a predictor of memory function among older adults. No significant correlation occurs with the common diffusion parameters. The present work not only demonstrates the cone of uncertainty as a function of the actual diffusion profile, but also discloses the cone of uncertainty as a sensitive predictor of memory function. Future studies should incorporate bootstrap-derived metrics to provide more comprehensive analysis.

Assessment of climate change downscaling and non-stationarity on the spatial pattern of a mangrove ecosystem in an arid coastal region of southern Iran

NASA Astrophysics Data System (ADS)

Etemadi, Halimeh; Samadi, S. Zahra; Sharifikia, Mohammad; Smoak, Joseph M.

2016-10-01

Mangrove wetlands exist in the transition zone between terrestrial and marine environments and have remarkable ecological and socio-economic value. This study uses climate change downscaling to address the question of non-stationarity influences on mangrove variations (expansion and contraction) within an arid coastal region. Our two-step approach includes downscaling models and uncertainty assessment, followed by a non-stationary and trend procedure using the Extreme Value Analysis (extRemes code). The Long Ashton Research Station Weather Generator (LARS-WG) model along with two different general circulation model (GCMs) (MIRH and HadCM3) were used to downscale climatic variables during current (1968-2011) and future (2011-2030, 2045-2065, and 2080-2099) periods. Parametric and non-parametric bootstrapping uncertainty tests demonstrated that the LARS-WGS model skillfully downscaled climatic variables at the 95 % significance level. Downscaling results using MIHR model show that minimum and maximum temperatures will increase in the future (2011-2030, 2045-2065, and 2080-2099) during winter and summer in a range of +4.21 and +4.7 °C, and +3.62 and +3.55 °C, respectively. HadCM3 analysis also revealed an increase in minimum (˜+3.03 °C) and maximum (˜+3.3 °C) temperatures during wet and dry seasons. In addition, we examined how much mangrove area has changed during the past decades and, thus, if climate change non-stationarity impacts mangrove ecosystems. Our results using remote sensing techniques and the non-parametric Mann-Whitney two-sample test indicated a sharp decline in mangrove area during 1972,1987, and 1997 periods ( p value = 0.002). Non-stationary assessment using the generalized extreme value (GEV) distributions by including mangrove area as a covariate further indicated that the null hypothesis of the stationary climate (no trend) should be rejected due to the very low p values for precipitation ( p value = 0.0027), minimum ( p value = 0.000000029) and maximum ( p value = 0.00016) temperatures. Based on non-stationary analysis and an upward trend in downscaled temperature extremes, climate change may control mangrove development in the future.

A parametric multivariate drought index and its application in the attribution and projection of flash drought change in China

NASA Astrophysics Data System (ADS)

Yuan, X.; Wang, L.; Zhang, M.

2017-12-01

Rainfall deficit in the crop growing seasons is usually accompanied by heat waves. Abnormally high temperature increases evapotranspiration and decreases soil moisture rapidly, and ultimately results in a type of drought with a rapid onset, short duration but devastating impact, which is called "Flash drought". With the increase in global temperature, flash drought is expected to occur more frequently. However, there is no consensus on the definition of flash drought so far. Moreover, large uncertainty exists in the estimation of the flash drought and its trend, and the underlying mechanism for its long-term change is not clear. In this presentation, a parametric multivariate drought index that characterizes the joint probability distribution of key variables of flash drought will be developed, and the historical changes in flash drought over China will be analyzed. In addition, a set of land surface model simulations driven by IPCC CMIP5 models with different forcings and future scenarios, will be used for the detection and attribution of flash drought change. This study is targeted at quantifying the influences of natural and anthropogenic climate change on the flash drought change, projecting its future change as well as the corresponding uncertainty, and improving our understanding of the variation of flash drought and its underlying mechanism in a changing climate.

Likelihood of achieving air quality targets under model uncertainties.

PubMed

Digar, Antara; Cohan, Daniel S; Cox, Dennis D; Kim, Byeong-Uk; Boylan, James W

2011-01-01

Regulatory attainment demonstrations in the United States typically apply a bright-line test to predict whether a control strategy is sufficient to attain an air quality standard. Photochemical models are the best tools available to project future pollutant levels and are a critical part of regulatory attainment demonstrations. However, because photochemical models are uncertain and future meteorology is unknowable, future pollutant levels cannot be predicted perfectly and attainment cannot be guaranteed. This paper introduces a computationally efficient methodology for estimating the likelihood that an emission control strategy will achieve an air quality objective in light of uncertainties in photochemical model input parameters (e.g., uncertain emission and reaction rates, deposition velocities, and boundary conditions). The method incorporates Monte Carlo simulations of a reduced form model representing pollutant-precursor response under parametric uncertainty to probabilistically predict the improvement in air quality due to emission control. The method is applied to recent 8-h ozone attainment modeling for Atlanta, Georgia, to assess the likelihood that additional controls would achieve fixed (well-defined) or flexible (due to meteorological variability and uncertain emission trends) targets of air pollution reduction. The results show that in certain instances ranking of the predicted effectiveness of control strategies may differ between probabilistic and deterministic analyses.

Quantifying the uncertainty in discharge data using hydraulic knowledge and uncertain gaugings: a Bayesian method named BaRatin

NASA Astrophysics Data System (ADS)

Le Coz, Jérôme; Renard, Benjamin; Bonnifait, Laurent; Branger, Flora; Le Boursicaud, Raphaël; Horner, Ivan; Mansanarez, Valentin; Lang, Michel; Vigneau, Sylvain

2015-04-01

River discharge is a crucial variable for Hydrology: as the output variable of most hydrologic models, it is used for sensitivity analyses, model structure identification, parameter estimation, data assimilation, prediction, etc. A major difficulty stems from the fact that river discharge is not measured continuously. Instead, discharge time series used by hydrologists are usually based on simple stage-discharge relations (rating curves) calibrated using a set of direct stage-discharge measurements (gaugings). In this presentation, we present a Bayesian approach (cf. Le Coz et al., 2014) to build such hydrometric rating curves, to estimate the associated uncertainty and to propagate this uncertainty to discharge time series. The three main steps of this approach are described: (1) Hydraulic analysis: identification of the hydraulic controls that govern the stage-discharge relation, identification of the rating curve equation and specification of prior distributions for the rating curve parameters; (2) Rating curve estimation: Bayesian inference of the rating curve parameters, accounting for the individual uncertainties of available gaugings, which often differ according to the discharge measurement procedure and the flow conditions; (3) Uncertainty propagation: quantification of the uncertainty in discharge time series, accounting for both the rating curve uncertainties and the uncertainty of recorded stage values. The rating curve uncertainties combine the parametric uncertainties and the remnant uncertainties that reflect the limited accuracy of the mathematical model used to simulate the physical stage-discharge relation. In addition, we also discuss current research activities, including the treatment of non-univocal stage-discharge relationships (e.g. due to hydraulic hysteresis, vegetation growth, sudden change of the geometry of the section, etc.). An operational version of the BaRatin software and its graphical interface are made available free of charge on request to the authors. J. Le Coz, B. Renard, L. Bonnifait, F. Branger, R. Le Boursicaud (2014). Combining hydraulic knowledge and uncertain gaugings in the estimation of hydrometric rating curves: a Bayesian approach, Journal of Hydrology, 509, 573-587.

A Statistical Approach Reveals Designs for the Most Robust Stochastic Gene Oscillators

PubMed Central

2016-01-01

The engineering of transcriptional networks presents many challenges due to the inherent uncertainty in the system structure, changing cellular context, and stochasticity in the governing dynamics. One approach to address these problems is to design and build systems that can function across a range of conditions; that is they are robust to uncertainty in their constituent components. Here we examine the parametric robustness landscape of transcriptional oscillators, which underlie many important processes such as circadian rhythms and the cell cycle, plus also serve as a model for the engineering of complex and emergent phenomena. The central questions that we address are: Can we build genetic oscillators that are more robust than those already constructed? Can we make genetic oscillators arbitrarily robust? These questions are technically challenging due to the large model and parameter spaces that must be efficiently explored. Here we use a measure of robustness that coincides with the Bayesian model evidence, combined with an efficient Monte Carlo method to traverse model space and concentrate on regions of high robustness, which enables the accurate evaluation of the relative robustness of gene network models governed by stochastic dynamics. We report the most robust two and three gene oscillator systems, plus examine how the number of interactions, the presence of autoregulation, and degradation of mRNA and protein affects the frequency, amplitude, and robustness of transcriptional oscillators. We also find that there is a limit to parametric robustness, beyond which there is nothing to be gained by adding additional feedback. Importantly, we provide predictions on new oscillator systems that can be constructed to verify the theory and advance design and modeling approaches to systems and synthetic biology. PMID:26835539

Strict Constraint Feasibility in Analysis and Design of Uncertain Systems

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Giesy, Daniel P.; Kenny, Sean P.

2006-01-01

This paper proposes a methodology for the analysis and design optimization of models subject to parametric uncertainty, where hard inequality constraints are present. Hard constraints are those that must be satisfied for all parameter realizations prescribed by the uncertainty model. Emphasis is given to uncertainty models prescribed by norm-bounded perturbations from a nominal parameter value, i.e., hyper-spheres, and by sets of independently bounded uncertain variables, i.e., hyper-rectangles. These models make it possible to consider sets of parameters having comparable as well as dissimilar levels of uncertainty. Two alternative formulations for hyper-rectangular sets are proposed, one based on a transformation of variables and another based on an infinity norm approach. The suite of tools developed enable us to determine if the satisfaction of hard constraints is feasible by identifying critical combinations of uncertain parameters. Since this practice is performed without sampling or partitioning the parameter space, the resulting assessments of robustness are analytically verifiable. Strategies that enable the comparison of the robustness of competing design alternatives, the approximation of the robust design space, and the systematic search for designs with improved robustness characteristics are also proposed. Since the problem formulation is generic and the solution methods only require standard optimization algorithms for their implementation, the tools developed are applicable to a broad range of problems in several disciplines.

Parametric sensitivity analysis of an agro-economic model of management of irrigation water

NASA Astrophysics Data System (ADS)

El Ouadi, Ihssan; Ouazar, Driss; El Menyari, Younesse

2015-04-01

The current work aims to build an analysis and decision support tool for policy options concerning the optimal allocation of water resources, while allowing a better reflection on the issue of valuation of water by the agricultural sector in particular. Thus, a model disaggregated by farm type was developed for the rural town of Ait Ben Yacoub located in the east Morocco. This model integrates economic, agronomic and hydraulic data and simulates agricultural gross margin across in this area taking into consideration changes in public policy and climatic conditions, taking into account the competition for collective resources. To identify the model input parameters that influence over the results of the model, a parametric sensitivity analysis is performed by the "One-Factor-At-A-Time" approach within the "Screening Designs" method. Preliminary results of this analysis show that among the 10 parameters analyzed, 6 parameters affect significantly the objective function of the model, it is in order of influence: i) Coefficient of crop yield response to water, ii) Average daily gain in weight of livestock, iii) Exchange of livestock reproduction, iv) maximum yield of crops, v) Supply of irrigation water and vi) precipitation. These 6 parameters register sensitivity indexes ranging between 0.22 and 1.28. Those results show high uncertainties on these parameters that can dramatically skew the results of the model or the need to pay particular attention to their estimates. Keywords: water, agriculture, modeling, optimal allocation, parametric sensitivity analysis, Screening Designs, One-Factor-At-A-Time, agricultural policy, climate change.

Transdimensional Seismic Tomography

NASA Astrophysics Data System (ADS)

Bodin, T.; Sambridge, M.

2009-12-01

In seismic imaging the degree of model complexity is usually determined by manually tuning damping parameters within a fixed parameterization chosen in advance. Here we present an alternative methodology for seismic travel time tomography where the model complexity is controlled automatically by the data. In particular we use a variable parametrization consisting of Voronoi cells with mobile geometry, shape and number, all treated as unknowns in the inversion. The reversible jump algorithm is used to sample the transdimensional model space within a Bayesian framework which avoids global damping procedures and the need to tune regularisation parameters. The method is an ensemble inference approach, as many potential solutions are generated with variable numbers of cells. Information is extracted from the ensemble as a whole by performing Monte Carlo integration to produce the expected Earth model. The ensemble of models can also be used to produce velocity uncertainty estimates and experiments with synthetic data suggest they represent actual uncertainty surprisingly well. In a transdimensional approach, the level of data uncertainty directly determines the model complexity needed to satisfy the data. Intriguingly, the Bayesian formulation can be extended to the case where data uncertainty is also uncertain. Experiments show that it is possible to recover data noise estimate while at the same time controlling model complexity in an automated fashion. The method is tested on synthetic data in a 2-D application and compared with a more standard matrix based inversion scheme. The method has also been applied to real data obtained from cross correlation of ambient noise where little is known about the size of the errors associated with the travel times. As an example, a tomographic image of Rayleigh wave group velocity for the Australian continent is constructed for 5s data together with uncertainty estimates.

Influence of model reduction on uncertainty of flood inundation predictions

NASA Astrophysics Data System (ADS)

Romanowicz, R. J.; Kiczko, A.; Osuch, M.

2012-04-01

Derivation of flood risk maps requires an estimation of the maximum inundation extent for a flood with an assumed probability of exceedence, e.g. a 100 or 500 year flood. The results of numerical simulations of flood wave propagation are used to overcome the lack of relevant observations. In practice, deterministic 1-D models are used for flow routing, giving a simplified image of a flood wave propagation process. The solution of a 1-D model depends on the simplifications to the model structure, the initial and boundary conditions and the estimates of model parameters which are usually identified using the inverse problem based on the available noisy observations. Therefore, there is a large uncertainty involved in the derivation of flood risk maps. In this study we examine the influence of model structure simplifications on estimates of flood extent for the urban river reach. As the study area we chose the Warsaw reach of the River Vistula, where nine bridges and several dikes are located. The aim of the study is to examine the influence of water structures on the derived model roughness parameters, with all the bridges and dikes taken into account, with a reduced number and without any water infrastructure. The results indicate that roughness parameter values of a 1-D HEC-RAS model can be adjusted for the reduction in model structure. However, the price we pay is the model robustness. Apart from a relatively simple question regarding reducing model structure, we also try to answer more fundamental questions regarding the relative importance of input, model structure simplification, parametric and rating curve uncertainty to the uncertainty of flood extent estimates. We apply pseudo-Bayesian methods of uncertainty estimation and Global Sensitivity Analysis as the main methodological tools. The results indicate that the uncertainties have a substantial influence on flood risk assessment. In the paper we present a simplified methodology allowing the influence of that uncertainty to be assessed. This work was supported by National Science Centre of Poland (grant 2011/01/B/ST10/06866).

Parametric Robust Control and System Identification: Unified Approach

NASA Technical Reports Server (NTRS)

Keel, L. H.

1996-01-01

During the period of this support, a new control system design and analysis method has been studied. This approach deals with control systems containing uncertainties that are represented in terms of its transfer function parameters. Such a representation of the control system is common and many physical parameter variations fall into this type of uncertainty. Techniques developed here are capable of providing nonconservative analysis of such control systems with parameter variations. We have also developed techniques to deal with control systems when their state space representations are given rather than transfer functions. In this case, the plant parameters will appear as entries of state space matrices. Finally, a system modeling technique to construct such systems from the raw input - output frequency domain data has been developed.

An augmented parametric response map with consideration of image registration error: towards guidance of locally adaptive radiotherapy

NASA Astrophysics Data System (ADS)

Lausch, Anthony; Chen, Jeff; Ward, Aaron D.; Gaede, Stewart; Lee, Ting-Yim; Wong, Eugene

2014-11-01

Parametric response map (PRM) analysis is a voxel-wise technique for predicting overall treatment outcome, which shows promise as a tool for guiding personalized locally adaptive radiotherapy (RT). However, image registration error (IRE) introduces uncertainty into this analysis which may limit its use for guiding RT. Here we extend the PRM method to include an IRE-related PRM analysis confidence interval and also incorporate multiple graded classification thresholds to facilitate visualization. A Gaussian IRE model was used to compute an expected value and confidence interval for PRM analysis. The augmented PRM (A-PRM) was evaluated using CT-perfusion functional image data from patients treated with RT for glioma and hepatocellular carcinoma. Known rigid IREs were simulated by applying one thousand different rigid transformations to each image set. PRM and A-PRM analyses of the transformed images were then compared to analyses of the original images (ground truth) in order to investigate the two methods in the presence of controlled IRE. The A-PRM was shown to help visualize and quantify IRE-related analysis uncertainty. The use of multiple graded classification thresholds also provided additional contextual information which could be useful for visually identifying adaptive RT targets (e.g. sub-volume boosts). The A-PRM should facilitate reliable PRM guided adaptive RT by allowing the user to identify if a patient’s unique IRE-related PRM analysis uncertainty has the potential to influence target delineation.

Use of an uncertainty analysis for genome-scale models as a prediction tool for microbial growth processes in subsurface environments.

PubMed

Klier, Christine

2012-03-06

The integration of genome-scale, constraint-based models of microbial cell function into simulations of contaminant transport and fate in complex groundwater systems is a promising approach to help characterize the metabolic activities of microorganisms in natural environments. In constraint-based modeling, the specific uptake flux rates of external metabolites are usually determined by Michaelis-Menten kinetic theory. However, extensive data sets based on experimentally measured values are not always available. In this study, a genome-scale model of Pseudomonas putida was used to study the key issue of uncertainty arising from the parametrization of the influx of two growth-limiting substrates: oxygen and toluene. The results showed that simulated growth rates are highly sensitive to substrate affinity constants and that uncertainties in specific substrate uptake rates have a significant influence on the variability of simulated microbial growth. Michaelis-Menten kinetic theory does not, therefore, seem to be appropriate for descriptions of substrate uptake processes in the genome-scale model of P. putida. Microbial growth rates of P. putida in subsurface environments can only be accurately predicted if the processes of complex substrate transport and microbial uptake regulation are sufficiently understood in natural environments and if data-driven uptake flux constraints can be applied.

Discrete-time switching periodic adaptive control for time-varying parameters with unknown periodicity

NASA Astrophysics Data System (ADS)

Yu, Miao; Huang, Deqing; Yang, Wanqiu

2018-06-01

In this paper, we address the problem of unknown periodicity for a class of discrete-time nonlinear parametric systems without assuming any growth conditions on the nonlinearities. The unknown periodicity hides in the parametric uncertainties, which is difficult to estimate with existing techniques. By incorporating a logic-based switching mechanism, we identify the period and bound of unknown parameter simultaneously. Lyapunov-based analysis is given to demonstrate that a finite number of switchings can guarantee the asymptotic tracking for the nonlinear parametric systems. The simulation result also shows the efficacy of the proposed switching periodic adaptive control approach.

Nonparametric predictive inference for combining diagnostic tests with parametric copula

NASA Astrophysics Data System (ADS)

Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

2017-09-01

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

Incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods

PubMed Central

2014-01-01

Background Cost-effectiveness analyses (CEAs) that use patient-specific data from a randomized controlled trial (RCT) are popular, yet such CEAs are criticized because they neglect to incorporate evidence external to the trial. A popular method for quantifying uncertainty in a RCT-based CEA is the bootstrap. The objective of the present study was to further expand the bootstrap method of RCT-based CEA for the incorporation of external evidence. Methods We utilize the Bayesian interpretation of the bootstrap and derive the distribution for the cost and effectiveness outcomes after observing the current RCT data and the external evidence. We propose simple modifications of the bootstrap for sampling from such posterior distributions. Results In a proof-of-concept case study, we use data from a clinical trial and incorporate external evidence on the effect size of treatments to illustrate the method in action. Compared to the parametric models of evidence synthesis, the proposed approach requires fewer distributional assumptions, does not require explicit modeling of the relation between external evidence and outcomes of interest, and is generally easier to implement. A drawback of this approach is potential computational inefficiency compared to the parametric Bayesian methods. Conclusions The bootstrap method of RCT-based CEA can be extended to incorporate external evidence, while preserving its appealing features such as no requirement for parametric modeling of cost and effectiveness outcomes. PMID:24888356

Incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods.

PubMed

Sadatsafavi, Mohsen; Marra, Carlo; Aaron, Shawn; Bryan, Stirling

2014-06-03

Cost-effectiveness analyses (CEAs) that use patient-specific data from a randomized controlled trial (RCT) are popular, yet such CEAs are criticized because they neglect to incorporate evidence external to the trial. A popular method for quantifying uncertainty in a RCT-based CEA is the bootstrap. The objective of the present study was to further expand the bootstrap method of RCT-based CEA for the incorporation of external evidence. We utilize the Bayesian interpretation of the bootstrap and derive the distribution for the cost and effectiveness outcomes after observing the current RCT data and the external evidence. We propose simple modifications of the bootstrap for sampling from such posterior distributions. In a proof-of-concept case study, we use data from a clinical trial and incorporate external evidence on the effect size of treatments to illustrate the method in action. Compared to the parametric models of evidence synthesis, the proposed approach requires fewer distributional assumptions, does not require explicit modeling of the relation between external evidence and outcomes of interest, and is generally easier to implement. A drawback of this approach is potential computational inefficiency compared to the parametric Bayesian methods. The bootstrap method of RCT-based CEA can be extended to incorporate external evidence, while preserving its appealing features such as no requirement for parametric modeling of cost and effectiveness outcomes.

Robust decentralized controller for minimizing coupling effect in single inductor multiple output DC-DC converter operating in continuous conduction mode.

PubMed

Medeiros, Renan Landau Paiva de; Barra, Walter; Bessa, Iury Valente de; Chaves Filho, João Edgar; Ayres, Florindo Antonio de Cavalho; Neves, Cleonor Crescêncio das

2018-02-01

This paper describes a novel robust decentralized control design methodology for a single inductor multiple output (SIMO) DC-DC converter. Based on a nominal multiple input multiple output (MIMO) plant model and performance requirements, a pairing input-output analysis is performed to select the suitable input to control each output aiming to attenuate the loop coupling. Thus, the plant uncertainty limits are selected and expressed in interval form with parameter values of the plant model. A single inductor dual output (SIDO) DC-DC buck converter board is developed for experimental tests. The experimental results show that the proposed methodology can maintain a desirable performance even in the presence of parametric uncertainties. Furthermore, the performance indexes calculated from experimental data show that the proposed methodology outperforms classical MIMO control techniques. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

A new approach to modeling aerosol effects on East Asian climate: Parametric uncertainties associated with emissions, cloud microphysics, and their interactions: AEROSOL EFFECTS ON EAST ASIAN CLIMATE

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yan, Huiping; Qian, Yun; Zhao, Chun

2015-09-09

In this study, we adopt a parametric sensitivity analysis framework that integrates the quasi-Monte Carlo parameter sampling approach and a surrogate model to examine aerosol effects on the East Asian Monsoon climate simulated in the Community Atmosphere Model (CAM5). A total number of 256 CAM5 simulations are conducted to quantify the model responses to the uncertain parameters associated with cloud microphysics parameterizations and aerosol (e.g., sulfate, black carbon (BC), and dust) emission factors and their interactions. Results show that the interaction terms among parameters are important for quantifying the sensitivity of fields of interest, especially precipitation, to the parameters. Themore » relative importance of cloud-microphysics parameters and emission factors (strength) depends on evaluation metrics or the model fields we focused on, and the presence of uncertainty in cloud microphysics imposes an additional challenge in quantifying the impact of aerosols on cloud and climate. Due to their different optical and microphysical properties and spatial distributions, sulfate, BC, and dust aerosols have very different impacts on East Asian Monsoon through aerosol-cloud-radiation interactions. The climatic effects of aerosol do not always have a monotonic response to the change of emission factors. The spatial patterns of both sign and magnitude of aerosol-induced changes in radiative fluxes, cloud, and precipitation could be different, depending on the aerosol types, when parameters are sampled in different ranges of values. We also identify the different cloud microphysical parameters that show the most significant impact on climatic effect induced by sulfate, BC and dust, respectively, in East Asia.« less

Explicit asymmetric bounds for robust stability of continuous and discrete-time systems

NASA Technical Reports Server (NTRS)

Gao, Zhiqiang; Antsaklis, Panos J.

1993-01-01

The problem of robust stability in linear systems with parametric uncertainties is considered. Explicit stability bounds on uncertain parameters are derived and expressed in terms of linear inequalities for continuous systems, and inequalities with quadratic terms for discrete-times systems. Cases where system parameters are nonlinear functions of an uncertainty are also examined.

Compensation of distributed delays in integrated communication and control systems

NASA Technical Reports Server (NTRS)

Ray, Asok; Luck, Rogelio

1991-01-01

The concept, analysis, implementation, and verification of a method for compensating delays that are distributed between the sensors, controller, and actuators within a control loop are discussed. With the objective of mitigating the detrimental effects of these network induced delays, a predictor-controller algorithm was formulated and analyzed. Robustness of the delay compensation algorithm was investigated relative to parametric uncertainties in plant modeling. The delay compensator was experimentally verified on an IEEE 802.4 network testbed for velocity control of a DC servomotor.

M-MRAC Backstepping for Systems with Unknown Virtual Control Coefficients

NASA Technical Reports Server (NTRS)

Stepanyan, Vahram; Krishnakumar, Kalmanje

2015-01-01

The paper presents an over-parametrization free certainty equivalence state feedback backstepping adaptive control design method for systems of any relative degree with unmatched uncertainties and unknown virtual control coefficients. It uses a fast prediction model to estimate the unknown parameters, which is independent of the control design. It is shown that the system's input and output tracking errors can be systematically decreased by the proper choice of the design parameters. The benefits of the approach are demonstrated in numerical simulations.

QFT Multi-Input, Multi-Output Design with Non-Diagonal, Non-Square Compensation Matrices

NASA Technical Reports Server (NTRS)

Hess, R. A.; Henderson, D. K.

1996-01-01

A technique for obtaining a non-diagonal compensator for the control of a multi-input, multi-output plant is presented. The technique, which uses Quantitative Feedback Theory, provides guaranteed stability and performance robustness in the presence of parametric uncertainty. An example is given involving the lateral-directional control of an uncertain model of a high-performance fighter aircraft in which redundant control effectors are in evidence, i.e. more control effectors than output variables are used.

Software Supportability Risk Assessment in OT&E (Operational Test and Evaluation): Literature Review, Current Research Review, and Data Base Assemblage.

DTIC Science & Technology

1984-09-28

variables before simula- tion of model - Search for reality checks a, - Express uncertainty as a probability density distribution. a. H2 a, H-22 TWIF... probability that the software con- tains errors. This prior is updated as test failure data are accumulated. Only a p of 1 (software known to contain...discusssed; both parametric and nonparametric versions are presented. It is shown by the author that the bootstrap underlies the jackknife method and

Comparison of model estimated and measured direct-normal solar irradiance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Halthore, R.N.; Schwartz, S.E.; Michalsky, J.J.

1997-12-01

Direct-normal solar irradiance (DNSI), the energy in the solar spectrum incident in unit time at the Earth{close_quote}s surface on a unit area perpendicular to the direction to the Sun, depends only on atmospheric extinction of solar energy without regard to the details of the extinction, whether absorption or scattering. Here we report a set of closure experiments performed in north central Oklahoma in April 1996 under cloud-free conditions, wherein measured atmospheric composition and aerosol optical thickness are input to a radiative transfer model, MODTRAN 3, to estimate DNSI, which is then compared with measured values obtained with normal incidence pyrheliometersmore » and absolute cavity radiometers. Uncertainty in aerosol optical thickness (AOT) dominates the uncertainty in DNSI calculation. AOT measured by an independently calibrated Sun photometer and a rotating shadow-band radiometer agree to within the uncertainties of each measurement. For 36 independent comparisons the agreement between measured and model-estimated values of DNSI falls within the combined uncertainties in the measurement (0.3{endash}0.7{percent}) and model calculation (1.8{percent}), albeit with a slight average model underestimate ({minus}0.18{plus_minus}0.94){percent}; for a DNSI of 839Wm{sup {minus}2} this corresponds to {minus}1.5{plus_minus}7.9Wm{sup {minus}2}. The agreement is nearly independent of air mass and water-vapor path abundance. These results thus establish the accuracy of the current knowledge of the solar spectrum, its integrated power, and the atmospheric extinction as a function of wavelength as represented in MODTRAN 3. An important consequence is that atmospheric absorption of short-wave energy is accurately parametrized in the model to within the above uncertainties. {copyright} 1997 American Geophysical Union« less

Hybrid Evidence Theory-based Finite Element/Statistical Energy Analysis method for mid-frequency analysis of built-up systems with epistemic uncertainties

NASA Astrophysics Data System (ADS)

Yin, Shengwen; Yu, Dejie; Yin, Hui; Lü, Hui; Xia, Baizhan

2017-09-01

Considering the epistemic uncertainties within the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model when it is used for the response analysis of built-up systems in the mid-frequency range, the hybrid Evidence Theory-based Finite Element/Statistical Energy Analysis (ETFE/SEA) model is established by introducing the evidence theory. Based on the hybrid ETFE/SEA model and the sub-interval perturbation technique, the hybrid Sub-interval Perturbation and Evidence Theory-based Finite Element/Statistical Energy Analysis (SIP-ETFE/SEA) approach is proposed. In the hybrid ETFE/SEA model, the uncertainty in the SEA subsystem is modeled by a non-parametric ensemble, while the uncertainty in the FE subsystem is described by the focal element and basic probability assignment (BPA), and dealt with evidence theory. Within the hybrid SIP-ETFE/SEA approach, the mid-frequency response of interest, such as the ensemble average of the energy response and the cross-spectrum response, is calculated analytically by using the conventional hybrid FE/SEA method. Inspired by the probability theory, the intervals of the mean value, variance and cumulative distribution are used to describe the distribution characteristics of mid-frequency responses of built-up systems with epistemic uncertainties. In order to alleviate the computational burdens for the extreme value analysis, the sub-interval perturbation technique based on the first-order Taylor series expansion is used in ETFE/SEA model to acquire the lower and upper bounds of the mid-frequency responses over each focal element. Three numerical examples are given to illustrate the feasibility and effectiveness of the proposed method.

The hadronic corrections to muonic hydrogen Lamb shift from ChPT and the proton radius

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peset, Clara

2016-01-22

We obtain a model independent expression for the muonic hydrogen Lamb shift. The leading hadronic effects are controlled by the chiral theory, which allows for their model independent determination. We give their complete expression including the pion and Delta particles. Out of this analysis and the experimental measurement of the muonic hydrogen Lamb shift we determine the electromagnetic proton radius: r{sub p} = 0.8412(15) fm. This number is at 6.8σ variance with respect to the CODATA value. The parametric control of the uncertainties allows us to obtain a model independent determination of the error, which is dominated by hadronic effects.

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

Model reference tracking control of an aircraft: a robust adaptive approach

NASA Astrophysics Data System (ADS)

Tanyer, Ilker; Tatlicioglu, Enver; Zergeroglu, Erkan

2017-05-01

This work presents the design and the corresponding analysis of a nonlinear robust adaptive controller for model reference tracking of an aircraft that has parametric uncertainties in its system matrices and additive state- and/or time-dependent nonlinear disturbance-like terms in its dynamics. Specifically, robust integral of the sign of the error feedback term and an adaptive term is fused with a proportional integral controller. Lyapunov-based stability analysis techniques are utilised to prove global asymptotic convergence of the output tracking error. Extensive numerical simulations are presented to illustrate the performance of the proposed robust adaptive controller.

Adjusting Expected Mortality Rates Using Information From a Control Population: An Example Using Socioeconomic Status.

PubMed

Bower, Hannah; Andersson, Therese M-L; Crowther, Michael J; Dickman, Paul W; Lambe, Mats; Lambert, Paul C

2018-04-01

Expected or reference mortality rates are commonly used in the calculation of measures such as relative survival in population-based cancer survival studies and standardized mortality ratios. These expected rates are usually presented according to age, sex, and calendar year. In certain situations, stratification of expected rates by other factors is required to avoid potential bias if interest lies in quantifying measures according to such factors as, for example, socioeconomic status. If data are not available on a population level, information from a control population could be used to adjust expected rates. We have presented two approaches for adjusting expected mortality rates using information from a control population: a Poisson generalized linear model and a flexible parametric survival model. We used a control group from BCBaSe-a register-based, matched breast cancer cohort in Sweden with diagnoses between 1992 and 2012-to illustrate the two methods using socioeconomic status as a risk factor of interest. Results showed that Poisson and flexible parametric survival approaches estimate similar adjusted mortality rates according to socioeconomic status. Additional uncertainty involved in the methods to estimate stratified, expected mortality rates described in this study can be accounted for using a parametric bootstrap, but this might make little difference if using a large control population.

Robust network data envelopment analysis approach to evaluate the efficiency of regional electricity power networks under uncertainty.

PubMed

Fathollah Bayati, Mohsen; Sadjadi, Seyed Jafar

2017-01-01

In this paper, new Network Data Envelopment Analysis (NDEA) models are developed to evaluate the efficiency of regional electricity power networks. The primary objective of this paper is to consider perturbation in data and develop new NDEA models based on the adaptation of robust optimization methodology. Furthermore, in this paper, the efficiency of the entire networks of electricity power, involving generation, transmission and distribution stages is measured. While DEA has been widely used to evaluate the efficiency of the components of electricity power networks during the past two decades, there is no study to evaluate the efficiency of the electricity power networks as a whole. The proposed models are applied to evaluate the efficiency of 16 regional electricity power networks in Iran and the effect of data uncertainty is also investigated. The results are compared with the traditional network DEA and parametric SFA methods. Validity and verification of the proposed models are also investigated. The preliminary results indicate that the proposed models were more reliable than the traditional Network DEA model.

Robust network data envelopment analysis approach to evaluate the efficiency of regional electricity power networks under uncertainty

PubMed Central

Sadjadi, Seyed Jafar

2017-01-01

In this paper, new Network Data Envelopment Analysis (NDEA) models are developed to evaluate the efficiency of regional electricity power networks. The primary objective of this paper is to consider perturbation in data and develop new NDEA models based on the adaptation of robust optimization methodology. Furthermore, in this paper, the efficiency of the entire networks of electricity power, involving generation, transmission and distribution stages is measured. While DEA has been widely used to evaluate the efficiency of the components of electricity power networks during the past two decades, there is no study to evaluate the efficiency of the electricity power networks as a whole. The proposed models are applied to evaluate the efficiency of 16 regional electricity power networks in Iran and the effect of data uncertainty is also investigated. The results are compared with the traditional network DEA and parametric SFA methods. Validity and verification of the proposed models are also investigated. The preliminary results indicate that the proposed models were more reliable than the traditional Network DEA model. PMID:28953900

Quantifying uncertainty in high-resolution coupled hydrodynamic-ecosystem models

NASA Astrophysics Data System (ADS)

Allen, J. I.; Somerfield, P. J.; Gilbert, F. J.

2007-01-01

Marine ecosystem models are becoming increasingly complex and sophisticated, and are being used to estimate the effects of future changes in the earth system with a view to informing important policy decisions. Despite their potential importance, far too little attention has been, and is generally, paid to model errors and the extent to which model outputs actually relate to real-world processes. With the increasing complexity of the models themselves comes an increasing complexity among model results. If we are to develop useful modelling tools for the marine environment we need to be able to understand and quantify the uncertainties inherent in the simulations. Analysing errors within highly multivariate model outputs, and relating them to even more complex and multivariate observational data, are not trivial tasks. Here we describe the application of a series of techniques, including a 2-stage self-organising map (SOM), non-parametric multivariate analysis, and error statistics, to a complex spatio-temporal model run for the period 1988-1989 in the Southern North Sea, coinciding with the North Sea Project which collected a wealth of observational data. We use model output, large spatio-temporally resolved data sets and a combination of methodologies (SOM, MDS, uncertainty metrics) to simplify the problem and to provide tractable information on model performance. The use of a SOM as a clustering tool allows us to simplify the dimensions of the problem while the use of MDS on independent data grouped according to the SOM classification allows us to validate the SOM. The combination of classification and uncertainty metrics allows us to pinpoint the variables and associated processes which require attention in each region. We recommend the use of this combination of techniques for simplifying complex comparisons of model outputs with real data, and analysis of error distributions.

Injury risk functions based on population-based finite element model responses: Application to femurs under dynamic three-point bending.

PubMed

Park, Gwansik; Forman, Jason; Kim, Taewung; Panzer, Matthew B; Crandall, Jeff R

2018-02-28

The goal of this study was to explore a framework for developing injury risk functions (IRFs) in a bottom-up approach based on responses of parametrically variable finite element (FE) models representing exemplar populations. First, a parametric femur modeling tool was developed and validated using a subject-specific (SS)-FE modeling approach. Second, principal component analysis and regression were used to identify parametric geometric descriptors of the human femur and the distribution of those factors for 3 target occupant sizes (5th, 50th, and 95th percentile males). Third, distributions of material parameters of cortical bone were obtained from the literature for 3 target occupant ages (25, 50, and 75 years) using regression analysis. A Monte Carlo method was then implemented to generate populations of FE models of the femur for target occupants, using a parametric femur modeling tool. Simulations were conducted with each of these models under 3-point dynamic bending. Finally, model-based IRFs were developed using logistic regression analysis, based on the moment at fracture observed in the FE simulation. In total, 100 femur FE models incorporating the variation in the population of interest were generated, and 500,000 moments at fracture were observed (applying 5,000 ultimate strains for each synthesized 100 femur FE models) for each target occupant characteristics. Using the proposed framework on this study, the model-based IRFs for 3 target male occupant sizes (5th, 50th, and 95th percentiles) and ages (25, 50, and 75 years) were developed. The model-based IRF was located in the 95% confidence interval of the test-based IRF for the range of 15 to 70% injury risks. The 95% confidence interval of the developed IRF was almost in line with the mean curve due to a large number of data points. The framework proposed in this study would be beneficial for developing the IRFs in a bottom-up manner, whose range of variabilities is informed by the population-based FE model responses. Specifically, this method mitigates the uncertainties in applying empirical scaling and may improve IRF fidelity when a limited number of experimental specimens are available.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lewis, John R.; Brooks, Dusty Marie

In pressurized water reactors, the prevention, detection, and repair of cracks within dissimilar metal welds is essential to ensure proper plant functionality and safety. Weld residual stresses, which are difficult to model and cannot be directly measured, contribute to the formation and growth of cracks due to primary water stress corrosion cracking. Additionally, the uncertainty in weld residual stress measurements and modeling predictions is not well understood, further complicating the prediction of crack evolution. The purpose of this document is to develop methodology to quantify the uncertainty associated with weld residual stress that can be applied to modeling predictions andmore » experimental measurements. Ultimately, the results can be used to assess the current state of uncertainty and to build confidence in both modeling and experimental procedures. The methodology consists of statistically modeling the variation in the weld residual stress profiles using functional data analysis techniques. Uncertainty is quantified using statistical bounds (e.g. confidence and tolerance bounds) constructed with a semi-parametric bootstrap procedure. Such bounds describe the range in which quantities of interest, such as means, are expected to lie as evidenced by the data. The methodology is extended to provide direct comparisons between experimental measurements and modeling predictions by constructing statistical confidence bounds for the average difference between the two quantities. The statistical bounds on the average difference can be used to assess the level of agreement between measurements and predictions. The methodology is applied to experimental measurements of residual stress obtained using two strain relief measurement methods and predictions from seven finite element models developed by different organizations during a round robin study.« less

Evaluating variability and uncertainty separately in microbial quantitative risk assessment using two R packages.

PubMed

Pouillot, Régis; Delignette-Muller, Marie Laure

2010-09-01

Quantitative risk assessment has emerged as a valuable tool to enhance the scientific basis of regulatory decisions in the food safety domain. This article introduces the use of two new computing resources (R packages) specifically developed to help risk assessors in their projects. The first package, "fitdistrplus", gathers tools for choosing and fitting a parametric univariate distribution to a given dataset. The data may be continuous or discrete. Continuous data may be right-, left- or interval-censored as is frequently obtained with analytical methods, with the possibility of various censoring thresholds within the dataset. Bootstrap procedures then allow the assessor to evaluate and model the uncertainty around the parameters and to transfer this information into a quantitative risk assessment model. The second package, "mc2d", helps to build and study two dimensional (or second-order) Monte-Carlo simulations in which the estimation of variability and uncertainty in the risk estimates is separated. This package easily allows the transfer of separated variability and uncertainty along a chain of conditional mathematical and probabilistic models. The usefulness of these packages is illustrated through a risk assessment of hemolytic and uremic syndrome in children linked to the presence of Escherichia coli O157:H7 in ground beef. These R packages are freely available at the Comprehensive R Archive Network (cran.r-project.org). Copyright 2010 Elsevier B.V. All rights reserved.

Influence of model errors in optimal sensor placement

NASA Astrophysics Data System (ADS)

Vincenzi, Loris; Simonini, Laura

2017-02-01

The paper investigates the role of model errors and parametric uncertainties in optimal or near optimal sensor placements for structural health monitoring (SHM) and modal testing. The near optimal set of measurement locations is obtained by the Information Entropy theory; the results of placement process considerably depend on the so-called covariance matrix of prediction error as well as on the definition of the correlation function. A constant and an exponential correlation function depending on the distance between sensors are firstly assumed; then a proposal depending on both distance and modal vectors is presented. With reference to a simple case-study, the effect of model uncertainties on results is described and the reliability and the robustness of the proposed correlation function in the case of model errors are tested with reference to 2D and 3D benchmark case studies. A measure of the quality of the obtained sensor configuration is considered through the use of independent assessment criteria. In conclusion, the results obtained by applying the proposed procedure on a real 5-spans steel footbridge are described. The proposed method also allows to better estimate higher modes when the number of sensors is greater than the number of modes of interest. In addition, the results show a smaller variation in the sensor position when uncertainties occur.

Bayesian calibration of mechanistic aquatic biogeochemical models and benefits for environmental management

NASA Astrophysics Data System (ADS)

Arhonditsis, George B.; Papantou, Dimitra; Zhang, Weitao; Perhar, Gurbir; Massos, Evangelia; Shi, Molu

2008-09-01

Aquatic biogeochemical models have been an indispensable tool for addressing pressing environmental issues, e.g., understanding oceanic response to climate change, elucidation of the interplay between plankton dynamics and atmospheric CO 2 levels, and examination of alternative management schemes for eutrophication control. Their ability to form the scientific basis for environmental management decisions can be undermined by the underlying structural and parametric uncertainty. In this study, we outline how we can attain realistic predictive links between management actions and ecosystem response through a probabilistic framework that accommodates rigorous uncertainty analysis of a variety of error sources, i.e., measurement error, parameter uncertainty, discrepancy between model and natural system. Because model uncertainty analysis essentially aims to quantify the joint probability distribution of model parameters and to make inference about this distribution, we believe that the iterative nature of Bayes' Theorem is a logical means to incorporate existing knowledge and update the joint distribution as new information becomes available. The statistical methodology begins with the characterization of parameter uncertainty in the form of probability distributions, then water quality data are used to update the distributions, and yield posterior parameter estimates along with predictive uncertainty bounds. Our illustration is based on a six state variable (nitrate, ammonium, dissolved organic nitrogen, phytoplankton, zooplankton, and bacteria) ecological model developed for gaining insight into the mechanisms that drive plankton dynamics in a coastal embayment; the Gulf of Gera, Island of Lesvos, Greece. The lack of analytical expressions for the posterior parameter distributions was overcome using Markov chain Monte Carlo simulations; a convenient way to obtain representative samples of parameter values. The Bayesian calibration resulted in realistic reproduction of the key temporal patterns of the system, offered insights into the degree of information the data contain about model inputs, and also allowed the quantification of the dependence structure among the parameter estimates. Finally, our study uses two synthetic datasets to examine the ability of the updated model to provide estimates of predictive uncertainty for water quality variables of environmental management interest.

Uncertainty Quantification and Risk Mitigation of CO2 Leakage in Groundwater Aquifers

NASA Astrophysics Data System (ADS)

Sun, Y.; Tong, C.; Mansoor, K.; Carroll, S.

2013-12-01

The risk of CO2 leakage into shallow aquifers through various pathways such as faults and abandoned wells is a concern of CO2 geological sequestration. If a leak is detected in an aquifer system, a contingency plan is required to manage the CO2 storage and to protect the groundwater source. Among many remediation and mitigation strategies, the simplest is to stop CO2 leakage at a wellbore. Therefore, it is necessary to address whether and when the CO2 leaks should be sealed, and how much risk can be mitigated. In the presence of various uncertainties, including geological-structure uncertainty and parametric uncertainty, the risk of CO2 leakage into an aquifer needs to be assessed with probabilistic distributions of uncertain parameters. In this study, we developed an integrated model to simulate multiphase flow of CO2 and brine in a deep storage reservoir, through a leaky well at an uncertain location, and subsequently multicomponent reactive transport in a shallow aquifer. Each sub-model covers its domain-specific physics. Uncertainties of geological structure and parameters are considered together with decision variables (CO2 injection rate and mitigation time) for risk assessment of leakage-impacted aquifer volume. High-resolution and less-expensive reduced-order models (ROMs) of risk profiles are approximated as polynomial functions of decision variables and all uncertain parameters. These reduced-order models are then used in the place of computationally-expensive numerical models for future decision-making on if and when the leaky well is sealed. The tradeoff between CO2 storage capacity in the reservoir and the leakage-induced risk in the aquifer is evaluated. This work performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under contract DE-AC52-07NA27344.

Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system.

PubMed

Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C

2016-02-01

A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.

EVA/ORU model architecture using RAMCOST

NASA Technical Reports Server (NTRS)

Ntuen, Celestine A.; Park, Eui H.; Wang, Y. M.; Bretoi, R.

1990-01-01

A parametrically driven simulation model is presented in order to provide a detailed insight into the effects of various input parameters in the life testing of a modular space suit. The RAMCOST model employed is a user-oriented simulation model for studying the life-cycle costs of designs under conditions of uncertainty. The results obtained from the EVA simulated model are used to assess various mission life testing parameters such as the number of joint motions per EVA cycle time, part availability, and number of inspection requirements. RAMCOST first simulates EVA completion for NASA application using a probabilistic like PERT network. With the mission time heuristically determined, RAMCOST then models different orbital replacement unit policies with special application to the astronaut's space suit functional designs.

Global Sensitivity Analysis for Process Identification under Model Uncertainty

NASA Astrophysics Data System (ADS)

Ye, M.; Dai, H.; Walker, A. P.; Shi, L.; Yang, J.

2015-12-01

The environmental system consists of various physical, chemical, and biological processes, and environmental models are always built to simulate these processes and their interactions. For model building, improvement, and validation, it is necessary to identify important processes so that limited resources can be used to better characterize the processes. While global sensitivity analysis has been widely used to identify important processes, the process identification is always based on deterministic process conceptualization that uses a single model for representing a process. However, environmental systems are complex, and it happens often that a single process may be simulated by multiple alternative models. Ignoring the model uncertainty in process identification may lead to biased identification in that identified important processes may not be so in the real world. This study addresses this problem by developing a new method of global sensitivity analysis for process identification. The new method is based on the concept of Sobol sensitivity analysis and model averaging. Similar to the Sobol sensitivity analysis to identify important parameters, our new method evaluates variance change when a process is fixed at its different conceptualizations. The variance considers both parametric and model uncertainty using the method of model averaging. The method is demonstrated using a synthetic study of groundwater modeling that considers recharge process and parameterization process. Each process has two alternative models. Important processes of groundwater flow and transport are evaluated using our new method. The method is mathematically general, and can be applied to a wide range of environmental problems.

Data-Driven Model Uncertainty Estimation in Hydrologic Data Assimilation

NASA Astrophysics Data System (ADS)

Pathiraja, S.; Moradkhani, H.; Marshall, L.; Sharma, A.; Geenens, G.

2018-02-01

The increasing availability of earth observations necessitates mathematical methods to optimally combine such data with hydrologic models. Several algorithms exist for such purposes, under the umbrella of data assimilation (DA). However, DA methods are often applied in a suboptimal fashion for complex real-world problems, due largely to several practical implementation issues. One such issue is error characterization, which is known to be critical for a successful assimilation. Mischaracterized errors lead to suboptimal forecasts, and in the worst case, to degraded estimates even compared to the no assimilation case. Model uncertainty characterization has received little attention relative to other aspects of DA science. Traditional methods rely on subjective, ad hoc tuning factors or parametric distribution assumptions that may not always be applicable. We propose a novel data-driven approach (named SDMU) to model uncertainty characterization for DA studies where (1) the system states are partially observed and (2) minimal prior knowledge of the model error processes is available, except that the errors display state dependence. It includes an approach for estimating the uncertainty in hidden model states, with the end goal of improving predictions of observed variables. The SDMU is therefore suited to DA studies where the observed variables are of primary interest. Its efficacy is demonstrated through a synthetic case study with low-dimensional chaotic dynamics and a real hydrologic experiment for one-day-ahead streamflow forecasting. In both experiments, the proposed method leads to substantial improvements in the hidden states and observed system outputs over a standard method involving perturbation with Gaussian noise.

Adaptive relative pose control for autonomous spacecraft rendezvous and proximity operations with thrust misalignment and model uncertainties

NASA Astrophysics Data System (ADS)

Sun, Liang; Zheng, Zewei

2017-04-01

An adaptive relative pose control strategy is proposed for a pursue spacecraft in proximity operations on a tumbling target. Relative position vector between two spacecraft is required to direct towards the docking port of the target while the attitude of them must be synchronized. With considering the thrust misalignment of pursuer, an integrated controller for relative translational and relative rotational dynamics is developed by using norm-wise adaptive estimations. Parametric uncertainties, unknown coupled dynamics, and bounded external disturbances are compensated online by adaptive update laws. It is proved via Lyapunov stability theory that the tracking errors of relative pose converge to zero asymptotically. Numerical simulations including six degrees-of-freedom rigid body dynamics are performed to demonstrate the effectiveness of the proposed controller.

A Bayesian ensemble data assimilation to constrain model parameters and land-use carbon emissions

NASA Astrophysics Data System (ADS)

Lienert, Sebastian; Joos, Fortunat

2018-05-01

A dynamic global vegetation model (DGVM) is applied in a probabilistic framework and benchmarking system to constrain uncertain model parameters by observations and to quantify carbon emissions from land-use and land-cover change (LULCC). Processes featured in DGVMs include parameters which are prone to substantial uncertainty. To cope with these uncertainties Latin hypercube sampling (LHS) is used to create a 1000-member perturbed parameter ensemble, which is then evaluated with a diverse set of global and spatiotemporally resolved observational constraints. We discuss the performance of the constrained ensemble and use it to formulate a new best-guess version of the model (LPX-Bern v1.4). The observationally constrained ensemble is used to investigate historical emissions due to LULCC (ELUC) and their sensitivity to model parametrization. We find a global ELUC estimate of 158 (108, 211) PgC (median and 90 % confidence interval) between 1800 and 2016. We compare ELUC to other estimates both globally and regionally. Spatial patterns are investigated and estimates of ELUC of the 10 countries with the largest contribution to the flux over the historical period are reported. We consider model versions with and without additional land-use processes (shifting cultivation and wood harvest) and find that the difference in global ELUC is on the same order of magnitude as parameter-induced uncertainty and in some cases could potentially even be offset with appropriate parameter choice.

The Gaussian atmospheric transport model and its sensitivity to the joint frequency distribution and parametric variability.

PubMed

Hamby, D M

2002-01-01

Reconstructed meteorological data are often used in some form of long-term wind trajectory models for estimating the historical impacts of atmospheric emissions. Meteorological data for the straight-line Gaussian plume model are put into a joint frequency distribution, a three-dimensional array describing atmospheric wind direction, speed, and stability. Methods using the Gaussian model and joint frequency distribution inputs provide reasonable estimates of downwind concentration and have been shown to be accurate to within a factor of four. We have used multiple joint frequency distributions and probabilistic techniques to assess the Gaussian plume model and determine concentration-estimate uncertainty and model sensitivity. We examine the straight-line Gaussian model while calculating both sector-averaged and annual-averaged relative concentrations at various downwind distances. The sector-average concentration model was found to be most sensitive to wind speed, followed by horizontal dispersion (sigmaZ), the importance of which increases as stability increases. The Gaussian model is not sensitive to stack height uncertainty. Precision of the frequency data appears to be most important to meteorological inputs when calculations are made for near-field receptors, increasing as stack height increases.

Age-dependent biochemical quantities: an approach for calculating reference intervals.

PubMed

Bjerner, J

2007-01-01

A parametric method is often preferred when calculating reference intervals for biochemical quantities, as non-parametric methods are less efficient and require more observations/study subjects. Parametric methods are complicated, however, because of three commonly encountered features. First, biochemical quantities seldom display a Gaussian distribution, and there must either be a transformation procedure to obtain such a distribution or a more complex distribution has to be used. Second, biochemical quantities are often dependent on a continuous covariate, exemplified by rising serum concentrations of MUC1 (episialin, CA15.3) with increasing age. Third, outliers often exert substantial influence on parametric estimations and therefore need to be excluded before calculations are made. The International Federation of Clinical Chemistry (IFCC) currently recommends that confidence intervals be calculated for the reference centiles obtained. However, common statistical packages allowing for the adjustment of a continuous covariate do not make this calculation. In the method described in the current study, Tukey's fence is used to eliminate outliers and two-stage transformations (modulus-exponential-normal) in order to render Gaussian distributions. Fractional polynomials are employed to model functions for mean and standard deviations dependent on a covariate, and the model is selected by maximum likelihood. Confidence intervals are calculated for the fitted centiles by combining parameter estimation and sampling uncertainties. Finally, the elimination of outliers was made dependent on covariates by reiteration. Though a good knowledge of statistical theory is needed when performing the analysis, the current method is rewarding because the results are of practical use in patient care.

Uncertainty Propagation of Non-Parametric-Derived Precipitation Estimates into Multi-Hydrologic Model Simulations

NASA Astrophysics Data System (ADS)

Bhuiyan, M. A. E.; Nikolopoulos, E. I.; Anagnostou, E. N.

2017-12-01

Quantifying the uncertainty of global precipitation datasets is beneficial when using these precipitation products in hydrological applications, because precipitation uncertainty propagation through hydrologic modeling can significantly affect the accuracy of the simulated hydrologic variables. In this research the Iberian Peninsula has been used as the study area with a study period spanning eleven years (2000-2010). This study evaluates the performance of multiple hydrologic models forced with combined global rainfall estimates derived based on a Quantile Regression Forests (QRF) technique. In QRF technique three satellite precipitation products (CMORPH, PERSIANN, and 3B42 (V7)); an atmospheric reanalysis precipitation and air temperature dataset; satellite-derived near-surface daily soil moisture data; and a terrain elevation dataset are being utilized in this study. A high-resolution, ground-based observations driven precipitation dataset (named SAFRAN) available at 5 km/1 h resolution is used as reference. Through the QRF blending framework the stochastic error model produces error-adjusted ensemble precipitation realizations, which are used to force four global hydrological models (JULES (Joint UK Land Environment Simulator), WaterGAP3 (Water-Global Assessment and Prognosis), ORCHIDEE (Organizing Carbon and Hydrology in Dynamic Ecosystems) and SURFEX (Stands for Surface Externalisée) ) to simulate three hydrologic variables (surface runoff, subsurface runoff and evapotranspiration). The models are forced with the reference precipitation to generate reference-based hydrologic simulations. This study presents a comparative analysis of multiple hydrologic model simulations for different hydrologic variables and the impact of the blending algorithm on the simulated hydrologic variables. Results show how precipitation uncertainty propagates through the different hydrologic model structures to manifest in reduction of error in hydrologic variables.

Panaceas, uncertainty, and the robust control framework in sustainability science

PubMed Central

Anderies, John M.; Rodriguez, Armando A.; Janssen, Marco A.; Cifdaloz, Oguzhan

2007-01-01

A critical challenge faced by sustainability science is to develop strategies to cope with highly uncertain social and ecological dynamics. This article explores the use of the robust control framework toward this end. After briefly outlining the robust control framework, we apply it to the traditional Gordon–Schaefer fishery model to explore fundamental performance–robustness and robustness–vulnerability trade-offs in natural resource management. We find that the classic optimal control policy can be very sensitive to parametric uncertainty. By exploring a large class of alternative strategies, we show that there are no panaceas: even mild robustness properties are difficult to achieve, and increasing robustness to some parameters (e.g., biological parameters) results in decreased robustness with respect to others (e.g., economic parameters). On the basis of this example, we extract some broader themes for better management of resources under uncertainty and for sustainability science in general. Specifically, we focus attention on the importance of a continual learning process and the use of robust control to inform this process. PMID:17881574

Universality of Electron Distributions in Extensive Air Showers

NASA Astrophysics Data System (ADS)

Śmiałkowski, Andrzej; Giller, Maria

2018-02-01

Based on extensive air shower simulations, it is shown that electron distributions with respect to two angles determining the electron direction at a given shower age, for a fixed electron energy and lateral distance, are universal. This means that the distributions do not depend on the primary particle energy or mass (thus, neither on the interaction model), shower zenith angle, or shower to shower fluctuations, if they are taken at the same shower age. Together with previous work showing the universality of the distributions of the electron energy, lateral distance (integrated over angles), and angle (integrated over lateral distance) for fixed electron energy, this paper completes a full universal description of the electron states at various shower ages. Analytical parametrizations of the full electron states are given. It is also shown that some distributions can be described by a number of variables smaller than five, with the new ones being products of old ones raised to some power. The accuracy of the present parametrization is sufficiently good to apply to showers with a primary energy uncertainty of 14% (as is the case at the Pierre Auger Observatory). The shower fluctuations in the chosen bins of the multidimensional variable space are about 6%, determining the minimum uncertainty needed for the parametrization of the universal distributions. An analytical way of estimating the effect of the geomagnetic field is given. Thanks to the universality of the electron distribution in any shower, a new method of shower reconstruction can be worked out from the data from observatories using the fluorescence technique. The light fluxes (both fluorescence and Cherenkov) for any shower age can be exactly predicted for a shower with any primary energy and shower maximum depth, so that the two quantities can be obtained by best fitting the predictions to the measurements.

Fault Detection for Automotive Shock Absorber

NASA Astrophysics Data System (ADS)

Hernandez-Alcantara, Diana; Morales-Menendez, Ruben; Amezquita-Brooks, Luis

2015-11-01

Fault detection for automotive semi-active shock absorbers is a challenge due to the non-linear dynamics and the strong influence of the disturbances such as the road profile. First obstacle for this task, is the modeling of the fault, which has been shown to be of multiplicative nature. Many of the most widespread fault detection schemes consider additive faults. Two model-based fault algorithms for semiactive shock absorber are compared: an observer-based approach and a parameter identification approach. The performance of these schemes is validated and compared using a commercial vehicle model that was experimentally validated. Early results shows that a parameter identification approach is more accurate, whereas an observer-based approach is less sensible to parametric uncertainty.

Optimal radiotherapy dose schedules under parametric uncertainty

NASA Astrophysics Data System (ADS)

Badri, Hamidreza; Watanabe, Yoichi; Leder, Kevin

2016-01-01

We consider the effects of parameter uncertainty on the optimal radiation schedule in the context of the linear-quadratic model. Our interest arises from the observation that if inter-patient variability in normal and tumor tissue radiosensitivity or sparing factor of the organs-at-risk (OAR) are not accounted for during radiation scheduling, the performance of the therapy may be strongly degraded or the OAR may receive a substantially larger dose than the allowable threshold. This paper proposes a stochastic radiation scheduling concept to incorporate inter-patient variability into the scheduling optimization problem. Our method is based on a probabilistic approach, where the model parameters are given by a set of random variables. Our probabilistic formulation ensures that our constraints are satisfied with a given probability, and that our objective function achieves a desired level with a stated probability. We used a variable transformation to reduce the resulting optimization problem to two dimensions. We showed that the optimal solution lies on the boundary of the feasible region and we implemented a branch and bound algorithm to find the global optimal solution. We demonstrated how the configuration of optimal schedules in the presence of uncertainty compares to optimal schedules in the absence of uncertainty (conventional schedule). We observed that in order to protect against the possibility of the model parameters falling into a region where the conventional schedule is no longer feasible, it is required to avoid extremal solutions, i.e. a single large dose or very large total dose delivered over a long period. Finally, we performed numerical experiments in the setting of head and neck tumors including several normal tissues to reveal the effect of parameter uncertainty on optimal schedules and to evaluate the sensitivity of the solutions to the choice of key model parameters.

Suppression pattern of neutral pions at high transverse momentum in Au + Au collisions at sqrt[sNN]=200 GeV and constraints on medium transport coefficients.

PubMed

Adare, A; Afanasiev, S; Aidala, C; Ajitanand, N N; Akiba, Y; Al-Bataineh, H; Alexander, J; Al-Jamel, A; Aoki, K; Aphecetche, L; Armendariz, R; Aronson, S H; Asai, J; Atomssa, E T; Averbeck, R; Awes, T C; Azmoun, B; Babintsev, V; Baksay, G; Baksay, L; Baldisseri, A; Barish, K N; Barnes, P D; Bassalleck, B; Bathe, S; Batsouli, S; Baublis, V; Bauer, F; Bazilevsky, A; Belikov, S; Bennett, R; Berdnikov, Y; Bickley, A A; Bjorndal, M T; Boissevain, J G; Borel, H; Boyle, K; Brooks, M L; Brown, D S; Bucher, D; Buesching, H; Bumazhnov, V; Bunce, G; Burward-Hoy, J M; Butsyk, S; Campbell, S; Chai, J-S; Chang, B S; Charvet, J-L; Chernichenko, S; Chiba, J; Chi, C Y; Chiu, M; Choi, I J; Chujo, T; Chung, P; Churyn, A; Cianciolo, V; Cleven, C R; Cobigo, Y; Cole, B A; Comets, M P; Constantin, P; Csanád, M; Csörgo, T; Dahms, T; Das, K; David, G; Deaton, M B; Dehmelt, K; Delagrange, H; Denisov, A; d'Enterria, D; Deshpande, A; Desmond, E J; Dietzsch, O; Dion, A; Donadelli, M; Drachenberg, J L; Drapier, O; Drees, A; Dubey, A K; Durum, A; Dzhordzhadze, V; Efremenko, Y V; Egdemir, J; Ellinghaus, F; Emam, W S; Enokizono, A; En'yo, H; Espagnon, B; Esumi, S; Eyser, K O; Fields, D E; Finger, M; Finger, M; Fleuret, F; Fokin, S L; Forestier, B; Fraenkel, Z; Frantz, J E; Franz, A; Frawley, A D; Fujiwara, K; Fukao, Y; Fung, S-Y; Fusayasu, T; Gadrat, S; Garishvili, I; Gastineau, F; Germain, M; Glenn, A; Gong, H; Gonin, M; Gosset, J; Goto, Y; de Cassagnac, R Granier; Grau, N; Greene, S V; Perdekamp, M Grosse; Gunji, T; Gustafsson, H-A; Hachiya, T; Henni, A Hadj; Haegemann, C; Haggerty, J S; Hagiwara, M N; Hamagaki, H; Han, R; Harada, H; Hartouni, E P; Haruna, K; Harvey, M; Haslum, E; Hasuko, K; Hayano, R; Heffner, M; Hemmick, T K; Hester, T; Heuser, J M; He, X; Hiejima, H; Hill, J C; Hobbs, R; Hohlmann, M; Holmes, M; Holzmann, W; Homma, K; Hong, B; Horaguchi, T; Hornback, D; Hur, M G; Ichihara, T; Imai, K; Imrek, J; Inaba, M; Inoue, Y; Isenhower, D; Isenhower, L; Ishihara, M; Isobe, T; Issah, M; Isupov, A; Jacak, B V; Jia, J; Jin, J; Jinnouchi, O; Johnson, B M; Joo, K S; Jouan, D; Kajihara, F; Kametani, S; Kamihara, N; Kamin, J; Kaneta, M; Kang, J H; Kanou, H; Kawagishi, T; Kawall, D; Kazantsev, A V; Kelly, S; Khanzadeev, A; Kikuchi, J; Kim, D H; Kim, D J; Kim, E; Kim, Y-S; Kinney, E; Kiss, A; Kistenev, E; Kiyomichi, A; Klay, J; Klein-Boesing, C; Kochenda, L; Kochetkov, V; Komkov, B; Konno, M; Kotchetkov, D; Kozlov, A; Král, A; Kravitz, A; Kroon, P J; Kubart, J; Kunde, G J; Kurihara, N; Kurita, K; Kweon, M J; Kwon, Y; Kyle, G S; Lacey, R; Lai, Y-S; Lajoie, J G; Lebedev, A; Le Bornec, Y; Leckey, S; Lee, D M; Lee, M K; Lee, T; Leitch, M J; Leite, M A L; Lenzi, B; Lim, H; Liska, T; Litvinenko, A; Liu, M X; Li, X; Li, X H; Love, B; Lynch, D; Maguire, C F; Makdisi, Y I; Malakhov, A; Malik, M D; Manko, V I; Mao, Y; Masek, L; Masui, H; Matathias, F; McCain, M C; McCumber, M; McGaughey, P L; Miake, Y; Mikes, P; Miki, K; Miller, T E; Milov, A; Mioduszewski, S; Mishra, G C; Mishra, M; Mitchell, J T; Mitrovski, M; Morreale, A; Morrison, D P; Moss, J M; Moukhanova, T V; Mukhopadhyay, D; Murata, J; Nagamiya, S; Nagata, Y; Nagle, J L; Naglis, M; Nakagawa, I; Nakamiya, Y; Nakamura, T; Nakano, K; Newby, J; Nguyen, M; Norman, B E; Nyanin, A S; Nystrand, J; O'Brien, E; Oda, S X; Ogilvie, C A; Ohnishi, H; Ojha, I D; Okada, H; Okada, K; Oka, M; Omiwade, O O; Oskarsson, A; Otterlund, I; Ouchida, M; Ozawa, K; Pak, R; Pal, D; Palounek, A P T; Pantuev, V; Papavassiliou, V; Park, J; Park, W J; Pate, S F; Pei, H; Peng, J-C; Pereira, H; Peresedov, V; Peressounko, D Yu; Pinkenburg, C; Pisani, R P; Purschke, M L; Purwar, A K; Qu, H; Rak, J; Rakotozafindrabe, A; Ravinovich, I; Read, K F; Rembeczki, S; Reuter, M; Reygers, K; Riabov, V; Riabov, Y; Roche, G; Romana, A; Rosati, M; Rosendahl, S S E; Rosnet, P; Rukoyatkin, P; Rykov, V L; Ryu, S S; Sahlmueller, B; Saito, N; Sakaguchi, T; Sakai, S; Sakata, H; Samsonov, V; Sato, H D; Sato, S; Sawada, S; Seele, J; Seidl, R; Semenov, V; Seto, R; Sharma, D; Shea, T K; Shein, I; Shevel, A; Shibata, T-A; Shigaki, K; Shimomura, M; Shohjoh, T; Shoji, K; Sickles, A; Silva, C L; Silvermyr, D; Silvestre, C; Sim, K S; Singh, C P; Singh, V; Skutnik, S; Slunecka, M; Smith, W C; Soldatov, A; Soltz, R A; Sondheim, W E; Sorensen, S P; Sourikova, I V; Staley, F; Stankus, P W; Stenlund, E; Stepanov, M; Ster, A; Stoll, S P; Sugitate, T; Suire, C; Sullivan, J P; Sziklai, J; Tabaru, T; Takagi, S; Takagui, E M; Taketani, A; Tanaka, K H; Tanaka, Y; Tanida, K; Tannenbaum, M J; Taranenko, A; Tarján, P; Thomas, T L; Togawa, M; Toia, A; Tojo, J; Tomásek, L; Torii, H; Towell, R S; Tram, V-N; Tserruya, I; Tsuchimoto, Y; Tuli, S K; Tydesjö, H; Tyurin, N; Vale, C; Valle, H; van Hecke, H W; Velkovska, J; Vertesi, R; Vinogradov, A A; Virius, M; Vrba, V; Vznuzdaev, E; Wagner, M; Walker, D; Wang, X R; Watanabe, Y; Wessels, J; White, S N; Willis, N; Winter, D; Woody, C L; Wysocki, M; Xie, W; Yamaguchi, Y L; Yanovich, A; Yasin, Z; Ying, J; Yokkaichi, S; Young, G R; Younus, I; Yushmanov, I E; Zajc, W A; Zaudtke, O; Zhang, C; Zhou, S; Zimányi, J; Zolin, L

2008-12-05

For Au + Au collisions at 200 GeV, we measure neutral pion production with good statistics for transverse momentum, pT, up to 20 GeV/c. A fivefold suppression is found, which is essentially constant for 5 < pT < 20 GeV/c. Experimental uncertainties are small enough to constrain any model-dependent parametrization for the transport coefficient of the medium, e.g., q in the parton quenching model. The spectral shape is similar for all collision classes, and the suppression does not saturate in Au + Au collisions.

The Absolute Stability Analysis in Fuzzy Control Systems with Parametric Uncertainties and Reference Inputs

NASA Astrophysics Data System (ADS)

Wu, Bing-Fei; Ma, Li-Shan; Perng, Jau-Woei

This study analyzes the absolute stability in P and PD type fuzzy logic control systems with both certain and uncertain linear plants. Stability analysis includes the reference input, actuator gain and interval plant parameters. For certain linear plants, the stability (i.e. the stable equilibriums of error) in P and PD types is analyzed with the Popov or linearization methods under various reference inputs and actuator gains. The steady state errors of fuzzy control systems are also addressed in the parameter plane. The parametric robust Popov criterion for parametric absolute stability based on Lur'e systems is also applied to the stability analysis of P type fuzzy control systems with uncertain plants. The PD type fuzzy logic controller in our approach is a single-input fuzzy logic controller and is transformed into the P type for analysis. In our work, the absolute stability analysis of fuzzy control systems is given with respect to a non-zero reference input and an uncertain linear plant with the parametric robust Popov criterion unlike previous works. Moreover, a fuzzy current controlled RC circuit is designed with PSPICE models. Both numerical and PSPICE simulations are provided to verify the analytical results. Furthermore, the oscillation mechanism in fuzzy control systems is specified with various equilibrium points of view in the simulation example. Finally, the comparisons are also given to show the effectiveness of the analysis method.

Efficient Optimization of Stimuli for Model-Based Design of Experiments to Resolve Dynamical Uncertainty.

PubMed

Mdluli, Thembi; Buzzard, Gregery T; Rundell, Ann E

2015-09-01

This model-based design of experiments (MBDOE) method determines the input magnitudes of an experimental stimuli to apply and the associated measurements that should be taken to optimally constrain the uncertain dynamics of a biological system under study. The ideal global solution for this experiment design problem is generally computationally intractable because of parametric uncertainties in the mathematical model of the biological system. Others have addressed this issue by limiting the solution to a local estimate of the model parameters. Here we present an approach that is independent of the local parameter constraint. This approach is made computationally efficient and tractable by the use of: (1) sparse grid interpolation that approximates the biological system dynamics, (2) representative parameters that uniformly represent the data-consistent dynamical space, and (3) probability weights of the represented experimentally distinguishable dynamics. Our approach identifies data-consistent representative parameters using sparse grid interpolants, constructs the optimal input sequence from a greedy search, and defines the associated optimal measurements using a scenario tree. We explore the optimality of this MBDOE algorithm using a 3-dimensional Hes1 model and a 19-dimensional T-cell receptor model. The 19-dimensional T-cell model also demonstrates the MBDOE algorithm's scalability to higher dimensions. In both cases, the dynamical uncertainty region that bounds the trajectories of the target system states were reduced by as much as 86% and 99% respectively after completing the designed experiments in silico. Our results suggest that for resolving dynamical uncertainty, the ability to design an input sequence paired with its associated measurements is particularly important when limited by the number of measurements.

Efficient Optimization of Stimuli for Model-Based Design of Experiments to Resolve Dynamical Uncertainty

PubMed Central

Mdluli, Thembi; Buzzard, Gregery T.; Rundell, Ann E.

2015-01-01

This model-based design of experiments (MBDOE) method determines the input magnitudes of an experimental stimuli to apply and the associated measurements that should be taken to optimally constrain the uncertain dynamics of a biological system under study. The ideal global solution for this experiment design problem is generally computationally intractable because of parametric uncertainties in the mathematical model of the biological system. Others have addressed this issue by limiting the solution to a local estimate of the model parameters. Here we present an approach that is independent of the local parameter constraint. This approach is made computationally efficient and tractable by the use of: (1) sparse grid interpolation that approximates the biological system dynamics, (2) representative parameters that uniformly represent the data-consistent dynamical space, and (3) probability weights of the represented experimentally distinguishable dynamics. Our approach identifies data-consistent representative parameters using sparse grid interpolants, constructs the optimal input sequence from a greedy search, and defines the associated optimal measurements using a scenario tree. We explore the optimality of this MBDOE algorithm using a 3-dimensional Hes1 model and a 19-dimensional T-cell receptor model. The 19-dimensional T-cell model also demonstrates the MBDOE algorithm’s scalability to higher dimensions. In both cases, the dynamical uncertainty region that bounds the trajectories of the target system states were reduced by as much as 86% and 99% respectively after completing the designed experiments in silico. Our results suggest that for resolving dynamical uncertainty, the ability to design an input sequence paired with its associated measurements is particularly important when limited by the number of measurements. PMID:26379275

Control of nonlinear systems using terminal sliding modes

NASA Technical Reports Server (NTRS)

Venkataraman, S. T.; Gulati, S.

1992-01-01

The development of an approach to control synthesis for robust robot operations in unstructured environments is discussed. To enhance control performance with full model information, the authors introduce the notion of terminal convergence and develop control laws based on a class of sliding modes, denoted as terminal sliders. They demonstrate that terminal sliders provide robustness to parametric uncertainty without having to resort to high-frequency control switching, as in the case of conventional sliders. It is shown that the proposed method leads to greater guaranteed precision in all control cases discussed.

A Stochastic Seismic Model for the European Arctic

NASA Astrophysics Data System (ADS)

Hauser, J.; Dyer, K.; Pasyanos, M. E.; Bungum, H.; Faleide, J. I.; Clark, S. A.

2009-12-01

The development of three-dimensional seismic models for the crust and upper mantle has traditionally focused on finding one model that provides the best fit to the data, while observing some regularization constraints. Such deterministic models however ignore a fundamental property of many inverse problems in geophysics, non-uniqueness, that is, if a model can be found to satisfy given datasets an infinite number of alternative models will exist that satisfy the datasets equally well. The solution to the inverse problem presented here is therefore a stochastic model, an ensemble of models that satisfy all available data to the same degree, the posterior distribution. It is based on two sources of information, (1) the data, in this work surface-wave group velocities, regional body-wave travel times, gravity data, compiled 1D velocity models, and thickness relationships between sedimentary rocks and underlying crystalline rocks, and (2) prior information, which is independent from the data. A Monte Carlo Markov Chain (MCMC) algorithm allows us to sample models from the prior distribution and test them against the data to generate the posterior distribution. While being computationally much more expensive, such a stochastic inversion provides a more complete picture of solution space and allows to seamlessly combine various datasets. The resulting stochastic model gives an overview of the different structures that can explain the observed datasets while taking the uncertainties in the data into account. Stochastic models are important for improving seismic monitoring capabilities as they allow to not only predict new observables but also their uncertainties. The model introduced here for the crust and upper mantle structure of the European Arctic is parametrized by a series of 8 layers in an equidistant mesh. Within each layer the seismic parameters (Vp, Vs and density) can vary linearly with depth. This allows to model changes of seismic parameters within the sediments and the crystalline crust without introducing artificial discontinuities that would result from parametrizing the structure using layers with constant seismic parameters. The complex geology of the region, encompassing oceanic crust, continental shelf regions, rift basins and old cratonic crust, and the non-uniform coverage of the region by data with varying levels of uncertainty makes the European Arctic a challenging setting for any imaging technique and therefore an ideal environment for demonstrating the practical advantages of a stochastic model. Maps of sediment thickness and thickness of the crystalline crust derived from the posterior distribution are in good agreement with knowledge of the regional tectonic setting. The predicted uncertainties, which are more important than the absolute values, correlate well with the variation in data coverage and data quality in the region. This indicates that the technique behaves as expected, thus we are properly tuning the methodology by allowing the Markov Chain adequate time to fully sample the model space.

Using a Pareto-optimal solution set to characterize trade-offs between a broad range of values and preferences in climate risk management

NASA Astrophysics Data System (ADS)

Garner, Gregory; Reed, Patrick; Keller, Klaus

2015-04-01

Integrated assessment models (IAMs) are often used to inform the design of climate risk management strategies. Previous IAM studies have broken important new ground on analyzing the effects of parametric uncertainties, but they are often silent on the implications of uncertainties regarding the problem formulation. Here we use the Dynamic Integrated model of Climate and the Economy (DICE) to analyze the effects of uncertainty surrounding the definition of the objective(s). The standard DICE model adopts a single objective to maximize a weighted sum of utilities of per-capita consumption. Decision makers, however, are often concerned with a broader range of values and preferences that may be poorly captured by this a priori definition of utility. We reformulate the problem by introducing three additional objectives that represent values such as (i) reliably limiting global average warming to two degrees Celsius and minimizing (ii) the costs of abatement and (iii) the climate change damages. We use advanced multi-objective optimization methods to derive a set of Pareto-optimal solutions over which decision makers can trade-off and assess performance criteria a posteriori. We illustrate the potential for myopia in the traditional problem formulation and discuss the capability of this multiobjective formulation to provide decision support.

Strong stabilization servo controller with optimization of performance criteria.

PubMed

Sarjaš, Andrej; Svečko, Rajko; Chowdhury, Amor

2011-07-01

Synthesis of a simple robust controller with a pole placement technique and a H(∞) metrics is the method used for control of a servo mechanism with BLDC and BDC electric motors. The method includes solving a polynomial equation on the basis of the chosen characteristic polynomial using the Manabe standard polynomial form and parametric solutions. Parametric solutions are introduced directly into the structure of the servo controller. On the basis of the chosen parametric solutions the robustness of a closed-loop system is assessed through uncertainty models and assessment of the norm ‖•‖(∞). The design procedure and the optimization are performed with a genetic algorithm differential evolution - DE. The DE optimization method determines a suboptimal solution throughout the optimization on the basis of a spectrally square polynomial and Šiljak's absolute stability test. The stability of the designed controller during the optimization is being checked with Lipatov's stability condition. Both utilized approaches: Šiljak's test and Lipatov's condition, check the robustness and stability characteristics on the basis of the polynomial's coefficients, and are very convenient for automated design of closed-loop control and for application in optimization algorithms such as DE. Copyright © 2011 ISA. Published by Elsevier Ltd. All rights reserved.

Error models for official mortality forecasts.

PubMed

Alho, J M; Spencer, B D

1990-09-01

"The Office of the Actuary, U.S. Social Security Administration, produces alternative forecasts of mortality to reflect uncertainty about the future.... In this article we identify the components and assumptions of the official forecasts and approximate them by stochastic parametric models. We estimate parameters of the models from past data, derive statistical intervals for the forecasts, and compare them with the official high-low intervals. We use the models to evaluate the forecasts rather than to develop different predictions of the future. Analysis of data from 1972 to 1985 shows that the official intervals for mortality forecasts for males or females aged 45-70 have approximately a 95% chance of including the true mortality rate in any year. For other ages the chances are much less than 95%." excerpt

Ultrasonic guided wave tomography for wall thickness mapping in pipes

NASA Astrophysics Data System (ADS)

Willey, Carson L.

Corrosion and erosion damage pose fundamental challenges to operation of oil and gas infrastructure. In order to manage the life of critical assets, plant operators must implement inspection programs aimed at assessing the severity of wall thickness loss (WTL) in pipelines, vessels, and other structures. Maximum defect depth determines the residual life of these structures and therefore represents one of the key parameters for robust damage mitigation strategies. In this context, continuous monitoring with permanently installed sensors has attracted significant interest and currently is the subject of extensive research worldwide. Among the different monitoring approaches being considered, significant promise is offered by the combination of guided ultrasonic wave technology with the principles of model based inversion under the paradigm of what is now referred to as guided wave tomography (GWT). Guided waves are attractive because they propagate inside the wall of a structure over a large distance. This can yield significant advantages over conventional pulse-echo thickness gage sensors that provide insufficient area coverage -- typically limited to the sensor footprint. While significant progress has been made in the application of GWT to plate-like structures, extension of these methods to pipes poses a number of fundamental challenges that have prevented the development of sensitive GWT methods. This thesis focuses on these challenges to address the complex guided wave propagation in pipes and to account for parametric uncertainties that are known to affect model based inversion and which are unavoidable in real field applications. The main contribution of this work is the first demonstration of a sensitive GWT method for accurately mapping the depth of defects in pipes. This is achieved by introducing a novel forward model that can extract information related to damage from the complex waveforms measured by pairs of guided wave transducers mounted on the pipe. An inversion method that iteratively uses the forward model is then developed to form a map of wall thickness for the entire pipe section comprised between two ring arrays of ultrasonic transducers that encircle the pipe. It is shown that time independent parametric uncertainties relative to the pipe manufacturing tolerances, transducers position, and ultrasonic properties of the material of the pipe can be minimized through a differential approach that is aimed at determining the change in state of the pipe relative to a reference condition. On the other hand, time dependent parametric uncertainties, such as those caused by temperature variations, can be addressed by exploiting the spatial diversity of array measurements and the non-contact nature of electromagnetic acoustic transducers (EMATs). The range of possible applications of GWT to pipes is investigated through theoretical and numerical studies aimed at developing an understanding of how the performance of GWT varies depending on damage morphology, pipe geometry, and array configuration.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.

Adaptive nonlinear robust relative pose control of spacecraft autonomous rendezvous and proximity operations.

PubMed

Sun, Liang; Huo, Wei; Jiao, Zongxia

2017-03-01

This paper studies relative pose control for a rigid spacecraft with parametric uncertainties approaching to an unknown tumbling target in disturbed space environment. State feedback controllers for relative translation and relative rotation are designed in an adaptive nonlinear robust control framework. The element-wise and norm-wise adaptive laws are utilized to compensate the parametric uncertainties of chaser and target spacecraft, respectively. External disturbances acting on two spacecraft are treated as a lumped and bounded perturbation input for system. To achieve the prescribed disturbance attenuation performance index, feedback gains of controllers are designed by solving linear matrix inequality problems so that lumped disturbance attenuation with respect to the controlled output is ensured in the L 2 -gain sense. Moreover, in the absence of lumped disturbance input, asymptotical convergence of relative pose are proved by using the Lyapunov method. Numerical simulations are performed to show that position tracking and attitude synchronization are accomplished in spite of the presence of couplings and uncertainties. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Rocket exhaust ground cloud/atmospheric interactions

NASA Technical Reports Server (NTRS)

Hwang, B.; Gould, R. K.

1978-01-01

An attempt to identify and minimize the uncertainties and potential inaccuracies of the NASA Multilayer Diffusion Model (MDM) is performed using data from selected Titan 3 launches. The study is based on detailed parametric calculations using the MDM code and a comparative study of several other diffusion models, the NASA measurements, and the MDM. The results are discussed and evaluated. In addition, the physical/chemical processes taking place during the rocket cloud rise are analyzed. The exhaust properties and the deluge water effects are evaluated. A time-dependent model for two aerosol coagulations is developed and documented. Calculations using this model for dry deposition during cloud rise are made. A simple model for calculating physical properties such as temperature and air mass entrainment during cloud rise is also developed and incorporated with the aerosol model.

Cost-effectiveness analysis of trastuzumab emtansine (T-DM1) in human epidermal growth factor receptor 2 (HER2): positive advanced breast cancer.

PubMed

Le, Quang A; Bae, Yuna H; Kang, Jenny H

2016-10-01

The EMILIA trial demonstrated that trastuzumab emtansine (T-DM1) significantly increased the median profession-free and overall survival relative to combination therapy with lapatinib plus capecitabine (LC) in patients with HER2-positive advanced breast cancer (ABC) previously treated with trastuzumab and a taxane. We performed an economic analysis of T-DM1 as a second-line therapy compared to LC and monotherapy with capecitabine (C) from both perspectives of the US payer and society. We developed four possible Markov models for ABC to compare the projected life-time costs and outcomes of T-DM1, LC, and C. Model transition probabilities were estimated from the EMILIA and EGF100151 clinical trials. Direct costs of the therapies, major adverse events, laboratory tests, and disease progression, indirect costs (productivity losses due to morbidity and mortality), and health utilities were obtained from published sources. The models used 3 % discount rate and reported in 2015 US dollars. Probabilistic sensitivity analysis and model averaging were used to account for model parametric and structural uncertainty. When incorporating both model parametric and structural uncertainty, the resulting incremental cost-effectiveness ratios (ICER) comparing T-DM1 to LC and T-DM1 to C were $183,828 per quality-adjusted life year (QALY) and $126,001/QALY from the societal perspective, respectively. From the payer's perspective, the ICERs were $220,385/QALY (T-DM1 vs. LC) and $168,355/QALY (T-DM1 vs. C). From both perspectives of the US payer and society, T-DM1 is not cost-effective when comparing to the LC combination therapy at a willingness-to-pay threshold of $150,000/QALY. T-DM1 might have a better chance to be cost-effective compared to capecitabine monotherapy from the US societal perspective.

Non-intrusive uncertainty quantification of computational fluid dynamics simulations: notes on the accuracy and efficiency

NASA Astrophysics Data System (ADS)

Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher

2017-11-01

Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.

Neural network-based position synchronised internal force control scheme for cooperative manipulator system

NASA Astrophysics Data System (ADS)

Wang, Jin; Xu, Fan; Lu, GuoDong

2017-09-01

More complex problems of simultaneous position and internal force control occur with cooperative manipulator systems than that of a single one. In the presence of unwanted parametric and modelling uncertainties as well as external disturbances, a decentralised position synchronised force control scheme is proposed. With a feedforward neural network estimating engine, a precise model of the system dynamics is not required. Unlike conventional cooperative or synchronised controllers, virtual position and virtual synchronisation errors are introduced for internal force tracking control and task space position synchronisation. Meanwhile joint space synchronisation and force measurement are unnecessary. Together with simulation studies and analysis, the position and the internal force errors are shown to asymptotically converge to zero. Moreover, the controller exhibits different characteristics with selected synchronisation factors. Under certain settings, it can deal with temporary cooperation by an intelligent retreat mechanism, where less internal force would occur and rigid collision can be avoided. Using a Lyapunov stability approach, the controller is proven to be robust in face of the aforementioned uncertainties.

Modeling unobserved sources of heterogeneity in animal abundance using a Dirichlet process prior

USGS Publications Warehouse

Dorazio, R.M.; Mukherjee, B.; Zhang, L.; Ghosh, M.; Jelks, H.L.; Jordan, F.

2008-01-01

In surveys of natural populations of animals, a sampling protocol is often spatially replicated to collect a representative sample of the population. In these surveys, differences in abundance of animals among sample locations may induce spatial heterogeneity in the counts associated with a particular sampling protocol. For some species, the sources of heterogeneity in abundance may be unknown or unmeasurable, leading one to specify the variation in abundance among sample locations stochastically. However, choosing a parametric model for the distribution of unmeasured heterogeneity is potentially subject to error and can have profound effects on predictions of abundance at unsampled locations. In this article, we develop an alternative approach wherein a Dirichlet process prior is assumed for the distribution of latent abundances. This approach allows for uncertainty in model specification and for natural clustering in the distribution of abundances in a data-adaptive way. We apply this approach in an analysis of counts based on removal samples of an endangered fish species, the Okaloosa darter. Results of our data analysis and simulation studies suggest that our implementation of the Dirichlet process prior has several attractive features not shared by conventional, fully parametric alternatives. ?? 2008, The International Biometric Society.

A polynomial chaos ensemble hydrologic prediction system for efficient parameter inference and robust uncertainty assessment

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Baetz, B. W.; Huang, W.

2015-11-01

This paper presents a polynomial chaos ensemble hydrologic prediction system (PCEHPS) for an efficient and robust uncertainty assessment of model parameters and predictions, in which possibilistic reasoning is infused into probabilistic parameter inference with simultaneous consideration of randomness and fuzziness. The PCEHPS is developed through a two-stage factorial polynomial chaos expansion (PCE) framework, which consists of an ensemble of PCEs to approximate the behavior of the hydrologic model, significantly speeding up the exhaustive sampling of the parameter space. Multiple hypothesis testing is then conducted to construct an ensemble of reduced-dimensionality PCEs with only the most influential terms, which is meaningful for achieving uncertainty reduction and further acceleration of parameter inference. The PCEHPS is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability. A detailed comparison between the HYMOD hydrologic model, the ensemble of PCEs, and the ensemble of reduced PCEs is performed in terms of accuracy and efficiency. Results reveal temporal and spatial variations in parameter sensitivities due to the dynamic behavior of hydrologic systems, and the effects (magnitude and direction) of parametric interactions depending on different hydrological metrics. The case study demonstrates that the PCEHPS is capable not only of capturing both expert knowledge and probabilistic information in the calibration process, but also of implementing an acceleration of more than 10 times faster than the hydrologic model without compromising the predictive accuracy.

Modality-Driven Classification and Visualization of Ensemble Variance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bensema, Kevin; Gosink, Luke; Obermaier, Harald

Paper for the IEEE Visualization Conference Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space.

Host Model Uncertainty in Aerosol Radiative Forcing Estimates - The AeroCom Prescribed Experiment

NASA Astrophysics Data System (ADS)

Stier, P.; Kinne, S.; Bellouin, N.; Myhre, G.; Takemura, T.; Yu, H.; Randles, C.; Chung, C. E.

2012-04-01

Anthropogenic and natural aerosol radiative effects are recognized to affect global and regional climate. However, even for the case of identical aerosol emissions, the simulated direct aerosol radiative forcings show significant diversity among the AeroCom models (Schulz et al., 2006). Our analysis of aerosol absorption in the AeroCom models indicates a larger diversity in the translation from given aerosol radiative properties (absorption optical depth) to actual atmospheric absorption than in the translation of a given atmospheric burden of black carbon to the radiative properties (absorption optical depth). The large diversity is caused by differences in the simulated cloud fields, radiative transfer, the relative vertical distribution of aerosols and clouds, and the effective surface albedo. This indicates that differences in host model (GCM or CTM hosting the aerosol module) parameterizations contribute significantly to the simulated diversity of aerosol radiative forcing. The magnitude of these host model effects in global aerosol model and satellites retrieved aerosol radiative forcing estimates cannot be estimated from the diagnostics of the "standard" AeroCom forcing experiments. To quantify the contribution of differences in the host models to the simulated aerosol radiative forcing and absorption we conduct the AeroCom Prescribed experiment, a simple aerosol model and satellite retrieval intercomparison with prescribed highly idealised aerosol fields. Quality checks, such as diagnostic output of the 3D aerosol fields as implemented in each model, ensure the comparability of the aerosol implementation in the participating models. The simulated forcing variability among the models and retrievals is a direct measure of the contribution of host model assumptions to the uncertainty in the assessment of the aerosol radiative effects. We will present the results from the AeroCom prescribed experiment with focus on the attribution to the simulated variability to parametric and structural model uncertainties. This work will help to prioritise areas for future model improvements and ultimately lead to uncertainty reduction.

Parametric and non-parametric modeling of short-term synaptic plasticity. Part I: computational study

PubMed Central

Marmarelis, Vasilis Z.; Berger, Theodore W.

2009-01-01

Parametric and non-parametric modeling methods are combined to study the short-term plasticity (STP) of synapses in the central nervous system (CNS). The nonlinear dynamics of STP are modeled by means: (1) previously proposed parametric models based on mechanistic hypotheses and/or specific dynamical processes, and (2) non-parametric models (in the form of Volterra kernels) that transforms the presynaptic signals into postsynaptic signals. In order to synergistically use the two approaches, we estimate the Volterra kernels of the parametric models of STP for four types of synapses using synthetic broadband input–output data. Results show that the non-parametric models accurately and efficiently replicate the input–output transformations of the parametric models. Volterra kernels provide a general and quantitative representation of the STP. PMID:18506609

Modeling and advanced sliding mode controls of crawler cranes considering wire rope elasticity and complicated operations

NASA Astrophysics Data System (ADS)

Tuan, Le Anh; Lee, Soon-Geul

2018-03-01

In this study, a new mathematical model of crawler cranes is developed for heavy working conditions, with payload-lifting and boom-hoisting motions simultaneously activated. The system model is built with full consideration of wind disturbances, geometrical nonlinearities, and cable elasticities of cargo lifting and boom luffing. On the basis of this dynamic model, three versions of sliding mode control are analyzed and designed to control five system outputs with only two inputs. When used in complicated operations, the effectiveness of the controllers is analyzed using analytical investigation and numerical simulation. Results indicate the effectiveness of the control algorithms and the proposed dynamic model. The control algorithms asymptotically stabilize the system with finite-time convergences, remaining robust amid disturbances and parametric uncertainties.

An Iterative Local Updating Ensemble Smoother for Estimation and Uncertainty Assessment of Hydrologic Model Parameters With Multimodal Distributions

NASA Astrophysics Data System (ADS)

Zhang, Jiangjiang; Lin, Guang; Li, Weixuan; Wu, Laosheng; Zeng, Lingzao

2018-03-01

Ensemble smoother (ES) has been widely used in inverse modeling of hydrologic systems. However, for problems where the distribution of model parameters is multimodal, using ES directly would be problematic. One popular solution is to use a clustering algorithm to identify each mode and update the clusters with ES separately. However, this strategy may not be very efficient when the dimension of parameter space is high or the number of modes is large. Alternatively, we propose in this paper a very simple and efficient algorithm, i.e., the iterative local updating ensemble smoother (ILUES), to explore multimodal distributions of model parameters in nonlinear hydrologic systems. The ILUES algorithm works by updating local ensembles of each sample with ES to explore possible multimodal distributions. To achieve satisfactory data matches in nonlinear problems, we adopt an iterative form of ES to assimilate the measurements multiple times. Numerical cases involving nonlinearity and multimodality are tested to illustrate the performance of the proposed method. It is shown that overall the ILUES algorithm can well quantify the parametric uncertainties of complex hydrologic models, no matter whether the multimodal distribution exists.

Evaluating the 239Pu prompt fission neutron spectrum induced by thermal to 30 MeV neutrons

DOE PAGES

Neudecker, Denise; Talou, Patrick; Kawano, Toshihiko; ...

2016-03-15

We present a new evaluation of the 239Pu prompt fission neutron spectrum (PFNS) induced by thermal to 30 MeV neutrons. Compared to the ENDF/B-VII.1 evaluation, this one includes recently published experimental data as well as an improved and extended model description to predict PFNS. For instance, the pre-equilibrium neutron emission component to the PFNS is considered and the incident energy dependence of model parameters is parametrized more realistically. Experimental and model parameter uncertainties and covariances are estimated in detail. Also, evaluated covariances are provided between all PFNS at different incident neutron energies. In conclusion, selected evaluation results and first benchmarkmore » calculations using this evaluation are briefly discussed.« less

The Nucleon Axial Form Factor and Staggered Lattice QCD

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meyer, Aaron Scott

The study of neutrino oscillation physics is a major research goal of the worldwide particle physics program over the upcoming decade. Many new experiments are being built to study the properties of neutrinos and to answer questions about the phenomenon of neutrino oscillation. These experiments need precise theoretical cross sections in order to access fundamental neutrino properties. Neutrino oscillation experiments often use large atomic nuclei as scattering targets, which are challenging for theorists to model. Nuclear models rely on free-nucleon amplitudes as inputs. These amplitudes are constrained by scattering experiments with large nuclear targets that rely on the very samemore » nuclear models. The work in this dissertation is the rst step of a new initiative to isolate and compute elementary amplitudes with theoretical calculations to support the neutrino oscillation experimental program. Here, the eort focuses on computing the axial form factor, which is the largest contributor of systematic error in the primary signal measurement process for neutrino oscillation studies, quasielastic scattering. Two approaches are taken. First, neutrino scattering data on a deuterium target are reanalyzed with a model-independent parametrization of the axial form factor to quantify the present uncertainty in the free-nucleon amplitudes. The uncertainties on the free-nucleon cross section are found to be underestimated by about an order of magnitude compared to the ubiquitous dipole model parametrization. The second approach uses lattice QCD to perform a rst-principles computation of the nucleon axial form factor. The Highly Improved Staggered Quark (HISQ) action is employed for both valence and sea quarks. The results presented in this dissertation are computed at physical pion mass for one lattice spacing. This work presents a computation of the axial form factor at zero momentum transfer, and forms the basis for a computation of the axial form factor momentum dependence with an extrapolation to the continuum limit and a full systematic error budget.« less

Hypersonic vehicle model and control law development using H(infinity) and micron synthesis

NASA Astrophysics Data System (ADS)

Gregory, Irene M.; Chowdhry, Rajiv S.; McMinn, John D.; Shaughnessy, John D.

1994-10-01

The control system design for a Single Stage To Orbit (SSTO) air breathing vehicle will be central to a successful mission because a precise ascent trajectory will preserve narrow payload margins. The air breathing propulsion system requires the vehicle to fly roughly halfway around the Earth through atmospheric turbulence. The turbulence, the high sensitivity of the propulsion system to inlet flow conditions, the relatively large uncertainty of the parameters characterizing the vehicle, and continuous acceleration make the problem especially challenging. Adequate stability margins must be provided without sacrificing payload mass since payload margins are critical. Therefore, a multivariable control theory capable of explicitly including both uncertainty and performance is needed. The H(infinity) controller in general provides good robustness but can result in conservative solutions for practical problems involving structured uncertainty. Structured singular value mu framework for analysis and synthesis is potentially much less conservative and hence more appropriate for problems with tight margins. An SSTO control system requires: highly accurate tracking of velocity and altitude commands while limiting angle-of-attack oscillations, minimized control power usage, and a stabilized vehicle when atmospheric turbulence and system uncertainty are present. The controller designs using H(infinity) and mu-synthesis procedures were compared. An integrated flight/propulsion dynamic mathematical model of a conical accelerator vehicle was linearized as the vehicle accelerated through Mach 8. Vehicle acceleration through the selected flight condition gives rise to parametric variation that was modeled as a structured uncertainty. The mu-analysis approach was used in the frequency domain to conduct controller analysis and was confirmed by time history plots. Results demonstrate the inherent advantages of the mu framework for this class of problems.

Hypersonic vehicle model and control law development using H(infinity) and micron synthesis

NASA Technical Reports Server (NTRS)

Gregory, Irene M.; Chowdhry, Rajiv S.; Mcminn, John D.; Shaughnessy, John D.

1994-01-01

The control system design for a Single Stage To Orbit (SSTO) air breathing vehicle will be central to a successful mission because a precise ascent trajectory will preserve narrow payload margins. The air breathing propulsion system requires the vehicle to fly roughly halfway around the Earth through atmospheric turbulence. The turbulence, the high sensitivity of the propulsion system to inlet flow conditions, the relatively large uncertainty of the parameters characterizing the vehicle, and continuous acceleration make the problem especially challenging. Adequate stability margins must be provided without sacrificing payload mass since payload margins are critical. Therefore, a multivariable control theory capable of explicitly including both uncertainty and performance is needed. The H(infinity) controller in general provides good robustness but can result in conservative solutions for practical problems involving structured uncertainty. Structured singular value mu framework for analysis and synthesis is potentially much less conservative and hence more appropriate for problems with tight margins. An SSTO control system requires: highly accurate tracking of velocity and altitude commands while limiting angle-of-attack oscillations, minimized control power usage, and a stabilized vehicle when atmospheric turbulence and system uncertainty are present. The controller designs using H(infinity) and mu-synthesis procedures were compared. An integrated flight/propulsion dynamic mathematical model of a conical accelerator vehicle was linearized as the vehicle accelerated through Mach 8. Vehicle acceleration through the selected flight condition gives rise to parametric variation that was modeled as a structured uncertainty. The mu-analysis approach was used in the frequency domain to conduct controller analysis and was confirmed by time history plots. Results demonstrate the inherent advantages of the mu framework for this class of problems.

Water Footprint and Water Consumption for the Main Crops and Biofuels Produced in Brazil

NASA Astrophysics Data System (ADS)

Sun, Y.; Tong, C.; Mansoor, K.; Carroll, S.

2011-12-01

The risk of CO2 leakage into shallow aquifers through various pathways such as faults and abandoned wells is a concern of CO2 geological sequestration. If a leak is detected in an aquifer system, a contingency plan is required to manage the CO2 storage and to protect the groundwater source. Among many remediation and mitigation strategies, the simplest is to stop CO2 leakage at a wellbore. Therefore, it is necessary to address whether and when the CO2 leaks should be sealed, and how much risk can be mitigated. In the presence of various uncertainties, including geological-structure uncertainty and parametric uncertainty, the risk of CO2 leakage into an aquifer needs to be assessed with probabilistic distributions of uncertain parameters. In this study, we developed an integrated model to simulate multiphase flow of CO2 and brine in a deep storage reservoir, through a leaky well at an uncertain location, and subsequently multicomponent reactive transport in a shallow aquifer. Each sub-model covers its domain-specific physics. Uncertainties of geological structure and parameters are considered together with decision variables (CO2 injection rate and mitigation time) for risk assessment of leakage-impacted aquifer volume. High-resolution and less-expensive reduced-order models (ROMs) of risk profiles are approximated as polynomial functions of decision variables and all uncertain parameters. These reduced-order models are then used in the place of computationally-expensive numerical models for future decision-making on if and when the leaky well is sealed. The tradeoff between CO2 storage capacity in the reservoir and the leakage-induced risk in the aquifer is evaluated. This work performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under contract DE-AC52-07NA27344.

A linear programming approach to characterizing norm bounded uncertainty from experimental data

NASA Technical Reports Server (NTRS)

Scheid, R. E.; Bayard, D. S.; Yam, Y.

1991-01-01

The linear programming spectral overbounding and factorization (LPSOF) algorithm, an algorithm for finding a minimum phase transfer function of specified order whose magnitude tightly overbounds a specified nonparametric function of frequency, is introduced. This method has direct application to transforming nonparametric uncertainty bounds (available from system identification experiments) into parametric representations required for modern robust control design software (i.e., a minimum-phase transfer function multiplied by a norm-bounded perturbation).

SPH/N-body simulations of small (D = 10 km) monolithic asteroidal breakups and improved parametric relations for Monte-Carlo collisional models

NASA Astrophysics Data System (ADS)

Ševecek, Pavel; Broz, Miroslav; Nesvorny, David; Durda, Daniel D.; Asphaug, Erik; Walsh, Kevin J.; Richardson, Derek C.

2016-10-01

Detailed models of asteroid collisions can yield important constrains for the evolution of the Main Asteroid Belt, but the respective parameter space is large and often unexplored. We thus performed a new set of simulations of asteroidal breakups, i.e. fragmentations of intact targets, subsequent gravitational reaccumulation and formation of small asteroid families, focusing on parent bodies with diameters D = 10 km.Simulations were performed with a smoothed-particle hydrodynamics (SPH) code (Benz & Asphaug 1994), combined with an efficient N-body integrator (Richardson et al. 2000). We assumed a number of projectile sizes, impact velocities and impact angles. The rheology used in the physical model does not include friction nor crushing; this allows for a direct comparison to results of Durda et al. (2007). Resulting size-frequency distributions are significantly different from scaled-down simulations with D = 100 km monolithic targets, although they may be even more different for pre-shattered targets.We derive new parametric relations describing fragment distributions, suitable for Monte-Carlo collisional models. We also characterize velocity fields and angular distributions of fragments, which can be used as initial conditions in N-body simulations of small asteroid families. Finally, we discuss various uncertainties related to SPH simulations.

Evaluation de l'impact du vent et des manoeuvres hydrauliques sur le calcul des apports naturels par bilan hydrique pour un reservoir hydroelectrique

NASA Astrophysics Data System (ADS)

Roy, Mathieu

Natural inflow is an important data for a water resource manager. In fact, Hydro-Quebec uses historical natural inflow data to perform a daily prediction of the amount of water that will be received in each of its hydroelectric reservoirs. This prediction allows the establishment of reservoir operating rules in order to optimize hydropower without compromising the safety of hydraulic structures. To obtain an accurate prediction, it follows that the system's input needs to be very well known. However, it can be very difficult to accurately measure the natural supply of a set of regulated reservoirs. Therefore, Hydro-Quebec uses an indirect method of calculation. This method consists of evaluating the reservoir's inflow using the water balance equation. Yet, this equation is not immune to errors and uncertainties. Water level measurement is an important input in order to compute the water balance equation. However, several sources of uncertainty including the effect of wind and hydraulic maneuvers can affect the readings of limnimetric gages. Fluctuations in water level caused by these effects carry over in the water balance equation. Consequently, natural inflow's signal may become noisy and affected by external errors. The main objective of this report is to evaluate the uncertainty caused by the effects of wind and hydraulic maneuvers on water balance equation. To this end, hydrodynamic models of reservoirs Outardes 4 and Gouin were prepared. According to the literature review, wind effects can be studied either by an unsteady state approach or by assuming steady state approach. Unsteady state simulation of wind effects on reservoir Gouin and Outardes 4 were performed by hydrodynamic modelling. Consideration of an unsteady state implies that the wind conditions vary throughout the simulation. This feature allows taking into account temporal effect of wind duration. In addition, it also allows the consideration of inertial forces such as seiches which are caused by wind conditions that can vary abruptly. Once the models were calibrated, unsteady state simulations were conducted in closed system where unsteady observed winds were the only forces included. From the simulated water levels obtained at each gage, water balance equation was calculated to determine the daily uncertainty of natural inflow in unsteady conditions. At Outardes 4, a maximum uncertainty of 20 m3/s was estimated during the month of October 2010. On the other hand, at the Gouin reservoir, a maximum uncertainty of 340m3/s was estimated during the month of July 2012. Steady state modelling is another approach to evaluate wind effect uncertainty in the water balance equation. This type of approach consists of assuming that the water level is instantly tilted under the influence of wind. Hence, temporal effect of wind duration and seiches cannot be taken into account. However, the advantage of steady state modelling is that it's better suited than unsteady state modelling to evaluate wind uncertainty in real time. Two steady state modelling methods were experimented to estimate water level difference between gages in function of wind characteristics: hydrodynamic modelling and non-parametric regression. It has been found that non-parametric models are more efficient when it comes to estimate water level differences between gages. However, the use of hydrodynamic model demonstrated that to study wind uncertainty in the water balance equation, it is preferable to assess wind responses individually at each gage instead of using water level differences. Finally, a combination method of water level gages observations has been developed. It allows reducing wind/hydraulic maneuvers impacts on the water balance equation. This method, which is applicable in real time, consists of assigning a variable weight at each limnimetric gages. In other words, the weights automatically adjust in order to minimize steady state modeled wind responses. The estimation of hydraulic maneuvers has also been included in the gage weight adjustment. It has been found that this new combination method allows the correction of noisy natural inflow signal under wind and hydraulic maneuvers effects. However, some fluctuations persist which reflects the complexity of correcting these effects on a real time based daily water balance equation. (Abstract shortened by UMI.).

A Bayesian alternative for multi-objective ecohydrological model specification

NASA Astrophysics Data System (ADS)

Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori

2018-01-01

Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior distributions in such approaches.

DNA binding sites characterization by means of Rényi entropy measures on nucleotide transitions.

PubMed

Perera, Alexandre; Vallverdu, Montserrat; Claria, Francesc; Soria, José Manuel; Caminal, Pere

2006-01-01

In this work, parametric information-theory measures for the characterization of binding sites in DNA are extended with the use of transitional probabilities on the sequence. We propose the use of parametric uncertainty measure such as Renyi entropies obtained from the transition probabilities for the study of the binding sites, in addition to nucleotide frequency based Renyi measures. Results are reported in this manuscript comparing transition frequencies (i.e. dinucelotides) and base frequencies for Shannon and parametric Renyi for a number of binding sites found in E. Coli, lambda and T7 organisms. We observe that, for the evaluated datasets, the information provided by both approaches is not redundant, as they evolve differently under increasing Renyi orders.

Uncertainties in modelling the climate impact of irrigation

NASA Astrophysics Data System (ADS)

de Vrese, Philipp; Hagemann, Stefan

2017-11-01

Irrigation-based agriculture constitutes an essential factor for food security as well as fresh water resources and has a distinct impact on regional and global climate. Many issues related to irrigation's climate impact are addressed in studies that apply a wide range of models. These involve substantial uncertainties related to differences in the model's structure and its parametrizations on the one hand and the need for simplifying assumptions for the representation of irrigation on the other hand. To address these uncertainties, we used the Max Planck Institute for Meteorology's Earth System model into which a simple irrigation scheme was implemented. In order to estimate possible uncertainties with regard to the model's more general structure, we compared the climate impact of irrigation between three simulations that use different schemes for the land-surface-atmosphere coupling. Here, it can be shown that the choice of coupling scheme does not only affect the magnitude of possible impacts but even their direction. For example, when using a scheme that does not explicitly resolve spatial subgrid scale heterogeneity at the surface, irrigation reduces the atmospheric water content, even in heavily irrigated regions. Contrarily, in simulations that use a coupling scheme that resolves heterogeneity at the surface or even within the lowest layers of the atmosphere, irrigation increases the average atmospheric specific humidity. A second experiment targeted possible uncertainties related to the representation of irrigation characteristics. Here, in four simulations the irrigation effectiveness (controlled by the target soil moisture and the non-vegetated fraction of the grid box that receives irrigation) and the timing of delivery were varied. The second experiment shows that uncertainties related to the modelled irrigation characteristics, especially the irrigation effectiveness, are also substantial. In general the impact of irrigation on the state of the land surface is more than three times larger when assuming a low irrigation effectiveness than when a high effectiveness is assumed. For certain variables, such as the vertically integrated water vapour, the impact is almost an order of magnitude larger. The timing of irrigation also has non-negligible effects on the simulated climate impacts and it can strongly alter their seasonality.

On the synergy of nuclear data for fusion and model assumptions

NASA Astrophysics Data System (ADS)

Avrigeanu, Vlad; Avrigeanu, Marilena

2017-09-01

A deuteron breakup (BU) parametrization is involved within the BU analysis of recently measured reaction-in-flight (RIF) neutron time-of-flight spectrum, while open questions underlined previously on related fast-neutron induced reaction on Zr isotopes are also addressed in a consistent way, at once with the use of a recent optical potential for α-particles to understand the large discrepancy between the measured and calculated cross sections of the 94Zr(n,α)91Sr reaction. Thus the synergy between the above-mentioned three distinct subjects may finally lead to smaller uncertainties of the nuclear data for fusion while the RIF neutron spectra may also be used to support nuclear model assumptions.

Robust analysis of trends in noisy tokamak confinement data using geodesic least squares regression

DOE Office of Scientific and Technical Information (OSTI.GOV)

Verdoolaege, G., E-mail: geert.verdoolaege@ugent.be; Laboratory for Plasma Physics, Royal Military Academy, B-1000 Brussels; Shabbir, A.

Regression analysis is a very common activity in fusion science for unveiling trends and parametric dependencies, but it can be a difficult matter. We have recently developed the method of geodesic least squares (GLS) regression that is able to handle errors in all variables, is robust against data outliers and uncertainty in the regression model, and can be used with arbitrary distribution models and regression functions. We here report on first results of application of GLS to estimation of the multi-machine scaling law for the energy confinement time in tokamaks, demonstrating improved consistency of the GLS results compared to standardmore » least squares.« less

Uncertainty functions of modelled soil organic carbon changes in response to crop management derived from a French long term experiments dataset

NASA Astrophysics Data System (ADS)

Dimassi, Bassem; Guenet, Bertrand; Mary, Bruno; Trochard, Robert; Bouthier, Alain; Duparque, Annie; Sagot, Stéphanie; Houot, Sabine; Morel, Christian; Martin, Manuel

2016-04-01

The land use, land-use change and forestry (LULUCF) activities and crop management (CM) in Europe could be an important carbon sink through soil organic carbon (SOC) sequestration. Recently, the (EU decision 529/2013) requires European Union's member states to assess modalities to include greenhouse gas (GHG) emissions and removals resulting from activities relating to LULUCF and CM into the Union's (GHG) emissions reduction commitment and their national inventories reports (NIR). Tier 1, the commonly used method to estimate emissions for NIR, provides a framework for measuring SOC stocks changes. However, estimations have high uncertainty, especially in response to crop management at regional and specific national contexts. Understanding and quantifying this uncertainty with accurate confidence interval is crucial for reliably reporting and support decision-making and policies that aims to mitigate greenhouse gases through soil C storage. Here, we used the Tier 3 method, consisting of process-based modelling, to address the issue of uncertainty quantification at national scale in France. Specifically, we used 20 Long-term croplands experiments (LTE) in France with more than 100 treatments taking into account different agricultural practices such as tillage, organic amendment, inorganic fertilization, cover crops, etc. These LTE were carefully selected because they are well characterized with periodic SOC stocks monitoring overtime and covered a wide range of pedo-climatic conditions. We applied linear mixed effect model to statistically model, as a function of soil, climate and cropping system characteristics, the uncertainty resulting from applying this Tier 3 approach. The model was fitted on the dataset yielded by comparing the simulated (with the Century model V 4.5) to the observed SOC changes on the LTE at hand. This mixed effect model will then be used to derive uncertainty related to the simulation of SOC stocks changes of the French Soil Monitoring Network (FSMN) where only one measurement is done in 16 Km regular grid. These simulations on the grid will be in turn used for NIR. Preliminary results suggest that the model do not adequately simulate SOC stocks levels but succeeds at capturing SOC changes due to management, despite the fact that the model does not explicitly simulate some management such as tillage. This is probably due to inappropriate model parametrization especially for crops and thus Cinput in the French context and/or model initialization.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example.

PubMed

Helgesson, P; Sjöstrand, H

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r 1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r 1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r 1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example

NASA Astrophysics Data System (ADS)

Helgesson, P.; Sjöstrand, H.

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

Large-Eddy Simulations of Atmospheric Flows Over Complex Terrain Using the Immersed-Boundary Method in the Weather Research and Forecasting Model

NASA Astrophysics Data System (ADS)

Ma, Yulong; Liu, Heping

2017-12-01

Atmospheric flow over complex terrain, particularly recirculation flows, greatly influences wind-turbine siting, forest-fire behaviour, and trace-gas and pollutant dispersion. However, there is a large uncertainty in the simulation of flow over complex topography, which is attributable to the type of turbulence model, the subgrid-scale (SGS) turbulence parametrization, terrain-following coordinates, and numerical errors in finite-difference methods. Here, we upgrade the large-eddy simulation module within the Weather Research and Forecasting model by incorporating the immersed-boundary method into the module to improve simulations of the flow and recirculation over complex terrain. Simulations over the Bolund Hill indicate improved mean absolute speed-up errors with respect to previous studies, as well an improved simulation of the recirculation zone behind the escarpment of the hill. With regard to the SGS parametrization, the Lagrangian-averaged scale-dependent Smagorinsky model performs better than the classic Smagorinsky model in reproducing both velocity and turbulent kinetic energy. A finer grid resolution also improves the strength of the recirculation in flow simulations, with a higher horizontal grid resolution improving simulations just behind the escarpment, and a higher vertical grid resolution improving results on the lee side of the hill. Our modelling approach has broad applications for the simulation of atmospheric flows over complex topography.

Communicating uncertainties in earth sciences in view of user needs

NASA Astrophysics Data System (ADS)

de Vries, Wim; Kros, Hans; Heuvelink, Gerard

2014-05-01

Uncertainties are inevitable in all results obtained in the earth sciences, regardless whether these are based on field observations, experimental research or predictive modelling. When informing decision and policy makers or stakeholders, it is important that these uncertainties are also communicated. In communicating results, it important to apply a "Progressive Disclosure of Information (PDI)" from non-technical information through more specialised information, according to the user needs. Generalized information is generally directed towards non-scientific audiences and intended for policy advice. Decision makers have to be aware of the implications of the uncertainty associated with results, so that they can account for it in their decisions. Detailed information on the uncertainties is generally intended for scientific audiences to give insight in underlying approaches and results. When communicating uncertainties, it is important to distinguish between scientific results that allow presentation in terms of probabilistic measures of uncertainty and more intrinsic uncertainties and errors that cannot be expressed in mathematical terms. Examples of earth science research that allow probabilistic measures of uncertainty, involving sophisticated statistical methods, are uncertainties in spatial and/or temporal variations in results of: • Observations, such as soil properties measured at sampling locations. In this case, the interpolation uncertainty, caused by a lack of data collected in space, can be quantified by e.g. kriging standard deviation maps or animations of conditional simulations. • Experimental measurements, comparing impacts of treatments at different sites and/or under different conditions. In this case, an indication of the average and range in measured responses to treatments can be obtained from a meta-analysis, summarizing experimental findings between replicates and across studies, sites, ecosystems, etc. • Model predictions due to uncertain model parameters (parametric variability). These uncertainties can be quantified by uncertainty propagation methods such as Monte Carlo simulation methods. Examples of intrinsic uncertainties that generally cannot be expressed in mathematical terms are errors or biases in: • Results of experiments and observations due to inadequate sampling and errors in analyzing data in the laboratory and even in data reporting. • Results of (laboratory) experiments that are limited to a specific domain or performed under circumstances that differ from field circumstances. • Model structure, due to lack of knowledge of the underlying processes. Structural uncertainty, which may cause model inadequacy/ bias, is inherent in model approaches since models are approximations of reality. Intrinsic uncertainties often occur in an emerging field where ongoing new findings, either experiments or field observations of new model findings, challenge earlier work. In this context, climate scientists working within the IPCC have adopted a lexicon to communicate confidence in their findings, ranging from "very high", "high", "medium", "low" and "very low" confidence. In fact, there are also statistical methods to gain insight in uncertainties in model predictions due to model assumptions (i.e. model structural error). Examples are comparing model results with independent observations or a systematic intercomparison of predictions from multiple models. In the latter case, Bayesian model averaging techniques can be used, in which each model considered gets an assigned prior probability of being the 'true' model. This approach works well with statistical (regression) models, but extension to physically-based models is cumbersome. An alternative is the use of state-space models in which structural errors are represent as (additive) noise terms. In this presentation, we focus on approaches that are relevant at the science - policy interface, including multiple scientific disciplines and policy makers with different subject areas. Approaches to communicate uncertainties in results of observations or model predictions are discussed, distinguishing results that include probabilistic measures of uncertainty and more intrinsic uncertainties. Examples concentrate on uncertainties in nitrogen (N) related environmental issues, including: • Spatio-temporal trends in atmospheric N deposition, in view of the policy question whether there is a declining or increasing trend. • Carbon response to N inputs to terrestrial ecosystems, based on meta-analysis of N addition experiments and other approaches, in view of the policy relevance of N emission control. • Calculated spatial variations in the emissions of nitrous-oxide and ammonia, in view of the need of emission policies at different spatial scales. • Calculated N emissions and losses by model intercomparisons, in view of the policy need to apply no-regret decisions with respect to the control of those emissions.

Diffractive heavy quark production in AA collisions at the LHC at NLO

DOE Office of Scientific and Technical Information (OSTI.GOV)

Machado, M. M.; Ducati, M. B. Gay; Machado, M. V. T.

2011-07-15

The single and double diffractive cross sections for heavy quarks production are evaluated at NLO accuracy for hadronic and heavy ion collisions at the LHC. Diffractive charm and bottom production is the main subject of this work, providing predictions for CaCa, PbPb and pPb collisions. The hard diffraction formalism is considered using the Ingelman-Schlein model where a recent parametrization for the Pomeron structure function (DPDF) is applied. Absorptive corrections are taken into account as well. The diffractive ratios are estimated and theoretical uncertainties are discussed. Comparison with competing production channels is also presented.

Diffractive heavy quark production in AA collisions at the LHC at NLO

NASA Astrophysics Data System (ADS)

Machado, M. M.; Ducati, M. B. Gay; Machado, M. V. T.

2011-07-01

The single and double diffractive cross sections for heavy quarks production are evaluated at NLO accuracy for hadronic and heavy ion collisions at the LHC. Diffractive charm and bottom production is the main subject of this work, providing predictions for CaCa, PbPb and pPb collisions. The hard diffraction formalism is considered using the Ingelman-Schlein model where a recent parametrization for the Pomeron structure function (DPDF) is applied. Absorptive corrections are taken into account as well. The diffractive ratios are estimated and theoretical uncertainties are discussed. Comparison with competing production channels is also presented.

Nonlinear discrete-time multirate adaptive control of non-linear vibrations of smart beams

NASA Astrophysics Data System (ADS)

Georgiou, Georgios; Foutsitzi, Georgia A.; Stavroulakis, Georgios E.

2018-06-01

The nonlinear adaptive digital control of a smart piezoelectric beam is considered. It is shown that in the case of a sampled-data context, a multirate control strategy provides an appropriate framework in order to achieve vibration regulation, ensuring the stability of the whole control system. Under parametric uncertainties in the model parameters (damping ratios, frequencies, levels of non linearities and cross coupling, control input parameters), the scheme is completed with an adaptation law deduced from hyperstability concepts. This results in the asymptotic satisfaction of the control objectives at the sampling instants. Simulation results are presented.

Habitat suitability criteria via parametric distributions: estimation, model selection and uncertainty

USGS Publications Warehouse

Som, Nicholas A.; Goodman, Damon H.; Perry, Russell W.; Hardy, Thomas B.

2016-01-01

Previous methods for constructing univariate habitat suitability criteria (HSC) curves have ranged from professional judgement to kernel-smoothed density functions or combinations thereof. We present a new method of generating HSC curves that applies probability density functions as the mathematical representation of the curves. Compared with previous approaches, benefits of our method include (1) estimation of probability density function parameters directly from raw data, (2) quantitative methods for selecting among several candidate probability density functions, and (3) concise methods for expressing estimation uncertainty in the HSC curves. We demonstrate our method with a thorough example using data collected on the depth of water used by juvenile Chinook salmon (Oncorhynchus tschawytscha) in the Klamath River of northern California and southern Oregon. All R code needed to implement our example is provided in the appendix. Published 2015. This article is a U.S. Government work and is in the public domain in the USA.

Equation of state and QCD transition at finite temperature

NASA Astrophysics Data System (ADS)

Bazavov, A.; Bhattacharya, T.; Cheng, M.; Christ, N. H.; Detar, C.; Ejiri, S.; Gottlieb, Steven; Gupta, R.; Heller, U. M.; Huebner, K.; Jung, C.; Karsch, F.; Laermann, E.; Levkova, L.; Miao, C.; Mawhinney, R. D.; Petreczky, P.; Schmidt, C.; Soltz, R. A.; Soeldner, W.; Sugar, R.; Toussaint, D.; Vranas, P.

2009-07-01

We calculate the equation of state in 2+1 flavor QCD at finite temperature with physical strange quark mass and almost physical light quark masses using lattices with temporal extent Nτ=8. Calculations have been performed with two different improved staggered fermion actions, the asqtad and p4 actions. Overall, we find good agreement between results obtained with these two O(a2) improved staggered fermion discretization schemes. A comparison with earlier calculations on coarser lattices is performed to quantify systematic errors in current studies of the equation of state. We also present results for observables that are sensitive to deconfining and chiral aspects of the QCD transition on Nτ=6 and 8 lattices. We find that deconfinement and chiral symmetry restoration happen in the same narrow temperature interval. In an appendix we present a simple parametrization of the equation of state that can easily be used in hydrodynamic model calculations. In this parametrization we include an estimate of current uncertainties in the lattice calculations which arise from cutoff and quark mass effects.

Scenario based optimization of a container vessel with respect to its projected operating conditions

NASA Astrophysics Data System (ADS)

Wagner, Jonas; Binkowski, Eva; Bronsart, Robert

2014-06-01

In this paper the scenario based optimization of the bulbous bow of the KRISO Container Ship (KCS) is presented. The optimization of the parametrically modeled vessel is based on a statistically developed operational profile generated from noon-to-noon reports of a comparable 3600 TEU container vessel and specific development functions representing the growth of global economy during the vessels service time. In order to consider uncertainties, statistical fluctuations are added. An analysis of these data lead to a number of most probable upcoming operating conditions (OC) the vessel will stay in the future. According to their respective likeliness an objective function for the evaluation of the optimal design variant of the vessel is derived and implemented within the parametrical optimization workbench FRIENDSHIP Framework. In the following this evaluation is done with respect to vessel's calculated effective power based on the usage of potential flow code. The evaluation shows, that the usage of scenarios within the optimization process has a strong influence on the hull form.

Incentive Control Strategies for Decision Problems with Parametric Uncertainties

NASA Astrophysics Data System (ADS)

Cansever, Derya H.

The central theme of this thesis is the design of incentive control policies in large scale systems with hierarchical decision structures, under the stipulation that the objective functionals of the agents at the lower level of the hierarchy are uncertain to the top-level controller (the leader). These uncertainties are modeled as a finite -dimensional parameter vector whose exact value constitutes private information to the relevant agent at the lower level. The approach we have adopted is to design incentive policies for the leader such that the dependence of the decision of the agents on the uncertain parameter is minimized. We have identified several classes of problems for which this approach is feasible. In particular, we have constructed policies whose performance is arbitrarily close to the solution of a version of the same problem that does not involve uncertainties. We have also shown that for a certain class of problem wherein the leader observes a linear combination of the agents' decisions, the leader can achieve the performance he would obtain if he had observed each decision separately.

Advanced Control Synthesis for Reverse Osmosis Water Desalination Processes.

PubMed

Phuc, Bui Duc Hong; You, Sam-Sang; Choi, Hyeung-Six; Jeong, Seok-Kwon

2017-11-01

  In this study, robust control synthesis has been applied to a reverse osmosis desalination plant whose product water flow and salinity are chosen as two controlled variables. The reverse osmosis process has been selected to study since it typically uses less energy than thermal distillation. The aim of the robust design is to overcome the limitation of classical controllers in dealing with large parametric uncertainties, external disturbances, sensor noises, and unmodeled process dynamics. The analyzed desalination process is modeled as a multi-input multi-output (MIMO) system with varying parameters. The control system is decoupled using a feed forward decoupling method to reduce the interactions between control channels. Both nominal and perturbed reverse osmosis systems have been analyzed using structured singular values for their stabilities and performances. Simulation results show that the system responses meet all the control requirements against various uncertainties. Finally the reduced order controller provides excellent robust performance, with achieving decoupling, disturbance attenuation, and noise rejection. It can help to reduce the membrane cleanings, increase the robustness against uncertainties, and lower the energy consumption for process monitoring.

Potentials of satellite derived SIF products to constrain GPP simulated by the new ORCHIDEE-FluOR terrestrial model at the global scale

NASA Astrophysics Data System (ADS)

Bacour, C.; Maignan, F.; Porcar-Castell, A.; MacBean, N.; Goulas, Y.; Flexas, J.; Guanter, L.; Joiner, J.; Peylin, P.

2016-12-01

A new era for improving our knowledge of the terrestrial carbon cycle at the global scale has begun with recent studies on the relationships between remotely sensed Sun Induce Fluorescence (SIF) and plant photosynthetic activity (GPP), and the availability of such satellite-derived products now "routinely" produced from GOSAT, GOME-2, or OCO-2 observations. Assimilating SIF data into terrestrial ecosystem models (TEMs) represents a novel opportunity to reduce the uncertainty of their prediction with respect to carbon-climate feedbacks, in particular the uncertainties resulting from inaccurate parameter values. A prerequisite is a correct representation in TEMs of the several drivers of plant fluorescence from the leaf to the canopy scale, and in particular the competing processes of photochemistry and non photochemical quenching (NPQ).In this study, we present the first results of a global scale assimilation of GOME-2 SIF products within a new version of the ORCHIDEE land surface model including a physical module of plant fluorescence. At the leaf level, the regulation of fluorescence yield is simulated both by the photosynthesis module of ORCHIDEE to calculate the photochemical yield and by a parametric model to estimate NPQ. The latter has been calibrated on leaf fluorescence measurements performed for boreal coniferous and Mediterranean vegetation species. A parametric representation of the SCOPE radiative transfer model is used to model the plant fluorescence fluxes for PSI and PSII and the scaling up to the canopy level. The ORCHIDEE-FluOR model is firstly evaluated with respect to in situ measurements of plant fluorescence flux and photochemical yield for scots pine and wheat. The potentials of SIF data to constrain the modelled GPP are evaluated by assimilating one year of GOME-2-SIF products within ORCHIDEE-FluOR. We investigate in particular the changes in the spatial patterns of GPP following the optimization of the photosynthesis and phenology parameters. We analyze the differences obtained using a simpler fluorescence model in ORCHIDEE hypothesizing a linear relationship between SIF and GPP, and an independent simultaneous assimilation of three data-streams (in situ flux measurements, satellite derived NDVI and atmospheric CO2 concentrations).

Scalable Joint Models for Reliable Uncertainty-Aware Event Prediction.

PubMed

Soleimani, Hossein; Hensman, James; Saria, Suchi

2017-08-21

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior to event prediction, lack a principled mechanism to account for the uncertainty due to missingness. Alternatively, state-of-the-art joint modeling techniques can be used for jointly modeling the longitudinal and event data and compute event probabilities conditioned on the longitudinal observations. These approaches, however, make strong parametric assumptions and do not easily scale to multivariate signals with many observations. Our proposed approach consists of several key innovations. First, we develop a flexible and scalable joint model based upon sparse multiple-output Gaussian processes. Unlike state-of-the-art joint models, the proposed model can explain highly challenging structure including non-Gaussian noise while scaling to large data. Second, we derive an optimal policy for predicting events using the distribution of the event occurrence estimated by the joint model. The derived policy trades-off the cost of a delayed detection versus incorrect assessments and abstains from making decisions when the estimated event probability does not satisfy the derived confidence criteria. Experiments on a large dataset show that the proposed framework significantly outperforms state-of-the-art techniques in event prediction.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, B.J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.

Convergence and Divergence in a Multi-Model Ensemble of Terrestrial Ecosystem Models in North America

NASA Astrophysics Data System (ADS)

Dungan, J. L.; Wang, W.; Hashimoto, H.; Michaelis, A.; Milesi, C.; Ichii, K.; Nemani, R. R.

2009-12-01

In support of NACP, we are conducting an ensemble modeling exercise using the Terrestrial Observation and Prediction System (TOPS) to evaluate uncertainties among ecosystem models, satellite datasets, and in-situ measurements. The models used in the experiment include public-domain versions of Biome-BGC, LPJ, TOPS-BGC, and CASA, driven by a consistent set of climate fields for North America at 8km resolution and daily/monthly time steps over the period of 1982-2006. The reference datasets include MODIS Gross Primary Production (GPP) and Net Primary Production (NPP) products, Fluxnet measurements, and other observational data. The simulation results and the reference datasets are consistently processed and systematically compared in the climate (temperature-precipitation) space; in particular, an alternative to the Taylor diagram is developed to facilitate model-data intercomparisons in multi-dimensional space. The key findings of this study indicate that: the simulated GPP/NPP fluxes are in general agreement with observations over forests, but are biased low (underestimated) over non-forest types; large uncertainties of biomass and soil carbon stocks are found among the models (and reference datasets), often induced by seemingly “small” differences in model parameters and implementation details; the simulated Net Ecosystem Production (NEP) mainly responds to non-respiratory disturbances (e.g. fire) in the models and therefore is difficult to compare with flux data; and the seasonality and interannual variability of NEP varies significantly among models and reference datasets. These findings highlight the problem inherent in relying on only one modeling approach to map surface carbon fluxes and emphasize the pressing necessity of expanded and enhanced monitoring systems to narrow critical structural and parametrical uncertainties among ecosystem models.

Critical discussion on the "observed" water balances of five sub-basins in the Everest region

NASA Astrophysics Data System (ADS)

Chevallier, P.; Eeckman, J.; Nepal, S.; Delclaux, F.; Wagnon, P.; Brun, F.; Koirala, D.

2017-12-01

The hydrometeorological components of five Dudh Koshi River sub-basins on the Nepalese side of the Mount Everest have been monitored during four hydrological years (2013-2017), with altitudes ranging from 2000 m to Everest top, areas between 4.65 and 1207 km², and proportions of glaciated areas between nil and 45%. This data set is completed with glacier mass balance observations. The analysis of the observed data and the resulting water balances show large uncertainties of different types: aleatory, epistemic or semantic, following the classification proposed by Beven (2016). The discussion is illustrated using results from two modeling approaches, physical (ISBA, Noilhan and Planton, 1996) and conceptual (J2000, Krause, 2001), as well as large scale glacier mass balances obtained by the way of a recent remote sensing processing method. References: Beven, K., 2016. Facets of uncertainty: epistemic uncertainty, non-stationarity, likelihood, hypothesis testing, and communication. Hydrological Sciences Journal 61, 1652-1665. doi:10.1080/02626667.2015.1031761 Krause, P., 2001. Das hydrologische Modellsystem J2000: Beschreibung und Anwendung in groen Flueinzugsgebieten, Schriften des Forschungszentrum Jülich. Reihe Umwelt/Environment; Band 29. Noilhan, J., Planton, S., 1989. A single parametrization of land surface processes for meteorological models. Monthly Weather Review 536-549.

Bayesian analysis of stage-fall-discharge rating curves and their uncertainties

NASA Astrophysics Data System (ADS)

Mansanarez, Valentin; Le Coz, Jérôme; Renard, Benjamin; Lang, Michel; Pierrefeu, Gilles; Le Boursicaud, Raphaël; Pobanz, Karine

2016-04-01

Stage-fall-discharge (SFD) rating curves are traditionally used to compute streamflow records at sites where the energy slope of the flow is variable due to variable backwater effects. Building on existing Bayesian approaches, we introduce an original hydraulics-based method for developing SFD rating curves used at twin gauge stations and estimating their uncertainties. Conventional power functions for channel and section controls are used, and transition to a backwater-affected channel control is computed based on a continuity condition, solved either analytically or numerically. The difference between the reference levels at the two stations is estimated as another uncertain parameter of the SFD model. The method proposed in this presentation incorporates information from both the hydraulic knowledge (equations of channel or section controls) and the information available in the stage-fall-discharge observations (gauging data). The obtained total uncertainty combines the parametric uncertainty and the remnant uncertainty related to the model of rating curve. This method provides a direct estimation of the physical inputs of the rating curve (roughness, width, slope bed, distance between twin gauges, etc.). The performance of the new method is tested using an application case affected by the variable backwater of a run-of-the-river dam: the Rhône river at Valence, France. In particular, a sensitivity analysis to the prior information and to the gauging dataset is performed. At that site, the stage-fall-discharge domain is well documented with gaugings conducted over a range of backwater affected and unaffected conditions. The performance of the new model was deemed to be satisfactory. Notably, transition to uniform flow when the overall range of the auxiliary stage is gauged is correctly simulated. The resulting curves are in good agreement with the observations (gaugings) and their uncertainty envelopes are acceptable for computing streamflow records. Similar conclusions were drawn from the application to other similar sites.

Carbon cycle uncertainty in the Alaskan Arctic

NASA Astrophysics Data System (ADS)

Fisher, J. B.; Sikka, M.; Oechel, W. C.; Huntzinger, D. N.; Melton, J. R.; Koven, C. D.; Ahlström, A.; Arain, A. M.; Baker, I.; Chen, J. M.; Ciais, P.; Davidson, C.; Dietze, M.; El-Masri, B.; Hayes, D.; Huntingford, C.; Jain, A.; Levy, P. E.; Lomas, M. R.; Poulter, B.; Price, D.; Sahoo, A. K.; Schaefer, K.; Tian, H.; Tomelleri, E.; Verbeeck, H.; Viovy, N.; Wania, R.; Zeng, N.; Miller, C. E.

2014-02-01

Climate change is leading to a disproportionately large warming in the high northern latitudes, but the magnitude and sign of the future carbon balance of the Arctic are highly uncertain. Using 40 terrestrial biosphere models for Alaska, we provide a baseline of terrestrial carbon cycle structural and parametric uncertainty, defined as the multi-model standard deviation (σ) against the mean (x\\bar) for each quantity. Mean annual uncertainty (σ/x\\bar) was largest for net ecosystem exchange (NEE) (-0.01± 0.19 kg C m-2 yr-1), then net primary production (NPP) (0.14 ± 0.33 kg C m-2 yr-1), autotrophic respiration (Ra) (0.09 ± 0.20 kg C m-2 yr-1), gross primary production (GPP) (0.22 ± 0.50 kg C m-2 yr-1), ecosystem respiration (Re) (0.23 ± 0.38 kg C m-2 yr-1), CH4 flux (2.52 ± 4.02 g CH4 m-2 yr-1), heterotrophic respiration (Rh) (0.14 ± 0.20 kg C m-2 yr-1), and soil carbon (14.0± 9.2 kg C m-2). The spatial patterns in regional carbon stocks and fluxes varied widely with some models showing NEE for Alaska as a strong carbon sink, others as a strong carbon source, while still others as carbon neutral. Additionally, a feedback (i.e., sensitivity) analysis was conducted of 20th century NEE to CO2 fertilization (β) and climate (γ), which showed that uncertainty in γ was 2x larger than that of β, with neither indicating that the Alaskan Arctic is shifting towards a certain net carbon sink or source. Finally, AmeriFlux data are used at two sites in the Alaskan Arctic to evaluate the regional patterns; observed seasonal NEE was captured within multi-model uncertainty. This assessment of carbon cycle uncertainties may be used as a baseline for the improvement of experimental and modeling activities, as well as a reference for future trajectories in carbon cycling with climate change in the Alaskan Arctic.

Connecting Systems Model Design to Decision-Maker and Stakeholder Needs: Lessons from Louisiana's Coastal Master Plan

NASA Astrophysics Data System (ADS)

Fischbach, J. R.; Johnson, D.

2017-12-01

Louisiana's Comprehensive Master Plan for a Sustainable Coast is a 50-year plan designed to reduce flood risk and minimize land loss while allowing for the continued provision of economic and ecosystem services from this critical coastal region. Conceived in 2007 in response to hurricanes Katrina and Rita in 2005, the master plan is updated on a five-year planning cycle by the state's Coastal Protection and Restoration Authority (CPRA). Under the plan's middle-of-the-road (Medium) environmental scenario, the master plan is projected to reduce expected annual damage from storm surge flooding by approximately 65% relative to a future without action: from 5.3 billion to 2.2 billion in 2040, and from 12.1 billion to 3.7 billion in 2065. The Coastal Louisiana Risk Assessment model (CLARA) is used to estimate the risk reduction impacts of projects that have been considered for implementation as part of the plan. Evaluation of projects involves estimation of cost effectiveness in multiple future time periods and under a range of environmental uncertainties (e.g., the rates of sea level rise and land subsidence, changes in future hurricane intensity and frequency), operational uncertainties (e.g., system fragility), and economic uncertainties (e.g., patterns of population change and asset exposure). Between the 2012 and 2017 planning cycles, many improvements were made to the CLARA model. These included changes to the model's spatial resolution and definition of policy-relevant spatial units, an improved treatment of parametric uncertainty and uncertainty propagation between model components, the addition of a module to consider critical infrastructure exposure, and a new population growth model. CPRA also developed new scenarios for analysis in 2017 that were responsive to new scientific literature and to accommodate a new approach to modeling coastal morphology. In this talk, we discuss how CLARA has evolved over the 2012 and 2017 planning cycles in response to the needs of policy makers and CPRA managers. While changes will be illustrated through examples from Louisiana's 2017 Coastal Master Plan, we endeavor to provide generalizable and actionable insights about how modeling choices should be guided by the decision support process being used by planners.

Model-data assimilation of multiple phenological observations to constrain and predict leaf area index.

PubMed

Viskari, Toni; Hardiman, Brady; Desai, Ankur R; Dietze, Michael C

2015-03-01

Our limited ability to accurately simulate leaf phenology is a leading source of uncertainty in models of ecosystem carbon cycling. We evaluate if continuously updating canopy state variables with observations is beneficial for predicting phenological events. We employed ensemble adjustment Kalman filter (EAKF) to update predictions of leaf area index (LAI) and leaf extension using tower-based photosynthetically active radiation (PAR) and moderate resolution imaging spectrometer (MODIS) data for 2002-2005 at Willow Creek, Wisconsin, USA, a mature, even-aged, northern hardwood, deciduous forest. The ecosystem demography model version 2 (ED2) was used as the prediction model, forced by offline climate data. EAKF successfully incorporated information from both the observations and model predictions weighted by their respective uncertainties. The resulting. estimate reproduced the observed leaf phenological cycle in the spring and the fall better than a parametric model prediction. These results indicate that during spring the observations contribute most in determining the correct bud-burst date, after which the model performs well, but accurately modeling fall leaf senesce requires continuous model updating from observations. While the predicted net ecosystem exchange (NEE) of CO2 precedes tower observations and unassimilated model predictions in the spring, overall the prediction follows observed NEE better than the model alone. Our results show state data assimilation successfully simulates the evolution of plant leaf phenology and improves model predictions of forest NEE.

Investigation of Multi-Input Multi-Output Robust Control Methods to Handle Parametric Uncertainties in Autopilot Design.

PubMed

Kasnakoğlu, Coşku

2016-01-01

Some level of uncertainty is unavoidable in acquiring the mass, geometry parameters and stability derivatives of an aerial vehicle. In certain instances tiny perturbations of these could potentially cause considerable variations in flight characteristics. This research considers the impact of varying these parameters altogether. This is a generalization of examining the effects of particular parameters on selected modes present in existing literature. Conventional autopilot designs commonly assume that each flight channel is independent and develop single-input single-output (SISO) controllers for every one, that are utilized in parallel for actual flight. It is demonstrated that an attitude controller built like this can function flawlessly on separate nominal cases, but can become unstable with a perturbation no more than 2%. Two robust multi-input multi-output (MIMO) design strategies, specifically loop-shaping and μ-synthesis are outlined as potential substitutes and are observed to handle large parametric changes of 30% while preserving decent performance. Duplicating the loop-shaping procedure for the outer loop, a complete flight control system is formed. It is confirmed through software-in-the-loop (SIL) verifications utilizing blade element theory (BET) that the autopilot is capable of navigation and landing exposed to high parametric variations and powerful winds.

Investigation of Multi-Input Multi-Output Robust Control Methods to Handle Parametric Uncertainties in Autopilot Design

PubMed Central

Kasnakoğlu, Coşku

2016-01-01

Some level of uncertainty is unavoidable in acquiring the mass, geometry parameters and stability derivatives of an aerial vehicle. In certain instances tiny perturbations of these could potentially cause considerable variations in flight characteristics. This research considers the impact of varying these parameters altogether. This is a generalization of examining the effects of particular parameters on selected modes present in existing literature. Conventional autopilot designs commonly assume that each flight channel is independent and develop single-input single-output (SISO) controllers for every one, that are utilized in parallel for actual flight. It is demonstrated that an attitude controller built like this can function flawlessly on separate nominal cases, but can become unstable with a perturbation no more than 2%. Two robust multi-input multi-output (MIMO) design strategies, specifically loop-shaping and μ-synthesis are outlined as potential substitutes and are observed to handle large parametric changes of 30% while preserving decent performance. Duplicating the loop-shaping procedure for the outer loop, a complete flight control system is formed. It is confirmed through software-in-the-loop (SIL) verifications utilizing blade element theory (BET) that the autopilot is capable of navigation and landing exposed to high parametric variations and powerful winds. PMID:27783706

Measurement of photon indistinguishability to a quantifiable uncertainty using a Hong-Ou-Mandel interferometer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Thomas, Peter J.; Cheung, Jessica Y.; Chunnilall, Christopher J.

2010-04-10

We present a method for using the Hong-Ou-Mandel (HOM) interference technique to quantify photon indistinguishability within an associated uncertainty. The method allows the relative importance of various experimental factors affecting the HOM visibility to be identified, and enables the actual indistinguishability, with an associated uncertainty, to be estimated from experimentally measured quantities. A measurement equation has been derived that accounts for the non-ideal performance of the interferometer. The origin of each term of the equation is explained, along with procedures for their experimental evaluation and uncertainty estimation. These uncertainties are combined to give an overall uncertainty for the derived photonmore » indistinguishability. The analysis was applied to measurements from an interferometer sourced with photon pairs from a parametric downconversion process. The measured photon indistinguishably was found to be 0.954+/-0.036 by using the prescribed method.« less

Emissions from ships in the northwestern United States.

PubMed

Corbett, James J

2002-03-15

Recent inventory efforts have focused on developing nonroad inventories for emissions modeling and policy insights. Characterizing these inventories geographically and explicitly treating the uncertaintiesthat result from limited emissions testing, incomplete activity and usage data, and other important input parameters currently pose the largest methodological challenges. This paper presents a commercial marine vessel (CMV) emissions inventory for Washington and Oregon using detailed statistics regarding fuel consumption, vessel movements, and cargo volumes for the Columbia and Snake River systems. The inventory estimates emissions for oxides of nitrogen (NOx), particulate matter (PM), and oxides of sulfur (SOx). This analysis estimates that annual NOx emissions from marine transportation in the Columbia and Snake River systems in Washington and Oregon equal 6900 t of NOx (as NO2) per year, 2.6 times greater than previous NO, inventories for this region. Statewide CMV NO, emissions are estimated to be 9,800 t of NOx per year. By relying on a "bottom-up" fuel consumption model that includes vessel characteristics and transit information, the river system inventory may be more accurate than previous estimates. This inventory provides modelers with bounded parametric inputs for sensitivity analysis in pollution modeling. The ability to parametrically model the uncertainty in commercial marine vessel inventories also will help policy-makers determine whether better policy decisions can be enabled through further vessel testing and improved inventory resolution.

Comparison of bootstrap approaches for estimation of uncertainties of DTI parameters.

PubMed

Chung, SungWon; Lu, Ying; Henry, Roland G

2006-11-01

Bootstrap is an empirical non-parametric statistical technique based on data resampling that has been used to quantify uncertainties of diffusion tensor MRI (DTI) parameters, useful in tractography and in assessing DTI methods. The current bootstrap method (repetition bootstrap) used for DTI analysis performs resampling within the data sharing common diffusion gradients, requiring multiple acquisitions for each diffusion gradient. Recently, wild bootstrap was proposed that can be applied without multiple acquisitions. In this paper, two new approaches are introduced called residual bootstrap and repetition bootknife. We show that repetition bootknife corrects for the large bias present in the repetition bootstrap method and, therefore, better estimates the standard errors. Like wild bootstrap, residual bootstrap is applicable to single acquisition scheme, and both are based on regression residuals (called model-based resampling). Residual bootstrap is based on the assumption that non-constant variance of measured diffusion-attenuated signals can be modeled, which is actually the assumption behind the widely used weighted least squares solution of diffusion tensor. The performances of these bootstrap approaches were compared in terms of bias, variance, and overall error of bootstrap-estimated standard error by Monte Carlo simulation. We demonstrate that residual bootstrap has smaller biases and overall errors, which enables estimation of uncertainties with higher accuracy. Understanding the properties of these bootstrap procedures will help us to choose the optimal approach for estimating uncertainties that can benefit hypothesis testing based on DTI parameters, probabilistic fiber tracking, and optimizing DTI methods.

Tropical cyclone induced asymmetry of sea level surge and fall and its presentation in a storm surge model with parametric wind fields

NASA Astrophysics Data System (ADS)

Peng, Machuan; Xie, Lian; Pietrafesa, Leonard J.

The asymmetry of tropical cyclone induced maximum coastal sea level rise (positive surge) and fall (negative surge) is studied using a three-dimensional storm surge model. It is found that the negative surge induced by offshore winds is more sensitive to wind speed and direction changes than the positive surge by onshore winds. As a result, negative surge is inherently more difficult to forecast than positive surge since there is uncertainty in tropical storm wind forecasts. The asymmetry of negative and positive surge under parametric wind forcing is more apparent in shallow water regions. For tropical cyclones with fixed central pressure, the surge asymmetry increases with decreasing storm translation speed. For those with the same translation speed, a weaker tropical cyclone is expected to gain a higher AI (asymmetry index) value though its induced maximum surge and fall are smaller. With fixed RMW (radius of maximum wind), the relationship between central pressure and AI is heterogeneous and depends on the value of RMW. Tropical cyclone's wind inflow angle can also affect surge asymmetry. A set of idealized cases as well as two historic tropical cyclones are used to illustrate the surge asymmetry.

Verifiable Adaptive Control with Analytical Stability Margins by Optimal Control Modification

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.

2010-01-01

This paper presents a verifiable model-reference adaptive control method based on an optimal control formulation for linear uncertain systems. A predictor model is formulated to enable a parameter estimation of the system parametric uncertainty. The adaptation is based on both the tracking error and predictor error. Using a singular perturbation argument, it can be shown that the closed-loop system tends to a linear time invariant model asymptotically under an assumption of fast adaptation. A stability margin analysis is given to estimate a lower bound of the time delay margin using a matrix measure method. Using this analytical method, the free design parameter n of the optimal control modification adaptive law can be determined to meet a specification of stability margin for verification purposes.

Design Analysis Kit for Optimization and Terascale Applications 6.0

DOE Office of Scientific and Technical Information (OSTI.GOV)

2015-10-19

Sandia's Dakota software (available at http://dakota.sandia.gov) supports science and engineering transformation through advanced exploration of simulations. Specifically it manages and analyzes ensembles of simulations to provide broader and deeper perspective for analysts and decision makers. This enables them to: (1) enhance understanding of risk, (2) improve products, and (3) assess simulation credibility. In its simplest mode, Dakota can automate typical parameter variation studies through a generic interface to a computational model. However, Dakota also delivers advanced parametric analysis techniques enabling design exploration, optimization, model calibration, risk analysis, and quantification of margins and uncertainty with such models. It directly supports verificationmore » and validation activities. The algorithms implemented in Dakota aim to address challenges in performing these analyses with complex science and engineering models from desktop to high performance computers.« less

Stochastic Model of Seasonal Runoff Forecasts

NASA Astrophysics Data System (ADS)

Krzysztofowicz, Roman; Watada, Leslie M.

1986-03-01

Each year the National Weather Service and the Soil Conservation Service issue a monthly sequence of five (or six) categorical forecasts of the seasonal snowmelt runoff volume. To describe uncertainties in these forecasts for the purposes of optimal decision making, a stochastic model is formulated. It is a discrete-time, finite, continuous-space, nonstationary Markov process. Posterior densities of the actual runoff conditional upon a forecast, and transition densities of forecasts are obtained from a Bayesian information processor. Parametric densities are derived for the process with a normal prior density of the runoff and a linear model of the forecast error. The structure of the model and the estimation procedure are motivated by analyses of forecast records from five stations in the Snake River basin, from the period 1971-1983. The advantages of supplementing the current forecasting scheme with a Bayesian analysis are discussed.

A frequentist approach to computer model calibration

DOE PAGES

Wong, Raymond K. W.; Storlie, Curtis Byron; Lee, Thomas C. M.

2016-05-05

The paper considers the computer model calibration problem and provides a general frequentist solution. Under the framework proposed, the data model is semiparametric with a non-parametric discrepancy function which accounts for any discrepancy between physical reality and the computer model. In an attempt to solve a fundamentally important (but often ignored) identifiability issue between the computer model parameters and the discrepancy function, the paper proposes a new and identifiable parameterization of the calibration problem. It also develops a two-step procedure for estimating all the relevant quantities under the new parameterization. This estimation procedure is shown to enjoy excellent rates ofmore » convergence and can be straightforwardly implemented with existing software. For uncertainty quantification, bootstrapping is adopted to construct confidence regions for the quantities of interest. As a result, the practical performance of the methodology is illustrated through simulation examples and an application to a computational fluid dynamics model.« less

Total focusing method (TFM) robustness to material deviations

NASA Astrophysics Data System (ADS)

Painchaud-April, Guillaume; Badeau, Nicolas; Lepage, Benoit

2018-04-01

The total focusing method (TFM) is becoming an accepted nondestructive evaluation method for industrial inspection. What was a topic of discussion in the applied research community just a few years ago is now being deployed in critical industrial applications, such as inspecting welds in pipelines. However, the method's sensitivity to unexpected parametric changes (material and geometric) has not been rigorously assessed. In this article, we investigate the robustness of TFM in relation to unavoidable deviations from modeled nominal inspection component characteristics, such as sound velocities and uncertainties about the parts' internal and external diameters. We also review TFM's impact on the standard inspection modes often encountered in industrial inspections, and we present a theoretical model supported by empirical observations to illustrate the discussion.

Mid-frequency Band Dynamics of Large Space Structures

NASA Technical Reports Server (NTRS)

Coppolino, Robert N.; Adams, Douglas S.

2004-01-01

High and low intensity dynamic environments experienced by a spacecraft during launch and on-orbit operations, respectively, induce structural loads and motions, which are difficult to reliably predict. Structural dynamics in low- and mid-frequency bands are sensitive to component interface uncertainty and non-linearity as evidenced in laboratory testing and flight operations. Analytical tools for prediction of linear system response are not necessarily adequate for reliable prediction of mid-frequency band dynamics and analysis of measured laboratory and flight data. A new MATLAB toolbox, designed to address the key challenges of mid-frequency band dynamics, is introduced in this paper. Finite-element models of major subassemblies are defined following rational frequency-wavelength guidelines. For computational efficiency, these subassemblies are described as linear, component mode models. The complete structural system model is composed of component mode subassemblies and linear or non-linear joint descriptions. Computation and display of structural dynamic responses are accomplished employing well-established, stable numerical methods, modern signal processing procedures and descriptive graphical tools. Parametric sensitivity and Monte-Carlo based system identification tools are used to reconcile models with experimental data and investigate the effects of uncertainties. Models and dynamic responses are exported for employment in applications, such as detailed structural integrity and mechanical-optical-control performance analyses.

An approach based on Hierarchical Bayesian Graphical Models for measurement interpretation under uncertainty

NASA Astrophysics Data System (ADS)

Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter

2017-02-01

It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.

VizieR Online Data Catalog: Dark matter in dSph galaxies (Charbonnier+, 2011)

NASA Astrophysics Data System (ADS)

Charbonnier, A.; Combet, C.; Daniel, M.; Funk, S.; Hinton, J. A.; Maurin, D.; Power, C.; Read, J. I.; Sarkar, S.; Walker, M. G.; Wilkinson, M. I.

2012-07-01

Due to their large dynamical mass-to-light ratios, dwarf spheroidal galaxies (dSphs) are promising targets for the indirect detection of dark matter (DM) in γ-rays. We examine their detectability by present and future γ-ray observatories. The key innovative features of our analysis are as follows: (i) we take into account the angular size of the dSphs; while nearby objects have higher γ-ray flux, their larger angular extent can make them less attractive targets for background-dominated instruments; (ii) we derive DM profiles and the astrophysical J-factor (which parametrizes the expected γ-ray flux, independently of the choice of DM particle model) for the classical dSphs directly from photometric and kinematic data. We assume very little about the DM profile, modelling this as a smooth split-power-law distribution, with and without subclumps; (iii) we use a Markov chain Monte Carlo technique to marginalize over unknown parameters and determine the sensitivity of our derived J-factors to both model and measurement uncertainties; and (iv) we use simulated DM profiles to demonstrate that our J-factor determinations recover the correct solution within our quoted uncertainties. (6 data files).

A multiple-point geostatistical approach to quantifying uncertainty for flow and transport simulation in geologically complex environments

NASA Astrophysics Data System (ADS)

Cronkite-Ratcliff, C.; Phelps, G. A.; Boucher, A.

2011-12-01

In many geologic settings, the pathways of groundwater flow are controlled by geologic heterogeneities which have complex geometries. Models of these geologic heterogeneities, and consequently, their effects on the simulated pathways of groundwater flow, are characterized by uncertainty. Multiple-point geostatistics, which uses a training image to represent complex geometric descriptions of geologic heterogeneity, provides a stochastic approach to the analysis of geologic uncertainty. Incorporating multiple-point geostatistics into numerical models provides a way to extend this analysis to the effects of geologic uncertainty on the results of flow simulations. We present two case studies to demonstrate the application of multiple-point geostatistics to numerical flow simulation in complex geologic settings with both static and dynamic conditioning data. Both cases involve the development of a training image from a complex geometric description of the geologic environment. Geologic heterogeneity is modeled stochastically by generating multiple equally-probable realizations, all consistent with the training image. Numerical flow simulation for each stochastic realization provides the basis for analyzing the effects of geologic uncertainty on simulated hydraulic response. The first case study is a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. The SNESIM algorithm is used to stochastically model geologic heterogeneity conditioned to the mapped surface geology as well as vertical drill-hole data. Numerical simulation of groundwater flow and contaminant transport through geologic models produces a distribution of hydraulic responses and contaminant concentration results. From this distribution of results, the probability of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary. The second case study considers a characteristic lava-flow aquifer system in Pahute Mesa, Nevada. A 3D training image is developed by using object-based simulation of parametric shapes to represent the key morphologic features of rhyolite lava flows embedded within ash-flow tuffs. In addition to vertical drill-hole data, transient pressure head data from aquifer tests can be used to constrain the stochastic model outcomes. The use of both static and dynamic conditioning data allows the identification of potential geologic structures that control hydraulic response. These case studies demonstrate the flexibility of the multiple-point geostatistics approach for considering multiple types of data and for developing sophisticated models of geologic heterogeneities that can be incorporated into numerical flow simulations.

Water quality analysis in rivers with non-parametric probability distributions and fuzzy inference systems: application to the Cauca River, Colombia.

PubMed

Ocampo-Duque, William; Osorio, Carolina; Piamba, Christian; Schuhmacher, Marta; Domingo, José L

2013-02-01

The integration of water quality monitoring variables is essential in environmental decision making. Nowadays, advanced techniques to manage subjectivity, imprecision, uncertainty, vagueness, and variability are required in such complex evaluation process. We here propose a probabilistic fuzzy hybrid model to assess river water quality. Fuzzy logic reasoning has been used to compute a water quality integrative index. By applying a Monte Carlo technique, based on non-parametric probability distributions, the randomness of model inputs was estimated. Annual histograms of nine water quality variables were built with monitoring data systematically collected in the Colombian Cauca River, and probability density estimations using the kernel smoothing method were applied to fit data. Several years were assessed, and river sectors upstream and downstream the city of Santiago de Cali, a big city with basic wastewater treatment and high industrial activity, were analyzed. The probabilistic fuzzy water quality index was able to explain the reduction in water quality, as the river receives a larger number of agriculture, domestic, and industrial effluents. The results of the hybrid model were compared to traditional water quality indexes. The main advantage of the proposed method is that it considers flexible boundaries between the linguistic qualifiers used to define the water status, being the belongingness of water quality to the diverse output fuzzy sets or classes provided with percentiles and histograms, which allows classify better the real water condition. The results of this study show that fuzzy inference systems integrated to stochastic non-parametric techniques may be used as complementary tools in water quality indexing methodologies. Copyright © 2012 Elsevier Ltd. All rights reserved.

A computer program for uncertainty analysis integrating regression and Bayesian methods

USGS Publications Warehouse

Lu, Dan; Ye, Ming; Hill, Mary C.; Poeter, Eileen P.; Curtis, Gary

2014-01-01

This work develops a new functionality in UCODE_2014 to evaluate Bayesian credible intervals using the Markov Chain Monte Carlo (MCMC) method. The MCMC capability in UCODE_2014 is based on the FORTRAN version of the differential evolution adaptive Metropolis (DREAM) algorithm of Vrugt et al. (2009), which estimates the posterior probability density function of model parameters in high-dimensional and multimodal sampling problems. The UCODE MCMC capability provides eleven prior probability distributions and three ways to initialize the sampling process. It evaluates parametric and predictive uncertainties and it has parallel computing capability based on multiple chains to accelerate the sampling process. This paper tests and demonstrates the MCMC capability using a 10-dimensional multimodal mathematical function, a 100-dimensional Gaussian function, and a groundwater reactive transport model. The use of the MCMC capability is made straightforward and flexible by adopting the JUPITER API protocol. With the new MCMC capability, UCODE_2014 can be used to calculate three types of uncertainty intervals, which all can account for prior information: (1) linear confidence intervals which require linearity and Gaussian error assumptions and typically 10s–100s of highly parallelizable model runs after optimization, (2) nonlinear confidence intervals which require a smooth objective function surface and Gaussian observation error assumptions and typically 100s–1,000s of partially parallelizable model runs after optimization, and (3) MCMC Bayesian credible intervals which require few assumptions and commonly 10,000s–100,000s or more partially parallelizable model runs. Ready access allows users to select methods best suited to their work, and to compare methods in many circumstances.

Robust Control for Microgravity Vibration Isolation using Fixed Order, Mixed H2/Mu Design

NASA Technical Reports Server (NTRS)

Whorton, Mark

2003-01-01

Many space-science experiments need an active isolation system to provide a sufficiently quiescent microgravity environment. Modern control methods provide the potential for both high-performance and robust stability in the presence of parametric uncertainties that are characteristic of microgravity vibration isolation systems. While H2 and H(infinity) methods are well established, neither provides the levels of attenuation performance and robust stability in a compensator with low order. Mixed H2/H(infinity), controllers provide a means for maximizing robust stability for a given level of mean-square nominal performance while directly optimizing for controller order constraints. This paper demonstrates the benefit of mixed norm design from the perspective of robustness to parametric uncertainties and controller order for microgravity vibration isolation. A nominal performance metric analogous to the mu measure, for robust stability assessment is also introduced in order to define an acceptable trade space from which different control methodologies can be compared.

Robust output feedback stabilization for a flexible marine riser system.

PubMed

Zhao, Zhijia; Liu, Yu; Guo, Fang

2017-12-06

The aim of this paper is to develop a boundary control for the vibration reduction of a flexible marine riser system in the presence of parametric uncertainties and system states obtained inaccurately. To this end, an adaptive output feedback boundary control is proposed to suppress the riser's vibration fusing with observer-based backstepping, high-gain observers and robust adaptive control theory. In addition, the parameter adaptive laws are designed to compensate for the system parametric uncertainties, and the disturbance observer is introduced to mitigate the effects of external environmental disturbance. The uniformly bounded stability of the closed-loop system is achieved through rigorous Lyapunov analysis without any discretisation or simplification of the dynamics in the time and space, and the state observer error is ensured to exponentially converge to zero as time grows to infinity. In the end, the simulation and comparison studies are carried out to illustrate the performance of the proposed control under the proper choice of the design parameters. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Effect of Fault Parameter Uncertainties on PSHA explored by Monte Carlo Simulations: A case study for southern Apennines, Italy

NASA Astrophysics Data System (ADS)

Akinci, A.; Pace, B.

2017-12-01

In this study, we discuss the seismic hazard variability of peak ground acceleration (PGA) at 475 years return period in the Southern Apennines of Italy. The uncertainty and parametric sensitivity are presented to quantify the impact of the several fault parameters on ground motion predictions for 10% exceedance in 50-year hazard. A time-independent PSHA model is constructed based on the long-term recurrence behavior of seismogenic faults adopting the characteristic earthquake model for those sources capable of rupturing the entire fault segment with a single maximum magnitude. The fault-based source model uses the dimensions and slip rates of mapped fault to develop magnitude-frequency estimates for characteristic earthquakes. Variability of the selected fault parameter is given with a truncated normal random variable distribution presented by standard deviation about a mean value. A Monte Carlo approach, based on the random balanced sampling by logic tree, is used in order to capture the uncertainty in seismic hazard calculations. For generating both uncertainty and sensitivity maps, we perform 200 simulations for each of the fault parameters. The results are synthesized both in frequency-magnitude distribution of modeled faults as well as the different maps: the overall uncertainty maps provide a confidence interval for the PGA values and the parameter uncertainty maps determine the sensitivity of hazard assessment to variability of every logic tree branch. These branches of logic tree, analyzed through the Monte Carlo approach, are maximum magnitudes, fault length, fault width, fault dip and slip rates. The overall variability of these parameters is determined by varying them simultaneously in the hazard calculations while the sensitivity of each parameter to overall variability is determined varying each of the fault parameters while fixing others. However, in this study we do not investigate the sensitivity of mean hazard results to the consideration of different GMPEs. Distribution of possible seismic hazard results is illustrated by 95% confidence factor map, which indicates the dispersion about mean value, and coefficient of variation map, which shows percent variability. The results of our study clearly illustrate the influence of active fault parameters to probabilistic seismic hazard maps.

Towards a generalized energy prediction model for machine tools

PubMed Central

Bhinge, Raunak; Park, Jinkyoo; Law, Kincho H.; Dornfeld, David A.; Helu, Moneer; Rachuri, Sudarsan

2017-01-01

Energy prediction of machine tools can deliver many advantages to a manufacturing enterprise, ranging from energy-efficient process planning to machine tool monitoring. Physics-based, energy prediction models have been proposed in the past to understand the energy usage pattern of a machine tool. However, uncertainties in both the machine and the operating environment make it difficult to predict the energy consumption of the target machine reliably. Taking advantage of the opportunity to collect extensive, contextual, energy-consumption data, we discuss a data-driven approach to develop an energy prediction model of a machine tool in this paper. First, we present a methodology that can efficiently and effectively collect and process data extracted from a machine tool and its sensors. We then present a data-driven model that can be used to predict the energy consumption of the machine tool for machining a generic part. Specifically, we use Gaussian Process (GP) Regression, a non-parametric machine-learning technique, to develop the prediction model. The energy prediction model is then generalized over multiple process parameters and operations. Finally, we apply this generalized model with a method to assess uncertainty intervals to predict the energy consumed to machine any part using a Mori Seiki NVD1500 machine tool. Furthermore, the same model can be used during process planning to optimize the energy-efficiency of a machining process. PMID:28652687

Towards a generalized energy prediction model for machine tools.

PubMed

Bhinge, Raunak; Park, Jinkyoo; Law, Kincho H; Dornfeld, David A; Helu, Moneer; Rachuri, Sudarsan

2017-04-01

Energy prediction of machine tools can deliver many advantages to a manufacturing enterprise, ranging from energy-efficient process planning to machine tool monitoring. Physics-based, energy prediction models have been proposed in the past to understand the energy usage pattern of a machine tool. However, uncertainties in both the machine and the operating environment make it difficult to predict the energy consumption of the target machine reliably. Taking advantage of the opportunity to collect extensive, contextual, energy-consumption data, we discuss a data-driven approach to develop an energy prediction model of a machine tool in this paper. First, we present a methodology that can efficiently and effectively collect and process data extracted from a machine tool and its sensors. We then present a data-driven model that can be used to predict the energy consumption of the machine tool for machining a generic part. Specifically, we use Gaussian Process (GP) Regression, a non-parametric machine-learning technique, to develop the prediction model. The energy prediction model is then generalized over multiple process parameters and operations. Finally, we apply this generalized model with a method to assess uncertainty intervals to predict the energy consumed to machine any part using a Mori Seiki NVD1500 machine tool. Furthermore, the same model can be used during process planning to optimize the energy-efficiency of a machining process.

Advanced Stochastic Collocation Methods for Polynomial Chaos in RAVEN

NASA Astrophysics Data System (ADS)

Talbot, Paul W.

As experiment complexity in fields such as nuclear engineering continually increases, so does the demand for robust computational methods to simulate them. In many simulations, input design parameters and intrinsic experiment properties are sources of uncertainty. Often small perturbations in uncertain parameters have significant impact on the experiment outcome. For instance, in nuclear fuel performance, small changes in fuel thermal conductivity can greatly affect maximum stress on the surrounding cladding. The difficulty quantifying input uncertainty impact in such systems has grown with the complexity of numerical models. Traditionally, uncertainty quantification has been approached using random sampling methods like Monte Carlo. For some models, the input parametric space and corresponding response output space is sufficiently explored with few low-cost calculations. For other models, it is computationally costly to obtain good understanding of the output space. To combat the expense of random sampling, this research explores the possibilities of using advanced methods in Stochastic Collocation for generalized Polynomial Chaos (SCgPC) as an alternative to traditional uncertainty quantification techniques such as Monte Carlo (MC) and Latin Hypercube Sampling (LHS) methods for applications in nuclear engineering. We consider traditional SCgPC construction strategies as well as truncated polynomial spaces using Total Degree and Hyperbolic Cross constructions. We also consider applying anisotropy (unequal treatment of different dimensions) to the polynomial space, and offer methods whereby optimal levels of anisotropy can be approximated. We contribute development to existing adaptive polynomial construction strategies. Finally, we consider High-Dimensional Model Reduction (HDMR) expansions, using SCgPC representations for the subspace terms, and contribute new adaptive methods to construct them. We apply these methods on a series of models of increasing complexity. We use analytic models of various levels of complexity, then demonstrate performance on two engineering-scale problems: a single-physics nuclear reactor neutronics problem, and a multiphysics fuel cell problem coupling fuels performance and neutronics. Lastly, we demonstrate sensitivity analysis for a time-dependent fuels performance problem. We demonstrate the application of all the algorithms in RAVEN, a production-level uncertainty quantification framework.

Hyperbolic and semi-parametric models in finance

NASA Astrophysics Data System (ADS)

Bingham, N. H.; Kiesel, Rüdiger

2001-02-01

The benchmark Black-Scholes-Merton model of mathematical finance is parametric, based on the normal/Gaussian distribution. Its principal parametric competitor, the hyperbolic model of Barndorff-Nielsen, Eberlein and others, is briefly discussed. Our main theme is the use of semi-parametric models, incorporating the mean vector and covariance matrix as in the Markowitz approach, plus a non-parametric part, a scalar function incorporating features such as tail-decay. Implementation is also briefly discussed.

A new approach for measuring power spectra and reconstructing time series in active galactic nuclei

NASA Astrophysics Data System (ADS)

Li, Yan-Rong; Wang, Jian-Min

2018-05-01

We provide a new approach to measure power spectra and reconstruct time series in active galactic nuclei (AGNs) based on the fact that the Fourier transform of AGN stochastic variations is a series of complex Gaussian random variables. The approach parametrizes a stochastic series in frequency domain and transforms it back to time domain to fit the observed data. The parameters and their uncertainties are derived in a Bayesian framework, which also allows us to compare the relative merits of different power spectral density models. The well-developed fast Fourier transform algorithm together with parallel computation enables an acceptable time complexity for the approach.

Optimizing Nanoscale Quantitative Optical Imaging of Subfield Scattering Targets

PubMed Central

Henn, Mark-Alexander; Barnes, Bryan M.; Zhou, Hui; Sohn, Martin; Silver, Richard M.

2016-01-01

The full 3-D scattered field above finite sets of features has been shown to contain a continuum of spatial frequency information, and with novel optical microscopy techniques and electromagnetic modeling, deep-subwavelength geometrical parameters can be determined. Similarly, by using simulations, scattering geometries and experimental conditions can be established to tailor scattered fields that yield lower parametric uncertainties while decreasing the number of measurements and the area of such finite sets of features. Such optimized conditions are reported through quantitative optical imaging in 193 nm scatterfield microscopy using feature sets up to four times smaller in area than state-of-the-art critical dimension targets. PMID:27805660

Functional Mixed Effects Model for Small Area Estimation.

PubMed

Maiti, Tapabrata; Sinha, Samiran; Zhong, Ping-Shou

2016-09-01

Functional data analysis has become an important area of research due to its ability of handling high dimensional and complex data structures. However, the development is limited in the context of linear mixed effect models, and in particular, for small area estimation. The linear mixed effect models are the backbone of small area estimation. In this article, we consider area level data, and fit a varying coefficient linear mixed effect model where the varying coefficients are semi-parametrically modeled via B-splines. We propose a method of estimating the fixed effect parameters and consider prediction of random effects that can be implemented using a standard software. For measuring prediction uncertainties, we derive an analytical expression for the mean squared errors, and propose a method of estimating the mean squared errors. The procedure is illustrated via a real data example, and operating characteristics of the method are judged using finite sample simulation studies.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wong, Raymond K. W.; Storlie, Curtis Byron; Lee, Thomas C. M.

The paper considers the computer model calibration problem and provides a general frequentist solution. Under the framework proposed, the data model is semiparametric with a non-parametric discrepancy function which accounts for any discrepancy between physical reality and the computer model. In an attempt to solve a fundamentally important (but often ignored) identifiability issue between the computer model parameters and the discrepancy function, the paper proposes a new and identifiable parameterization of the calibration problem. It also develops a two-step procedure for estimating all the relevant quantities under the new parameterization. This estimation procedure is shown to enjoy excellent rates ofmore » convergence and can be straightforwardly implemented with existing software. For uncertainty quantification, bootstrapping is adopted to construct confidence regions for the quantities of interest. As a result, the practical performance of the methodology is illustrated through simulation examples and an application to a computational fluid dynamics model.« less

Modeling Sea-Level Change using Errors-in-Variables Integrated Gaussian Processes

NASA Astrophysics Data System (ADS)

Cahill, Niamh; Parnell, Andrew; Kemp, Andrew; Horton, Benjamin

2014-05-01

We perform Bayesian inference on historical and late Holocene (last 2000 years) rates of sea-level change. The data that form the input to our model are tide-gauge measurements and proxy reconstructions from cores of coastal sediment. To accurately estimate rates of sea-level change and reliably compare tide-gauge compilations with proxy reconstructions it is necessary to account for the uncertainties that characterize each dataset. Many previous studies used simple linear regression models (most commonly polynomial regression) resulting in overly precise rate estimates. The model we propose uses an integrated Gaussian process approach, where a Gaussian process prior is placed on the rate of sea-level change and the data itself is modeled as the integral of this rate process. The non-parametric Gaussian process model is known to be well suited to modeling time series data. The advantage of using an integrated Gaussian process is that it allows for the direct estimation of the derivative of a one dimensional curve. The derivative at a particular time point will be representative of the rate of sea level change at that time point. The tide gauge and proxy data are complicated by multiple sources of uncertainty, some of which arise as part of the data collection exercise. Most notably, the proxy reconstructions include temporal uncertainty from dating of the sediment core using techniques such as radiocarbon. As a result of this, the integrated Gaussian process model is set in an errors-in-variables (EIV) framework so as to take account of this temporal uncertainty. The data must be corrected for land-level change known as glacio-isostatic adjustment (GIA) as it is important to isolate the climate-related sea-level signal. The correction for GIA introduces covariance between individual age and sea level observations into the model. The proposed integrated Gaussian process model allows for the estimation of instantaneous rates of sea-level change and accounts for all available sources of uncertainty in tide-gauge and proxy-reconstruction data. Our response variable is sea level after correction for GIA. By embedding the integrated process in an errors-in-variables (EIV) framework, and removing the estimate of GIA, we can quantify rates with better estimates of uncertainty than previously possible. The model provides a flexible fit and enables us to estimate rates of change at any given time point, thus observing how rates have been evolving from the past to present day.

DNA binding site characterization by means of Rényi entropy measures on nucleotide transitions.

PubMed

Perera, A; Vallverdu, M; Claria, F; Soria, J M; Caminal, P

2008-06-01

In this work, parametric information-theory measures for the characterization of binding sites in DNA are extended with the use of transitional probabilities on the sequence. We propose the use of parametric uncertainty measures such as Rényi entropies obtained from the transition probabilities for the study of the binding sites, in addition to nucleotide frequency-based Rényi measures. Results are reported in this work comparing transition frequencies (i.e., dinucleotides) and base frequencies for Shannon and parametric Rényi entropies for a number of binding sites found in E. Coli, lambda and T7 organisms. We observe that the information provided by both approaches is not redundant. Furthermore, under the presence of noise in the binding site matrix we observe overall improved robustness of nucleotide transition-based algorithms when compared with nucleotide frequency-based method.

Constraining geostatistical models with hydrological data to improve prediction realism

NASA Astrophysics Data System (ADS)

Demyanov, V.; Rojas, T.; Christie, M.; Arnold, D.

2012-04-01

Geostatistical models reproduce spatial correlation based on the available on site data and more general concepts about the modelled patters, e.g. training images. One of the problem of modelling natural systems with geostatistics is in maintaining realism spatial features and so they agree with the physical processes in nature. Tuning the model parameters to the data may lead to geostatistical realisations with unrealistic spatial patterns, which would still honour the data. Such model would result in poor predictions, even though although fit the available data well. Conditioning the model to a wider range of relevant data provide a remedy that avoid producing unrealistic features in spatial models. For instance, there are vast amounts of information about the geometries of river channels that can be used in describing fluvial environment. Relations between the geometrical channel characteristics (width, depth, wave length, amplitude, etc.) are complex and non-parametric and are exhibit a great deal of uncertainty, which is important to propagate rigorously into the predictive model. These relations can be described within a Bayesian approach as multi-dimensional prior probability distributions. We propose a way to constrain multi-point statistics models with intelligent priors obtained from analysing a vast collection of contemporary river patterns based on previously published works. We applied machine learning techniques, namely neural networks and support vector machines, to extract multivariate non-parametric relations between geometrical characteristics of fluvial channels from the available data. An example demonstrates how ensuring geological realism helps to deliver more reliable prediction of a subsurface oil reservoir in a fluvial depositional environment.

Limits on radial differential rotation in Sun-like stars from parametric fits to oscillation power spectra

NASA Astrophysics Data System (ADS)

Nielsen, M. B.; Schunker, H.; Gizon, L.; Schou, J.; Ball, W. H.

2017-06-01

Context. Rotational shear in Sun-like stars is thought to be an important ingredient in models of stellar dynamos. Thanks to helioseismology, rotation in the Sun is characterized well, but the interior rotation profiles of other Sun-like stars are not so well constrained. Until recently, measurements of rotation in Sun-like stars have focused on the mean rotation, but little progress has been made on measuring or even placing limits on differential rotation. Aims: Using asteroseismic measurements of rotation we aim to constrain the radial shear in five Sun-like stars observed by the NASA Kepler mission: KIC 004914923, KIC 005184732, KIC 006116048, KIC 006933899, and KIC 010963065. Methods: We used stellar structure models for these five stars from previous works. These models provide the mass density, mode eigenfunctions, and the convection zone depth, which we used to compute the sensitivity kernels for the rotational frequency splitting of the modes. We used these kernels as weights in a parametric model of the stellar rotation profile of each star, where we allowed different rotation rates for the radiative interior and the convective envelope. This parametric model was incorporated into a fit to the oscillation power spectrum of each of the five Kepler stars. This fit included a prior on the rotation of the envelope, estimated from the rotation of surface magnetic activity measured from the photometric variability. Results: The asteroseismic measurements without the application of priors are unable to place meaningful limits on the radial shear. Using a prior on the envelope rotation enables us to constrain the interior rotation rate and thus the radial shear. In the five cases that we studied, the interior rotation rate does not differ from the envelope by more than approximately ± 30%. Uncertainties in the rotational splittings are too large to unambiguously determine the sign of the radial shear.

Incorporating population viability models into species status assessment and listing decisions under the U.S. Endangered Species Act

USGS Publications Warehouse

McGowan, Conor P.; Allan, Nathan; Servoss, Jeff; Hedwall, Shaula J.; Wooldridge, Brian

2017-01-01

Assessment of a species' status is a key part of management decision making for endangered and threatened species under the U.S. Endangered Species Act. Predicting the future state of the species is an essential part of species status assessment, and projection models can play an important role in developing predictions. We built a stochastic simulation model that incorporated parametric and environmental uncertainty to predict the probable future status of the Sonoran desert tortoise in the southwestern United States and North Central Mexico. Sonoran desert tortoise was a Candidate species for listing under the Endangered Species Act, and decision makers wanted to use model predictions in their decision making process. The model accounted for future habitat loss and possible effects of climate change induced droughts to predict future population growth rates, abundances, and quasi-extinction probabilities. Our model predicts that the population will likely decline over the next few decades, but there is very low probability of quasi-extinction less than 75 years into the future. Increases in drought frequency and intensity may increase extinction risk for the species. Our model helped decision makers predict and characterize uncertainty about the future status of the species in their listing decision. We incorporated complex ecological processes (e.g., climate change effects on tortoises) in transparent and explicit ways tailored to support decision making processes related to endangered species.

Sources of Uncertainty in Modelling mid-Pliocene Arctic Amplification

NASA Astrophysics Data System (ADS)

Dolan, A. M.; Haywood, A.; Howell, F.; Prescott, C.; Pope, J. O.; Hill, D. J.; Voss, J.

2016-12-01

The mid-Pliocene Warm Period (mPWP) is an interval between 3.264 and 3.205 million years ago, which has globally warmer temperatures (Haywood et al., 2013) accompanied by levels of CO2 above pre-Industrial ( 400 ppmv; e.g. Bartoli et al. 2011; Badger et al., 2013). Arctic amplification of temperatures is a major characteristic of all proxy-based reconstructions of the mPWP in terms of both oceanic (Dowsett et al., 2010) and land warming (Salzmann et al., 2013). For example, evidence of fossilised forests in the Canadian high-Arctic show summer temperatures of up to 16°C warmer than present (Csank et al., 2010). Also, summer temperatures estimates based on pollen reconstructions at Lake El'gygytgyn in North East Russia are up to 6°C warmer than present day (Brigham-Grette et al., 2013). Nevertheless, results from the first phase of the Pliocene Model Intercomparison Project (PlioMIP) suggest that climate models may underestimate the degree of Arctic amplification suggested by proxy records (Haywood et al., 2013). Here we use a large ensemble of experiments performed with the HadCM3 climate model to explore relative sources of uncertainty in the simulations of Arctic amplification. Within this suite of over 150 simulations, we consider; (i) a range of mPWP-specific orbital configurations to quantify the influence of temporal variability, (ii) a range of CO2 scenarios to take into account uncertainties in this particular greenhouse gas forcing, (iii) a perturbed physics ensemble to investigate parametric uncertainty within the HadCM3 climate model, and also (iv) a number of experiments with altered palaeogeographies (including changes to topography and ice sheets) to assess the impact of different boundary condition realisations on our simulation of Arctic amplification. We also incorporate results from the PlioMIP project to allude to the effect of structural uncertainty on Arctic warming. Following methods used in Yoshimori et al. (2013) and Laine et al. (2016), we identify the largest sources of uncertainty over both the land and the ocean in simulating the degree of amplification suggested by available proxy data. We also relate predictions of Arctic amplification to key features within the model, for example, sea ice extent and seasonality.

Input Uncertainty and its Implications on Parameter Assessment in Hydrologic and Hydroclimatic Modelling Studies

NASA Astrophysics Data System (ADS)

Chowdhury, S.; Sharma, A.

2005-12-01

Hydrological model inputs are often derived from measurements at point locations taken at discrete time steps. The nature of uncertainty associated with such inputs is thus a function of the quality and number of measurements available in time. A change in these characteristics (such as a change in the number of rain-gauge inputs used to derive spatially averaged rainfall) results in inhomogeneity in the associated distributional profile. Ignoring such uncertainty can lead to models that aim to simulate based on the observed input variable instead of the true measurement, resulting in a biased representation of the underlying system dynamics as well as an increase in both bias and the predictive uncertainty in simulations. This is especially true of cases where the nature of uncertainty likely in the future is significantly different to that in the past. Possible examples include situations where the accuracy of the catchment averaged rainfall has increased substantially due to an increase in the rain-gauge density, or accuracy of climatic observations (such as sea surface temperatures) increased due to the use of more accurate remote sensing technologies. We introduce here a method to ascertain the true value of parameters in the presence of additive uncertainty in model inputs. This method, known as SIMulation EXtrapolation (SIMEX, [Cook, 1994]) operates on the basis of an empirical relationship between parameters and the level of additive input noise (or uncertainty). The method starts with generating a series of alternate realisations of model inputs by artificially adding white noise in increasing multiples of the known error variance. The alternate realisations lead to alternate sets of parameters that are increasingly biased with respect to the truth due to the increased variability in the inputs. Once several such realisations have been drawn, one is able to formulate an empirical relationship between the parameter values and the level of additive noise present. SIMEX is based on theory that the trend in alternate parameters can be extrapolated back to the notional error free zone. We illustrate the utility of SIMEX in a synthetic rainfall-runoff modelling scenario and an application to study the dependence of uncertain distributed sea surface temperature anomalies with an indicator of the El Nino Southern Oscillation, the Southern Oscillation Index (SOI). The errors in rainfall data and its affect is explored using Sacramento rainfall runoff model. The rainfall uncertainty is assumed to be multiplicative and temporally invariant. The model used to relate the sea surface temperature anomalies (SSTA) to the SOI is assumed to be of a linear form. The nature of uncertainty in the SSTA is additive and varies with time. The SIMEX framework allows assessment of the relationship between the error free inputs and response. Cook, J.R., Stefanski, L. A., Simulation-Extrapolation Estimation in Parametric Measurement Error Models, Journal of the American Statistical Association, 89 (428), 1314-1328, 1994.

Model-based nonlinear control of hydraulic servo systems: Challenges, developments and perspectives

NASA Astrophysics Data System (ADS)

Yao, Jianyong

2018-06-01

Hydraulic servo system plays a significant role in industries, and usually acts as a core point in control and power transmission. Although linear theory-based control methods have been well established, advanced controller design methods for hydraulic servo system to achieve high performance is still an unending pursuit along with the development of modern industry. Essential nonlinearity is a unique feature and makes model-based nonlinear control more attractive, due to benefit from prior knowledge of the servo valve controlled hydraulic system. In this paper, a discussion for challenges in model-based nonlinear control, latest developments and brief perspectives of hydraulic servo systems are presented: Modelling uncertainty in hydraulic system is a major challenge, which includes parametric uncertainty and time-varying disturbance; some specific requirements also arise ad hoc difficulties such as nonlinear friction during low velocity tracking, severe disturbance, periodic disturbance, etc.; to handle various challenges, nonlinear solutions including parameter adaptation, nonlinear robust control, state and disturbance observation, backstepping design and so on, are proposed and integrated, theoretical analysis and lots of applications reveal their powerful capability to solve pertinent problems; and at the end, some perspectives and associated research topics (measurement noise, constraints, inner valve dynamics, input nonlinearity, etc.) in nonlinear hydraulic servo control are briefly explored and discussed.

A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Guo, Ping

2017-10-01

The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

Additional challenges for uncertainty analysis in river engineering

NASA Astrophysics Data System (ADS)

Berends, Koen; Warmink, Jord; Hulscher, Suzanne

2016-04-01

The management of rivers for improving safety, shipping and environment requires conscious effort on the part of river managers. River engineers design hydraulic works to tackle various challenges, from increasing flow conveyance to ensuring minimal water depths for environmental flow and inland shipping. Last year saw the completion of such large scale river engineering in the 'Room for the River' programme for the Dutch Rhine River system, in which several dozen of human interventions were built to increase flood safety. Engineering works in rivers are not completed in isolation from society. Rather, their benefits - increased safety, landscaping beauty - and their disadvantages - expropriation, hindrance - directly affect inhabitants. Therefore river managers are required to carefully defend their plans. The effect of engineering works on river dynamics is being evaluated using hydraulic river models. Two-dimensional numerical models based on the shallow water equations provide the predictions necessary to make decisions on designs and future plans. However, like all environmental models, these predictions are subject to uncertainty. In recent years progress has been made in the identification of the main sources of uncertainty for hydraulic river models. Two of the most important sources are boundary conditions and hydraulic roughness (Warmink et al. 2013). The result of these sources of uncertainty is that the identification of single, deterministic prediction model is a non-trivial task. This is this is a well-understood problem in other fields as well - most notably hydrology - and known as equifinality. However, the particular case of human intervention modelling with hydraulic river models compounds the equifinality case. The model that provides the reference baseline situation is usually identified through calibration and afterwards modified for the engineering intervention. This results in two distinct models, the evaluation of which yields the effect of the proposed intervention. The implicit assumption underlying such analysis is that both models are commensurable. We hypothesize that they are commensurable only to a certain extent. In an idealised study we have demonstrated that prediction performance loss should be expected with increasingly large engineering works. When accounting for parametric uncertainty of floodplain roughness in model identification, we see uncertainty bounds for predicted effects of interventions increase with increasing intervention scale. Calibration of these types of models therefore seems to have a shelf-life, beyond which calibration does not longer improves prediction. Therefore a qualification scheme for model use is required that can be linked to model validity. In this study, we characterize model use along three dimensions: extrapolation (using the model with different external drivers), extension (using the model for different output or indicators) and modification (using modified models). Such use of models is expected to have implications for the applicability of surrogating modelling for efficient uncertainty analysis as well, which is recommended for future research. Warmink, J. J.; Straatsma, M. W.; Huthoff, F.; Booij, M. J. & Hulscher, S. J. M. H. 2013. Uncertainty of design water levels due to combined bed form and vegetation roughness in the Dutch river Waal. Journal of Flood Risk Management 6, 302-318 . DOI: 10.1111/jfr3.12014

Cost-effective conservation of an endangered frog under uncertainty.

PubMed

Rose, Lucy E; Heard, Geoffrey W; Chee, Yung En; Wintle, Brendan A

2016-04-01

How should managers choose among conservation options when resources are scarce and there is uncertainty regarding the effectiveness of actions? Well-developed tools exist for prioritizing areas for one-time and binary actions (e.g., protect vs. not protect), but methods for prioritizing incremental or ongoing actions (such as habitat creation and maintenance) remain uncommon. We devised an approach that combines metapopulation viability and cost-effectiveness analyses to select among alternative conservation actions while accounting for uncertainty. In our study, cost-effectiveness is the ratio between the benefit of an action and its economic cost, where benefit is the change in metapopulation viability. We applied the approach to the case of the endangered growling grass frog (Litoria raniformis), which is threatened by urban development. We extended a Bayesian model to predict metapopulation viability under 9 urbanization and management scenarios and incorporated the full probability distribution of possible outcomes for each scenario into the cost-effectiveness analysis. This allowed us to discern between cost-effective alternatives that were robust to uncertainty and those with a relatively high risk of failure. We found a relatively high risk of extinction following urbanization if the only action was reservation of core habitat; habitat creation actions performed better than enhancement actions; and cost-effectiveness ranking changed depending on the consideration of uncertainty. Our results suggest that creation and maintenance of wetlands dedicated to L. raniformis is the only cost-effective action likely to result in a sufficiently low risk of extinction. To our knowledge we are the first study to use Bayesian metapopulation viability analysis to explicitly incorporate parametric and demographic uncertainty into a cost-effective evaluation of conservation actions. The approach offers guidance to decision makers aiming to achieve cost-effective conservation under uncertainty. © 2015 Society for Conservation Biology.

Exploring prediction uncertainty of spatial data in geostatistical and machine learning Approaches

NASA Astrophysics Data System (ADS)

Klump, J. F.; Fouedjio, F.

2017-12-01

Geostatistical methods such as kriging with external drift as well as machine learning techniques such as quantile regression forest have been intensively used for modelling spatial data. In addition to providing predictions for target variables, both approaches are able to deliver a quantification of the uncertainty associated with the prediction at a target location. Geostatistical approaches are, by essence, adequate for providing such prediction uncertainties and their behaviour is well understood. However, they often require significant data pre-processing and rely on assumptions that are rarely met in practice. Machine learning algorithms such as random forest regression, on the other hand, require less data pre-processing and are non-parametric. This makes the application of machine learning algorithms to geostatistical problems an attractive proposition. The objective of this study is to compare kriging with external drift and quantile regression forest with respect to their ability to deliver reliable prediction uncertainties of spatial data. In our comparison we use both simulated and real world datasets. Apart from classical performance indicators, comparisons make use of accuracy plots, probability interval width plots, and the visual examinations of the uncertainty maps provided by the two approaches. By comparing random forest regression to kriging we found that both methods produced comparable maps of estimated values for our variables of interest. However, the measure of uncertainty provided by random forest seems to be quite different to the measure of uncertainty provided by kriging. In particular, the lack of spatial context can give misleading results in areas without ground truth data. These preliminary results raise questions about assessing the risks associated with decisions based on the predictions from geostatistical and machine learning algorithms in a spatial context, e.g. mineral exploration.

Vibration control of uncertain multiple launch rocket system using radial basis function neural network

NASA Astrophysics Data System (ADS)

Li, Bo; Rui, Xiaoting

2018-01-01

Poor dispersion characteristics of rockets due to the vibration of Multiple Launch Rocket System (MLRS) have always restricted the MLRS development for several decades. Vibration control is a key technique to improve the dispersion characteristics of rockets. For a mechanical system such as MLRS, the major difficulty in designing an appropriate control strategy that can achieve the desired vibration control performance is to guarantee the robustness and stability of the control system under the occurrence of uncertainties and nonlinearities. To approach this problem, a computed torque controller integrated with a radial basis function neural network is proposed to achieve the high-precision vibration control for MLRS. In this paper, the vibration response of a computed torque controlled MLRS is described. The azimuth and elevation mechanisms of the MLRS are driven by permanent magnet synchronous motors and supposed to be rigid. First, the dynamic model of motor-mechanism coupling system is established using Lagrange method and field-oriented control theory. Then, in order to deal with the nonlinearities, a computed torque controller is designed to control the vibration of the MLRS when it is firing a salvo of rockets. Furthermore, to compensate for the lumped uncertainty due to parametric variations and un-modeled dynamics in the design of the computed torque controller, a radial basis function neural network estimator is developed to adapt the uncertainty based on Lyapunov stability theory. Finally, the simulated results demonstrate the effectiveness of the proposed control system and show that the proposed controller is robust with regard to the uncertainty.

Bayesian component separation: The Planck experience

NASA Astrophysics Data System (ADS)

Wehus, Ingunn Kathrine; Eriksen, Hans Kristian

2018-05-01

Bayesian component separation techniques have played a central role in the data reduction process of Planck. The most important strength of this approach is its global nature, in which a parametric and physical model is fitted to the data. Such physical modeling allows the user to constrain very general data models, and jointly probe cosmological, astrophysical and instrumental parameters. This approach also supports statistically robust goodness-of-fit tests in terms of data-minus-model residual maps, which are essential for identifying residual systematic effects in the data. The main challenges are high code complexity and computational cost. Whether or not these costs are justified for a given experiment depends on its final uncertainty budget. We therefore predict that the importance of Bayesian component separation techniques is likely to increase with time for intensity mapping experiments, similar to what has happened in the CMB field, as observational techniques mature, and their overall sensitivity improves.

Robust approaches to quantification of margin and uncertainty for sparse data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hund, Lauren; Schroeder, Benjamin B.; Rumsey, Kelin

Characterizing the tails of probability distributions plays a key role in quantification of margins and uncertainties (QMU), where the goal is characterization of low probability, high consequence events based on continuous measures of performance. When data are collected using physical experimentation, probability distributions are typically fit using statistical methods based on the collected data, and these parametric distributional assumptions are often used to extrapolate about the extreme tail behavior of the underlying probability distribution. In this project, we character- ize the risk associated with such tail extrapolation. Specifically, we conducted a scaling study to demonstrate the large magnitude of themore » risk; then, we developed new methods for communicat- ing risk associated with tail extrapolation from unvalidated statistical models; lastly, we proposed a Bayesian data-integration framework to mitigate tail extrapolation risk through integrating ad- ditional information. We conclude that decision-making using QMU is a complex process that cannot be achieved using statistical analyses alone.« less

Decorrelated jet substructure tagging using adversarial neural networks

NASA Astrophysics Data System (ADS)

Shimmin, Chase; Sadowski, Peter; Baldi, Pierre; Weik, Edison; Whiteson, Daniel; Goul, Edward; Søgaard, Andreas

2017-10-01

We describe a strategy for constructing a neural network jet substructure tagger which powerfully discriminates boosted decay signals while remaining largely uncorrelated with the jet mass. This reduces the impact of systematic uncertainties in background modeling while enhancing signal purity, resulting in improved discovery significance relative to existing taggers. The network is trained using an adversarial strategy, resulting in a tagger that learns to balance classification accuracy with decorrelation. As a benchmark scenario, we consider the case where large-radius jets originating from a boosted resonance decay are discriminated from a background of nonresonant quark and gluon jets. We show that in the presence of systematic uncertainties on the background rate, our adversarially trained, decorrelated tagger considerably outperforms a conventionally trained neural network, despite having a slightly worse signal-background separation power. We generalize the adversarial training technique to include a parametric dependence on the signal hypothesis, training a single network that provides optimized, interpolatable decorrelated jet tagging across a continuous range of hypothetical resonance masses, after training on discrete choices of the signal mass.

How to perform a cost-effectiveness analysis with surrogate endpoint: renal denervation in patients with resistant hypertension (DENERHTN) trial as an example.

PubMed

Bulsei, Julie; Darlington, Meryl; Durand-Zaleski, Isabelle; Azizi, Michel

2018-04-01

Whilst much uncertainty exists as to the efficacy of renal denervation (RDN), the positive results of the DENERHTN study in France confirmed the interest of an economic evaluation in order to assess efficiency of RDN and inform local decision makers about the costs and benefits of this intervention. The uncertainty surrounding both the outcomes and the costs can be described using health economic methods such as the non-parametric bootstrap. Internationally, numerous health economic studies using a cost-effectiveness model to assess the impact of RDN in terms of cost and effectiveness compared to antihypertensive medical treatment have been conducted. The DENERHTN cost-effectiveness study was the first health economic evaluation specifically designed to assess the cost-effectiveness of RDN using individual data. Using the DENERHTN results as an example, we provide here a summary of the principle methods used to perform a cost-effectiveness analysis.

Health risk assessment for nanoparticles: A case for using expert judgment

NASA Astrophysics Data System (ADS)

Kandlikar, Milind; Ramachandran, Gurumurthy; Maynard, Andrew; Murdock, Barbara; Toscano, William A.

2007-01-01

Uncertainties in conventional quantitative risk assessment typically relate to values of parameters in risk models. For many environmental contaminants, there is a lack of sufficient information about multiple components of the risk assessment framework. In such cases, the use of default assumptions and extrapolations to fill in the data gaps is a common practice. Nanoparticle risks, however, pose a new form of risk assessment challenge. Besides a lack of data, there is deep scientific uncertainty regarding every aspect of the risk assessment framework: (a) particle characteristics that may affect toxicity; (b) their fate and transport through the environment; (c) the routes of exposure and the metrics by which exposure ought to be measured; (d) the mechanisms of translocation to different parts of the body; and (e) the mechanisms of toxicity and disease. In each of these areas, there are multiple and competing models and hypotheses. These are not merely parametric uncertainties but uncertainties about the choice of the causal mechanisms themselves and the proper model variables to be used, i.e., structural uncertainties. While these uncertainties exist for PM2.5 as well, risk assessment for PM2.5 has avoided dealing with these issues because of a plethora of epidemiological studies. However, such studies don't exist for the case of nanoparticles. Even if such studies are done in the future, they will be very specific to a particular type of engineered nanoparticle and not generalizable to other nanoparticles. Therefore, risk assessment for nanoparticles will have to deal with the various uncertainties that were avoided in the case of PM2.5. Consequently, uncertainties in estimating risks due to nanoparticle exposures may be characterized as `extreme'. This paper proposes a methodology by which risk analysts can cope with such extreme uncertainty. One way to make these problems analytically tractable is to use expert judgment approaches to study the degree of consensus and/or disagreement between experts on different parts of the exposure-response paradigm. This can be done by eliciting judgments from a wide range of experts on different parts of the risk causal chain. We also use examples to illustrate how studying expert consensus/disagreement helps in research prioritization and budget allocation exercises. The expert elicitation can be repeated over the course of several years, over which time, the state of scientific knowledge will also improve and uncertainties may possibly reduce. Results from expert the elicitation exercise can be used by risk managers or managers of funding agencies as a tool for research prioritization.

Improving the representation of photosynthesis in Earth system models

NASA Astrophysics Data System (ADS)

Rogers, A.; Medlyn, B. E.; Dukes, J.; Bonan, G. B.; von Caemmerer, S.; Dietze, M.; Kattge, J.; Leakey, A. D.; Mercado, L. M.; Niinemets, U.; Prentice, I. C. C.; Serbin, S.; Sitch, S.; Way, D. A.; Zaehle, S.

2015-12-01

Continued use of fossil fuel drives an accelerating increase in atmospheric CO2 concentration ([CO2]) and is the principal cause of global climate change. Many of the observed and projected impacts of rising [CO2] portend increasing environmental and economic risk, yet the uncertainty surrounding the projection of our future climate by Earth System Models (ESMs) is unacceptably high. Improving confidence in our estimation of future [CO2] is essential if we seek to project global change with greater confidence. There are critical uncertainties over the long term response of terrestrial CO2 uptake to global change, more specifically, over the size of the terrestrial carbon sink and over its sensitivity to rising [CO2] and temperature. Reducing the uncertainty associated with model representation of the largest CO2 flux on the planet is therefore an essential part of improving confidence in projections of global change. Here we have examined model representation of photosynthesis in seven process models including several global models that underlie the representation of photosynthesis in the land surface model component of ESMs that were part of the recent Fifth Assessment Report from the IPCC. Our approach was to focus on how physiological responses are represented by these models, and to better understand how structural and parametric differences drive variation in model responses to light, CO2, nutrients, temperature, vapor pressure deficit and soil moisture. We challenged each model to produce leaf and canopy responses to these factors to help us identify areas in which current process knowledge and emerging data sets could be used to improve model skill, and also identify knowledge gaps in current understanding that directly impact model outputs. We hope this work will provide a roadmap for the scientific activity that is necessary to advance process representation, parameterization and scaling of photosynthesis in the next generation of Earth System Models.

Combining empirical approaches and error modelling to enhance predictive uncertainty estimation in extrapolation for operational flood forecasting. Tests on flood events on the Loire basin, France.

NASA Astrophysics Data System (ADS)

Berthet, Lionel; Marty, Renaud; Bourgin, François; Viatgé, Julie; Piotte, Olivier; Perrin, Charles

2017-04-01

An increasing number of operational flood forecasting centres assess the predictive uncertainty associated with their forecasts and communicate it to the end users. This information can match the end-users needs (i.e. prove to be useful for an efficient crisis management) only if it is reliable: reliability is therefore a key quality for operational flood forecasts. In 2015, the French flood forecasting national and regional services (Vigicrues network; www.vigicrues.gouv.fr) implemented a framework to compute quantitative discharge and water level forecasts and to assess the predictive uncertainty. Among the possible technical options to achieve this goal, a statistical analysis of past forecasting errors of deterministic models has been selected (QUOIQUE method, Bourgin, 2014). It is a data-based and non-parametric approach based on as few assumptions as possible about the forecasting error mathematical structure. In particular, a very simple assumption is made regarding the predictive uncertainty distributions for large events outside the range of the calibration data: the multiplicative error distribution is assumed to be constant, whatever the magnitude of the flood. Indeed, the predictive distributions may not be reliable in extrapolation. However, estimating the predictive uncertainty for these rare events is crucial when major floods are of concern. In order to improve the forecasts reliability for major floods, an attempt at combining the operational strength of the empirical statistical analysis and a simple error modelling is done. Since the heteroscedasticity of forecast errors can considerably weaken the predictive reliability for large floods, this error modelling is based on the log-sinh transformation which proved to reduce significantly the heteroscedasticity of the transformed error in a simulation context, even for flood peaks (Wang et al., 2012). Exploratory tests on some operational forecasts issued during the recent floods experienced in France (major spring floods in June 2016 on the Loire river tributaries and flash floods in fall 2016) will be shown and discussed. References Bourgin, F. (2014). How to assess the predictive uncertainty in hydrological modelling? An exploratory work on a large sample of watersheds, AgroParisTech Wang, Q. J., Shrestha, D. L., Robertson, D. E. and Pokhrel, P (2012). A log-sinh transformation for data normalization and variance stabilization. Water Resources Research, , W05514, doi:10.1029/2011WR010973

Uncertainty analysis in 3D global models: Aerosol representation in MOZART-4

NASA Astrophysics Data System (ADS)

Gasore, J.; Prinn, R. G.

2012-12-01

The Probabilistic Collocation Method (PCM) has been proven to be an efficient general method of uncertainty analysis in atmospheric models (Tatang et al 1997, Cohen&Prinn 2011). However, its application has been mainly limited to urban- and regional-scale models and chemical source-sink models, because of the drastic increase in computational cost when the dimension of uncertain parameters increases. Moreover, the high-dimensional output of global models has to be reduced to allow a computationally reasonable number of polynomials to be generated. This dimensional reduction has been mainly achieved by grouping the model grids into a few regions based on prior knowledge and expectations; urban versus rural for instance. As the model output is used to estimate the coefficients of the polynomial chaos expansion (PCE), the arbitrariness in the regional aggregation can generate problems in estimating uncertainties. To address these issues in a complex model, we apply the probabilistic collocation method of uncertainty analysis to the aerosol representation in MOZART-4, which is a 3D global chemical transport model (Emmons et al., 2010). Thereafter, we deterministically delineate the model output surface into regions of homogeneous response using the method of Principal Component Analysis. This allows the quantification of the uncertainty associated with the dimensional reduction. Because only a bulk mass is calculated online in Mozart-4, a lognormal number distribution is assumed with a priori fixed scale and location parameters, to calculate the surface area for heterogeneous reactions involving tropospheric oxidants. We have applied the PCM to the six parameters of the lognormal number distributions of Black Carbon, Organic Carbon and Sulfate. We have carried out a Monte-Carlo sampling from the probability density functions of the six uncertain parameters, using the reduced PCE model. The global mean concentration of major tropospheric oxidants did not show a significant variation in response to the variation in input parameters. However, a substantial variation at regional and temporal scale has been found. Tatang M. A., Pan W., Prinn R G., McRae G. J., An efficient method for parametric uncertainty analysis of numerical geophysical models, J. Gephys. Res., 102, 21925-21932, 1997. Cohen, J.B., and R.G. Prinn, Development of a fast, urban chemistry metamodel for inclusion in global models,Atmos. Chem. Phys., 11, 7629-7656, doi:10.5194/acp-11-7629-2011, 2011. Emmons L. K., Walters S., Hess P. G., Lamarque J. -F., P_ster G. G., Fillmore D., Granier C., Guenther A., Kinnison D., Laepple T., Orlando J., Tie X., Tyndall G., Wiedinmyer C., Baughcum S. L., Kloster J. S., Description and evaluation of the Model for Ozone and Related chemical Tracers, version 4 (MOZART-4). Geosci. Model Dev., 3, 4367, 2010.

Parametric Modelling of As-Built Beam Framed Structure in Bim Environment

NASA Astrophysics Data System (ADS)

Yang, X.; Koehl, M.; Grussenmeyer, P.

2017-02-01

A complete documentation and conservation of a historic timber roof requires the integration of geometry modelling, attributional and dynamic information management and results of structural analysis. Recently developed as-built Building Information Modelling (BIM) technique has the potential to provide a uniform platform, which provides possibility to integrate the traditional geometry modelling, parametric elements management and structural analysis together. The main objective of the project presented in this paper is to develop a parametric modelling tool for a timber roof structure whose elements are leaning and crossing beam frame. Since Autodesk Revit, as the typical BIM software, provides the platform for parametric modelling and information management, an API plugin, able to automatically create the parametric beam elements and link them together with strict relationship, was developed. The plugin under development is introduced in the paper, which can obtain the parametric beam model via Autodesk Revit API from total station points and terrestrial laser scanning data. The results show the potential of automatizing the parametric modelling by interactive API development in BIM environment. It also integrates the separate data processing and different platforms into the uniform Revit software.

Disentangling dark energy and cosmic tests of gravity from weak lensing systematics

NASA Astrophysics Data System (ADS)

Laszlo, Istvan; Bean, Rachel; Kirk, Donnacha; Bridle, Sarah

2012-06-01

We consider the impact of key astrophysical and measurement systematics on constraints on dark energy and modifications to gravity on cosmic scales. We focus on upcoming photometric ‘stage III’ and ‘stage IV’ large-scale structure surveys such as the Dark Energy Survey (DES), the Subaru Measurement of Images and Redshifts survey, the Euclid survey, the Large Synoptic Survey Telescope (LSST) and Wide Field Infra-Red Space Telescope (WFIRST). We illustrate the different redshift dependencies of gravity modifications compared to intrinsic alignments, the main astrophysical systematic. The way in which systematic uncertainties, such as galaxy bias and intrinsic alignments, are modelled can change dark energy equation-of-state parameter and modified gravity figures of merit by a factor of 4. The inclusion of cross-correlations of cosmic shear and galaxy position measurements helps reduce the loss of constraining power from the lensing shear surveys. When forecasts for Planck cosmic microwave background and stage IV surveys are combined, constraints on the dark energy equation-of-state parameter and modified gravity model are recovered, relative to those from shear data with no systematic uncertainties, provided fewer than 36 free parameters in total are used to describe the galaxy bias and intrinsic alignment models as a function of scale and redshift. While some uncertainty in the intrinsic alignment (IA) model can be tolerated, it is going to be important to be able to parametrize IAs well in order to realize the full potential of upcoming surveys. To facilitate future investigations, we also provide a fitting function for the matter power spectrum arising from the phenomenological modified gravity model we consider.

A case study to quantify prediction bounds caused by model-form uncertainty of a portal frame

NASA Astrophysics Data System (ADS)

Van Buren, Kendra L.; Hall, Thomas M.; Gonzales, Lindsey M.; Hemez, François M.; Anton, Steven R.

2015-01-01

Numerical simulations, irrespective of the discipline or application, are often plagued by arbitrary numerical and modeling choices. Arbitrary choices can originate from kinematic assumptions, for example the use of 1D beam, 2D shell, or 3D continuum elements, mesh discretization choices, boundary condition models, and the representation of contact and friction in the simulation. This work takes a step toward understanding the effect of arbitrary choices and model-form assumptions on the accuracy of numerical predictions. The application is the simulation of the first four resonant frequencies of a one-story aluminum portal frame structure under free-free boundary conditions. The main challenge of the portal frame structure resides in modeling the joint connections, for which different modeling assumptions are available. To study this model-form uncertainty, and compare it to other types of uncertainty, two finite element models are developed using solid elements, and with differing representations of the beam-to-column and column-to-base plate connections: (i) contact stiffness coefficients or (ii) tied nodes. Test-analysis correlation is performed to compare the lower and upper bounds of numerical predictions obtained from parametric studies of the joint modeling strategies to the range of experimentally obtained natural frequencies. The approach proposed is, first, to characterize the experimental variability of the joints by varying the bolt torque, method of bolt tightening, and the sequence in which the bolts are tightened. The second step is to convert what is learned from these experimental studies to models that "envelope" the range of observed bolt behavior. We show that this approach, that combines small-scale experiments, sensitivity analysis studies, and bounding-case models, successfully produces lower and upper bounds of resonant frequency predictions that match those measured experimentally on the frame structure. (Approved for unlimited, public release, LA-UR-13-27561).

Demonstration of risk based, goal driven framework for hydrological field campaigns and inverse modeling with case studies

NASA Astrophysics Data System (ADS)

Harken, B.; Geiges, A.; Rubin, Y.

2013-12-01

There are several stages in any hydrological modeling campaign, including: formulation and analysis of a priori information, data acquisition through field campaigns, inverse modeling, and forward modeling and prediction of some environmental performance metric (EPM). The EPM being predicted could be, for example, contaminant concentration, plume travel time, or aquifer recharge rate. These predictions often have significant bearing on some decision that must be made. Examples include: how to allocate limited remediation resources between multiple contaminated groundwater sites, where to place a waste repository site, and what extraction rates can be considered sustainable in an aquifer. Providing an answer to these questions depends on predictions of EPMs using forward models as well as levels of uncertainty related to these predictions. Uncertainty in model parameters, such as hydraulic conductivity, leads to uncertainty in EPM predictions. Often, field campaigns and inverse modeling efforts are planned and undertaken with reduction of parametric uncertainty as the objective. The tool of hypothesis testing allows this to be taken one step further by considering uncertainty reduction in the ultimate prediction of the EPM as the objective and gives a rational basis for weighing costs and benefits at each stage. When using the tool of statistical hypothesis testing, the EPM is cast into a binary outcome. This is formulated as null and alternative hypotheses, which can be accepted and rejected with statistical formality. When accounting for all sources of uncertainty at each stage, the level of significance of this test provides a rational basis for planning, optimization, and evaluation of the entire campaign. Case-specific information, such as consequences prediction error and site-specific costs can be used in establishing selection criteria based on what level of risk is deemed acceptable. This framework is demonstrated and discussed using various synthetic case studies. The case studies involve contaminated aquifers where a decision must be made based on prediction of when a contaminant will arrive at a given location. The EPM, in this case contaminant travel time, is cast into the hypothesis testing framework. The null hypothesis states that the contaminant plume will arrive at the specified location before a critical value of time passes, and the alternative hypothesis states that the plume will arrive after the critical time passes. Different field campaigns are analyzed based on effectiveness in reducing the probability of selecting the wrong hypothesis, which in this case corresponds to reducing uncertainty in the prediction of plume arrival time. To examine the role of inverse modeling in this framework, case studies involving both Maximum Likelihood parameter estimation and Bayesian inversion are used.

Optimal second order sliding mode control for nonlinear uncertain systems.

PubMed

Das, Madhulika; Mahanta, Chitralekha

2014-07-01

In this paper, a chattering free optimal second order sliding mode control (OSOSMC) method is proposed to stabilize nonlinear systems affected by uncertainties. The nonlinear optimal control strategy is based on the control Lyapunov function (CLF). For ensuring robustness of the optimal controller in the presence of parametric uncertainty and external disturbances, a sliding mode control scheme is realized by combining an integral and a terminal sliding surface. The resulting second order sliding mode can effectively reduce chattering in the control input. Simulation results confirm the supremacy of the proposed optimal second order sliding mode control over some existing sliding mode controllers in controlling nonlinear systems affected by uncertainty. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Final Report. Analysis and Reduction of Complex Networks Under Uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marzouk, Youssef M.; Coles, T.; Spantini, A.

2013-09-30

The project was a collaborative effort among MIT, Sandia National Laboratories (local PI Dr. Habib Najm), the University of Southern California (local PI Prof. Roger Ghanem), and The Johns Hopkins University (local PI Prof. Omar Knio, now at Duke University). Our focus was the analysis and reduction of large-scale dynamical systems emerging from networks of interacting components. Such networks underlie myriad natural and engineered systems. Examples important to DOE include chemical models of energy conversion processes, and elements of national infrastructure—e.g., electric power grids. Time scales in chemical systems span orders of magnitude, while infrastructure networks feature both local andmore » long-distance connectivity, with associated clusters of time scales. These systems also blend continuous and discrete behavior; examples include saturation phenomena in surface chemistry and catalysis, and switching in electrical networks. Reducing size and stiffness is essential to tractable and predictive simulation of these systems. Computational singular perturbation (CSP) has been effectively used to identify and decouple dynamics at disparate time scales in chemical systems, allowing reduction of model complexity and stiffness. In realistic settings, however, model reduction must contend with uncertainties, which are often greatest in large-scale systems most in need of reduction. Uncertainty is not limited to parameters; one must also address structural uncertainties—e.g., whether a link is present in a network—and the impact of random perturbations, e.g., fluctuating loads or sources. Research under this project developed new methods for the analysis and reduction of complex multiscale networks under uncertainty, by combining computational singular perturbation (CSP) with probabilistic uncertainty quantification. CSP yields asymptotic approximations of reduceddimensionality “slow manifolds” on which a multiscale dynamical system evolves. Introducing uncertainty in this context raised fundamentally new issues, e.g., how is the topology of slow manifolds transformed by parametric uncertainty? How to construct dynamical models on these uncertain manifolds? To address these questions, we used stochastic spectral polynomial chaos (PC) methods to reformulate uncertain network models and analyzed them using CSP in probabilistic terms. Finding uncertain manifolds involved the solution of stochastic eigenvalue problems, facilitated by projection onto PC bases. These problems motivated us to explore the spectral properties stochastic Galerkin systems. We also introduced novel methods for rank-reduction in stochastic eigensystems—transformations of a uncertain dynamical system that lead to lower storage and solution complexity. These technical accomplishments are detailed below. This report focuses on the MIT portion of the joint project.« less

The NETL MFiX Suite of multiphase flow models: A brief review and recent applications of MFiX-TFM to fossil energy technologies

DOE PAGES

Li, Tingwen; Rogers, William A.; Syamlal, Madhava; ...

2016-07-29

Here, the MFiX suite of multiphase computational fluid dynamics (CFD) codes is being developed at U.S. Department of Energy's National Energy Technology Laboratory (NETL). It includes several different approaches to multiphase simulation: MFiX-TFM, a two-fluid (Eulerian–Eulerian) model; MFiX-DEM, an Eulerian fluid model with a Lagrangian Discrete Element Model for the solids phase; and MFiX-PIC, Eulerian fluid model with Lagrangian particle ‘parcels’ representing particle groups. These models are undergoing continuous development and application, with verification, validation, and uncertainty quantification (VV&UQ) as integrated activities. After a brief summary of recent progress in the verification, validation and uncertainty quantification (VV&UQ), this article highlightsmore » two recent accomplishments in the application of MFiX-TFM to fossil energy technology development. First, recent application of MFiX to the pilot-scale KBR TRIG™ Transport Gasifier located at DOE's National Carbon Capture Center (NCCC) is described. Gasifier performance over a range of operating conditions was modeled and compared to NCCC operational data to validate the ability of the model to predict parametric behavior. Second, comparison of code predictions at a detailed fundamental scale is presented studying solid sorbents for the post-combustion capture of CO 2 from flue gas. Specifically designed NETL experiments are being used to validate hydrodynamics and chemical kinetics for the sorbent-based carbon capture process.« less

Compensation of significant parametric uncertainties using sliding mode online learning

NASA Astrophysics Data System (ADS)

Schnetter, Philipp; Kruger, Thomas

An augmented nonlinear inverse dynamics (NID) flight control strategy using sliding mode online learning for a small unmanned aircraft system (UAS) is presented. Because parameter identification for this class of aircraft often is not valid throughout the complete flight envelope, aerodynamic parameters used for model based control strategies may show significant deviations. For the concept of feedback linearization this leads to inversion errors that in combination with the distinctive susceptibility of small UAS towards atmospheric turbulence pose a demanding control task for these systems. In this work an adaptive flight control strategy using feedforward neural networks for counteracting such nonlinear effects is augmented with the concept of sliding mode control (SMC). SMC-learning is derived from variable structure theory. It considers a neural network and its training as a control problem. It is shown that by the dynamic calculation of the learning rates, stability can be guaranteed and thus increase the robustness against external disturbances and system failures. With the resulting higher speed of convergence a wide range of simultaneously occurring disturbances can be compensated. The SMC-based flight controller is tested and compared to the standard gradient descent (GD) backpropagation algorithm under the influence of significant model uncertainties and system failures.

A probabilistic neural network based approach for predicting the output power of wind turbines

NASA Astrophysics Data System (ADS)

Tabatabaei, Sajad

2017-03-01

Finding the authentic predicting tools of eliminating the uncertainty of wind speed forecasts is highly required while wind power sources are strongly penetrating. Recently, traditional predicting models of generating point forecasts have no longer been trustee. Thus, the present paper aims at utilising the concept of prediction intervals (PIs) to assess the uncertainty of wind power generation in power systems. Besides, this paper uses a newly introduced non-parametric approach called lower upper bound estimation (LUBE) to build the PIs since the forecasting errors are unable to be modelled properly by applying distribution probability functions. In the present proposed LUBE method, a PI combination-based fuzzy framework is used to overcome the performance instability of neutral networks (NNs) used in LUBE. In comparison to other methods, this formulation more suitably has satisfied the PI coverage and PI normalised average width (PINAW). Since this non-linear problem has a high complexity, a new heuristic-based optimisation algorithm comprising a novel modification is introduced to solve the aforesaid problems. Based on data sets taken from a wind farm in Australia, the feasibility and satisfying performance of the suggested method have been investigated.

Geometric state space uncertainty as a new type of uncertainty addressing disparity in ';emergent properties' between real and modeled systems

NASA Astrophysics Data System (ADS)

Montero, J. T.; Lintz, H. E.; Sharp, D.

2013-12-01

Do emergent properties that result from models of complex systems match emergent properties from real systems? This question targets a type of uncertainty that we argue requires more attention in system modeling and validation efforts. We define an ';emergent property' to be an attribute or behavior of a modeled or real system that can be surprising or unpredictable and result from complex interactions among the components of a system. For example, thresholds are common across diverse systems and scales and can represent emergent system behavior that is difficult to predict. Thresholds or other types of emergent system behavior can be characterized by their geometry in state space (where state space is the space containing the set of all states of a dynamic system). One way to expedite our growing mechanistic understanding of how emergent properties emerge from complex systems is to compare the geometry of surfaces in state space between real and modeled systems. Here, we present an index (threshold strength) that can quantify a geometric attribute of a surface in state space. We operationally define threshold strength as how strongly a surface in state space resembles a step or an abrupt transition between two system states. First, we validated the index for application in greater than three dimensions of state space using simulated data. Then, we demonstrated application of the index in measuring geometric state space uncertainty between a real system and a deterministic, modeled system. In particular, we looked at geometric space uncertainty between climate behavior in 20th century and modeled climate behavior simulated by global climate models (GCMs) in the Coupled Model Intercomparison Project phase 5 (CMIP5). Surfaces from the climate models came from running the models over the same domain as the real data. We also created response surfaces from a real, climate data based on an empirical model that produces a geometric surface of predicted values in state space. We used a kernel regression method designed to capture the geometry of real data pattern without imposing shape assumptions a priori on the data; this kernel regression method is known as Non-parametric Multiplicative Regression (NPMR). We found that quantifying and comparing a geometric attribute in more than three dimensions of state space can discern whether the emergent nature of complex interactions in modeled systems matches that of real systems. Further, this method has potentially wider application in contexts where searching for abrupt change or ';action' in any hyperspace is desired.

Benefits of an ultra large and multiresolution ensemble for estimating available wind power

NASA Astrophysics Data System (ADS)

Berndt, Jonas; Hoppe, Charlotte; Elbern, Hendrik

2016-04-01

In this study we investigate the benefits of an ultra large ensemble with up to 1000 members including multiple nesting with a target horizontal resolution of 1 km. The ensemble shall be used as a basis to detect events of extreme errors in wind power forecasting. Forecast value is the wind vector at wind turbine hub height (~ 100 m) in the short range (1 to 24 hour). Current wind power forecast systems rest already on NWP ensemble models. However, only calibrated ensembles from meteorological institutions serve as input so far, with limited spatial resolution (˜10 - 80 km) and member number (˜ 50). Perturbations related to the specific merits of wind power production are yet missing. Thus, single extreme error events which are not detected by such ensemble power forecasts occur infrequently. The numerical forecast model used in this study is the Weather Research and Forecasting Model (WRF). Model uncertainties are represented by stochastic parametrization of sub-grid processes via stochastically perturbed parametrization tendencies and in conjunction via the complementary stochastic kinetic-energy backscatter scheme already provided by WRF. We perform continuous ensemble updates by comparing each ensemble member with available observations using a sequential importance resampling filter to improve the model accuracy while maintaining ensemble spread. Additionally, we use different ensemble systems from global models (ECMWF and GFS) as input and boundary conditions to capture different synoptic conditions. Critical weather situations which are connected to extreme error events are located and corresponding perturbation techniques are applied. The demanding computational effort is overcome by utilising the supercomputer JUQUEEN at the Forschungszentrum Juelich.

Comparison of seismic waveform inversion results for the rupture history of a finite fault: application to the 1986 North Palm Springs, California, earthquake

USGS Publications Warehouse

Hartzell, S.

1989-01-01

The July 8, 1986, North Palm Strings earthquake is used as a basis for comparison of several different approaches to the solution for the rupture history of a finite fault. The inversion of different waveform data is considered; both teleseismic P waveforms and local strong ground motion records. Linear parametrizations for slip amplitude are compared with nonlinear parametrizations for both slip amplitude and rupture time. Inversions using both synthetic and empirical Green's functions are considered. In general, accurate Green's functions are more readily calculable for the teleseismic problem where simple ray theory and flat-layered velocity structures are usually sufficient. However, uncertainties in the variation in t* with frequency most limit the resolution of teleseismic inversions. A set of empirical Green's functions that are well recorded at teleseismic distances could avoid the uncertainties in attenuation. In the inversion of strong motion data, the accurate calculation of propagation path effects other than attenuation effects is the limiting factor in the resolution of source parameters. -from Author

Robust Control for The G-Limit Microgravity Vibration Isolation System

NASA Technical Reports Server (NTRS)

Whorton, Mark S.

2004-01-01

Many microgravity science experiments need an active isolation system to provide a sufficiently quiescent acceleration environment. The g-LIMIT vibration isolation system will provide isolation for Microgravity Science Glovebox experiments in the International Space Station. While standard control system technologies have been demonstrated for these applications, modern control methods have the potential for meeting performance requirements while providing robust stability in the presence of parametric uncertainties that are characteristic of microgravity vibration isolation systems. While H2 and H infinity methods are well established, neither provides the levels of attenuation performance and robust stability in a compensator with low order. Mixed H2/mu controllers provide a means for maximizing robust stability for a given level of mean-square nominal performance while directly optimizing for controller order constraints. This paper demonstrates the benefit of mixed norm design from the perspective of robustness to parametric uncertainties and controller order for microgravity vibration isolation. A nominal performance metric analogous to the mu measure for robust stability assessment is also introduced in order to define an acceptable trade space from which different control methodologies can be compared.

W-phase estimation of first-order rupture distribution for megathrust earthquakes

NASA Astrophysics Data System (ADS)

Benavente, Roberto; Cummins, Phil; Dettmer, Jan

2014-05-01

Estimating the rupture pattern for large earthquakes during the first hour after the origin time can be crucial for rapid impact assessment and tsunami warning. However, the estimation of coseismic slip distribution models generally involves complex methodologies that are difficult to implement rapidly. Further, while model parameter uncertainty can be crucial for meaningful estimation, they are often ignored. In this work we develop a finite fault inversion for megathrust earthquakes which rapidly generates good first order estimates and uncertainties of spatial slip distributions. The algorithm uses W-phase waveforms and a linear automated regularization approach to invert for rupture models of some recent megathrust earthquakes. The W phase is a long period (100-1000 s) wave which arrives together with the P wave. Because it is fast, has small amplitude and a long-period character, the W phase is regularly used to estimate point source moment tensors by the NEIC and PTWC, among others, within an hour of earthquake occurrence. We use W-phase waveforms processed in a manner similar to that used for such point-source solutions. The inversion makes use of 3 component W-phase records retrieved from the Global Seismic Network. The inverse problem is formulated by a multiple time window method, resulting in a linear over-parametrized problem. The over-parametrization is addressed by Tikhonov regularization and regularization parameters are chosen according to the discrepancy principle by grid search. Noise on the data is addressed by estimating the data covariance matrix from data residuals. The matrix is obtained by starting with an a priori covariance matrix and then iteratively updating the matrix based on the residual errors of consecutive inversions. Then, a covariance matrix for the parameters is computed using a Bayesian approach. The application of this approach to recent megathrust earthquakes produces models which capture the most significant features of their slip distributions. Also, reliable solutions are generally obtained with data in a 30-minute window following the origin time, suggesting that a real-time system could obtain solutions in less than one hour following the origin time.

Stochastic Analysis and Design of Heterogeneous Microstructural Materials System

NASA Astrophysics Data System (ADS)

Xu, Hongyi

Advanced materials system refers to new materials that are comprised of multiple traditional constituents but complex microstructure morphologies, which lead to superior properties over the conventional materials. To accelerate the development of new advanced materials system, the objective of this dissertation is to develop a computational design framework and the associated techniques for design automation of microstructure materials systems, with an emphasis on addressing the uncertainties associated with the heterogeneity of microstructural materials. Five key research tasks are identified: design representation, design evaluation, design synthesis, material informatics and uncertainty quantification. Design representation of microstructure includes statistical characterization and stochastic reconstruction. This dissertation develops a new descriptor-based methodology, which characterizes 2D microstructures using descriptors of composition, dispersion and geometry. Statistics of 3D descriptors are predicted based on 2D information to enable 2D-to-3D reconstruction. An efficient sequential reconstruction algorithm is developed to reconstruct statistically equivalent random 3D digital microstructures. In design evaluation, a stochastic decomposition and reassembly strategy is developed to deal with the high computational costs and uncertainties induced by material heterogeneity. The properties of Representative Volume Elements (RVE) are predicted by stochastically reassembling SVE elements with stochastic properties into a coarse representation of the RVE. In design synthesis, a new descriptor-based design framework is developed, which integrates computational methods of microstructure characterization and reconstruction, sensitivity analysis, Design of Experiments (DOE), metamodeling and optimization the enable parametric optimization of the microstructure for achieving the desired material properties. Material informatics is studied to efficiently reduce the dimension of microstructure design space. This dissertation develops a machine learning-based methodology to identify the key microstructure descriptors that highly impact properties of interest. In uncertainty quantification, a comparative study on data-driven random process models is conducted to provide guidance for choosing the most accurate model in statistical uncertainty quantification. Two new goodness-of-fit metrics are developed to provide quantitative measurements of random process models' accuracy. The benefits of the proposed methods are demonstrated by the example of designing the microstructure of polymer nanocomposites. This dissertation provides material-generic, intelligent modeling/design methodologies and techniques to accelerate the process of analyzing and designing new microstructural materials system.

The impact of forest structure and spatial scale on the relationship between ground plot above ground biomass and GEDI lidar waveforms

NASA Astrophysics Data System (ADS)

Armston, J.; Marselis, S.; Hancock, S.; Duncanson, L.; Tang, H.; Kellner, J. R.; Calders, K.; Disney, M.; Dubayah, R.

2017-12-01

The NASA Global Ecosystem Dynamics Investigation (GEDI) will place a multi-beam waveform lidar instrument on the International Space Station (ISS) to provide measurements of forest vertical structure globally. These measurements of structure will underpin empirical modelling of above ground biomass density (AGBD) at the scale of individual GEDI lidar footprints (25m diameter). The GEDI pre-launch calibration strategy for footprint level models relies on linking AGBD estimates from ground plots with GEDI lidar waveforms simulated from coincident discrete return airborne laser scanning data. Currently available ground plot data have variable and often large uncertainty at the spatial resolution of GEDI footprints due to poor colocation, allometric model error, sample size and plot edge effects. The relative importance of these sources of uncertainty partly depends on the quality of ground measurements and region. It is usually difficult to know the magnitude of these uncertainties a priori so a common approach to mitigate their influence on model training is to aggregate ground plot and waveform lidar data to a coarser spatial scale (0.25-1ha). Here we examine the impacts of these principal sources of uncertainty using a 3D simulation approach. Sets of realistic tree models generated from terrestrial laser scanning (TLS) data or parametric modelling matched to tree inventory data were assembled from four contrasting forest plots across tropical rainforest, deciduous temperate forest, and sclerophyll eucalypt woodland sites. These tree models were used to simulate geometrically explicit 3D scenes with variable tree density, size class and spatial distribution. GEDI lidar waveforms are simulated over ground plots within these scenes using monte carlo ray tracing, allowing the impact of varying ground plot and waveform colocation error, forest structure and edge effects on the relationship between ground plot AGBD and GEDI lidar waveforms to be directly assessed. We quantify the sensitivity of calibration equations relating GEDI lidar structure measurements and AGBD to these factors at a range of spatial scales (0.0625-1ha) and discuss the implications for the expanding use of existing in situ ground plot data by GEDI.

Nonparametric Determination of Redshift Evolution Index of Dark Energy

NASA Astrophysics Data System (ADS)

Ziaeepour, Houri

We propose a nonparametric method to determine the sign of γ — the redshift evolution index of dark energy. This is important for distinguishing between positive energy models, a cosmological constant, and what is generally called ghost models. Our method is based on geometrical properties and is more tolerant to uncertainties of other cosmological parameters than fitting methods in what concerns the sign of γ. The same parametrization can also be used for determining γ and its redshift dependence by fitting. We apply this method to SNLS supernovae and to gold sample of re-analyzed supernovae data from Riess et al. Both datasets show strong indication of a negative γ. If this result is confirmed by more extended and precise data, many of the dark energy models, including simple cosmological constant, standard quintessence models without interaction between quintessence scalar field(s) and matter, and scaling models are ruled out. We have also applied this method to Gurzadyan-Xue models with varying fundamental constants to demonstrate the possibility of using it to test other cosmologies.

Progress in and prospects for fluvial flood modelling.

PubMed

Wheater, H S

2002-07-15

Recent floods in the UK have raised public and political awareness of flood risk. There is an increasing recognition that flood management and land-use planning are linked, and that decision-support modelling tools are required to address issues of climate and land-use change for integrated catchment management. In this paper, the scientific context for fluvial flood modelling is discussed, current modelling capability is considered and research challenges are identified. Priorities include (i) appropriate representation of spatial precipitation, including scenarios of climate change; (ii) development of a national capability for continuous hydrological simulation of ungauged catchments; (iii) improved scientific understanding of impacts of agricultural land-use and land-management change, and the development of new modelling approaches to represent those impacts; (iv) improved representation of urban flooding, at both local and catchment scale; (v) appropriate parametrizations for hydraulic simulation of in-channel and flood-plain flows, assimilating available ground observations and remotely sensed data; and (vi) a flexible decision-support modelling framework, incorporating developments in computing, data availability, data assimilation and uncertainty analysis.

Research on simplified parametric finite element model of automobile frontal crash

NASA Astrophysics Data System (ADS)

Wu, Linan; Zhang, Xin; Yang, Changhai

2018-05-01

The modeling method and key technologies of the automobile frontal crash simplified parametric finite element model is studied in this paper. By establishing the auto body topological structure, extracting and parameterizing the stiffness properties of substructures, choosing appropriate material models for substructures, the simplified parametric FE model of M6 car is built. The comparison of the results indicates that the simplified parametric FE model can accurately calculate the automobile crash responses and the deformation of the key substructures, and the simulation time is reduced from 6 hours to 2 minutes.

Climate change on the Colorado River: a method to search for robust management strategies

NASA Astrophysics Data System (ADS)

Keefe, R.; Fischbach, J. R.

2010-12-01

The Colorado River is a principal source of water for the seven Basin States, providing approximately 16.5 maf per year to users in the southwestern United States and Mexico. Though the dynamics of the river ensure Upper Basin users a reliable supply of water, the three Lower Basin states (California, Nevada, and Arizona) are in danger of delivery interruptions as Upper Basin demand increases and climate change threatens to reduce future streamflows. In light of the recent drought and uncertain effects of climate change on Colorado River flows, we evaluate the performance of a suite of policies modeled after the shortage sharing agreement adopted in December 2007 by the Department of the Interior. We build on the current literature by using a simplified model of the Lower Colorado River to consider future streamflow scenarios given climate change uncertainty. We also generate different scenarios of parametric consumptive use growth in the Upper Basin and evaluate alternate management strategies in light of these uncertainties. Uncertainty associated with climate change is represented with a multi-model ensemble from the literature, using a nearest neighbor perturbation to increase the size of the ensemble. We use Robust Decision Making to compare near-term or long-term management strategies across an ensemble of plausible future scenarios with the goal of identifying one or more approaches that are robust to alternate assumptions about the future. This method entails using search algorithms to quantitatively identify vulnerabilities that may threaten a given strategy (including the current operating policy) and characterize key tradeoffs between strategies under different scenarios.

A predictive model to inform adaptive management of double-crested cormorants and fisheries in Michigan

USGS Publications Warehouse

Tsehaye, Iyob; Jones, Michael L.; Irwin, Brian J.; Fielder, David G.; Breck, James E.; Luukkonen, David R.

2015-01-01

The proliferation of double-crested cormorants (DCCOs; Phalacrocorax auritus) in North America has raised concerns over their potential negative impacts on game, cultured and forage fishes, island and terrestrial resources, and other colonial water birds, leading to increased public demands to reduce their abundance. By combining fish surplus production and bird functional feeding response models, we developed a deterministic predictive model representing bird–fish interactions to inform an adaptive management process for the control of DCCOs in multiple colonies in Michigan. Comparisons of model predictions with observations of changes in DCCO numbers under management measures implemented from 2004 to 2012 suggested that our relatively simple model was able to accurately reconstruct past DCCO population dynamics. These comparisons helped discriminate among alternative parameterizations of demographic processes that were poorly known, especially site fidelity. Using sensitivity analysis, we also identified remaining critical uncertainties (mainly in the spatial distributions of fish vs. DCCO feeding areas) that can be used to prioritize future research and monitoring needs. Model forecasts suggested that continuation of existing control efforts would be sufficient to achieve long-term DCCO control targets in Michigan and that DCCO control may be necessary to achieve management goals for some DCCO-impacted fisheries in the state. Finally, our model can be extended by accounting for parametric or ecological uncertainty and including more complex assumptions on DCCO–fish interactions as part of the adaptive management process.

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic monthly rainfalls were 86 and 90% of the mean naturalised streamflow. In calibration, 33% of the naturalised flow located within the streamflow ranges with historic rainfall simulations and using stochastic rainfalls increased this to 66%. In validation the respective percentages of naturalised flows located within the simulated streamflow ranges were 32 and 72% respectively. The analysis reveals that monthly areal rainfall uncertainty is significant and incorporating it into streamflow simulation would add validity to the results.

Study of aerodynamic technology for single-cruise engine V/STOL fighter/attack aircraft

NASA Technical Reports Server (NTRS)

Driggers, H. H.; Powers, S. A.; Roush, R. T.

1982-01-01

A conceptual design analysis is performed on a single engine V/STOL supersonic fighter/attack concept powered by a series flow tandem fan propulsion system. Forward and aft mounted fans have independent flow paths for V/STOL operation and series flow in high speed flight. Mission, combat and V/STOL performance is calculated. Detailed aerodynamic estimates are made and aerodynamic uncertainties associated with the configuration and estimation methods identified. A wind tunnel research program is developed to resolve principal uncertainties and establish a data base for the baseline configuration and parametric variations.

The Influence of Component Alignment and Ligament Properties on Tibiofemoral Contact Forces in Total Knee Replacement.

PubMed

Smith, Colin R; Vignos, Michael F; Lenhart, Rachel L; Kaiser, Jarred; Thelen, Darryl G

2016-02-01

The study objective was to investigate the influence of coronal plane alignment and ligament properties on total knee replacement (TKR) contact loads during walking. We created a subject-specific knee model of an 83-year-old male who had an instrumented TKR. The knee model was incorporated into a lower extremity musculoskeletal model and included deformable contact, ligamentous structures, and six degrees-of-freedom (DOF) tibiofemoral and patellofemoral joints. A novel numerical optimization technique was used to simultaneously predict muscle forces, secondary knee kinematics, ligament forces, and joint contact pressures from standard gait analysis data collected on the subject. The nominal knee model predictions of medial, lateral, and total contact forces during gait agreed well with TKR measures, with root-mean-square (rms) errors of 0.23, 0.22, and 0.33 body weight (BW), respectively. Coronal plane component alignment did not affect total knee contact loads, but did alter the medial-lateral load distribution, with 4 deg varus and 4 deg valgus rotations in component alignment inducing +17% and -23% changes in the first peak medial tibiofemoral contact forces, respectively. A Monte Carlo analysis showed that uncertainties in ligament stiffness and reference strains induce ±0.2 BW uncertainty in tibiofemoral force estimates over the gait cycle. Ligament properties had substantial influence on the TKR load distributions, with the medial collateral ligament and iliotibial band (ITB) properties having the largest effects on medial and lateral compartment loading, respectively. The computational framework provides a viable approach for virtually designing TKR components, considering parametric uncertainty and predicting the effects of joint alignment and soft tissue balancing procedures on TKR function during movement.

The Influence of Component Alignment and Ligament Properties on Tibiofemoral Contact Forces in Total Knee Replacement

PubMed Central

Smith, Colin R.; Vignos, Michael F.; Lenhart, Rachel L.; Kaiser, Jarred; Thelen, Darryl G.

2016-01-01

The study objective was to investigate the influence of coronal plane alignment and ligament properties on total knee replacement (TKR) contact loads during walking. We created a subject-specific knee model of an 83-year-old male who had an instrumented TKR. The knee model was incorporated into a lower extremity musculoskeletal model and included deformable contact, ligamentous structures, and six degrees-of-freedom (DOF) tibiofemoral and patellofemoral joints. A novel numerical optimization technique was used to simultaneously predict muscle forces, secondary knee kinematics, ligament forces, and joint contact pressures from standard gait analysis data collected on the subject. The nominal knee model predictions of medial, lateral, and total contact forces during gait agreed well with TKR measures, with root-mean-square (rms) errors of 0.23, 0.22, and 0.33 body weight (BW), respectively. Coronal plane component alignment did not affect total knee contact loads, but did alter the medial–lateral load distribution, with 4 deg varus and 4 deg valgus rotations in component alignment inducing +17% and −23% changes in the first peak medial tibiofemoral contact forces, respectively. A Monte Carlo analysis showed that uncertainties in ligament stiffness and reference strains induce ±0.2 BW uncertainty in tibiofemoral force estimates over the gait cycle. Ligament properties had substantial influence on the TKR load distributions, with the medial collateral ligament and iliotibial band (ITB) properties having the largest effects on medial and lateral compartment loading, respectively. The computational framework provides a viable approach for virtually designing TKR components, considering parametric uncertainty and predicting the effects of joint alignment and soft tissue balancing procedures on TKR function during movement. PMID:26769446

Efficient uncertainty quantification in fully-integrated surface and subsurface hydrologic simulations

NASA Astrophysics Data System (ADS)

Miller, K. L.; Berg, S. J.; Davison, J. H.; Sudicky, E. A.; Forsyth, P. A.

2018-01-01

Although high performance computers and advanced numerical methods have made the application of fully-integrated surface and subsurface flow and transport models such as HydroGeoSphere common place, run times for large complex basin models can still be on the order of days to weeks, thus, limiting the usefulness of traditional workhorse algorithms for uncertainty quantification (UQ) such as Latin Hypercube simulation (LHS) or Monte Carlo simulation (MCS), which generally require thousands of simulations to achieve an acceptable level of accuracy. In this paper we investigate non-intrusive polynomial chaos for uncertainty quantification, which in contrast to random sampling methods (e.g., LHS and MCS), represents a model response of interest as a weighted sum of polynomials over the random inputs. Once a chaos expansion has been constructed, approximating the mean, covariance, probability density function, cumulative distribution function, and other common statistics as well as local and global sensitivity measures is straightforward and computationally inexpensive, thus making PCE an attractive UQ method for hydrologic models with long run times. Our polynomial chaos implementation was validated through comparison with analytical solutions as well as solutions obtained via LHS for simple numerical problems. It was then used to quantify parametric uncertainty in a series of numerical problems with increasing complexity, including a two-dimensional fully-saturated, steady flow and transient transport problem with six uncertain parameters and one quantity of interest; a one-dimensional variably-saturated column test involving transient flow and transport, four uncertain parameters, and two quantities of interest at 101 spatial locations and five different times each (1010 total); and a three-dimensional fully-integrated surface and subsurface flow and transport problem for a small test catchment involving seven uncertain parameters and three quantities of interest at 241 different times each. Numerical experiments show that polynomial chaos is an effective and robust method for quantifying uncertainty in fully-integrated hydrologic simulations, which provides a rich set of features and is computationally efficient. Our approach has the potential for significant speedup over existing sampling based methods when the number of uncertain model parameters is modest ( ≤ 20). To our knowledge, this is the first implementation of the algorithm in a comprehensive, fully-integrated, physically-based three-dimensional hydrosystem model.

Fuzzy parametric uncertainty analysis of linear dynamical systems: A surrogate modeling approach

NASA Astrophysics Data System (ADS)

Chowdhury, R.; Adhikari, S.

2012-10-01

Uncertainty propagation engineering systems possess significant computational challenges. This paper explores the possibility of using correlated function expansion based metamodelling approach when uncertain system parameters are modeled using Fuzzy variables. In particular, the application of High-Dimensional Model Representation (HDMR) is proposed for fuzzy finite element analysis of dynamical systems. The HDMR expansion is a set of quantitative model assessment and analysis tools for capturing high-dimensional input-output system behavior based on a hierarchy of functions of increasing dimensions. The input variables may be either finite-dimensional (i.e., a vector of parameters chosen from the Euclidean space RM) or may be infinite-dimensional as in the function space CM[0,1]. The computational effort to determine the expansion functions using the alpha cut method scales polynomially with the number of variables rather than exponentially. This logic is based on the fundamental assumption underlying the HDMR representation that only low-order correlations among the input variables are likely to have significant impacts upon the outputs for most high-dimensional complex systems. The proposed method is integrated with a commercial Finite Element software. Modal analysis of a simplified aircraft wing with Fuzzy parameters has been used to illustrate the generality of the proposed approach. In the numerical examples, triangular membership functions have been used and the results have been validated against direct Monte Carlo simulations.

Acceleration of the direct reconstruction of linear parametric images using nested algorithms.

PubMed

Wang, Guobao; Qi, Jinyi

2010-03-07

Parametric imaging using dynamic positron emission tomography (PET) provides important information for biological research and clinical diagnosis. Indirect and direct methods have been developed for reconstructing linear parametric images from dynamic PET data. Indirect methods are relatively simple and easy to implement because the image reconstruction and kinetic modeling are performed in two separate steps. Direct methods estimate parametric images directly from raw PET data and are statistically more efficient. However, the convergence rate of direct algorithms can be slow due to the coupling between the reconstruction and kinetic modeling. Here we present two fast gradient-type algorithms for direct reconstruction of linear parametric images. The new algorithms decouple the reconstruction and linear parametric modeling at each iteration by employing the principle of optimization transfer. Convergence speed is accelerated by running more sub-iterations of linear parametric estimation because the computation cost of the linear parametric modeling is much less than that of the image reconstruction. Computer simulation studies demonstrated that the new algorithms converge much faster than the traditional expectation maximization (EM) and the preconditioned conjugate gradient algorithms for dynamic PET.

Simulation of the impact of thunderstorm activity on atmospheric gas composition

NASA Astrophysics Data System (ADS)

Smyshlyaev, S. P.; Mareev, E. A.; Galin, V. Ya.

2010-08-01

A chemistry-climate model of the lower and middle atmosphere has been used to estimate the sensitivity of the atmospheric gas composition to the rate of thunderstorm production of nitrogen oxides at upper tropospheric and lower stratospheric altitudes. The impact that nitrogen oxides produced by lightning have on the atmospheric gas composition is treated as a subgrid-scale process and included in the model parametrically. The natural uncertainty in the global production rate of nitrogen oxides in lightning flashes was specified within limits from 2 to 20 Tg N/year. Results of the model experiments have shown that, due to the variability of thunderstorm-produced nitrogen oxides, their concentration in the upper troposphere and lower stratosphere can vary by a factor of 2 or 3, which, given the influence of nitrogen oxides on ozone and other gases, creates the potential for a strong perturbation of the atmospheric gas composition and thermal regime. Model calculations have shown the strong sensitivity of ozone and the OH hydroxyl to the amount of lightning nitrogen oxides at different atmospheric altitudes. These calculations demonstrate the importance of nitrogen oxides of thunderstorm origin for the balance of atmospheric odd ozone and gases linked to it, such as ozone and hydroxyl radicals. Our results demonstrate that one important task is to raise the accuracy of estimates of the rate of nitrogen oxide production by lightning discharges and to use physical parametrizations that take into account the local lightning effects and feedbacks arising in this case rather than climatological data in models of the gas composition and general circulation of the atmosphere.

Path planning in uncertain flow fields using ensemble method

NASA Astrophysics Data System (ADS)

Wang, Tong; Le Maître, Olivier P.; Hoteit, Ibrahim; Knio, Omar M.

2016-10-01

An ensemble-based approach is developed to conduct optimal path planning in unsteady ocean currents under uncertainty. We focus our attention on two-dimensional steady and unsteady uncertain flows, and adopt a sampling methodology that is well suited to operational forecasts, where an ensemble of deterministic predictions is used to model and quantify uncertainty. In an operational setting, much about dynamics, topography, and forcing of the ocean environment is uncertain. To address this uncertainty, the flow field is parametrized using a finite number of independent canonical random variables with known densities, and the ensemble is generated by sampling these variables. For each of the resulting realizations of the uncertain current field, we predict the path that minimizes the travel time by solving a boundary value problem (BVP), based on the Pontryagin maximum principle. A family of backward-in-time trajectories starting at the end position is used to generate suitable initial values for the BVP solver. This allows us to examine and analyze the performance of the sampling strategy and to develop insight into extensions dealing with general circulation ocean models. In particular, the ensemble method enables us to perform a statistical analysis of travel times and consequently develop a path planning approach that accounts for these statistics. The proposed methodology is tested for a number of scenarios. We first validate our algorithms by reproducing simple canonical solutions, and then demonstrate our approach in more complex flow fields, including idealized, steady and unsteady double-gyre flows.

QCD Precision Measurements and Structure Function Extraction at a High Statistics, High Energy Neutrino Scattering Experiment:. NuSOnG

NASA Astrophysics Data System (ADS)

Adams, T.; Batra, P.; Bugel, L.; Camilleri, L.; Conrad, J. M.; de Gouvêa, A.; Fisher, P. H.; Formaggio, J. A.; Jenkins, J.; Karagiorgi, G.; Kobilarcik, T. R.; Kopp, S.; Kyle, G.; Loinaz, W. A.; Mason, D. A.; Milner, R.; Moore, R.; Morfín, J. G.; Nakamura, M.; Naples, D.; Nienaber, P.; Olness, F. I.; Owens, J. F.; Pate, S. F.; Pronin, A.; Seligman, W. G.; Shaevitz, M. H.; Schellman, H.; Schienbein, I.; Syphers, M. J.; Tait, T. M. P.; Takeuchi, T.; Tan, C. Y.; van de Water, R. G.; Yamamoto, R. K.; Yu, J. Y.

We extend the physics case for a new high-energy, ultra-high statistics neutrino scattering experiment, NuSOnG (Neutrino Scattering On Glass) to address a variety of issues including precision QCD measurements, extraction of structure functions, and the derived Parton Distribution Functions (PDF's). This experiment uses a Tevatron-based neutrino beam to obtain a sample of Deep Inelastic Scattering (DIS) events which is over two orders of magnitude larger than past samples. We outline an innovative method for fitting the structure functions using a parametrized energy shift which yields reduced systematic uncertainties. High statistics measurements, in combination with improved systematics, will enable NuSOnG to perform discerning tests of fundamental Standard Model parameters as we search for deviations which may hint of "Beyond the Standard Model" physics.

Stochastic Inversion of 2D Magnetotelluric Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

Free-form geometric modeling by integrating parametric and implicit PDEs.

PubMed

Du, Haixia; Qin, Hong

2007-01-01

Parametric PDE techniques, which use partial differential equations (PDEs) defined over a 2D or 3D parametric domain to model graphical objects and processes, can unify geometric attributes and functional constraints of the models. PDEs can also model implicit shapes defined by level sets of scalar intensity fields. In this paper, we present an approach that integrates parametric and implicit trivariate PDEs to define geometric solid models containing both geometric information and intensity distribution subject to flexible boundary conditions. The integrated formulation of second-order or fourth-order elliptic PDEs permits designers to manipulate PDE objects of complex geometry and/or arbitrary topology through direct sculpting and free-form modeling. We developed a PDE-based geometric modeling system for shape design and manipulation of PDE objects. The integration of implicit PDEs with parametric geometry offers more general and arbitrary shape blending and free-form modeling for objects with intensity attributes than pure geometric models.

An adaptive robust controller for time delay maglev transportation systems

NASA Astrophysics Data System (ADS)

Milani, Reza Hamidi; Zarabadipour, Hassan; Shahnazi, Reza

2012-12-01

For engineering systems, uncertainties and time delays are two important issues that must be considered in control design. Uncertainties are often encountered in various dynamical systems due to modeling errors, measurement noises, linearization and approximations. Time delays have always been among the most difficult problems encountered in process control. In practical applications of feedback control, time delay arises frequently and can severely degrade closed-loop system performance and in some cases, drives the system to instability. Therefore, stability analysis and controller synthesis for uncertain nonlinear time-delay systems are important both in theory and in practice and many analytical techniques have been developed using delay-dependent Lyapunov function. In the past decade the magnetic and levitation (maglev) transportation system as a new system with high functionality has been the focus of numerous studies. However, maglev transportation systems are highly nonlinear and thus designing controller for those are challenging. The main topic of this paper is to design an adaptive robust controller for maglev transportation systems with time-delay, parametric uncertainties and external disturbances. In this paper, an adaptive robust control (ARC) is designed for this purpose. It should be noted that the adaptive gain is derived from Lyapunov-Krasovskii synthesis method, therefore asymptotic stability is guaranteed.

Neural-adaptive control of single-master-multiple-slaves teleoperation for coordinated multiple mobile manipulators with time-varying communication delays and input uncertainties.

PubMed

Li, Zhijun; Su, Chun-Yi

2013-09-01

In this paper, adaptive neural network control is investigated for single-master-multiple-slaves teleoperation in consideration of time delays and input dead-zone uncertainties for multiple mobile manipulators carrying a common object in a cooperative manner. Firstly, concise dynamics of teleoperation systems consisting of a single master robot, multiple coordinated slave robots, and the object are developed in the task space. To handle asymmetric time-varying delays in communication channels and unknown asymmetric input dead zones, the nonlinear dynamics of the teleoperation system are transformed into two subsystems through feedback linearization: local master or slave dynamics including the unknown input dead zones and delayed dynamics for the purpose of synchronization. Then, a model reference neural network control strategy based on linear matrix inequalities (LMI) and adaptive techniques is proposed. The developed control approach ensures that the defined tracking errors converge to zero whereas the coordination internal force errors remain bounded and can be made arbitrarily small. Throughout this paper, stability analysis is performed via explicit Lyapunov techniques under specific LMI conditions. The proposed adaptive neural network control scheme is robust against motion disturbances, parametric uncertainties, time-varying delays, and input dead zones, which is validated by simulation studies.

PBPK modeling for PFOS and PFOA: validation with human experimental data.

PubMed

Fàbrega, Francesc; Kumar, Vikas; Schuhmacher, Marta; Domingo, José L; Nadal, Martí

2014-10-15

In recent years, because of the potential human toxicity, concern on perfluoroalkyl substances (PFASs) has increased notably with special attention to perfluorooctanoic acid (PFOA) and perfluorooctane sulfonate (PFOS). Unfortunately, there is currently an important knowledge gap on the burdens of these chemicals in most human tissues, as the reported studies have been mainly focused on plasma. In order to overcome these limitations, the use of physiologically-based pharmacokinetic (PBPK) models has been extended. The present study was aimed at testing an existing PBPK model for their predictability of PFOS and PFOA in a new case-study, and also to adapt it to estimate the PFAS content in human tissue compartments. Model validation was conducted by means of PFOA and PFOS concentrations in food and human drinking water from Tarragona County (Catalonia, Spain), and being the predicted results compared with those experimentally found in human tissues (blood, liver, kidney, liver and brain) of subjects from the same area of study. The use of human-derived partition coefficient (Pk) data was proven as more suitable for application to this PBPK model than rat-based Pk values. However, the uncertainty and variability of the data are still too high to get conclusive results. Consequently, further efforts should be carried out to reduce parametric uncertainty of PBPK models. More specifically, a deeper knowledge on the distribution of PFOA and PFOS within the human body should be obtained by enlarging the number of biological monitoring studies on PFASs. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

A Generic Nonlinear Aerodynamic Model for Aircraft

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2014-01-01

A generic model of the aerodynamic coefficients was developed using wind tunnel databases for eight different aircraft and multivariate orthogonal functions. For each database and each coefficient, models were determined using polynomials expanded about the state and control variables, and an othgonalization procedure. A predicted squared-error criterion was used to automatically select the model terms. Modeling terms picked in at least half of the analyses, which totalled 45 terms, were retained to form the generic nonlinear aerodynamic (GNA) model. Least squares was then used to estimate the model parameters and associated uncertainty that best fit the GNA model to each database. Nonlinear flight simulations were used to demonstrate that the GNA model produces accurate trim solutions, local behavior (modal frequencies and damping ratios), and global dynamic behavior (91% accurate state histories and 80% accurate aerodynamic coefficient histories) under large-amplitude excitation. This compact aerodynamics model can be used to decrease on-board memory storage requirements, quickly change conceptual aircraft models, provide smooth analytical functions for control and optimization applications, and facilitate real-time parametric system identification.

Uncertainties in nuclear transition matrix elements for neutrinoless {beta}{beta} decay

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rath, P. K.

Uncertainties in nuclear transition matrix elements M{sup (0{nu})} and M{sub N}{sup (0{nu})} due to the exchange of light and heavy Majorana neutrinos, respectively have been estimated by calculating sets of twelve nuclear transition matrix elements for the neutrinoless {beta}{beta} decay of {sup 94,96}Zr, {sup 98,100}Mo, {sup 104}Ru, {sup 110}Pd, {sup 128,130}Te and {sup 150}Nd isotopes in the case of 0{sup +}{yields}0{sup +} transition by considering four different parameterizations of a Hamiltonian with pairing plus multipolar effective two-body interaction and three different parameterizations of Jastrow short range correlations. Exclusion of nuclear transition matrix elements calculated with the Miller-Spencer parametrization reduces themore » uncertainties by 10%-15%.« less

Robust linear quadratic designs with respect to parameter uncertainty

NASA Technical Reports Server (NTRS)

Douglas, Joel; Athans, Michael

1992-01-01

The authors derive a linear quadratic regulator (LQR) which is robust to parametric uncertainty by using the overbounding method of I. R. Petersen and C. V. Hollot (1986). The resulting controller is determined from the solution of a single modified Riccati equation. It is shown that, when applied to a structural system, the controller gains add robustness by minimizing the potential energy of uncertain stiffness elements, and minimizing the rate of dissipation of energy through uncertain damping elements. A worst-case disturbance in the direction of the uncertainty is also considered. It is proved that performance robustness has been increased with the robust LQR when compared to a mismatched LQR design where the controller is designed on the nominal system, but applied to the actual uncertain system.

Further Empirical Results on Parametric Versus Non-Parametric IRT Modeling of Likert-Type Personality Data

ERIC Educational Resources Information Center

Maydeu-Olivares, Albert

2005-01-01

Chernyshenko, Stark, Chan, Drasgow, and Williams (2001) investigated the fit of Samejima's logistic graded model and Levine's non-parametric MFS model to the scales of two personality questionnaires and found that the graded model did not fit well. We attribute the poor fit of the graded model to small amounts of multidimensionality present in…

The linear transformation model with frailties for the analysis of item response times.

PubMed

Wang, Chun; Chang, Hua-Hua; Douglas, Jeffrey A

2013-02-01

The item response times (RTs) collected from computerized testing represent an underutilized source of information about items and examinees. In addition to knowing the examinees' responses to each item, we can investigate the amount of time examinees spend on each item. In this paper, we propose a semi-parametric model for RTs, the linear transformation model with a latent speed covariate, which combines the flexibility of non-parametric modelling and the brevity as well as interpretability of parametric modelling. In this new model, the RTs, after some non-parametric monotone transformation, become a linear model with latent speed as covariate plus an error term. The distribution of the error term implicitly defines the relationship between the RT and examinees' latent speeds; whereas the non-parametric transformation is able to describe various shapes of RT distributions. The linear transformation model represents a rich family of models that includes the Cox proportional hazards model, the Box-Cox normal model, and many other models as special cases. This new model is embedded in a hierarchical framework so that both RTs and responses are modelled simultaneously. A two-stage estimation method is proposed. In the first stage, the Markov chain Monte Carlo method is employed to estimate the parametric part of the model. In the second stage, an estimating equation method with a recursive algorithm is adopted to estimate the non-parametric transformation. Applicability of the new model is demonstrated with a simulation study and a real data application. Finally, methods to evaluate the model fit are suggested. © 2012 The British Psychological Society.

Multivariable control of the Space Shuttle remote manipulator system using H2 and H(infinity) optimization. M.S. Thesis - Massachusetts Inst. of Tech.

NASA Technical Reports Server (NTRS)

Prakash, OM, II

1991-01-01

Three linear controllers are desiged to regulate the end effector of the Space Shuttle Remote Manipulator System (SRMS) operating in Position Hold Mode. In this mode of operation, jet firings of the Orbiter can be treated as disturbances while the controller tries to keep the end effector stationary in an orbiter-fixed reference frame. The three design techniques used include: the Linear Quadratic Regulator (LQR), H2 optimization, and H-infinity optimization. The nonlinear SRMS is linearized by modelling the effects of the significant nonlinearities as uncertain parameters. Each regulator design is evaluated for robust stability in light of the parametric uncertanties using both the small gain theorem with an H-infinity norm and the less conservative micro-analysis test. All three regulator designs offer significant improvement over the current system on the nominal plant. Unfortunately, even after dropping performance requirements and designing exclusively for robust stability, robust stability cannot be achieved. The SRMS suffers from lightly damped poles with real parametric uncertainties. Such a system renders the micro-analysis test, which allows for complex peturbations, too conservative.

Drought and heatwaves in Europe: historical reconstruction and future projections

NASA Astrophysics Data System (ADS)

Samaniego, Luis; Thober, Stephan; Kumar, Rohini; Rakovec, Olda; Wood, Eric; Sheffield, Justin; Pan, Ming; Wanders, Niko; Prudhomme, Christel

2017-04-01

Heat waves and droughts are creeping hydro-meteorological events that may bring societies and natural systems to their limits by inducing large famines, increasing health risks to the population, creating drinking and irrigation water shortfalls, inducing natural fires and degradation of soil and water quality, and in many cases causing large socio-economic losses. Europe, in particular, has endured large scale drought-heat-wave events during the recent past (e.g., 2003 European drought), which have induced enormous socio-economic losses as well as casualties. Recent studies showed that the prediction of droughts and heatwaves is subject to large-scale forcing and parametric uncertainties that lead to considerable uncertainties in the projections of extreme characteristics such as drought magnitude/duration and area under drought, among others. Future projections are also heavily influenced by the RCP scenario uncertainty as well as the coarser spatial resolution of the models. The EDgE project funded by the Copernicus programme (C3S) provides an unique opportunity to investigate the evolution of droughts and heatwaves from 1950 until 2099 over the Pan-EU domain at a scale of 5x5 km2. In this project, high-resolution multi-model hydrologic simulations with the mHM (www.ufz.de/mhm), Noah-MP, VIC and PCR-GLOBWB have been completed for the historical period 1955-2015. Climate projections have been carried out with five CMIP-5 GCMs: GFDL-ESM2M, HadGEM2-ES, IPSL-CM5A-LR, MIROC-ESM-CHEM, NorESM1-M from 2006 to 2099 under RCP2.6 and RCP8.5. Using these multi-model unprecedented simulations, daily soil moisture index and temperature anomalies since 1955 until 2099 will be estimated. Using the procedure proposed by Samaniego et al. (2013), the probabilities of exceeding the benchmark events in the reference period 1980-2010 will be estimated for each RCP scenario. References http://climate.copernicus.eu/edge-end-end-demonstrator-improved-decision-making-water-sector-europe Samaniego, L., R. Kumar, and M. Zink, 2013: Implications of parameter uncertainty on soil moisture drought analysis in Germany. J. Hydrometeor., 14, 47-68, doi:10.1175/JHM-D-12-075.1. Samaniego, L., et al. 2016: Propagation of forcing and model uncertainties on to hydrological drought characteristics in a multi-model century-long experiment in large river basins. Climatic Change. 1-15.

A review of parametric approaches specific to aerodynamic design process

NASA Astrophysics Data System (ADS)

Zhang, Tian-tian; Wang, Zhen-guo; Huang, Wei; Yan, Li

2018-04-01

Parametric modeling of aircrafts plays a crucial role in the aerodynamic design process. Effective parametric approaches have large design space with a few variables. Parametric methods that commonly used nowadays are summarized in this paper, and their principles have been introduced briefly. Two-dimensional parametric methods include B-Spline method, Class/Shape function transformation method, Parametric Section method, Hicks-Henne method and Singular Value Decomposition method, and all of them have wide application in the design of the airfoil. This survey made a comparison among them to find out their abilities in the design of the airfoil, and the results show that the Singular Value Decomposition method has the best parametric accuracy. The development of three-dimensional parametric methods is limited, and the most popular one is the Free-form deformation method. Those methods extended from two-dimensional parametric methods have promising prospect in aircraft modeling. Since different parametric methods differ in their characteristics, real design process needs flexible choice among them to adapt to subsequent optimization procedure.

Robust H∞ output-feedback control for path following of autonomous ground vehicles

NASA Astrophysics Data System (ADS)

Hu, Chuan; Jing, Hui; Wang, Rongrong; Yan, Fengjun; Chadli, Mohammed

2016-03-01

This paper presents a robust H∞ output-feedback control strategy for the path following of autonomous ground vehicles (AGVs). Considering the vehicle lateral velocity is usually hard to measure with low cost sensor, a robust H∞ static output-feedback controller based on the mixed genetic algorithms (GA)/linear matrix inequality (LMI) approach is proposed to realize the path following without the information of the lateral velocity. The proposed controller is robust to the parametric uncertainties and external disturbances, with the parameters including the tire cornering stiffness, vehicle longitudinal velocity, yaw rate and road curvature. Simulation results based on CarSim-Simulink joint platform using a high-fidelity and full-car model have verified the effectiveness of the proposed control approach.

Identifying Attributes of CO2 Leakage Zones in Shallow Aquifers Using a Parametric Level Set Method

NASA Astrophysics Data System (ADS)

Sun, A. Y.; Islam, A.; Wheeler, M.

2016-12-01

Leakage through abandoned wells and geologic faults poses the greatest risk to CO2 storage permanence. For shallow aquifers, secondary CO2 plumes emanating from the leak zones may go undetected for a sustained period of time and has the greatest potential to cause large-scale and long-term environmental impacts. Identification of the attributes of leak zones, including their shape, location, and strength, is required for proper environmental risk assessment. This study applies a parametric level set (PaLS) method to characterize the leakage zone. Level set methods are appealing for tracking topological changes and recovering unknown shapes of objects. However, level set evolution using the conventional level set methods is challenging. In PaLS, the level set function is approximated using a weighted sum of basis functions and the level set evolution problem is replaced by an optimization problem. The efficacy of PaLS is demonstrated through recovering the source zone created by CO2 leakage into a carbonate aquifer. Our results show that PaLS is a robust source identification method that can recover the approximate source locations in the presence of measurement errors, model parameter uncertainty, and inaccurate initial guesses of source flux strengths. The PaLS inversion framework introduced in this work is generic and can be adapted for any reactive transport model by switching the pre- and post-processing routines.

The heavy-duty vehicle future in the United States: A parametric analysis of technology and policy tradeoffs

DOE PAGES

Askin, Amanda Christine; Barter, Garrett; West, Todd H.; ...

2015-02-14

Here, we present a parametric analysis of factors that can influence advanced fuel and technology deployments in U.S. Class 7–8 trucks through 2050. The analysis focuses on the competition between traditional diesel trucks, natural gas vehicles (NGVs), and ultra-efficient powertrains. Underlying the study is a vehicle choice and stock model of the U.S. heavy-duty vehicle market. Moreover, the model is segmented by vehicle class, body type, powertrain, fleet size, and operational type. We find that conventional diesel trucks will dominate the market through 2050, but NGVs could have significant market penetration depending on key technological and economic uncertainties. Compressed naturalmore » gas trucks conducting urban trips in fleets that can support private infrastructure are economically viable now and will continue to gain market share. Ultra-efficient diesel trucks, exemplified by the U.S. Department of Energy's SuperTruck program, are the preferred alternative in the long haul segment, but could compete with liquefied natural gas (LNG) trucks if the fuel price differential between LNG and diesel increases. However, the greatest impact in reducing petroleum consumption and pollutant emissions is had by investing in efficiency technologies that benefit all powertrains, especially the conventional diesels that comprise the majority of the stock, instead of incentivizing specific alternatives.« less

Evaluating uncertainties in modelling the snow hydrology of the Fraser River Basin, British Columbia, Canada

NASA Astrophysics Data System (ADS)

Islam, Siraj Ul; Déry, Stephen J.

2017-03-01

This study evaluates predictive uncertainties in the snow hydrology of the Fraser River Basin (FRB) of British Columbia (BC), Canada, using the Variable Infiltration Capacity (VIC) model forced with several high-resolution gridded climate datasets. These datasets include the Canadian Precipitation Analysis and the thin-plate smoothing splines (ANUSPLIN), North American Regional Reanalysis (NARR), University of Washington (UW) and Pacific Climate Impacts Consortium (PCIC) gridded products. Uncertainties are evaluated at different stages of the VIC implementation, starting with the driving datasets, optimization of model parameters, and model calibration during cool and warm phases of the Pacific Decadal Oscillation (PDO). The inter-comparison of the forcing datasets (precipitation and air temperature) and their VIC simulations (snow water equivalent - SWE - and runoff) reveals widespread differences over the FRB, especially in mountainous regions. The ANUSPLIN precipitation shows a considerable dry bias in the Rocky Mountains, whereas the NARR winter air temperature is 2 °C warmer than the other datasets over most of the FRB. In the VIC simulations, the elevation-dependent changes in the maximum SWE (maxSWE) are more prominent at higher elevations of the Rocky Mountains, where the PCIC-VIC simulation accumulates too much SWE and ANUSPLIN-VIC yields an underestimation. Additionally, at each elevation range, the day of maxSWE varies from 10 to 20 days between the VIC simulations. The snow melting season begins early in the NARR-VIC simulation, whereas the PCIC-VIC simulation delays the melting, indicating seasonal uncertainty in SWE simulations. When compared with the observed runoff for the Fraser River main stem at Hope, BC, the ANUSPLIN-VIC simulation shows considerable underestimation of runoff throughout the water year owing to reduced precipitation in the ANUSPLIN forcing dataset. The NARR-VIC simulation yields more winter and spring runoff and earlier decline of flows in summer due to a nearly 15-day earlier onset of the FRB springtime snowmelt. Analysis of the parametric uncertainty in the VIC calibration process shows that the choice of the initial parameter range plays a crucial role in defining the model hydrological response for the FRB. Furthermore, the VIC calibration process is biased toward cool and warm phases of the PDO and the choice of proper calibration and validation time periods is important for the experimental setup. Overall the VIC hydrological response is prominently influenced by the uncertainties involved in the forcing datasets rather than those in its parameter optimization and experimental setups.

Robust back-stepping output feedback trajectory tracking for quadrotors via extended state observer and sigmoid tracking differentiator

NASA Astrophysics Data System (ADS)

Shao, Xingling; Liu, Jun; Wang, Honglun

2018-05-01

In this paper, a robust back-stepping output feedback trajectory tracking controller is proposed for quadrotors subject to parametric uncertainties and external disturbances. Based on the hierarchical control principle, the quadrotor dynamics is decomposed into translational and rotational subsystems to facilitate the back-stepping control design. With given model information incorporated into observer design, a high-order extended state observer (ESO) that relies only on position measurements is developed to estimate the remaining unmeasurable states and the lumped disturbances in rotational subsystem simultaneously. To overcome the problem of "explosion of complexity" in the back-stepping design, the sigmoid tracking differentiator (STD) is introduced to compute the derivative of virtual control laws. The advantage is that the proposed controller via output-feedback scheme not only can ensure good tracking performance using very limited information of quadrotors, but also has the ability of handling the undesired uncertainties. The stability analysis is established using the Lyapunov theory. Simulation results demonstrate the effectiveness of the proposed control scheme in achieving a guaranteed tracking performance with respect to an 8-shaped reference trajectory.

Adaptive estimation of nonlinear parameters of a nonholonomic spherical robot using a modified fuzzy-based speed gradient algorithm

NASA Astrophysics Data System (ADS)

Roozegar, Mehdi; Mahjoob, Mohammad J.; Ayati, Moosa

2017-05-01

This paper deals with adaptive estimation of the unknown parameters and states of a pendulum-driven spherical robot (PDSR), which is a nonlinear in parameters (NLP) chaotic system with parametric uncertainties. Firstly, the mathematical model of the robot is deduced by applying the Newton-Euler methodology for a system of rigid bodies. Then, based on the speed gradient (SG) algorithm, the states and unknown parameters of the robot are estimated online for different step length gains and initial conditions. The estimated parameters are updated adaptively according to the error between estimated and true state values. Since the errors of the estimated states and parameters as well as the convergence rates depend significantly on the value of step length gain, this gain should be chosen optimally. Hence, a heuristic fuzzy logic controller is employed to adjust the gain adaptively. Simulation results indicate that the proposed approach is highly encouraging for identification of this NLP chaotic system even if the initial conditions change and the uncertainties increase; therefore, it is reliable to be implemented on a real robot.

Reliability assessment of serviceability performance of braced retaining walls using a neural network approach

NASA Astrophysics Data System (ADS)

Goh, A. T. C.; Kulhawy, F. H.

2005-05-01

In urban environments, one major concern with deep excavations in soft clay is the potentially large ground deformations in and around the excavation. Excessive movements can damage adjacent buildings and utilities. There are many uncertainties associated with the calculation of the ultimate or serviceability performance of a braced excavation system. These include the variabilities of the loadings, geotechnical soil properties, and engineering and geometrical properties of the wall. A risk-based approach to serviceability performance failure is necessary to incorporate systematically the uncertainties associated with the various design parameters. This paper demonstrates the use of an integrated neural network-reliability method to assess the risk of serviceability failure through the calculation of the reliability index. By first performing a series of parametric studies using the finite element method and then approximating the non-linear limit state surface (the boundary separating the safe and failure domains) through a neural network model, the reliability index can be determined with the aid of a spreadsheet. Two illustrative examples are presented to show how the serviceability performance for braced excavation problems can be assessed using the reliability index.

Finite-time adaptive sliding mode force control for electro-hydraulic load simulator based on improved GMS friction model

NASA Astrophysics Data System (ADS)

Kang, Shuo; Yan, Hao; Dong, Lijing; Li, Changchun

2018-03-01

This paper addresses the force tracking problem of electro-hydraulic load simulator under the influence of nonlinear friction and uncertain disturbance. A nonlinear system model combined with the improved generalized Maxwell-slip (GMS) friction model is firstly derived to describe the characteristics of load simulator system more accurately. Then, by using particle swarm optimization (PSO) algorithm ​combined with the system hysteresis characteristic analysis, the GMS friction parameters are identified. To compensate for nonlinear friction and uncertain disturbance, a finite-time adaptive sliding mode control method is proposed based on the accurate system model. This controller has the ability to ensure that the system state moves along the nonlinear sliding surface to steady state in a short time as well as good dynamic properties under the influence of parametric uncertainties and disturbance, which further improves the force loading accuracy and rapidity. At the end of this work, simulation and experimental results are employed to demonstrate the effectiveness of the proposed sliding mode control strategy.

Linking the M&Rfi Weather Generator with Agrometeorological Models

NASA Astrophysics Data System (ADS)

Dubrovsky, Martin; Trnka, Miroslav

2015-04-01

Realistic meteorological inputs (representing the present and/or future climates) for the agrometeorological model simulations are often produced by stochastic weather generators (WGs). This contribution presents some methodological issues and results obtained in our recent experiments. We also address selected questions raised in the synopsis of this session. The input meteorological time series for our experiments are produced by the parametric single site weather generator (WG) Marfi, which is calibrated from the available observational data (or interpolated from surrounding stations). To produce meteorological series representing the future climate, the WG parameters are modified by climate change scenarios, which are prepared by the pattern scaling method: the standardised scenarios derived from Global or Regional Climate Models are multiplied by the change in global mean temperature (ΔTG) determined by the simple climate model MAGICC. The presentation will address following questions: (i) The dependence of the quality of the synthetic weather series and impact results on the WG settings. An emphasis will be put on an effect of conditioning the daily WG on monthly WG (presently being one of our hot topics), which aims at improvement of the reproduction of the low-frequency weather variability. Comparison of results obtained with various WG settings is made in terms of climatic and agroclimatic indices (including extreme temperature and precipitation characteristics and drought indices). (ii) Our methodology accounts for the uncertainties coming from various sources. We will show how the climate change impact results are affected by 1. uncertainty in climate modelling, 2. uncertainty in ΔTG, and 3. uncertainty related to the complexity of the climate change scenario (focusing on an effect of inclusion of changes in variability into the climate change scenarios). Acknowledgements: This study was funded by project "Building up a multidisciplinary scientific team focused on drought" No. CZ.1.07/2.3.00/20.0248. The weather generator is being developed within the frame of WG4VALUE project (LD12029), which is supported by Ministry of Education, Youth and Sports and linked to the COST action ES1102 VALUE.

Prevalence Incidence Mixture Models

Cancer.gov

The R package and webtool fits Prevalence Incidence Mixture models to left-censored and irregularly interval-censored time to event data that is commonly found in screening cohorts assembled from electronic health records. Absolute and relative risk can be estimated for simple random sampling, and stratified sampling (the two approaches of superpopulation and a finite population are supported for target populations). Non-parametric (absolute risks only), semi-parametric, weakly-parametric (using B-splines), and some fully parametric (such as the logistic-Weibull) models are supported.

Application of the Calculating Formula for the Mean Neutron Exposure in CEPM-s and CEPM-r/s Stars %Kstars: AGB and post-AGB, nuclear reactions, nucleosynthesis, abundances, methods: analytical

NASA Astrophysics Data System (ADS)

Zhang, F. H.; Zhang, L.; Cui, W. Y.; Zhang, B.

2017-09-01

Recent studies have shown that, for the current s-process nucleosynthesis model for the low-mass asymptotic giant branch (AGB) stars with (13C) pocket radiative burning during the interpulse period, the neutron exposure distribution in the nucleosynthesis region can be regarded as an exponential function, and the relation between the mean neutron exposure (τ0) and the model parameters is τ0 = - Δ τ/ln [q/(1 - r + q)]), in which (Δ τ) is the exposure value of each neutron irradiation, (r) is the overlap factor, and (q) is the mass ratio of the (13C) shell to the He intershell. Using the published data resulted from fitting the observed abundances of neutron-capture elements in 20 CEMP (Carbon-Enhanced Metal-Poor)-s and CEMP-s/r stars with the parametric AGB stellar s-process model, the reliability of the derived formula is tested, and further more the application of the formula in the s-process nucleosynthesis study is explored preliminarily. Our results show that, under the radiative s-process nucleosynthesis mechanism, the formula is suitable for CEMP stars experiencing recurrent neutron exposures. Combined with the parametric AGB nucleosynthesis model, the formula could be regarded as an effective tool to screen the CEMP stars with a single neutron exposure or a special type. Considering the uncertainty of the (13C) pocket, the role of this formula in understanding the physical conditions necessary to reproduce the observed s-process abundances in CEMP stars needs further study.

Estimating and modelling cure in population-based cancer studies within the framework of flexible parametric survival models.

PubMed

Andersson, Therese M L; Dickman, Paul W; Eloranta, Sandra; Lambert, Paul C

2011-06-22

When the mortality among a cancer patient group returns to the same level as in the general population, that is, the patients no longer experience excess mortality, the patients still alive are considered "statistically cured". Cure models can be used to estimate the cure proportion as well as the survival function of the "uncured". One limitation of parametric cure models is that the functional form of the survival of the "uncured" has to be specified. It can sometimes be hard to find a survival function flexible enough to fit the observed data, for example, when there is high excess hazard within a few months from diagnosis, which is common among older age groups. This has led to the exclusion of older age groups in population-based cancer studies using cure models. Here we have extended the flexible parametric survival model to incorporate cure as a special case to estimate the cure proportion and the survival of the "uncured". Flexible parametric survival models use splines to model the underlying hazard function, and therefore no parametric distribution has to be specified. We have compared the fit from standard cure models to our flexible cure model, using data on colon cancer patients in Finland. This new method gives similar results to a standard cure model, when it is reliable, and better fit when the standard cure model gives biased estimates. Cure models within the framework of flexible parametric models enables cure modelling when standard models give biased estimates. These flexible cure models enable inclusion of older age groups and can give stage-specific estimates, which is not always possible from parametric cure models. © 2011 Andersson et al; licensee BioMed Central Ltd.

Estimating and modelling cure in population-based cancer studies within the framework of flexible parametric survival models

PubMed Central

2011-01-01

Background When the mortality among a cancer patient group returns to the same level as in the general population, that is, the patients no longer experience excess mortality, the patients still alive are considered "statistically cured". Cure models can be used to estimate the cure proportion as well as the survival function of the "uncured". One limitation of parametric cure models is that the functional form of the survival of the "uncured" has to be specified. It can sometimes be hard to find a survival function flexible enough to fit the observed data, for example, when there is high excess hazard within a few months from diagnosis, which is common among older age groups. This has led to the exclusion of older age groups in population-based cancer studies using cure models. Methods Here we have extended the flexible parametric survival model to incorporate cure as a special case to estimate the cure proportion and the survival of the "uncured". Flexible parametric survival models use splines to model the underlying hazard function, and therefore no parametric distribution has to be specified. Results We have compared the fit from standard cure models to our flexible cure model, using data on colon cancer patients in Finland. This new method gives similar results to a standard cure model, when it is reliable, and better fit when the standard cure model gives biased estimates. Conclusions Cure models within the framework of flexible parametric models enables cure modelling when standard models give biased estimates. These flexible cure models enable inclusion of older age groups and can give stage-specific estimates, which is not always possible from parametric cure models. PMID:21696598

Effects of climate change on an emperor penguin population: analysis of coupled demographic and climate models.

PubMed

Jenouvrier, Stéphanie; Holland, Marika; Stroeve, Julienne; Barbraud, Christophe; Weimerskirch, Henri; Serreze, Mark; Caswell, Hal

2012-09-01

Sea ice conditions in the Antarctic affect the life cycle of the emperor penguin (Aptenodytes forsteri). We present a population projection for the emperor penguin population of Terre Adélie, Antarctica, by linking demographic models (stage-structured, seasonal, nonlinear, two-sex matrix population models) to sea ice forecasts from an ensemble of IPCC climate models. Based on maximum likelihood capture-mark-recapture analysis, we find that seasonal sea ice concentration anomalies (SICa ) affect adult survival and breeding success. Demographic models show that both deterministic and stochastic population growth rates are maximized at intermediate values of annual SICa , because neither the complete absence of sea ice, nor heavy and persistent sea ice, would provide satisfactory conditions for the emperor penguin. We show that under some conditions the stochastic growth rate is positively affected by the variance in SICa . We identify an ensemble of five general circulation climate models whose output closely matches the historical record of sea ice concentration in Terre Adélie. The output of this ensemble is used to produce stochastic forecasts of SICa , which in turn drive the population model. Uncertainty is included by incorporating multiple climate models and by a parametric bootstrap procedure that includes parameter uncertainty due to both model selection and estimation error. The median of these simulations predicts a decline of the Terre Adélie emperor penguin population of 81% by the year 2100. We find a 43% chance of an even greater decline, of 90% or more. The uncertainty in population projections reflects large differences among climate models in their forecasts of future sea ice conditions. One such model predicts population increases over much of the century, but overall, the ensemble of models predicts that population declines are far more likely than population increases. We conclude that climate change is a significant risk for the emperor penguin. Our analytical approach, in which demographic models are linked to IPCC climate models, is powerful and generally applicable to other species and systems. © 2012 Blackwell Publishing Ltd.

Recent advances in parametric neuroreceptor mapping with dynamic PET: basic concepts and graphical analyses.

PubMed

Seo, Seongho; Kim, Su Jin; Lee, Dong Soo; Lee, Jae Sung

2014-10-01

Tracer kinetic modeling in dynamic positron emission tomography (PET) has been widely used to investigate the characteristic distribution patterns or dysfunctions of neuroreceptors in brain diseases. Its practical goal has progressed from regional data quantification to parametric mapping that produces images of kinetic-model parameters by fully exploiting the spatiotemporal information in dynamic PET data. Graphical analysis (GA) is a major parametric mapping technique that is independent on any compartmental model configuration, robust to noise, and computationally efficient. In this paper, we provide an overview of recent advances in the parametric mapping of neuroreceptor binding based on GA methods. The associated basic concepts in tracer kinetic modeling are presented, including commonly-used compartment models and major parameters of interest. Technical details of GA approaches for reversible and irreversible radioligands are described, considering both plasma input and reference tissue input models. Their statistical properties are discussed in view of parametric imaging.

Constraints on spin-dependent parton distributions at large x from global QCD analysis

DOE PAGES

Jimenez-Delgado, P.; Avakian, H.; Melnitchouk, W.

2014-09-28

This study investigate the behavior of spin-dependent parton distribution functions (PDFs) at large parton momentum fractions x in the context of global QCD analysis. We explore the constraints from existing deep-inelastic scattering data, and from theoretical expectations for the leading x → 1 behavior based on hard gluon exchange in perturbative QCD. Systematic uncertainties from the dependence of the PDFs on the choice of parametrization are studied by considering functional forms motivated by orbital angular momentum arguments. Finally, we quantify the reduction in the PDF uncertainties that may be expected from future high-x data from Jefferson Lab at 12 GeV.

Robust adaptive precision motion control of hydraulic actuators with valve dead-zone compensation.

PubMed

Deng, Wenxiang; Yao, Jianyong; Ma, Dawei

2017-09-01

This paper addresses the high performance motion control of hydraulic actuators with parametric uncertainties, unmodeled disturbances and unknown valve dead-zone. By constructing a smooth dead-zone inverse, a robust adaptive controller is proposed via backstepping method, in which adaptive law is synthesized to deal with parametric uncertainties and a continuous nonlinear robust control law to suppress unmodeled disturbances. Since the unknown dead-zone parameters can be estimated by adaptive law and then the effect of dead-zone can be compensated effectively via inverse operation, improved tracking performance can be expected. In addition, the disturbance upper bounds can also be updated online by adaptive laws, which increases the controller operability in practice. The Lyapunov based stability analysis shows that excellent asymptotic output tracking with zero steady-state error can be achieved by the developed controller even in the presence of unmodeled disturbance and unknown valve dead-zone. Finally, the proposed control strategy is experimentally tested on a servovalve controlled hydraulic actuation system subjected to an artificial valve dead-zone. Comparative experimental results are obtained to illustrate the effectiveness of the proposed control scheme. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Evaluation and comparison of different RCMs simulations of the Mediterranean climate: a view on the impact of model resolution and Mediterranean sea coupling.

NASA Astrophysics Data System (ADS)

Panthou, Gérémy; Vrac, Mathieu; Drobinski, Philippe; Bastin, Sophie; Somot, Samuel; Li, Laurent

2015-04-01

As regularly stated by numerous authors, the Mediterranean climate is considered as one major climate 'hot spot'. At least, three reasons may explain this statement. First, this region is known for being regularly affected by extreme hydro-meteorological events (heavy precipitation and flash-floods during the autumn season; droughts and heat waves during spring and summer). Second, the vulnerability of populations in regard of these extreme events is expected to increase during the XXIst century (at least due to the projected population growth in this region). At last, Global Circulation Models project that this regional climate will be highly sensitive to climate change. Moreover, global warming is expected to intensify the hydrological cycle and thus to increase the frequency of extreme hydro-meteorological events. In order to propose adaptation strategies, the robust estimation of the future evolution of the Mediterranean climate and the associated extreme hydro-meteorological events (in terms of intensity/frequency) is of great relevance. However, these projections are characterized by large uncertainties. Many components of the simulation chain can explain these large uncertainties : (i) uncertainties concerning the emission scenario; (ii) climate model simulations suffer of parametrization errors and uncertainties concerning the initial state of the climate; and (iii) the additional uncertainties given by the (dynamical or statistical) downscaling techniques and the impact model. Narrowing (as fine as possible) these uncertainties is a major challenge of the actual climate research. One way for that is to reduce the uncertainties associated with each component. In this study, we are interested in evaluating the potential improvement of : (i) coupled RCM simulations (with the Mediterranean Sea) in comparison with atmosphere only (stand-alone) RCM simulations and (ii) RCM simulations at a finer resolution in comparison with larger resolution. For that, three different RCMs (WRF, ALADIN, LMDZ4) were run, forced by ERA-Interim reanalyses, within the MED-CORDEX experiment. For each RCM, different versions (coupled/stand-alone, high/low resolution) were realized. A large set of scores was developed and applied in order to evaluate the performances of these different RCMs simulations. These scores were applied for three variables (daily precipitation amount, mean daily air temperature and the dry spell lengths). A particular attention was given to the RCM capability to reproduce the seasonal and spatial pattern of extreme statistics. Results show that the differences between coupled and stand-alone RCMs are localized very near the Mediterranean sea and that the model resolution has a slight impact on the scores obtained. Globally, the main differences between the RCM simulations come from the RCM used. Keywords: Mediterranean climate, extreme hydro-meteorological events, RCM simulations, evaluation of climate simulations

Demonstration of a forward iterative method to reconstruct brachytherapy seed configurations from x-ray projections

NASA Astrophysics Data System (ADS)

Murphy, Martin J.; Todor, Dorin A.

2005-06-01

By monitoring brachytherapy seed placement and determining the actual configuration of the seeds in vivo, one can optimize the treatment plan during the process of implantation. Two or more radiographic images from different viewpoints can in principle allow one to reconstruct the configuration of implanted seeds uniquely. However, the reconstruction problem is complicated by several factors: (1) the seeds can overlap and cluster in the images; (2) the images can have distortion that varies with viewpoint when a C-arm fluoroscope is used; (3) there can be uncertainty in the imaging viewpoints; (4) the angular separation of the imaging viewpoints can be small owing to physical space constraints; (5) there can be inconsistency in the number of seeds detected in the images; and (6) the patient can move while being imaged. We propose and conceptually demonstrate a novel reconstruction method that handles all of these complications and uncertainties in a unified process. The method represents the three-dimensional seed and camera configurations as parametrized models that are adjusted iteratively to conform to the observed radiographic images. The morphed model seed configuration that best reproduces the appearance of the seeds in the radiographs is the best estimate of the actual seed configuration. All of the information needed to establish both the seed configuration and the camera model is derived from the seed images without resort to external calibration fixtures. Furthermore, by comparing overall image content rather than individual seed coordinates, the process avoids the need to establish correspondence between seed identities in the several images. The method has been shown to work robustly in simulation tests that simultaneously allow for unknown individual seed positions, uncertainties in the imaging viewpoints and variable image distortion.

First-Order Parametric Model of Reflectance Spectra for Dyed Fabrics

DTIC Science & Technology

2016-02-19

Unclassified Unlimited 31 Daniel Aiken (202) 279-5293 Parametric modeling Inverse /direct analysis This report describes a first-order parametric model of...Appendix: Dielectric Response Functions for Dyes Obtained by Inverse Analysis ……………………………...…………………………………………………….19 1 First-Order Parametric...which provides for both their inverse and direct modeling1. The dyes considered contain spectral features that are of interest to the U.S. Navy for

An EM-based semi-parametric mixture model approach to the regression analysis of competing-risks data.

PubMed

Ng, S K; McLachlan, G J

2003-04-15

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright 2003 John Wiley & Sons, Ltd.

Dynamic Method for Identifying Collected Sample Mass

NASA Technical Reports Server (NTRS)

Carson, John

2008-01-01

G-Sample is designed for sample collection missions to identify the presence and quantity of sample material gathered by spacecraft equipped with end effectors. The software method uses a maximum-likelihood estimator to identify the collected sample's mass based on onboard force-sensor measurements, thruster firings, and a dynamics model of the spacecraft. This makes sample mass identification a computation rather than a process requiring additional hardware. Simulation examples of G-Sample are provided for spacecraft model configurations with a sample collection device mounted on the end of an extended boom. In the absence of thrust knowledge errors, the results indicate that G-Sample can identify the amount of collected sample mass to within 10 grams (with 95-percent confidence) by using a force sensor with a noise and quantization floor of 50 micrometers. These results hold even in the presence of realistic parametric uncertainty in actual spacecraft inertia, center-of-mass offset, and first flexibility modes. Thrust profile knowledge is shown to be a dominant sensitivity for G-Sample, entering in a nearly one-to-one relationship with the final mass estimation error. This means thrust profiles should be well characterized with onboard accelerometers prior to sample collection. An overall sample-mass estimation error budget has been developed to approximate the effect of model uncertainty, sensor noise, data rate, and thrust profile error on the expected estimate of collected sample mass.

A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins

NASA Astrophysics Data System (ADS)

Gronewold, A.; Alameddine, I.; Anderson, R. M.

2009-12-01

Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predicting flow from ungauged basins. In particular, these approaches allow for predicting flows under uncertain and potentially variable future conditions due to rapid land cover changes, variable climate conditions, and other factors. Despite the broad range of literature on estimating rainfall-runoff model parameters, however, the absence of a robust set of modeling tools for identifying and quantifying uncertainties in (and correlation between) rainfall-runoff model parameters represents a significant gap in current hydrological modeling research. Here, we build upon a series of recent publications promoting novel Bayesian and probabilistic modeling strategies for quantifying rainfall-runoff model parameter estimation uncertainty. Our approach applies alternative measures of rainfall-runoff model parameter joint likelihood (including Nash-Sutcliffe efficiency, among others) to simulate samples from the joint parameter posterior probability density function. We then use these correlated samples as response variables in a Bayesian hierarchical model with land use coverage data as predictor variables in order to develop a robust land use-based tool for forecasting flow in ungauged basins while accounting for, and explicitly acknowledging, parameter estimation uncertainty. We apply this modeling strategy to low-relief coastal watersheds of Eastern North Carolina, an area representative of coastal resource waters throughout the world because of its sensitive embayments and because of the abundant (but currently threatened) natural resources it hosts. Consequently, this area is the subject of several ongoing studies and large-scale planning initiatives, including those conducted through the United States Environmental Protection Agency (USEPA) total maximum daily load (TMDL) program, as well as those addressing coastal population dynamics and sea level rise. Our approach has several advantages, including the propagation of parameter uncertainty through a nonparametric probability distribution which avoids common pitfalls of fitting parameters and model error structure to a predetermined parametric distribution function. In addition, by explicitly acknowledging correlation between model parameters (and reflecting those correlations in our predictive model) our model yields relatively efficient prediction intervals (unlike those in the current literature which are often unnecessarily large, and may lead to overly-conservative management actions). Finally, our model helps improve understanding of the rainfall-runoff process by identifying model parameters (and associated catchment attributes) which are most sensitive to current and future land use change patterns. Disclaimer: Although this work was reviewed by EPA and approved for publication, it may not necessarily reflect official Agency policy.

Robust H(∞) positional control of 2-DOF robotic arm driven by electro-hydraulic servo system.

PubMed

Guo, Qing; Yu, Tian; Jiang, Dan

2015-11-01

In this paper an H∞ positional feedback controller is developed to improve the robust performance under structural and parametric uncertainty disturbance in electro-hydraulic servo system (EHSS). The robust control model is described as the linear state-space equation by upper linear fractional transformation. According to the solution of H∞ sub-optimal control problem, the robust controller is designed and simplified to lower order linear model which is easily realized in EHSS. The simulation and experimental results can validate the robustness of this proposed method. The comparison result with PI control shows that the robust controller is suitable for this EHSS under the critical condition where the desired system bandwidth is higher and the external load of the hydraulic actuator is closed to its limited capability. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kaufman, Michael C.; Lau, Cornwall H.; Hanson, Gregory R.

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system canmore » be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.« less

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

DOE PAGES

Kaufman, Michael C.; Lau, Cornwall H.; Hanson, Gregory R.

2018-03-08

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system canmore » be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.« less

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

NASA Astrophysics Data System (ADS)

Kaufman, M. C.; Lau, C.; Hanson, G. R.

2018-03-01

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system can be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.

Novel prescribed performance neural control of a flexible air-breathing hypersonic vehicle with unknown initial errors.

PubMed

Bu, Xiangwei; Wu, Xiaoyan; Zhu, Fujing; Huang, Jiaqi; Ma, Zhen; Zhang, Rui

2015-11-01

A novel prescribed performance neural controller with unknown initial errors is addressed for the longitudinal dynamic model of a flexible air-breathing hypersonic vehicle (FAHV) subject to parametric uncertainties. Different from traditional prescribed performance control (PPC) requiring that the initial errors have to be known accurately, this paper investigates the tracking control without accurate initial errors via exploiting a new performance function. A combined neural back-stepping and minimal learning parameter (MLP) technology is employed for exploring a prescribed performance controller that provides robust tracking of velocity and altitude reference trajectories. The highlight is that the transient performance of velocity and altitude tracking errors is satisfactory and the computational load of neural approximation is low. Finally, numerical simulation results from a nonlinear FAHV model demonstrate the efficacy of the proposed strategy. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

A Computational Framework to Control Verification and Robustness Analysis

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2010-01-01

This paper presents a methodology for evaluating the robustness of a controller based on its ability to satisfy the design requirements. The framework proposed is generic since it allows for high-fidelity models, arbitrary control structures and arbitrary functional dependencies between the requirements and the uncertain parameters. The cornerstone of this contribution is the ability to bound the region of the uncertain parameter space where the degradation in closed-loop performance remains acceptable. The size of this bounding set, whose geometry can be prescribed according to deterministic or probabilistic uncertainty models, is a measure of robustness. The robustness metrics proposed herein are the parametric safety margin, the reliability index, the failure probability and upper bounds to this probability. The performance observed at the control verification setting, where the assumptions and approximations used for control design may no longer hold, will fully determine the proposed control assessment.

Modeling and Simulation of High Dimensional Stochastic Multiscale PDE Systems at the Exascale

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kevrekidis, Ioannis

2017-03-22

The thrust of the proposal was to exploit modern data-mining tools in a way that will create a systematic, computer-assisted approach to the representation of random media -- and also to the representation of the solutions of an array of important physicochemical processes that take place in/on such media. A parsimonious representation/parametrization of the random media links directly (via uncertainty quantification tools) to good sampling of the distribution of random media realizations. It also links directly to modern multiscale computational algorithms (like the equation-free approach that has been developed in our group) and plays a crucial role in accelerating themore » scientific computation of solutions of nonlinear PDE models (deterministic or stochastic) in such media – both solutions in particular realizations of the random media, and estimation of the statistics of the solutions over multiple realizations (e.g. expectations).« less

Non-parametric identification of multivariable systems: A local rational modeling approach with application to a vibration isolation benchmark

NASA Astrophysics Data System (ADS)

Voorhoeve, Robbert; van der Maas, Annemiek; Oomen, Tom

2018-05-01

Frequency response function (FRF) identification is often used as a basis for control systems design and as a starting point for subsequent parametric system identification. The aim of this paper is to develop a multiple-input multiple-output (MIMO) local parametric modeling approach for FRF identification of lightly damped mechanical systems with improved speed and accuracy. The proposed method is based on local rational models, which can efficiently handle the lightly-damped resonant dynamics. A key aspect herein is the freedom in the multivariable rational model parametrizations. Several choices for such multivariable rational model parametrizations are proposed and investigated. For systems with many inputs and outputs the required number of model parameters can rapidly increase, adversely affecting the performance of the local modeling approach. Therefore, low-order model structures are investigated. The structure of these low-order parametrizations leads to an undesired directionality in the identification problem. To address this, an iterative local rational modeling algorithm is proposed. As a special case recently developed SISO algorithms are recovered. The proposed approach is successfully demonstrated on simulations and on an active vibration isolation system benchmark, confirming good performance of the method using significantly less parameters compared with alternative approaches.

An approach to trial design and analysis in the era of non-proportional hazards of the treatment effect.

PubMed

Royston, Patrick; Parmar, Mahesh K B

2014-08-07

Most randomized controlled trials with a time-to-event outcome are designed and analysed under the proportional hazards assumption, with a target hazard ratio for the treatment effect in mind. However, the hazards may be non-proportional. We address how to design a trial under such conditions, and how to analyse the results. We propose to extend the usual approach, a logrank test, to also include the Grambsch-Therneau test of proportional hazards. We test the resulting composite null hypothesis using a joint test for the hazard ratio and for time-dependent behaviour of the hazard ratio. We compute the power and sample size for the logrank test under proportional hazards, and from that we compute the power of the joint test. For the estimation of relevant quantities from the trial data, various models could be used; we advocate adopting a pre-specified flexible parametric survival model that supports time-dependent behaviour of the hazard ratio. We present the mathematics for calculating the power and sample size for the joint test. We illustrate the methodology in real data from two randomized trials, one in ovarian cancer and the other in treating cellulitis. We show selected estimates and their uncertainty derived from the advocated flexible parametric model. We demonstrate in a small simulation study that when a treatment effect either increases or decreases over time, the joint test can outperform the logrank test in the presence of both patterns of non-proportional hazards. Those designing and analysing trials in the era of non-proportional hazards need to acknowledge that a more complex type of treatment effect is becoming more common. Our method for the design of the trial retains the tools familiar in the standard methodology based on the logrank test, and extends it to incorporate a joint test of the null hypothesis with power against non-proportional hazards. For the analysis of trial data, we propose the use of a pre-specified flexible parametric model that can represent a time-dependent hazard ratio if one is present.

Parametric cost estimation for space science missions

NASA Astrophysics Data System (ADS)

Lillie, Charles F.; Thompson, Bruce E.

2008-07-01

Cost estimation for space science missions is critically important in budgeting for successful missions. The process requires consideration of a number of parameters, where many of the values are only known to a limited accuracy. The results of cost estimation are not perfect, but must be calculated and compared with the estimates that the government uses for budgeting purposes. Uncertainties in the input parameters result from evolving requirements for missions that are typically the "first of a kind" with "state-of-the-art" instruments and new spacecraft and payload technologies that make it difficult to base estimates on the cost histories of previous missions. Even the cost of heritage avionics is uncertain due to parts obsolescence and the resulting redesign work. Through experience and use of industry best practices developed in participation with the Aerospace Industries Association (AIA), Northrop Grumman has developed a parametric modeling approach that can provide a reasonably accurate cost range and most probable cost for future space missions. During the initial mission phases, the approach uses mass- and powerbased cost estimating relationships (CER)'s developed with historical data from previous missions. In later mission phases, when the mission requirements are better defined, these estimates are updated with vendor's bids and "bottoms- up", "grass-roots" material and labor cost estimates based on detailed schedules and assigned tasks. In this paper we describe how we develop our CER's for parametric cost estimation and how they can be applied to estimate the costs for future space science missions like those presented to the Astronomy & Astrophysics Decadal Survey Study Committees.

Constraints on a scale-dependent bias from galaxy clustering

NASA Astrophysics Data System (ADS)

Amendola, L.; Menegoni, E.; Di Porto, C.; Corsi, M.; Branchini, E.

2017-01-01

We forecast the future constraints on scale-dependent parametrizations of galaxy bias and their impact on the estimate of cosmological parameters from the power spectrum of galaxies measured in a spectroscopic redshift survey. For the latter we assume a wide survey at relatively large redshifts, similar to the planned Euclid survey, as the baseline for future experiments. To assess the impact of the bias we perform a Fisher matrix analysis, and we adopt two different parametrizations of scale-dependent bias. The fiducial models for galaxy bias are calibrated using mock catalogs of H α emitting galaxies mimicking the expected properties of the objects that will be targeted by the Euclid survey. In our analysis we have obtained two main results. First of all, allowing for a scale-dependent bias does not significantly increase the errors on the other cosmological parameters apart from the rms amplitude of density fluctuations, σ8 , and the growth index γ , whose uncertainties increase by a factor up to 2, depending on the bias model adopted. Second, we find that the accuracy in the linear bias parameter b0 can be estimated to within 1%-2% at various redshifts regardless of the fiducial model. The nonlinear bias parameters have significantly large errors that depend on the model adopted. Despite this, in the more realistic scenarios departures from the simple linear bias prescription can be detected with a ˜2 σ significance at each redshift explored. Finally, we use the Fisher matrix formalism to assess the impact od assuming an incorrect bias model and find that the systematic errors induced on the cosmological parameters are similar or even larger than the statistical ones.

Parametric versus Cox's model: an illustrative analysis of divorce in Canada.

PubMed

Balakrishnan, T R; Rao, K V; Krotki, K J; Lapierre-adamcyk, E

1988-06-01

Recent demographic literature clearly recognizes the importance of survival modes in the analysis of cross-sectional event histories. Of the various survival models, Cox's (1972) partial parametric model has been very popular due to its simplicity, and readily available computer software for estimation, sometimes at the cost of precision and parsimony of the model. This paper focuses on parametric failure time models for event history analysis such as Weibell, lognormal, loglogistic, and exponential models. The authors also test the goodness of fit of these parametric models versus the Cox's proportional hazards model taking Kaplan-Meier estimate as base. As an illustration, the authors reanalyze the Canadian Fertility Survey data on 1st marriage dissolution with parametric models. Though these parametric model estimates were not very different from each other, there seemed to be a slightly better fit with loglogistic. When 8 covariates were used in the analysis, it was found that the coefficients were similar in the models, and the overall conclusions about the relative risks would not have been different. The findings reveal that in marriage dissolution, the differences according to demographic and socioeconomic characteristics may be far more important than is generally found in many studies. Therefore, one should not treat the population as homogeneous in analyzing survival probabilities of marriages, other than for cursory analysis of overall trends.

Rigorous evaluation of chemical measurement uncertainty: liquid chromatographic analysis methods using detector response factor calibration

NASA Astrophysics Data System (ADS)

Toman, Blaza; Nelson, Michael A.; Bedner, Mary

2017-06-01

Chemical measurement methods are designed to promote accurate knowledge of a measurand or system. As such, these methods often allow elicitation of latent sources of variability and correlation in experimental data. They typically implement measurement equations that support quantification of effects associated with calibration standards and other known or observed parametric variables. Additionally, multiple samples and calibrants are usually analyzed to assess accuracy of the measurement procedure and repeatability by the analyst. Thus, a realistic assessment of uncertainty for most chemical measurement methods is not purely bottom-up (based on the measurement equation) or top-down (based on the experimental design), but inherently contains elements of both. Confidence in results must be rigorously evaluated for the sources of variability in all of the bottom-up and top-down elements. This type of analysis presents unique challenges due to various statistical correlations among the outputs of measurement equations. One approach is to use a Bayesian hierarchical (BH) model which is intrinsically rigorous, thus making it a straightforward method for use with complex experimental designs, particularly when correlations among data are numerous and difficult to elucidate or explicitly quantify. In simpler cases, careful analysis using GUM Supplement 1 (MC) methods augmented with random effects meta analysis yields similar results to a full BH model analysis. In this article we describe both approaches to rigorous uncertainty evaluation using as examples measurements of 25-hydroxyvitamin D3 in solution reference materials via liquid chromatography with UV absorbance detection (LC-UV) and liquid chromatography mass spectrometric detection using isotope dilution (LC-IDMS).

Towards an Empirically Based Parametric Explosion Spectral Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ford, S R; Walter, W R; Ruppert, S

2009-08-31

Small underground nuclear explosions need to be confidently detected, identified, and characterized in regions of the world where they have never before been tested. The focus of our work is on the local and regional distances (< 2000 km) and phases (Pn, Pg, Sn, Lg) necessary to see small explosions. We are developing a parametric model of the nuclear explosion seismic source spectrum that is compatible with the earthquake-based geometrical spreading and attenuation models developed using the Magnitude Distance Amplitude Correction (MDAC) techniques (Walter and Taylor, 2002). The explosion parametric model will be particularly important in regions without any priormore » explosion data for calibration. The model is being developed using the available body of seismic data at local and regional distances for past nuclear explosions at foreign and domestic test sites. Parametric modeling is a simple and practical approach for widespread monitoring applications, prior to the capability to carry out fully deterministic modeling. The achievable goal of our parametric model development is to be able to predict observed local and regional distance seismic amplitudes for event identification and yield determination in regions with incomplete or no prior history of underground nuclear testing. The relationship between the parametric equations and the geologic and containment conditions will assist in our physical understanding of the nuclear explosion source.« less

Supersonic Retropropulsion Test 1853 in NASA LaRC Unitary Plan Wind Tunnel Test Section 2

NASA Technical Reports Server (NTRS)

Berry, Scott A.; Rhode, Matthew N.

2014-01-01

A supersonic retropropulsion experiment was conducted in the Langley Research Center Unitary Plan Wind Tunnel Test Section 2 at Mach numbers of 2.4, 3.5, and 4.6. Intended as a code validation effort, this study used pretest computations to size and refine the model such that tunnel blockage and internal flow separations were minimized. A 5-in diameter 70 degree sphere-cone forebody, which can accommodate up to four 4:1 area ratio nozzles, followed by a 9.55 inches long cylindrical aft body was selected for this test after computational maturation. The primary measurements for this experiment were high spatial-density surface pressures. In addition, high speed schlieren video and internal pressures and temperatures were acquired. The test included parametric variations in the number of nozzles utilized, thrust coefficients (roughly 0 to 4), and angles of attack (-8 to 20 degrees). The run matrix was developed to also allow quantification of various sources of experimental uncertainty, such as random errors due to run-to-run variations and systematic errors due to flowfield or model misalignments. To accommodate the uncertainty assessment, many runs and replicates were conducted with the model at various locations within the tunnel and with model roll angles of 0, 60, 120, and 180 degrees. This test report provides operational details of the experiment, contains a review of trends, and provides all schlieren and pressure results within appendices.

Essays in Policy Evaluation

NASA Astrophysics Data System (ADS)

Button, Patrick James Harold

This dissertation contains three independent papers (chapters). Chapter 1 argues that researchers that use a regression discontinuity design with parametric controls for the assignment variable face significant uncertainty as to the appropriate model. I argue that researchers should incorporate this model uncertainty into their inference through model averaging. I show in a Monte Carlo experiment that Frequentist model averaging, compared to pretesting, leads to more precise estimates and less Type I error. Chapter 2 studies the impact of state-level tax incentives for the film industry, which have exploded since the early 2000s. I study how these incentives affect filming location and the number of jobs and businesses in the film industry. I seek to answer the question: can these incentives create a local film industry? I find that while these incentives have large effects on filming location, they almost never lead to increases in jobs and employment in the film industry. Chapter 3 studies the Prudence Kay Poppink Act, effective 2001, which broadened California's disability discrimination in employment law. This expanded coverage to those with less severe impairments. I study how this expansion affected labor market outcomes for the disabled by comparing the disabled in California before and after the Act to the disabled in other states during the same time period. I augment this difference-in-difference methodology by adding a comparison to the non-disabled as well. I find that this expansion of legal protections increased employment and possibly increased wage and salary rates.

Combined non-parametric and parametric approach for identification of time-variant systems

NASA Astrophysics Data System (ADS)

Dziedziech, Kajetan; Czop, Piotr; Staszewski, Wieslaw J.; Uhl, Tadeusz

2018-03-01

Identification of systems, structures and machines with variable physical parameters is a challenging task especially when time-varying vibration modes are involved. The paper proposes a new combined, two-step - i.e. non-parametric and parametric - modelling approach in order to determine time-varying vibration modes based on input-output measurements. Single-degree-of-freedom (SDOF) vibration modes from multi-degree-of-freedom (MDOF) non-parametric system representation are extracted in the first step with the use of time-frequency wavelet-based filters. The second step involves time-varying parametric representation of extracted modes with the use of recursive linear autoregressive-moving-average with exogenous inputs (ARMAX) models. The combined approach is demonstrated using system identification analysis based on the experimental mass-varying MDOF frame-like structure subjected to random excitation. The results show that the proposed combined method correctly captures the dynamics of the analysed structure, using minimum a priori information on the model.

Using eddy covariance of CO2, 13CO2 and CH4, continuous soil respiration measurements, and PhenoCams to constrain a process-based biogeochemical model for carbon market-funded wetland restoration

NASA Astrophysics Data System (ADS)

Oikawa, P. Y.; Baldocchi, D. D.; Knox, S. H.; Sturtevant, C. S.; Verfaillie, J. G.; Dronova, I.; Jenerette, D.; Poindexter, C.; Huang, Y. W.

2015-12-01

We use multiple data streams in a model-data fusion approach to reduce uncertainty in predicting CO2 and CH4 exchange in drained and flooded peatlands. Drained peatlands in the Sacramento-San Joaquin River Delta, California are a strong source of CO2 to the atmosphere and flooded peatlands or wetlands are a strong CO2 sink. However, wetlands are also large sources of CH4 that can offset the greenhouse gas mitigation potential of wetland restoration. Reducing uncertainty in model predictions of annual CO2 and CH4 budgets is critical for including wetland restoration in Cap-and-Trade programs. We have developed and parameterized the Peatland Ecosystem Photosynthesis, Respiration, and Methane Transport model (PEPRMT) in a drained agricultural peatland and a restored wetland. Both ecosystem respiration (Reco) and CH4 production are a function of 2 soil carbon (C) pools (i.e. recently-fixed C and soil organic C), temperature, and water table height. Photosynthesis is predicted using a light use efficiency model. To estimate parameters we use a Markov Chain Monte Carlo approach with an adaptive Metropolis-Hastings algorithm. Multiple data streams are used to constrain model parameters including eddy covariance of CO2, 13CO2 and CH4, continuous soil respiration measurements and digital photography. Digital photography is used to estimate leaf area index, an important input variable for the photosynthesis model. Soil respiration and 13CO2 fluxes allow partitioning of eddy covariance data between Reco and photosynthesis. Partitioned fluxes of CO2 with associated uncertainty are used to parametrize the Reco and photosynthesis models within PEPRMT. Overall, PEPRMT model performance is high. For example, we observe high data-model agreement between modeled and observed partitioned Reco (r2 = 0.68; slope = 1; RMSE = 0.59 g C-CO2 m-2 d-1). Model validation demonstrated the model's ability to accurately predict annual budgets of CO2 and CH4 in a wetland system (within 14% and 1% of observed annual budgets of CO2 and CH4, respectively). The use of multiple data streams is critical for constraining parameters and reducing uncertainty in model predictions, thereby providing accurate simulation of greenhouse gas exchange in a wetland restoration project with implications for C market-funded wetland restoration worldwide.

Development of a system emulating the global carbon cycle in Earth system models

NASA Astrophysics Data System (ADS)

Tachiiri, K.; Hargreaves, J. C.; Annan, J. D.; Oka, A.; Abe-Ouchi, A.; Kawamiya, M.

2010-08-01

Recent studies have indicated that the uncertainty in the global carbon cycle may have a significant impact on the climate. Since state of the art models are too computationally expensive for it to be possible to explore their parametric uncertainty in anything approaching a comprehensive fashion, we have developed a simplified system for investigating this problem. By combining the strong points of general circulation models (GCMs), which contain detailed and complex processes, and Earth system models of intermediate complexity (EMICs), which are quick and capable of large ensembles, we have developed a loosely coupled model (LCM) which can represent the outputs of a GCM-based Earth system model, using much smaller computational resources. We address the problem of relatively poor representation of precipitation within our EMIC, which prevents us from directly coupling it to a vegetation model, by coupling it to a precomputed transient simulation using a full GCM. The LCM consists of three components: an EMIC (MIROC-lite) which consists of a 2-D energy balance atmosphere coupled to a low resolution 3-D GCM ocean (COCO) including an ocean carbon cycle (an NPZD-type marine ecosystem model); a state of the art vegetation model (Sim-CYCLE); and a database of daily temperature, precipitation, and other necessary climatic fields to drive Sim-CYCLE from a precomputed transient simulation from a state of the art AOGCM. The transient warming of the climate system is calculated from MIROC-lite, with the global temperature anomaly used to select the most appropriate annual climatic field from the pre-computed AOGCM simulation which, in this case, is a 1% pa increasing CO2 concentration scenario. By adjusting the effective climate sensitivity (equivalent to the equilibrium climate sensitivity for an energy balance model) of MIROC-lite, the transient warming of the LCM could be adjusted to closely follow the low sensitivity (with an equilibrium climate sensitivity of 4.0 K) version of MIROC3.2. By tuning of the physical and biogeochemical parameters it was possible to reasonably reproduce the bulk physical and biogeochemical properties of previously published CO2 stabilisation scenarios for that model. As an example of an application of the LCM, the behavior of the high sensitivity version of MIROC3.2 (with a 6.3 K equilibrium climate sensitivity) is also demonstrated. Given the highly adjustable nature of the model, we believe that the LCM should be a very useful tool for studying uncertainty in global climate change, and we have named the model, JUMP-LCM, after the name of our research group (Japan Uncertainty Modelling Project).

Correlating electroluminescence characterization and physics-based models of InGaN/GaN LEDs: Pitfalls and open issues

NASA Astrophysics Data System (ADS)

Calciati, Marco; Goano, Michele; Bertazzi, Francesco; Vallone, Marco; Zhou, Xiangyu; Ghione, Giovanni; Meneghini, Matteo; Meneghesso, Gaudenzio; Zanoni, Enrico; Bellotti, Enrico; Verzellesi, Giovanni; Zhu, Dandan; Humphreys, Colin

2014-06-01

Electroluminescence (EL) characterization of InGaN/GaN light-emitting diodes (LEDs), coupled with numerical device models of different sophistication, is routinely adopted not only to establish correlations between device efficiency and structural features, but also to make inferences about the loss mechanisms responsible for LED efficiency droop at high driving currents. The limits of this investigative approach are discussed here in a case study based on a comprehensive set of current- and temperature-dependent EL data from blue LEDs with low and high densities of threading dislocations (TDs). First, the effects limiting the applicability of simpler (closed-form and/or one-dimensional) classes of models are addressed, like lateral current crowding, vertical carrier distribution nonuniformity, and interband transition broadening. Then, the major sources of uncertainty affecting state-of-the-art numerical device simulation are reviewed and discussed, including (i) the approximations in the transport description through the multi-quantum-well active region, (ii) the alternative valence band parametrizations proposed to calculate the spontaneous emission rate, (iii) the difficulties in defining the Auger coefficients due to inadequacies in the microscopic quantum well description and the possible presence of extra, non-Auger high-current-density recombination mechanisms and/or Auger-induced leakage. In the case of the present LED structures, the application of three-dimensional numerical-simulation-based analysis to the EL data leads to an explanation of efficiency droop in terms of TD-related and Auger-like nonradiative losses, with a C coefficient in the 10-30 cm6/s range at room temperature, close to the larger theoretical calculations reported so far. However, a study of the combined effects of structural and model uncertainties suggests that the C values thus determined could be overestimated by about an order of magnitude. This preliminary attempt at uncertainty quantification confirms, beyond the present case, the need for an improved description of carrier transport and microscopic radiative and nonradiative recombination mechanisms in device-level LED numerical models.

HYDROSCAPE: A SCAlable and ParallelizablE Rainfall Runoff Model for Hydrological Applications

NASA Astrophysics Data System (ADS)

Piccolroaz, S.; Di Lazzaro, M.; Zarlenga, A.; Majone, B.; Bellin, A.; Fiori, A.

2015-12-01

In this work we present HYDROSCAPE, an innovative streamflow routing method based on the travel time approach, and modeled through a fine-scale geomorphological description of hydrological flow paths. The model is designed aimed at being easily coupled with weather forecast or climate models providing the hydrological forcing, and at the same time preserving the geomorphological dispersion of the river network, which is kept unchanged independently on the grid size of rainfall input. This makes HYDROSCAPE particularly suitable for multi-scale applications, ranging from medium size catchments up to the continental scale, and to investigate the effects of extreme rainfall events that require an accurate description of basin response timing. Key feature of the model is its computational efficiency, which allows performing a large number of simulations for sensitivity/uncertainty analyses in a Monte Carlo framework. Further, the model is highly parsimonious, involving the calibration of only three parameters: one defining the residence time of hillslope response, one for channel velocity, and a multiplicative factor accounting for uncertainties in the identification of the potential maximum soil moisture retention in the SCS-CN method. HYDROSCAPE is designed with a simple and flexible modular structure, which makes it particularly prone to massive parallelization, customization according to the specific user needs and preferences (e.g., rainfall-runoff model), and continuous development and improvement. Finally, the possibility to specify the desired computational time step and evaluate streamflow at any location in the domain, makes HYDROSCAPE an attractive tool for many hydrological applications, and a valuable alternative to more complex and highly parametrized large scale hydrological models. Together with model development and features, we present an application to the Upper Tiber River basin (Italy), providing a practical example of model performance and characteristics.

Direct Estimation of Kinetic Parametric Images for Dynamic PET

PubMed Central

Wang, Guobao; Qi, Jinyi

2013-01-01

Dynamic positron emission tomography (PET) can monitor spatiotemporal distribution of radiotracer in vivo. The spatiotemporal information can be used to estimate parametric images of radiotracer kinetics that are of physiological and biochemical interests. Direct estimation of parametric images from raw projection data allows accurate noise modeling and has been shown to offer better image quality than conventional indirect methods, which reconstruct a sequence of PET images first and then perform tracer kinetic modeling pixel-by-pixel. Direct reconstruction of parametric images has gained increasing interests with the advances in computing hardware. Many direct reconstruction algorithms have been developed for different kinetic models. In this paper we review the recent progress in the development of direct reconstruction algorithms for parametric image estimation. Algorithms for linear and nonlinear kinetic models are described and their properties are discussed. PMID:24396500

Using Multivariate Adaptive Regression Spline and Artificial Neural Network to Simulate Urbanization in Mumbai, India

NASA Astrophysics Data System (ADS)

Ahmadlou, M.; Delavar, M. R.; Tayyebi, A.; Shafizadeh-Moghadam, H.

2015-12-01

Land use change (LUC) models used for modelling urban growth are different in structure and performance. Local models divide the data into separate subsets and fit distinct models on each of the subsets. Non-parametric models are data driven and usually do not have a fixed model structure or model structure is unknown before the modelling process. On the other hand, global models perform modelling using all the available data. In addition, parametric models have a fixed structure before the modelling process and they are model driven. Since few studies have compared local non-parametric models with global parametric models, this study compares a local non-parametric model called multivariate adaptive regression spline (MARS), and a global parametric model called artificial neural network (ANN) to simulate urbanization in Mumbai, India. Both models determine the relationship between a dependent variable and multiple independent variables. We used receiver operating characteristic (ROC) to compare the power of the both models for simulating urbanization. Landsat images of 1991 (TM) and 2010 (ETM+) were used for modelling the urbanization process. The drivers considered for urbanization in this area were distance to urban areas, urban density, distance to roads, distance to water, distance to forest, distance to railway, distance to central business district, number of agricultural cells in a 7 by 7 neighbourhoods, and slope in 1991. The results showed that the area under the ROC curve for MARS and ANN was 94.77% and 95.36%, respectively. Thus, ANN performed slightly better than MARS to simulate urban areas in Mumbai, India.

Propagation of model and forcing uncertainty into hydrological drought characteristics in a multi-model century-long experiment in continental river basins

NASA Astrophysics Data System (ADS)

Samaniego, L. E.; Kumar, R.; Schaefer, D.; Huang, S.; Yang, T.; Mishra, V.; Eisner, S.; Vetter, T.; Pechlivanidis, I.; Liersch, S.; Flörke, M.; Krysanova, V.

2015-12-01

Droughts are creeping hydro-meteorological events that bring societiesand natural systems to their limits and inducing considerablesocio-economic losses. Currently it is hypothesized that climate changewill exacerbate current trends leading a more severe and extendeddroughts, as well as, larger than normal recovery periods. Currentassessments, however, lack of a consistent framework to deal withcompatible initial conditions for the impact models and a set ofstandardized historical and future forcings. The ISI-MIP project provides an unique opportunity to understand thepropagation of model and forcing uncertainty into century-long timeseries of drought characteristics using an ensemble of model predictionsacross a broad range of climate scenarios and regions. In the presentstudy, we analyze this issue using the hydrologic simulations carriedout with HYPE, mHM, SWIM, VIC, and WaterGAP3 in seven large continentalriver basins: Amazon, Blue Nile, Ganges, Niger, Mississippi, Rhine,Yellow. All models are calibrated against observed streamflow duringthe period 1971-2001 using the same forcings based on the WATCH datasets. These constrained models were then forced with bias correctedoutputs of five CMIP-5 GCMs under four RCP scenarios (i.e. 2.6, 4.5,6.0, and 8.5 W/m2) for the period 1971-2099. A non-parametric kernel density approach is used to estimate thetemporal evolution of a monthly runoff index based on simulatedstreamflow. Hydrologic simulations corresponding to each GCM during thehistoric period of 1981-2010 serve as reference for the estimation ofthe basin specific monthly probability distribution functions. GCMspecific reference pdfs are then used to recast the future hydrologicmodel outputs from different RCP scenarios. Based on these results,drought severity and duration are investigated during periods: 1)2006-2035, 2) 2036-2065 and 3) 2070-2099. Two main hypothesis areinvestigated: 1) model predictive uncertainty of drought indices amongdifferent hydrologic models is negligible compared to the uncertaintyoriginated from different GCMs and 2) the projected drift of droughtcharacteristics is hydrologic model independent and it is only driven bythe GCM variability. The temporal evolution between drought severity andduration is also analyzed.

The impact of parametrized convection on cloud feedback.

PubMed

Webb, Mark J; Lock, Adrian P; Bretherton, Christopher S; Bony, Sandrine; Cole, Jason N S; Idelkadi, Abderrahmane; Kang, Sarah M; Koshiro, Tsuyoshi; Kawai, Hideaki; Ogura, Tomoo; Roehrig, Romain; Shin, Yechul; Mauritsen, Thorsten; Sherwood, Steven C; Vial, Jessica; Watanabe, Masahiro; Woelfle, Matthew D; Zhao, Ming

2015-11-13

We investigate the sensitivity of cloud feedbacks to the use of convective parametrizations by repeating the CMIP5/CFMIP-2 AMIP/AMIP + 4K uniform sea surface temperature perturbation experiments with 10 climate models which have had their convective parametrizations turned off. Previous studies have suggested that differences between parametrized convection schemes are a leading source of inter-model spread in cloud feedbacks. We find however that 'ConvOff' models with convection switched off have a similar overall range of cloud feedbacks compared with the standard configurations. Furthermore, applying a simple bias correction method to allow for differences in present-day global cloud radiative effects substantially reduces the differences between the cloud feedbacks with and without parametrized convection in the individual models. We conclude that, while parametrized convection influences the strength of the cloud feedbacks substantially in some models, other processes must also contribute substantially to the overall inter-model spread. The positive shortwave cloud feedbacks seen in the models in subtropical regimes associated with shallow clouds are still present in the ConvOff experiments. Inter-model spread in shortwave cloud feedback increases slightly in regimes associated with trade cumulus in the ConvOff experiments but is quite similar in the most stable subtropical regimes associated with stratocumulus clouds. Inter-model spread in longwave cloud feedbacks in strongly precipitating regions of the tropics is substantially reduced in the ConvOff experiments however, indicating a considerable local contribution from differences in the details of convective parametrizations. In both standard and ConvOff experiments, models with less mid-level cloud and less moist static energy near the top of the boundary layer tend to have more positive tropical cloud feedbacks. The role of non-convective processes in contributing to inter-model spread in cloud feedback is discussed. © 2015 The Authors.

The impact of parametrized convection on cloud feedback

PubMed Central

Webb, Mark J.; Lock, Adrian P.; Bretherton, Christopher S.; Bony, Sandrine; Cole, Jason N. S.; Idelkadi, Abderrahmane; Kang, Sarah M.; Koshiro, Tsuyoshi; Kawai, Hideaki; Ogura, Tomoo; Roehrig, Romain; Shin, Yechul; Mauritsen, Thorsten; Sherwood, Steven C.; Vial, Jessica; Watanabe, Masahiro; Woelfle, Matthew D.; Zhao, Ming

2015-01-01

We investigate the sensitivity of cloud feedbacks to the use of convective parametrizations by repeating the CMIP5/CFMIP-2 AMIP/AMIP + 4K uniform sea surface temperature perturbation experiments with 10 climate models which have had their convective parametrizations turned off. Previous studies have suggested that differences between parametrized convection schemes are a leading source of inter-model spread in cloud feedbacks. We find however that ‘ConvOff’ models with convection switched off have a similar overall range of cloud feedbacks compared with the standard configurations. Furthermore, applying a simple bias correction method to allow for differences in present-day global cloud radiative effects substantially reduces the differences between the cloud feedbacks with and without parametrized convection in the individual models. We conclude that, while parametrized convection influences the strength of the cloud feedbacks substantially in some models, other processes must also contribute substantially to the overall inter-model spread. The positive shortwave cloud feedbacks seen in the models in subtropical regimes associated with shallow clouds are still present in the ConvOff experiments. Inter-model spread in shortwave cloud feedback increases slightly in regimes associated with trade cumulus in the ConvOff experiments but is quite similar in the most stable subtropical regimes associated with stratocumulus clouds. Inter-model spread in longwave cloud feedbacks in strongly precipitating regions of the tropics is substantially reduced in the ConvOff experiments however, indicating a considerable local contribution from differences in the details of convective parametrizations. In both standard and ConvOff experiments, models with less mid-level cloud and less moist static energy near the top of the boundary layer tend to have more positive tropical cloud feedbacks. The role of non-convective processes in contributing to inter-model spread in cloud feedback is discussed. PMID:26438278

Fast computation of the multivariable stability margin for real interrelated uncertain parameters

NASA Technical Reports Server (NTRS)

Sideris, Athanasios; Sanchez Pena, Ricardo S.

1988-01-01

A novel algorithm for computing the multivariable stability margin for checking the robust stability of feedback systems with real parametric uncertainty is proposed. This method eliminates the need for the frequency search involved in another given algorithm by reducing it to checking a finite number of conditions. These conditions have a special structure, which allows a significant improvement on the speed of computations.

Improved Limits for Higgs-Portal Dark Matter from LHC Searches.

PubMed

Hoferichter, Martin; Klos, Philipp; Menéndez, Javier; Schwenk, Achim

2017-11-03

Searches for invisible Higgs decays at the Large Hadron Collider constrain dark matter Higgs-portal models, where dark matter interacts with the standard model fields via the Higgs boson. While these searches complement dark matter direct-detection experiments, a comparison of the two limits depends on the coupling of the Higgs boson to the nucleons forming the direct-detection nuclear target, typically parametrized in a single quantity f_{N}. We evaluate f_{N} using recent phenomenological and lattice-QCD calculations, and include for the first time the coupling of the Higgs boson to two nucleons via pion-exchange currents. We observe a partial cancellation for Higgs-portal models that makes the two-nucleon contribution anomalously small. Our results, summarized as f_{N}=0.308(18), show that the uncertainty of the Higgs-nucleon coupling has been vastly overestimated in the past. The improved limits highlight that state-of-the-art nuclear physics input is key to fully exploiting experimental searches.

Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings

NASA Astrophysics Data System (ADS)

Cunha, Americo; Soize, Christian; Sampaio, Rubens

2015-11-01

This work intends to analyze the nonlinear stochastic dynamics of drillstrings in horizontal configuration. For this purpose, it considers a beam theory, with effects of rotatory inertia and shear deformation, which is capable of reproducing the large displacements that the beam undergoes. The friction and shock effects, due to beam/borehole wall transversal impacts, as well as the force and torque induced by bit-rock interaction, are also considered in the model. Uncertainties of bit-rock interaction model are taken into account using a parametric probabilistic approach. Numerical simulations have shown that the mechanical system of interest has a very rich nonlinear stochastic dynamics, which generate phenomena such as bit-bounce, stick-slip, and transverse impacts. A study aiming to maximize the drilling process efficiency, varying drillstring velocities of translation and rotation is presented. Also, the work presents the definition and solution of two optimizations problems, one deterministic and one robust, where the objective is to maximize drillstring rate of penetration into the soil respecting its structural limits.

Quantifying Hydro-biogeochemical Model Sensitivity in Assessment of Climate Change Effect on Hyporheic Zone Processes

NASA Astrophysics Data System (ADS)

Song, X.; Chen, X.; Dai, H.; Hammond, G. E.; Song, H. S.; Stegen, J.

2016-12-01

The hyporheic zone is an active region for biogeochemical processes such as carbon and nitrogen cycling, where the groundwater and surface water mix and interact with each other with distinct biogeochemical and thermal properties. The biogeochemical dynamics within the hyporheic zone are driven by both river water and groundwater hydraulic dynamics, which are directly affected by climate change scenarios. Besides that, the hydraulic and thermal properties of local sediments and microbial and chemical processes also play important roles in biogeochemical dynamics. Thus for a comprehensive understanding of the biogeochemical processes in the hyporheic zone, a coupled thermo-hydro-biogeochemical model is needed. As multiple uncertainty sources are involved in the integrated model, it is important to identify its key modules/parameters through sensitivity analysis. In this study, we develop a 2D cross-section model in the hyporheic zone at the DOE Hanford site adjacent to Columbia River and use this model to quantify module and parametric sensitivity on assessment of climate change. To achieve this purpose, We 1) develop a facies-based groundwater flow and heat transfer model that incorporates facies geometry and heterogeneity characterized from a field data set, 2) derive multiple reaction networks/pathways from batch experiments with in-situ samples and integrate temperate dependent reactive transport modules to the flow model, 3) assign multiple climate change scenarios to the coupled model by analyzing historical river stage data, 4) apply a variance-based global sensitivity analysis to quantify scenario/module/parameter uncertainty in hierarchy level. The objectives of the research include: 1) identifing the key control factors of the coupled thermo-hydro-biogeochemical model in the assessment of climate change, and 2) quantify the carbon consumption in different climate change scenarios in the hyporheic zone.

Bayesian Approaches for Model and Multi-mission Satellites Data Fusion

NASA Astrophysics Data System (ADS)

Khaki, M., , Dr; Forootan, E.; Awange, J.; Kuhn, M.

2017-12-01

Traditionally, data assimilation is formulated as a Bayesian approach that allows one to update model simulations using new incoming observations. This integration is necessary due to the uncertainty in model outputs, which mainly is the result of several drawbacks, e.g., limitations in accounting for the complexity of real-world processes, uncertainties of (unknown) empirical model parameters, and the absence of high resolution (both spatially and temporally) data. Data assimilation, however, requires knowledge of the physical process of a model, which may be either poorly described or entirely unavailable. Therefore, an alternative method is required to avoid this dependency. In this study we present a novel approach which can be used in hydrological applications. A non-parametric framework based on Kalman filtering technique is proposed to improve hydrological model estimates without using a model dynamics. Particularly, we assesse Kalman-Taken formulations that take advantage of the delay coordinate method to reconstruct nonlinear dynamics in the absence of the physical process. This empirical relationship is then used instead of model equations to integrate satellite products with model outputs. We use water storage variables from World-Wide Water Resources Assessment (W3RA) simulations and update them using data known as the Gravity Recovery And Climate Experiment (GRACE) terrestrial water storage (TWS) and also surface soil moisture data from the Advanced Microwave Scanning Radiometer for the Earth Observing System (AMSR-E) over Australia for the period of 2003 to 2011. The performance of the proposed integration method is compared with data obtained from the more traditional assimilation scheme using the Ensemble Square-Root Filter (EnSRF) filtering technique (Khaki et al., 2017), as well as by evaluating them against ground-based soil moisture and groundwater observations within the Murray-Darling Basin.

Some Open Issues on Rockfall Hazard Analysis in Fractured Rock Mass: Problems and Prospects

NASA Astrophysics Data System (ADS)

Ferrero, Anna Maria; Migliazza, Maria Rita; Pirulli, Marina; Umili, Gessica

2016-09-01

Risk is part of every sector of engineering design. It is a consequence of the uncertainties connected with the cognitive boundaries and with the natural variability of the relevant variables. In soil and rock engineering, in particular, uncertainties are linked to geometrical and mechanical aspects and the model used for the problem schematization. While the uncertainties due to the cognitive gaps could be filled by improving the quality of numerical codes and measuring instruments, nothing can be done to remove the randomness of natural variables, except defining their variability with stochastic approaches. Probabilistic analyses represent a useful tool to run parametric analyses and to identify the more significant aspects of a given phenomenon: They can be used for a rational quantification and mitigation of risk. The connection between the cognitive level and the probability of failure is at the base of the determination of hazard, which is often quantified through the assignment of safety factors. But these factors suffer from conceptual limits, which can be only overcome by adopting mathematical techniques with sound bases, not so used up to now (Einstein et al. in rock mechanics in civil and environmental engineering, CRC Press, London, 3-13, 2010; Brown in J Rock Mech Geotech Eng 4(3):193-204, 2012). The present paper describes the problems and the more reliable techniques used to quantify the uncertainties that characterize the large number of parameters that are involved in rock slope hazard assessment through a real case specifically related to rockfall. Limits of the existing approaches and future developments of the research are also provided.

Neo-deterministic definition of earthquake hazard scenarios: a multiscale application to India

NASA Astrophysics Data System (ADS)

Peresan, Antonella; Magrin, Andrea; Parvez, Imtiyaz A.; Rastogi, Bal K.; Vaccari, Franco; Cozzini, Stefano; Bisignano, Davide; Romanelli, Fabio; Panza, Giuliano F.; Ashish, Mr; Mir, Ramees R.

2014-05-01

The development of effective mitigation strategies requires scientifically consistent estimates of seismic ground motion; recent analysis, however, showed that the performances of the classical probabilistic approach to seismic hazard assessment (PSHA) are very unsatisfactory in anticipating ground shaking from future large earthquakes. Moreover, due to their basic heuristic limitations, the standard PSHA estimates are by far unsuitable when dealing with the protection of critical structures (e.g. nuclear power plants) and cultural heritage, where it is necessary to consider extremely long time intervals. Nonetheless, the persistence in resorting to PSHA is often explained by the need to deal with uncertainties related with ground shaking and earthquakes recurrence. We show that current computational resources and physical knowledge of the seismic waves generation and propagation processes, along with the improving quantity and quality of geophysical data, allow nowadays for viable numerical and analytical alternatives to the use of PSHA. The advanced approach considered in this study, namely the NDSHA (neo-deterministic seismic hazard assessment), is based on the physically sound definition of a wide set of credible scenario events and accounts for uncertainties and earthquakes recurrence in a substantially different way. The expected ground shaking due to a wide set of potential earthquakes is defined by means of full waveforms modelling, based on the possibility to efficiently compute synthetic seismograms in complex laterally heterogeneous anelastic media. In this way a set of scenarios of ground motion can be defined, either at national and local scale, the latter considering the 2D and 3D heterogeneities of the medium travelled by the seismic waves. The efficiency of the NDSHA computational codes allows for the fast generation of hazard maps at the regional scale even on a modern laptop computer. At the scenario scale, quick parametric studies can be easily performed to understand the influence of the model characteristics on the computed ground shaking scenarios. For massive parametric tests, or for the repeated generation of large scale hazard maps, the methodology can take advantage of more advanced computational platforms, ranging from GRID computing infrastructures to HPC dedicated clusters up to Cloud computing. In such a way, scientists can deal efficiently with the variety and complexity of the potential earthquake sources, and perform parametric studies to characterize the related uncertainties. NDSHA provides realistic time series of expected ground motion readily applicable for seismic engineering analysis and other mitigation actions. The methodology has been successfully applied to strategic buildings, lifelines and cultural heritage sites, and for the purpose of seismic microzoning in several urban areas worldwide. A web application is currently being developed that facilitates the access to the NDSHA methodology and the related outputs by end-users, who are interested in reliable territorial planning and in the design and construction of buildings and infrastructures in seismic areas. At the same, the web application is also shaping up as an advanced educational tool to explore interactively how seismic waves are generated at the source, propagate inside structural models, and build up ground shaking scenarios. We illustrate the preliminary results obtained from a multiscale application of NDSHA approach to the territory of India, zooming from large scale hazard maps of ground shaking at bedrock, to the definition of local scale earthquake scenarios for selected sites in the Gujarat state (NW India). The study aims to provide the community (e.g. authorities and engineers) with advanced information for earthquake risk mitigation, which is particularly relevant to Gujarat in view of the rapid development and urbanization of the region.

Bias error reduction using ratios to baseline experiments. Heat transfer case study

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chakroun, W.; Taylor, R.P.; Coleman, H.W.

1993-10-01

Employing a set of experiments devoted to examining the effect of surface finish (riblets) on convective heat transfer as an example, this technical note seeks to explore the notion that precision uncertainties in experiments can be reduced by repeated trials and averaging. This scheme for bias error reduction can give considerable advantage when parametric effects are investigated experimentally. When the results of an experiment are presented as a ratio with the baseline results, a large reduction in the overall uncertainty can be achieved when all the bias limits in the variables of the experimental result are fully correlated with thosemore » of the baseline case. 4 refs.« less

Gaussian Processes for Data-Efficient Learning in Robotics and Control.

PubMed

Deisenroth, Marc Peter; Fox, Dieter; Rasmussen, Carl Edward

2015-02-01

Autonomous learning has been a promising direction in control and robotics for more than a decade since data-driven learning allows to reduce the amount of engineering knowledge, which is otherwise required. However, autonomous reinforcement learning (RL) approaches typically require many interactions with the system to learn controllers, which is a practical limitation in real systems, such as robots, where many interactions can be impractical and time consuming. To address this problem, current learning approaches typically require task-specific knowledge in form of expert demonstrations, realistic simulators, pre-shaped policies, or specific knowledge about the underlying dynamics. In this paper, we follow a different approach and speed up learning by extracting more information from data. In particular, we learn a probabilistic, non-parametric Gaussian process transition model of the system. By explicitly incorporating model uncertainty into long-term planning and controller learning our approach reduces the effects of model errors, a key problem in model-based learning. Compared to state-of-the art RL our model-based policy search method achieves an unprecedented speed of learning. We demonstrate its applicability to autonomous learning in real robot and control tasks.

Parametric Mass Modeling for Mars Entry, Descent and Landing System Analysis Study

NASA Technical Reports Server (NTRS)

Samareh, Jamshid A.; Komar, D. R.

2011-01-01

This paper provides an overview of the parametric mass models used for the Entry, Descent, and Landing Systems Analysis study conducted by NASA in FY2009-2010. The study examined eight unique exploration class architectures that included elements such as a rigid mid-L/D aeroshell, a lifting hypersonic inflatable decelerator, a drag supersonic inflatable decelerator, a lifting supersonic inflatable decelerator implemented with a skirt, and subsonic/supersonic retro-propulsion. Parametric models used in this study relate the component mass to vehicle dimensions and mission key environmental parameters such as maximum deceleration and total heat load. The use of a parametric mass model allows the simultaneous optimization of trajectory and mass sizing parameters.

Parametric Cost Models for Space Telescopes

NASA Technical Reports Server (NTRS)

Stahl, H. Philip

2010-01-01

A study is in-process to develop a multivariable parametric cost model for space telescopes. Cost and engineering parametric data has been collected on 30 different space telescopes. Statistical correlations have been developed between 19 variables of 59 variables sampled. Single Variable and Multi-Variable Cost Estimating Relationships have been developed. Results are being published.

Unconventional nozzle tradeoff study. [space tug propulsion

NASA Technical Reports Server (NTRS)

Obrien, C. J.

1979-01-01

Plug cluster engine design, performance, weight, envelope, operational characteristics, development cost, and payload capability, were evaluated and comparisons were made with other space tug engine candidates using oxygen/hydrogen propellants. Parametric performance data were generated for existing developed or high technology thrust chambers clustered around a plug nozzle of very large diameter. The uncertainties in the performance prediction of plug cluster engines with large gaps between the modules (thrust chambers) were evaluated. The major uncertainty involves, the aerodynamics of the flow from discrete nozzles, and the lack of this flow to achieve the pressure ratio corresponding to the defined area ratio for a plug cluster. This uncertainty was reduced through a cluster design that consists of a plug contour that is formed from the cluster of high area ratio bell nozzles that have been scarfed. Light-weight, high area ratio, bell nozzles were achieved through the use of AGCarb (carbon-carbon cloth) nozzle extensions.

Sliding mode control method having terminal convergence in finite time

NASA Technical Reports Server (NTRS)

Venkataraman, Subramanian T. (Inventor); Gulati, Sandeep (Inventor)

1994-01-01

An object of this invention is to provide robust nonlinear controllers for robotic operations in unstructured environments based upon a new class of closed loop sliding control methods, sometimes denoted terminal sliders, where the new class will enforce closed-loop control convergence to equilibrium in finite time. Improved performance results from the elimination of high frequency control switching previously employed for robustness to parametric uncertainties. Improved performance also results from the dependence of terminal slider stability upon the rate of change of uncertainties over the sliding surface rather than the magnitude of the uncertainty itself for robust control. Terminal sliding mode control also yields improved convergence where convergence time is finite and is to be controlled. A further object is to apply terminal sliders to robot manipulator control and benchmark performance with the traditional computed torque control method and provide for design of control parameters.

Brief Report: Investigating Uncertainty in the Minimum Mortality Temperature: Methods and Application to 52 Spanish Cities.

PubMed

Tobías, Aurelio; Armstrong, Ben; Gasparrini, Antonio

2017-01-01

The minimum mortality temperature from J- or U-shaped curves varies across cities with different climates. This variation conveys information on adaptation, but ability to characterize is limited by the absence of a method to describe uncertainty in estimated minimum mortality temperatures. We propose an approximate parametric bootstrap estimator of confidence interval (CI) and standard error (SE) for the minimum mortality temperature from a temperature-mortality shape estimated by splines. The coverage of the estimated CIs was close to nominal value (95%) in the datasets simulated, although SEs were slightly high. Applying the method to 52 Spanish provincial capital cities showed larger minimum mortality temperatures in hotter cities, rising almost exactly at the same rate as annual mean temperature. The method proposed for computing CIs and SEs for minimums from spline curves allows comparing minimum mortality temperatures in different cities and investigating their associations with climate properly, allowing for estimation uncertainty.

Probing the dynamics of dark energy with divergence-free parametrizations: A global fit study

NASA Astrophysics Data System (ADS)

Li, Hong; Zhang, Xin

2011-09-01

The CPL parametrization is very important for investigating the property of dark energy with observational data. However, the CPL parametrization only respects the past evolution of dark energy but does not care about the future evolution of dark energy, since w ( z ) diverges in the distant future. In a recent paper [J.Z. Ma, X. Zhang, Phys. Lett. B 699 (2011) 233], a robust, novel parametrization for dark energy, w ( z ) = w + w ( l n ( 2 + z ) 1 + z - l n 2 ) , has been proposed, successfully avoiding the future divergence problem in the CPL parametrization. On the other hand, an oscillating parametrization (motivated by an oscillating quintom model) can also avoid the future divergence problem. In this Letter, we use the two divergence-free parametrizations to probe the dynamics of dark energy in the whole evolutionary history. In light of the data from 7-year WMAP temperature and polarization power spectra, matter power spectrum of SDSS DR7, and SN Ia Union2 sample, we perform a full Markov Chain Monte Carlo exploration for the two dynamical dark energy models. We find that the best-fit dark energy model is a quintom model with the EOS across -1 during the evolution. However, though the quintom model is more favored, we find that the cosmological constant still cannot be excluded.

Modeling personnel turnover in the parametric organization

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1991-01-01

A model is developed for simulating the dynamics of a newly formed organization, credible during all phases of organizational development. The model development process is broken down into the activities of determining the tasks required for parametric cost analysis (PCA), determining the skills required for each PCA task, determining the skills available in the applicant marketplace, determining the structure of the model, implementing the model, and testing it. The model, parameterized by the likelihood of job function transition, has demonstrated by the capability to represent the transition of personnel across functional boundaries within a parametric organization using a linear dynamical system, and the ability to predict required staffing profiles to meet functional needs at the desired time. The model can be extended by revisions of the state and transition structure to provide refinements in functional definition for the parametric and extended organization.

From 2D to 3D: Construction of a 3D Parametric Model for Detection of Dental Roots Shape and Position from a Panoramic Radiograph—A Preliminary Report

PubMed Central

Mazzotta, Laura; Cozzani, Mauro; Mutinelli, Sabrina; Castaldo, Attilio; Silvestrini-Biavati, Armando

2013-01-01

Objectives. To build a 3D parametric model to detect shape and volume of dental roots, from a panoramic radiograph (PAN) of the patient. Materials and Methods. A PAN and a cone beam computed tomography (CBCT) of a patient were acquired. For each tooth, various parameters were considered (coronal and root lengths and widths): these were measured from the CBCT and from the PAN. Measures were compared to evaluate the accuracy level of PAN measurements. By using a CAD software, parametric models of an incisor and of a molar were constructed employing B-spline curves and free-form surfaces. PAN measures of teeth 2.1 and 3.6 were assigned to the parametric models; the same two teeth were segmented from CBCT. The two models were superimposed to assess the accuracy of the parametric model. Results. PAN measures resulted to be accurate and comparable with all other measurements. From model superimposition the maximum error resulted was 1.1 mm on the incisor crown and 2 mm on the molar furcation. Conclusion. This study shows that it is possible to build a 3D parametric model starting from 2D information with a clinically valid accuracy level. This can ultimately lead to a crown-root movement simulation. PMID:23554814

Influencing agent group behavior by adjusting cultural trait values.

PubMed

Tuli, Gaurav; Hexmoor, Henry

2010-10-01

Social reasoning and norms among individuals that share cultural traits are largely fashioned by those traits. We have explored predominant sociological and cultural traits. We offer a methodology for parametrically adjusting relevant traits. This exploratory study heralds a capability to deliberately tune cultural group traits in order to produce a desired group behavior. To validate our methodology, we implemented a prototypical-agent-based simulated test bed for demonstrating an exemplar from intelligence, surveillance, and reconnaissance scenario. A group of simulated agents traverses a hostile territory while a user adjusts their cultural group trait settings. Group and individual utilities are dynamically observed against parametric values for the selected traits. Uncertainty avoidance index and individualism are the cultural traits we examined in depth. Upon the user's training of the correspondence between cultural values and system utilities, users deliberately produce the desired system utilities by issuing changes to trait. Specific cultural traits are without meaning outside of their context. Efficacy and timely application of traits in a given context do yield desirable results. This paper heralds a path for the control of large systems via parametric cultural adjustments.

Uncertainties in the estimation of specific absorption rate during radiofrequency alternating magnetic field induced non-adiabatic heating of ferrofluids

NASA Astrophysics Data System (ADS)

Lahiri, B. B.; Ranoo, Surojit; Philip, John

2017-11-01

Magnetic fluid hyperthermia (MFH) is becoming a viable cancer treatment methodology where the alternating magnetic field induced heating of magnetic fluid is utilized for ablating the cancerous cells or making them more susceptible to the conventional treatments. The heating efficiency in MFH is quantified in terms of specific absorption rate (SAR), which is defined as the heating power generated per unit mass. In majority of the experimental studies, SAR is evaluated from the temperature rise curves, obtained under non-adiabatic experimental conditions, which is prone to various thermodynamic uncertainties. A proper understanding of the experimental uncertainties and its remedies is a prerequisite for obtaining accurate and reproducible SAR. Here, we study the thermodynamic uncertainties associated with peripheral heating, delayed heating, heat loss from the sample and spatial variation in the temperature profile within the sample. Using first order approximations, an adiabatic reconstruction protocol for the measured temperature rise curves is developed for SAR estimation, which is found to be in good agreement with those obtained from the computationally intense slope corrected method. Our experimental findings clearly show that the peripheral and delayed heating are due to radiation heat transfer from the heating coils and slower response time of the sensor, respectively. Our results suggest that the peripheral heating is linearly proportional to the sample area to volume ratio and coil temperature. It is also observed that peripheral heating decreases in presence of a non-magnetic insulating shielding. The delayed heating is found to contribute up to ~25% uncertainties in SAR values. As the SAR values are very sensitive to the initial slope determination method, explicit mention of the range of linear regression analysis is appropriate to reproduce the results. The effect of sample volume to area ratio on linear heat loss rate is systematically studied and the results are compared using a lumped system thermal model. The various uncertainties involved in SAR estimation are categorized as material uncertainties, thermodynamic uncertainties and parametric uncertainties. The adiabatic reconstruction is found to decrease the uncertainties in SAR measurement by approximately three times. Additionally, a set of experimental guidelines for accurate SAR estimation using adiabatic reconstruction protocol is also recommended. These results warrant a universal experimental and data analysis protocol for SAR measurements during field induced heating of magnetic fluids under non-adiabatic conditions.

Estimate of the Reliability in Geological Forecasts for Tunnels: Toward a Structured Approach

NASA Astrophysics Data System (ADS)

Perello, Paolo

2011-11-01

In tunnelling, a reliable geological model often allows providing an effective design and facing the construction phase without unpleasant surprises. A geological model can be considered reliable when it is a valid support to correctly foresee the rock mass behaviour, therefore preventing unexpected events during the excavation. The higher the model reliability, the lower the probability of unforeseen rock mass behaviour. Unfortunately, owing to different reasons, geological models are affected by uncertainties and a fully reliable knowledge of the rock mass is, in most cases, impossible. Therefore, estimating to which degree a geological model is reliable, becomes a primary requirement in order to save time and money and to adopt the appropriate construction strategy. The definition of the geological model reliability is often achieved by engineering geologists through an unstructured analytical process and variable criteria. This paper focusses on geological models for projects of linear underground structures and represents an effort to analyse and include in a conceptual framework the factors influencing such models. An empirical parametric procedure is then developed with the aim of obtaining an index called "geological model rating (GMR)", which can be used to provide a more standardised definition of a geological model reliability.

Comparison of thawing and freezing dark energy parametrizations

NASA Astrophysics Data System (ADS)

Pantazis, G.; Nesseris, S.; Perivolaropoulos, L.

2016-05-01

Dark energy equation of state w (z ) parametrizations with two parameters and given monotonicity are generically either convex or concave functions. This makes them suitable for fitting either freezing or thawing quintessence models but not both simultaneously. Fitting a data set based on a freezing model with an unsuitable (concave when increasing) w (z ) parametrization [like Chevallier-Polarski-Linder (CPL)] can lead to significant misleading features like crossing of the phantom divide line, incorrect w (z =0 ), incorrect slope, etc., that are not present in the underlying cosmological model. To demonstrate this fact we generate scattered cosmological data at both the level of w (z ) and the luminosity distance DL(z ) based on either thawing or freezing quintessence models and fit them using parametrizations of convex and of concave type. We then compare statistically significant features of the best fit w (z ) with actual features of the underlying model. We thus verify that the use of unsuitable parametrizations can lead to misleading conclusions. In order to avoid these problems it is important to either use both convex and concave parametrizations and select the one with the best χ2 or use principal component analysis thus splitting the redshift range into independent bins. In the latter case, however, significant information about the slope of w (z ) at high redshifts is lost. Finally, we propose a new family of parametrizations w (z )=w0+wa(z/1 +z )n which generalizes the CPL and interpolates between thawing and freezing parametrizations as the parameter n increases to values larger than 1.

Uncertainty in determining extreme precipitation thresholds

NASA Astrophysics Data System (ADS)

Liu, Bingjun; Chen, Junfan; Chen, Xiaohong; Lian, Yanqing; Wu, Lili

2013-10-01

Extreme precipitation events are rare and occur mostly on a relatively small and local scale, which makes it difficult to set the thresholds for extreme precipitations in a large basin. Based on the long term daily precipitation data from 62 observation stations in the Pearl River Basin, this study has assessed the applicability of the non-parametric, parametric, and the detrended fluctuation analysis (DFA) methods in determining extreme precipitation threshold (EPT) and the certainty to EPTs from each method. Analyses from this study show the non-parametric absolute critical value method is easy to use, but unable to reflect the difference of spatial rainfall distribution. The non-parametric percentile method can account for the spatial distribution feature of precipitation, but the problem with this method is that the threshold value is sensitive to the size of rainfall data series and is subjected to the selection of a percentile thus make it difficult to determine reasonable threshold values for a large basin. The parametric method can provide the most apt description of extreme precipitations by fitting extreme precipitation distributions with probability distribution functions; however, selections of probability distribution functions, the goodness-of-fit tests, and the size of the rainfall data series can greatly affect the fitting accuracy. In contrast to the non-parametric and the parametric methods which are unable to provide information for EPTs with certainty, the DFA method although involving complicated computational processes has proven to be the most appropriate method that is able to provide a unique set of EPTs for a large basin with uneven spatio-temporal precipitation distribution. The consistency between the spatial distribution of DFA-based thresholds with the annual average precipitation, the coefficient of variation (CV), and the coefficient of skewness (CS) for the daily precipitation further proves that EPTs determined by the DFA method are more reasonable and applicable for the Pearl River Basin.

Simulating range-wide population and breeding habitat dynamics for an endangered woodland warbler in the face of uncertainty

USGS Publications Warehouse

Adam Duarte,; Hatfield, Jeffrey; Todd M. Swannack,; Michael R. J. Forstner,; M. Clay Green,; Floyd W. Weckerly,

2015-01-01

Population viability analyses provide a quantitative approach that seeks to predict the possible future status of a species of interest under different scenarios and, therefore, can be important components of large-scale species’ conservation programs. We created a model and simulated range-wide population and breeding habitat dynamics for an endangered woodland warbler, the golden-cheeked warbler (Setophaga chrysoparia). Habitat-transition probabilities were estimated across the warbler's breeding range by combining National Land Cover Database imagery with multistate modeling. Using these estimates, along with recently published demographic estimates, we examined if the species can remain viable into the future given the current conditions. Lastly, we evaluated if protecting a greater amount of habitat would increase the number of warblers that can be supported in the future by systematically increasing the amount of protected habitat and comparing the estimated terminal carrying capacity at the end of 50 years of simulated habitat change. The estimated habitat-transition probabilities supported the hypothesis that habitat transitions are unidirectional, whereby habitat is more likely to diminish than regenerate. The model results indicated population viability could be achieved under current conditions, depending on dispersal. However, there is considerable uncertainty associated with the population projections due to parametric uncertainty. Model results suggested that increasing the amount of protected lands would have a substantial impact on terminal carrying capacities at the end of a 50-year simulation. Notably, this study identifies the need for collecting the data required to estimate demographic parameters in relation to changes in habitat metrics and population density in multiple regions, and highlights the importance of establishing a common definition of what constitutes protected habitat, what management goals are suitable within those protected areas, and a standard operating procedure to identify areas of priority for habitat conservation efforts. Therefore, we suggest future efforts focus on these aspects of golden-cheeked warbler conservation and ecology.

Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system

PubMed Central

Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

2014-01-01

The finite resolution of general circulation models of the coupled atmosphere–ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere–ocean climate system in operational forecast mode, and the latest seasonal forecasting system—System 4—has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981–2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden–Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific–North America region. PMID:24842026

Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system.

PubMed

Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

2014-06-28

The finite resolution of general circulation models of the coupled atmosphere-ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere-ocean climate system in operational forecast mode, and the latest seasonal forecasting system--System 4--has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981-2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden-Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific-North America region.

Parametric models of reflectance spectra for dyed fabrics

NASA Astrophysics Data System (ADS)

Aiken, Daniel C.; Ramsey, Scott; Mayo, Troy; Lambrakos, Samuel G.; Peak, Joseph

2016-05-01

This study examines parametric modeling of NIR reflectivity spectra for dyed fabrics, which provides for both their inverse and direct modeling. The dye considered for prototype analysis is triarylamine dye. The fabrics considered are camouflage textiles characterized by color variations. The results of this study provide validation of the constructed parametric models, within reasonable error tolerances for practical applications, including NIR spectral characteristics in camouflage textiles, for purposes of simulating NIR spectra corresponding to various dye concentrations in host fabrics, and potentially to mixtures of dyes.

Mapping the Chevallier-Polarski-Linder parametrization onto physical dark energy Models

NASA Astrophysics Data System (ADS)

Scherrer, Robert J.

2015-08-01

We examine the Chevallier-Polarski-Linder (CPL) parametrization, in the context of quintessence and barotropic dark energy models, to determine the subset of such models to which it can provide a good fit. The CPL parametrization gives the equation of state parameter w for the dark energy as a linear function of the scale factor a , namely w =w0+wa(1 -a ). In the case of quintessence models, we find that over most of the w0, wa parameter space the CPL parametrization maps onto a fairly narrow form of behavior for the potential V (ϕ ), while a one-dimensional subset of parameter space, for which wa=κ (1 +w0) , with κ constant, corresponds to a wide range of functional forms for V (ϕ ). For barotropic models, we show that the functional dependence of the pressure on the density, up to a multiplicative constant, depends only on wi=wa+w0 and not on w0 and wa separately. Our results suggest that the CPL parametrization may not be optimal for testing either type of model.

DOE-EPSCOR SPONSORED PROJECT FINAL REPORT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhu, Jianting

Concern over the quality of environmental management and restoration has motivated the model development for predicting water and solute transport in the vadose zone. Soil hydraulic properties are required inputs to subsurface models of water flow and contaminant transport in the vadose zone. Computer models are now routinely used in research and management to predict the movement of water and solutes into and through the vadose zone of soils. Such models can be used successfully only if reliable estimates of the soil hydraulic parameters are available. The hydraulic parameters considered in this project consist of the saturated hydraulic conductivity andmore » four parameters of the water retention curves. To quantify hydraulic parameters for heterogeneous soils is both difficult and time consuming. The overall objective of this project was to better quantify soil hydraulic parameters which are critical in predicting water flows and contaminant transport in the vadose zone through a comprehensive and quantitative study to predict heterogeneous soil hydraulic properties and the associated uncertainties. Systematic and quantitative consideration of the parametric heterogeneity and uncertainty can properly address and further reduce predictive uncertainty for contamination characterization and environmental restoration at DOE-managed sites. We conducted a comprehensive study to assess soil hydraulic parameter heterogeneity and uncertainty. We have addressed a number of important issues related to the soil hydraulic property characterizations. The main focus centered on new methods to characterize anisotropy of unsaturated hydraulic property typical of layered soil formations, uncertainty updating method, and artificial neural network base pedo-transfer functions to predict hydraulic parameters from easily available data. The work also involved upscaling of hydraulic properties applicable to large scale flow and contaminant transport modeling in the vadose zone and geostatistical characterization of hydraulic parameter heterogeneity. The project also examined the validity of the some simple average schemes for unsaturated hydraulic properties widely used in previous studies. A new suite of pedo-transfer functions were developed to improve the predictability of hydraulic parameters. We also explored the concept of tension-dependent hydraulic conductivity anisotropy of unsaturated layered soils. This project strengthens collaboration between researchers at the Desert Research Institute in the EPSCoR State of Nevada and their colleagues at the Pacific Northwest National Laboratory. The results of numerical simulations of a field injection experiment at Hanford site in this project could be used to provide insights to the DOE mission of appropriate contamination characterization and environmental remediation.« less

Future discharge of the French tributaries of the Rhine: a semi-distributed multi-model approach using CMIP5 projections

NASA Astrophysics Data System (ADS)

Thirel, Guillaume; de Lavenne, Alban; Wagner, Jean-Pierre; Perrin, Charles; Gerlinger, Kai; Drogue, Gilles; Renard, Benjamin

2016-04-01

Several projects studied the impact of climate change on the Rhine basin during the past years, using the CMIP3 projections (see Explore2070, FLOW MS, RheinBlick2050 or VULNAR), either on the French or German sides. These studies showed the likely decrease of low flows and a high uncertainty regarding the evolution of high flows. This may have tremendous impacts on several aspects related to discharge, including pollution, flood protection, irrigation, rivers ecosystems and drinking water. While focusing on the same basin (or part of it), many differences including the climate scenarios and models, the hydrological models and the study periods used for these projects make the outcomes of these projects difficult to compare rigorously. Therefore the MOSARH21 (stands for MOselle-SArre-RHine discharge in the 21st century) was built to update and homogenise discharge projections for the French tributaries of the Rhine basin. Two types of models were used: the physically-oriented LARSIM model, which is widely used in Germany and was used in one of the previous projects (FLOW MS), and the semi-distributed conceptual GRSD model tested on French catchments for various objectives. Through the use of these two hydrological models and multiple sets of parameters obtained by various calibrations runs, the structural and parametric uncertainties in the hydrological projections were quantified, as they tend to be neglected in climate change impact studies. The focus of the impact analysis is put on low flows, high flows and regime. Although this study considers only French tributaries of the Rhine, it will foster further cooperation on transboundary basins across Europe, and should contribute to propose better bases for the future definition of adaptation strategies between riverine countries.

Modality-Driven Classification and Visualization of Ensemble Variance

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bensema, Kevin; Gosink, Luke; Obermaier, Harald

Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no informationmore » about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.« less

A general framework for parametric survival analysis.

PubMed

Crowther, Michael J; Lambert, Paul C

2014-12-30

Parametric survival models are being increasingly used as an alternative to the Cox model in biomedical research. Through direct modelling of the baseline hazard function, we can gain greater understanding of the risk profile of patients over time, obtaining absolute measures of risk. Commonly used parametric survival models, such as the Weibull, make restrictive assumptions of the baseline hazard function, such as monotonicity, which is often violated in clinical datasets. In this article, we extend the general framework of parametric survival models proposed by Crowther and Lambert (Journal of Statistical Software 53:12, 2013), to incorporate relative survival, and robust and cluster robust standard errors. We describe the general framework through three applications to clinical datasets, in particular, illustrating the use of restricted cubic splines, modelled on the log hazard scale, to provide a highly flexible survival modelling framework. Through the use of restricted cubic splines, we can derive the cumulative hazard function analytically beyond the boundary knots, resulting in a combined analytic/numerical approach, which substantially improves the estimation process compared with only using numerical integration. User-friendly Stata software is provided, which significantly extends parametric survival models available in standard software. Copyright © 2014 John Wiley & Sons, Ltd.

flexsurv: A Platform for Parametric Survival Modeling in R

PubMed Central

Jackson, Christopher H.

2018-01-01

flexsurv is an R package for fully-parametric modeling of survival data. Any parametric time-to-event distribution may be fitted if the user supplies a probability density or hazard function, and ideally also their cumulative versions. Standard survival distributions are built in, including the three and four-parameter generalized gamma and F distributions. Any parameter of any distribution can be modeled as a linear or log-linear function of covariates. The package also includes the spline model of Royston and Parmar (2002), in which both baseline survival and covariate effects can be arbitrarily flexible parametric functions of time. The main model-fitting function, flexsurvreg, uses the familiar syntax of survreg from the standard survival package (Therneau 2016). Censoring or left-truncation are specified in ‘Surv’ objects. The models are fitted by maximizing the full log-likelihood, and estimates and confidence intervals for any function of the model parameters can be printed or plotted. flexsurv also provides functions for fitting and predicting from fully-parametric multi-state models, and connects with the mstate package (de Wreede, Fiocco, and Putter 2011). This article explains the methods and design principles of the package, giving several worked examples of its use. PMID:29593450

Integrating ecosystems measurements from multiple eddy-covariance sites to a simple model of ecosystem process - Are there possibilities for a uniform model calibration?

NASA Astrophysics Data System (ADS)

Minunno, Francesco; Peltoniemi, Mikko; Launiainen, Samuli; Mäkelä, Annikki

2014-05-01

Biogeochemical models quantify the material and energy flux exchanges between biosphere, atmosphere and soil, however there is still considerable uncertainty underpinning model structure and parametrization. The increasing availability of data from of multiple sources provides useful information for model calibration and validation at different space and time scales. We calibrated a simplified ecosystem process model PRELES to data from multiple sites. In this work we had the following objective: to compare a multi-site calibration and site-specific calibrations, in order to test if PRELES is a model of general applicability, and to test how well one parameterization can predict ecosystem fluxes. Model calibration and evaluation were carried out by the means of the Bayesian method; Bayesian calibration (BC) and Bayesian model comparison (BMC) were used to quantify the uncertainty in model parameters and model structure. Evapotranspiration (ET) and gross primary production (GPP) measurements collected in 9 sites of Finland and Sweden were used in the study; half dataset was used for model calibrations and half for the comparative analyses. 10 BCs were performed; the model was independently calibrated for each of the nine sites (site-specific calibrations) and a multi-site calibration was achieved using the data from all the sites in one BC. Then 9 BMCs were carried out, one for each site, using output from the multi-site and the site-specific versions of PRELES. Similar estimates were obtained for the parameters at which model outputs are most sensitive. Not surprisingly, the joint posterior distribution achieved through the multi-site calibration was characterized by lower uncertainty, because more data were involved in the calibration process. No significant differences were encountered in the prediction of the multi-site and site-specific versions of PRELES, and after BMC, we concluded that the model can be reliably used at regional scale to simulate carbon and water fluxes of Boreal forests. Despite being a simple model, PRELES provided good estimates of GPP and ET; only for one site PRELES multi-site version underestimated water fluxes. Our study implies convergence of GPP and water processes in boreal zone to the extent that their plausible prediction is possible with a simple model using global parameterization.