Model Uncertainty Quantification Methods In Data Assimilation

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; Marshall, L. A.; Sharma, A.; Moradkhani, H.

2017-12-01

Data Assimilation involves utilising observations to improve model predictions in a seamless and statistically optimal fashion. Its applications are wide-ranging; from improving weather forecasts to tracking targets such as in the Apollo 11 mission. The use of Data Assimilation methods in high dimensional complex geophysical systems is an active area of research, where there exists many opportunities to enhance existing methodologies. One of the central challenges is in model uncertainty quantification; the outcome of any Data Assimilation study is strongly dependent on the uncertainties assigned to both observations and models. I focus on developing improved model uncertainty quantification methods that are applicable to challenging real world scenarios. These include developing methods for cases where the system states are only partially observed, where there is little prior knowledge of the model errors, and where the model error statistics are likely to be highly non-Gaussian.

Uncertainty in eddy covariance measurements and its application to physiological models

Treesearch

D.Y. Hollinger; A.D. Richardson; A.D. Richardson

2005-01-01

Flux data are noisy, and this uncertainty is largely due to random measurement error. Knowledge of uncertainty is essential for the statistical evaluation of modeled andmeasured fluxes, for comparison of parameters derived by fitting models to measured fluxes and in formal data-assimilation efforts. We used the difference between simultaneous measurements from two...

Leaf area index uncertainty estimates for model-data fusion applications

Treesearch

Andrew D. Richardson; D. Bryan Dail; D.Y. Hollinger

2011-01-01

Estimates of data uncertainties are required to integrate different observational data streams as model constraints using model-data fusion. We describe an approach with which random and systematic uncertainties in optical measurements of leaf area index [LAI] can be quantified. We use data from a measurement campaign at the spruce-dominated Howland Forest AmeriFlux...

Uncertainty and variability in computational and mathematical models of cardiac physiology.

PubMed

Mirams, Gary R; Pathmanathan, Pras; Gray, Richard A; Challenor, Peter; Clayton, Richard H

2016-12-01

Mathematical and computational models of cardiac physiology have been an integral component of cardiac electrophysiology since its inception, and are collectively known as the Cardiac Physiome. We identify and classify the numerous sources of variability and uncertainty in model formulation, parameters and other inputs that arise from both natural variation in experimental data and lack of knowledge. The impact of uncertainty on the outputs of Cardiac Physiome models is not well understood, and this limits their utility as clinical tools. We argue that incorporating variability and uncertainty should be a high priority for the future of the Cardiac Physiome. We suggest investigating the adoption of approaches developed in other areas of science and engineering while recognising unique challenges for the Cardiac Physiome; it is likely that novel methods will be necessary that require engagement with the mathematics and statistics community. The Cardiac Physiome effort is one of the most mature and successful applications of mathematical and computational modelling for describing and advancing the understanding of physiology. After five decades of development, physiological cardiac models are poised to realise the promise of translational research via clinical applications such as drug development and patient-specific approaches as well as ablation, cardiac resynchronisation and contractility modulation therapies. For models to be included as a vital component of the decision process in safety-critical applications, rigorous assessment of model credibility will be required. This White Paper describes one aspect of this process by identifying and classifying sources of variability and uncertainty in models as well as their implications for the application and development of cardiac models. We stress the need to understand and quantify the sources of variability and uncertainty in model inputs, and the impact of model structure and complexity and their consequences for predictive model outputs. We propose that the future of the Cardiac Physiome should include a probabilistic approach to quantify the relationship of variability and uncertainty of model inputs and outputs. © 2016 The Authors. The Journal of Physiology published by John Wiley & Sons Ltd on behalf of The Physiological Society.

A tool for efficient, model-independent management optimization under uncertainty

USGS Publications Warehouse

White, Jeremy; Fienen, Michael N.; Barlow, Paul M.; Welter, Dave E.

2018-01-01

To fill a need for risk-based environmental management optimization, we have developed PESTPP-OPT, a model-independent tool for resource management optimization under uncertainty. PESTPP-OPT solves a sequential linear programming (SLP) problem and also implements (optional) efficient, “on-the-fly” (without user intervention) first-order, second-moment (FOSM) uncertainty techniques to estimate model-derived constraint uncertainty. Combined with a user-specified risk value, the constraint uncertainty estimates are used to form chance-constraints for the SLP solution process, so that any optimal solution includes contributions from model input and observation uncertainty. In this way, a “single answer” that includes uncertainty is yielded from the modeling analysis. PESTPP-OPT uses the familiar PEST/PEST++ model interface protocols, which makes it widely applicable to many modeling analyses. The use of PESTPP-OPT is demonstrated with a synthetic, integrated surface-water/groundwater model. The function and implications of chance constraints for this synthetic model are discussed.

Using prediction uncertainty analysis to design hydrologic monitoring networks: Example applications from the Great Lakes water availability pilot project

USGS Publications Warehouse

Fienen, Michael N.; Doherty, John E.; Hunt, Randall J.; Reeves, Howard W.

2010-01-01

The importance of monitoring networks for resource-management decisions is becoming more recognized, in both theory and application. Quantitative computer models provide a science-based framework to evaluate the efficacy and efficiency of existing and possible future monitoring networks. In the study described herein, two suites of tools were used to evaluate the worth of new data for specific predictions, which in turn can support efficient use of resources needed to construct a monitoring network. The approach evaluates the uncertainty of a model prediction and, by using linear propagation of uncertainty, estimates how much uncertainty could be reduced if the model were calibrated with addition information (increased a priori knowledge of parameter values or new observations). The theoretical underpinnings of the two suites of tools addressing this technique are compared, and their application to a hypothetical model based on a local model inset into the Great Lakes Water Availability Pilot model are described. Results show that meaningful guidance for monitoring network design can be obtained by using the methods explored. The validity of this guidance depends substantially on the parameterization as well; hence, parameterization must be considered not only when designing the parameter-estimation paradigm but also-importantly-when designing the prediction-uncertainty paradigm.

A METHODOLOGY FOR ESTIMATING UNCERTAINTY OF A DISTRIBUTED HYDROLOGIC MODEL: APPLICATION TO POCONO CREEK WATERSHED

EPA Science Inventory

Utility of distributed hydrologic and water quality models for watershed management and sustainability studies should be accompanied by rigorous model uncertainty analysis. However, the use of complex watershed models primarily follows the traditional {calibrate/validate/predict}...

Source Data Impacts on Epistemic Uncertainty for Launch Vehicle Fault Tree Models

NASA Technical Reports Server (NTRS)

Al Hassan, Mohammad; Novack, Steven; Ring, Robert

2016-01-01

Launch vehicle systems are designed and developed using both heritage and new hardware. Design modifications to the heritage hardware to fit new functional system requirements can impact the applicability of heritage reliability data. Risk estimates for newly designed systems must be developed from generic data sources such as commercially available reliability databases using reliability prediction methodologies, such as those addressed in MIL-HDBK-217F. Failure estimates must be converted from the generic environment to the specific operating environment of the system in which it is used. In addition, some qualification of applicability for the data source to the current system should be made. Characterizing data applicability under these circumstances is crucial to developing model estimations that support confident decisions on design changes and trade studies. This paper will demonstrate a data-source applicability classification method for suggesting epistemic component uncertainty to a target vehicle based on the source and operating environment of the originating data. The source applicability is determined using heuristic guidelines while translation of operating environments is accomplished by applying statistical methods to MIL-HDK-217F tables. The paper will provide one example for assigning environmental factors uncertainty when translating between operating environments for the microelectronic part-type components. The heuristic guidelines will be followed by uncertainty-importance routines to assess the need for more applicable data to reduce model uncertainty.

Representing radar rainfall uncertainty with ensembles based on a time-variant geostatistical error modelling approach

NASA Astrophysics Data System (ADS)

Cecinati, Francesca; Rico-Ramirez, Miguel Angel; Heuvelink, Gerard B. M.; Han, Dawei

2017-05-01

The application of radar quantitative precipitation estimation (QPE) to hydrology and water quality models can be preferred to interpolated rainfall point measurements because of the wide coverage that radars can provide, together with a good spatio-temporal resolutions. Nonetheless, it is often limited by the proneness of radar QPE to a multitude of errors. Although radar errors have been widely studied and techniques have been developed to correct most of them, residual errors are still intrinsic in radar QPE. An estimation of uncertainty of radar QPE and an assessment of uncertainty propagation in modelling applications is important to quantify the relative importance of the uncertainty associated to radar rainfall input in the overall modelling uncertainty. A suitable tool for this purpose is the generation of radar rainfall ensembles. An ensemble is the representation of the rainfall field and its uncertainty through a collection of possible alternative rainfall fields, produced according to the observed errors, their spatial characteristics, and their probability distribution. The errors are derived from a comparison between radar QPE and ground point measurements. The novelty of the proposed ensemble generator is that it is based on a geostatistical approach that assures a fast and robust generation of synthetic error fields, based on the time-variant characteristics of errors. The method is developed to meet the requirement of operational applications to large datasets. The method is applied to a case study in Northern England, using the UK Met Office NIMROD radar composites at 1 km resolution and at 1 h accumulation on an area of 180 km by 180 km. The errors are estimated using a network of 199 tipping bucket rain gauges from the Environment Agency. 183 of the rain gauges are used for the error modelling, while 16 are kept apart for validation. The validation is done by comparing the radar rainfall ensemble with the values recorded by the validation rain gauges. The validated ensemble is then tested on a hydrological case study, to show the advantage of probabilistic rainfall for uncertainty propagation. The ensemble spread only partially captures the mismatch between the modelled and the observed flow. The residual uncertainty can be attributed to other sources of uncertainty, in particular to model structural uncertainty, parameter identification uncertainty, uncertainty in other inputs, and uncertainty in the observed flow.

A Comprehensive Validation Methodology for Sparse Experimental Data

NASA Technical Reports Server (NTRS)

Norman, Ryan B.; Blattnig, Steve R.

2010-01-01

A comprehensive program of verification and validation has been undertaken to assess the applicability of models to space radiation shielding applications and to track progress as models are developed over time. The models are placed under configuration control, and automated validation tests are used so that comparisons can readily be made as models are improved. Though direct comparisons between theoretical results and experimental data are desired for validation purposes, such comparisons are not always possible due to lack of data. In this work, two uncertainty metrics are introduced that are suitable for validating theoretical models against sparse experimental databases. The nuclear physics models, NUCFRG2 and QMSFRG, are compared to an experimental database consisting of over 3600 experimental cross sections to demonstrate the applicability of the metrics. A cumulative uncertainty metric is applied to the question of overall model accuracy, while a metric based on the median uncertainty is used to analyze the models from the perspective of model development by analyzing subsets of the model parameter space.

Life-cycle assessment of municipal solid waste management alternatives with consideration of uncertainty: SIWMS development and application.

PubMed

Hanandeh, Ali El; El-Zein, Abbas

2010-05-01

This paper describes the development and application of the Stochastic Integrated Waste Management Simulator (SIWMS) model. SIWMS provides a detailed view of the environmental impacts and associated costs of municipal solid waste (MSW) management alternatives under conditions of uncertainty. The model follows a life-cycle inventory approach extended with compensatory systems to provide more equitable bases for comparing different alternatives. Economic performance is measured by the net present value. The model is verified against four publicly available models under deterministic conditions and then used to study the impact of uncertainty on Sydney's MSW management 'best practices'. Uncertainty has a significant effect on all impact categories. The greatest effect is observed in the global warming category where a reversal of impact direction is predicted. The reliability of the system is most sensitive to uncertainties in the waste processing and disposal. The results highlight the importance of incorporating uncertainty at all stages to better understand the behaviour of the MSW system. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

Comprehensive Approach to Verification and Validation of CFD Simulations Applied to Backward Facing Step-Application of CFD Uncertainty Analysis

NASA Technical Reports Server (NTRS)

Groves, Curtis E.; LLie, Marcel; Shallhorn, Paul A.

2012-01-01

There are inherent uncertainties and errors associated with using Computational Fluid Dynamics (CFD) to predict the flow field and there is no standard method for evaluating uncertainty in the CFD community. This paper describes an approach to -validate the . uncertainty in using CFD. The method will use the state of the art uncertainty analysis applying different turbulence niodels and draw conclusions on which models provide the least uncertainty and which models most accurately predict the flow of a backward facing step.

A Bayes network approach to uncertainty quantification in hierarchically developed computational models

DOE PAGES

Urbina, Angel; Mahadevan, Sankaran; Paez, Thomas L.

2012-03-01

Here, performance assessment of complex systems is ideally accomplished through system-level testing, but because they are expensive, such tests are seldom performed. On the other hand, for economic reasons, data from tests on individual components that are parts of complex systems are more readily available. The lack of system-level data leads to a need to build computational models of systems and use them for performance prediction in lieu of experiments. Because their complexity, models are sometimes built in a hierarchical manner, starting with simple components, progressing to collections of components, and finally, to the full system. Quantification of uncertainty inmore » the predicted response of a system model is required in order to establish confidence in the representation of actual system behavior. This paper proposes a framework for the complex, but very practical problem of quantification of uncertainty in system-level model predictions. It is based on Bayes networks and uses the available data at multiple levels of complexity (i.e., components, subsystem, etc.). Because epistemic sources of uncertainty were shown to be secondary, in this application, aleatoric only uncertainty is included in the present uncertainty quantification. An example showing application of the techniques to uncertainty quantification of measures of response of a real, complex aerospace system is included.« less

Expert judgement and uncertainty quantification for climate change

NASA Astrophysics Data System (ADS)

Oppenheimer, Michael; Little, Christopher M.; Cooke, Roger M.

2016-05-01

Expert judgement is an unavoidable element of the process-based numerical models used for climate change projections, and the statistical approaches used to characterize uncertainty across model ensembles. Here, we highlight the need for formalized approaches to unifying numerical modelling with expert judgement in order to facilitate characterization of uncertainty in a reproducible, consistent and transparent fashion. As an example, we use probabilistic inversion, a well-established technique used in many other applications outside of climate change, to fuse two recent analyses of twenty-first century Antarctic ice loss. Probabilistic inversion is but one of many possible approaches to formalizing the role of expert judgement, and the Antarctic ice sheet is only one possible climate-related application. We recommend indicators or signposts that characterize successful science-based uncertainty quantification.

A Bayesian Framework of Uncertainties Integration in 3D Geological Model

NASA Astrophysics Data System (ADS)

Liang, D.; Liu, X.

2017-12-01

3D geological model can describe complicated geological phenomena in an intuitive way while its application may be limited by uncertain factors. Great progress has been made over the years, lots of studies decompose the uncertainties of geological model to analyze separately, while ignored the comprehensive impacts of multi-source uncertainties. Great progress has been made over the years, while lots of studies ignored the comprehensive impacts of multi-source uncertainties when analyzed them item by item from each source. To evaluate the synthetical uncertainty, we choose probability distribution to quantify uncertainty, and propose a bayesian framework of uncertainties integration. With this framework, we integrated data errors, spatial randomness, and cognitive information into posterior distribution to evaluate synthetical uncertainty of geological model. Uncertainties propagate and cumulate in modeling process, the gradual integration of multi-source uncertainty is a kind of simulation of the uncertainty propagation. Bayesian inference accomplishes uncertainty updating in modeling process. Maximum entropy principle makes a good effect on estimating prior probability distribution, which ensures the prior probability distribution subjecting to constraints supplied by the given information with minimum prejudice. In the end, we obtained a posterior distribution to evaluate synthetical uncertainty of geological model. This posterior distribution represents the synthetical impact of all the uncertain factors on the spatial structure of geological model. The framework provides a solution to evaluate synthetical impact on geological model of multi-source uncertainties and a thought to study uncertainty propagation mechanism in geological modeling.

Bayesian models for comparative analysis integrating phylogenetic uncertainty.

PubMed

de Villemereuil, Pierre; Wells, Jessie A; Edwards, Robert D; Blomberg, Simon P

2012-06-28

Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

PubMed Central

2012-01-01

Background Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language. PMID:22741602

Uncertainty in Ecohydrological Modeling in an Arid Region Determined with Bayesian Methods

PubMed Central

Yang, Junjun; He, Zhibin; Du, Jun; Chen, Longfei; Zhu, Xi

2016-01-01

In arid regions, water resources are a key forcing factor in ecosystem circulation, and soil moisture is the critical link that constrains plant and animal life on the soil surface and underground. Simulation of soil moisture in arid ecosystems is inherently difficult due to high variability. We assessed the applicability of the process-oriented CoupModel for forecasting of soil water relations in arid regions. We used vertical soil moisture profiling for model calibration. We determined that model-structural uncertainty constituted the largest error; the model did not capture the extremes of low soil moisture in the desert-oasis ecotone (DOE), particularly below 40 cm soil depth. Our results showed that total uncertainty in soil moisture prediction was improved when input and output data, parameter value array, and structure errors were characterized explicitly. Bayesian analysis was applied with prior information to reduce uncertainty. The need to provide independent descriptions of uncertainty analysis (UA) in the input and output data was demonstrated. Application of soil moisture simulation in arid regions will be useful for dune-stabilization and revegetation efforts in the DOE. PMID:26963523

Natural hazard modeling and uncertainty analysis [Chapter 2

Treesearch

Matthew Thompson; Jord J. Warmink

2017-01-01

Modeling can play a critical role in assessing and mitigating risks posed by natural hazards. These modeling efforts generally aim to characterize the occurrence, intensity, and potential consequences of natural hazards. Uncertainties surrounding the modeling process can have important implications for the development, application, evaluation, and interpretation of...

Estimating Prediction Uncertainty from Geographical Information System Raster Processing: A User's Manual for the Raster Error Propagation Tool (REPTool)

USGS Publications Warehouse

Gurdak, Jason J.; Qi, Sharon L.; Geisler, Michael L.

2009-01-01

The U.S. Geological Survey Raster Error Propagation Tool (REPTool) is a custom tool for use with the Environmental System Research Institute (ESRI) ArcGIS Desktop application to estimate error propagation and prediction uncertainty in raster processing operations and geospatial modeling. REPTool is designed to introduce concepts of error and uncertainty in geospatial data and modeling and provide users of ArcGIS Desktop a geoprocessing tool and methodology to consider how error affects geospatial model output. Similar to other geoprocessing tools available in ArcGIS Desktop, REPTool can be run from a dialog window, from the ArcMap command line, or from a Python script. REPTool consists of public-domain, Python-based packages that implement Latin Hypercube Sampling within a probabilistic framework to track error propagation in geospatial models and quantitatively estimate the uncertainty of the model output. Users may specify error for each input raster or model coefficient represented in the geospatial model. The error for the input rasters may be specified as either spatially invariant or spatially variable across the spatial domain. Users may specify model output as a distribution of uncertainty for each raster cell. REPTool uses the Relative Variance Contribution method to quantify the relative error contribution from the two primary components in the geospatial model - errors in the model input data and coefficients of the model variables. REPTool is appropriate for many types of geospatial processing operations, modeling applications, and related research questions, including applications that consider spatially invariant or spatially variable error in geospatial data.

DEMOGRAPHIC UNCERTAINTY IN ECOLOGICAL RISK ASSESSMENTS. (R825347)

EPA Science Inventory

We built a Ricker's model incorporating demographic stochasticity to simulate the effects of demographic uncertainty on responses of gray-tailed vole (Microtus canicaudus) populations to pesticide applications. We constructed models with mark-recapture data collected from populat...

The Model Optimization, Uncertainty, and SEnsitivity analysis (MOUSE) toolbox: overview and application

USDA-ARS?s Scientific Manuscript database

For several decades, optimization and sensitivity/uncertainty analysis of environmental models has been the subject of extensive research. Although much progress has been made and sophisticated methods developed, the growing complexity of environmental models to represent real-world systems makes it...

Special Issue on Uncertainty Quantification in Multiscale System Design and Simulation

DOE PAGES

Wang, Yan; Swiler, Laura

2017-09-07

The importance of uncertainty has been recognized in various modeling, simulation, and analysis applications, where inherent assumptions and simplifications affect the accuracy of model predictions for physical phenomena. As model predictions are now heavily relied upon for simulation-based system design, which includes new materials, vehicles, mechanical and civil structures, and even new drugs, wrong model predictions could potentially cause catastrophic consequences. Therefore, uncertainty and associated risks due to model errors should be quantified to support robust systems engineering.

Special Issue on Uncertainty Quantification in Multiscale System Design and Simulation

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

Wang, Yan; Swiler, Laura

The importance of uncertainty has been recognized in various modeling, simulation, and analysis applications, where inherent assumptions and simplifications affect the accuracy of model predictions for physical phenomena. As model predictions are now heavily relied upon for simulation-based system design, which includes new materials, vehicles, mechanical and civil structures, and even new drugs, wrong model predictions could potentially cause catastrophic consequences. Therefore, uncertainty and associated risks due to model errors should be quantified to support robust systems engineering.

A web-application for visualizing uncertainty in numerical ensemble models

NASA Astrophysics Data System (ADS)

Alberti, Koko; Hiemstra, Paul; de Jong, Kor; Karssenberg, Derek

2013-04-01

Numerical ensemble models are used in the analysis and forecasting of a wide range of environmental processes. Common use cases include assessing the consequences of nuclear accidents, pollution releases into the ocean or atmosphere, forest fires, volcanic eruptions, or identifying areas at risk from such hazards. In addition to the increased use of scenario analyses and model forecasts, the availability of supplementary data describing errors and model uncertainties is increasingly commonplace. Unfortunately most current visualization routines are not capable of properly representing uncertain information. As a result, uncertainty information is not provided at all, not readily accessible, or it is not communicated effectively to model users such as domain experts, decision makers, policy makers, or even novice users. In an attempt to address these issues a lightweight and interactive web-application has been developed. It makes clear and concise uncertainty visualizations available in a web-based mapping and visualization environment, incorporating aggregation (upscaling) techniques to adjust uncertainty information to the zooming level. The application has been built on a web mapping stack of open source software, and can quantify and visualize uncertainties in numerical ensemble models in such a way that both expert and novice users can investigate uncertainties present in a simple ensemble dataset. As a test case, a dataset was used which forecasts the spread of an airborne tracer across Western Europe. Extrinsic uncertainty representations are used in which dynamic circular glyphs are overlaid on model attribute maps to convey various uncertainty concepts. It supports both basic uncertainty metrics such as standard deviation, standard error, width of the 95% confidence interval and interquartile range, as well as more experimental ones aimed at novice users. Ranges of attribute values can be specified, and the circular glyphs dynamically change size to represent the probability of the attribute value falling within the specified interval. For more advanced users graphs of the cumulative probability density function, histograms, and time series plume charts are available. To avoid risking a cognitive overload and crowding of glyphs on the map pane, the support of the data used for generating the glyphs is linked dynamically to the zoom level. Zooming in and out respectively decreases and increases the underlying support size of data used for generating the glyphs, thereby making uncertainty information of the original data upscaled to the resolution of the visualization accessible to the user. This feature also ensures that the glyphs are neatly spaced in a regular grid regardless of the zoom level. Finally, the web-application has been presented to groups of test users of varying degrees of expertise in order to evaluate the usability of the interface and the effectiveness of uncertainty visualizations based on circular glyphs.

Quantification of uncertainties for application in detonation simulation

NASA Astrophysics Data System (ADS)

Zheng, Miao; Ma, Zhibo

2016-06-01

Numerical simulation has become an important means in designing detonation systems, and the quantification of its uncertainty is also necessary to reliability certification. As to quantifying the uncertainty, it is the most important to analyze how the uncertainties occur and develop, and how the simulations develop from benchmark models to new models. Based on the practical needs of engineering and the technology of verification & validation, a framework of QU(quantification of uncertainty) is brought forward in the case that simulation is used on detonation system for scientific prediction. An example is offered to describe the general idea of quantification of simulation uncertainties.

Ensemble modeling with pedotransfer functions in the hydropedological context

USDA-ARS?s Scientific Manuscript database

Uncertainty of soil water content and/or soil water flux estimates with soil water models has recently become of a particular interest in various applications. This work provides examples of using pedotransfer functions (PTFs) to build ensembles of models to characterize the uncertainty of simulatio...

Overview and application of the Model Optimization, Uncertainty, and SEnsitivity Analysis (MOUSE) toolbox

USDA-ARS?s Scientific Manuscript database

For several decades, optimization and sensitivity/uncertainty analysis of environmental models has been the subject of extensive research. Although much progress has been made and sophisticated methods developed, the growing complexity of environmental models to represent real-world systems makes it...

Building Quantitative Hydrologic Storylines from Process-based Models for Managing Water Resources in the U.S. Under Climate-changed Futures

NASA Astrophysics Data System (ADS)

Arnold, J.; Gutmann, E. D.; Clark, M. P.; Nijssen, B.; Vano, J. A.; Addor, N.; Wood, A.; Newman, A. J.; Mizukami, N.; Brekke, L. D.; Rasmussen, R.; Mendoza, P. A.

2016-12-01

Climate change narratives for water-resource applications must represent the change signals contextualized by hydroclimatic process variability and uncertainty at multiple scales. Building narratives of plausible change includes assessing uncertainties across GCM structure, internal climate variability, climate downscaling methods, and hydrologic models. Work with this linked modeling chain has dealt mostly with GCM sampling directed separately to either model fidelity (does the model correctly reproduce the physical processes in the world?) or sensitivity (of different model responses to CO2 forcings) or diversity (of model type, structure, and complexity). This leaves unaddressed any interactions among those measures and with other components in the modeling chain used to identify water-resource vulnerabilities to specific climate threats. However, time-sensitive, real-world vulnerability studies typically cannot accommodate a full uncertainty ensemble across the whole modeling chain, so a gap has opened between current scientific knowledge and most routine applications for climate-changed hydrology. To close that gap, the US Army Corps of Engineers, the Bureau of Reclamation, and the National Center for Atmospheric Research are working on techniques to subsample uncertainties objectively across modeling chain components and to integrate results into quantitative hydrologic storylines of climate-changed futures. Importantly, these quantitative storylines are not drawn from a small sample of models or components. Rather, they stem from the more comprehensive characterization of the full uncertainty space for each component. Equally important from the perspective of water-resource practitioners, these quantitative hydrologic storylines are anchored in actual design and operations decisions potentially affected by climate change. This talk will describe part of our work characterizing variability and uncertainty across modeling chain components and their interactions using newly developed observational data, models and model outputs, and post-processing tools for making the resulting quantitative storylines most useful in practical hydrology applications.

Sensitivity of wildlife habitat models to uncertainties in GIS data

NASA Technical Reports Server (NTRS)

Stoms, David M.; Davis, Frank W.; Cogan, Christopher B.

1992-01-01

Decision makers need to know the reliability of output products from GIS analysis. For many GIS applications, it is not possible to compare these products to an independent measure of 'truth'. Sensitivity analysis offers an alternative means of estimating reliability. In this paper, we present a CIS-based statistical procedure for estimating the sensitivity of wildlife habitat models to uncertainties in input data and model assumptions. The approach is demonstrated in an analysis of habitat associations derived from a GIS database for the endangered California condor. Alternative data sets were generated to compare results over a reasonable range of assumptions about several sources of uncertainty. Sensitivity analysis indicated that condor habitat associations are relatively robust, and the results have increased our confidence in our initial findings. Uncertainties and methods described in the paper have general relevance for many GIS applications.

Quantitative body DW-MRI biomarkers uncertainty estimation using unscented wild-bootstrap.

PubMed

Freiman, M; Voss, S D; Mulkern, R V; Perez-Rossello, J M; Warfield, S K

2011-01-01

We present a new method for the uncertainty estimation of diffusion parameters for quantitative body DW-MRI assessment. Diffusion parameters uncertainty estimation from DW-MRI is necessary for clinical applications that use these parameters to assess pathology. However, uncertainty estimation using traditional techniques requires repeated acquisitions, which is undesirable in routine clinical use. Model-based bootstrap techniques, for example, assume an underlying linear model for residuals rescaling and cannot be utilized directly for body diffusion parameters uncertainty estimation due to the non-linearity of the body diffusion model. To offset this limitation, our method uses the Unscented transform to compute the residuals rescaling parameters from the non-linear body diffusion model, and then applies the wild-bootstrap method to infer the body diffusion parameters uncertainty. Validation through phantom and human subject experiments shows that our method identify the regions with higher uncertainty in body DWI-MRI model parameters correctly with realtive error of -36% in the uncertainty values.

The uncertainty cascade in flood risk assessment under changing climatic conditions - the Biala Tarnowska case study

NASA Astrophysics Data System (ADS)

Doroszkiewicz, Joanna; Romanowicz, Renata

2016-04-01

Uncertainty in the results of the hydraulic model is not only associated with the limitations of that model and the shortcomings of data. An important factor that has a major impact on the uncertainty of the flood risk assessment in a changing climate conditions is associated with the uncertainty of future climate scenarios (IPCC WG I, 2013). Future climate projections provided by global climate models are used to generate future runoff required as an input to hydraulic models applied in the derivation of flood risk maps. Biala Tarnowska catchment, situated in southern Poland is used as a case study. Future discharges at the input to a hydraulic model are obtained using the HBV model and climate projections obtained from the EUROCORDEX project. The study describes a cascade of uncertainty related to different stages of the process of derivation of flood risk maps under changing climate conditions. In this context it takes into account the uncertainty of future climate projections, an uncertainty of flow routing model, the propagation of that uncertainty through the hydraulic model, and finally, the uncertainty related to the derivation of flood risk maps. One of the aims of this study is an assessment of a relative impact of different sources of uncertainty on the uncertainty of flood risk maps. Due to the complexity of the process, an assessment of total uncertainty of maps of inundation probability might be very computer time consuming. As a way forward we present an application of a hydraulic model simulator based on a nonlinear transfer function model for the chosen locations along the river reach. The transfer function model parameters are estimated based on the simulations of the hydraulic model at each of the model cross-section. The study shows that the application of the simulator substantially reduces the computer requirements related to the derivation of flood risk maps under future climatic conditions. Acknowledgements: This work was supported by the project CHIHE (Climate Change Impact on Hydrological Extremes), carried out in the Institute of Geophysics Polish Academy of Sciences, funded by Norway Grants (contract No. Pol-Nor/196243/80/2013). The hydro-meteorological observations were provided by the Institute of Meteorology and Water Management (IMGW), Poland.

Parallel Computing and Model Evaluation for Environmental Systems: An Overview of the Supermuse and Frames Software Technologies

EPA Science Inventory

ERD’s Supercomputer for Model Uncertainty and Sensitivity Evaluation (SuperMUSE) is a key to enhancing quality assurance in environmental models and applications. Uncertainty analysis and sensitivity analysis remain critical, though often overlooked steps in the development and e...

Observation uncertainty in reversible Markov chains.

PubMed

Metzner, Philipp; Weber, Marcus; Schütte, Christof

2010-09-01

In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

Uncertainty of climate change impact on groundwater reserves - Application to a chalk aquifer

NASA Astrophysics Data System (ADS)

Goderniaux, Pascal; Brouyère, Serge; Wildemeersch, Samuel; Therrien, René; Dassargues, Alain

2015-09-01

Recent studies have evaluated the impact of climate change on groundwater resources for different geographical and climatic contexts. However, most studies have either not estimated the uncertainty around projected impacts or have limited the analysis to the uncertainty related to climate models. In this study, the uncertainties around impact projections from several sources (climate models, natural variability of the weather, hydrological model calibration) are calculated and compared for the Geer catchment (465 km2) in Belgium. We use a surface-subsurface integrated model implemented using the finite element code HydroGeoSphere, coupled with climate change scenarios (2010-2085) and the UCODE_2005 inverse model, to assess the uncertainty related to the calibration of the hydrological model. This integrated model provides a more realistic representation of the water exchanges between surface and subsurface domains and constrains more the calibration with the use of both surface and subsurface observed data. Sensitivity and uncertainty analyses were performed on predictions. The linear uncertainty analysis is approximate for this nonlinear system, but it provides some measure of uncertainty for computationally demanding models. Results show that, for the Geer catchment, the most important uncertainty is related to calibration of the hydrological model. The total uncertainty associated with the prediction of groundwater levels remains large. By the end of the century, however, the uncertainty becomes smaller than the predicted decline in groundwater levels.

Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models

NASA Astrophysics Data System (ADS)

Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.

2017-12-01

Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream measurements.

Improving Forecasts Through Realistic Uncertainty Estimates: A Novel Data Driven Method for Model Uncertainty Quantification in Data Assimilation

NASA Astrophysics Data System (ADS)

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

2016-12-01

Effective combination of model simulations and observations through Data Assimilation (DA) depends heavily on uncertainty characterisation. Many traditional methods for quantifying model uncertainty in DA require some level of subjectivity (by way of tuning parameters or by assuming Gaussian statistics). Furthermore, the focus is typically on only estimating the first and second moments. We propose a data-driven methodology to estimate the full distributional form of model uncertainty, i.e. the transition density p(xt|xt-1). All sources of uncertainty associated with the model simulations are considered collectively, without needing to devise stochastic perturbations for individual components (such as model input, parameter and structural uncertainty). A training period is used to derive the distribution of errors in observed variables conditioned on hidden states. Errors in hidden states are estimated from the conditional distribution of observed variables using non-linear optimization. The theory behind the framework and case study applications are discussed in detail. Results demonstrate improved predictions and more realistic uncertainty bounds compared to a standard perturbation approach.

Recognizing Uncertainty in the Q-Matrix via a Bayesian Extension of the DINA Model

ERIC Educational Resources Information Center

DeCarlo, Lawrence T.

2012-01-01

In the typical application of a cognitive diagnosis model, the Q-matrix, which reflects the theory with respect to the skills indicated by the items, is assumed to be known. However, the Q-matrix is usually determined by expert judgment, and so there can be uncertainty about some of its elements. Here it is shown that this uncertainty can be…

Uncertainty Quantification in Climate Modeling and Projection

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

Qian, Yun; Jackson, Charles; Giorgi, Filippo

The projection of future climate is one of the most complex problems undertaken by the scientific community. Although scientists have been striving to better understand the physical basis of the climate system and to improve climate models, the overall uncertainty in projections of future climate has not been significantly reduced (e.g., from the IPCC AR4 to AR5). With the rapid increase of complexity in Earth system models, reducing uncertainties in climate projections becomes extremely challenging. Since uncertainties always exist in climate models, interpreting the strengths and limitations of future climate projections is key to evaluating risks, and climate change informationmore » for use in Vulnerability, Impact, and Adaptation (VIA) studies should be provided with both well-characterized and well-quantified uncertainty. The workshop aimed at providing participants, many of them from developing countries, information on strategies to quantify the uncertainty in climate model projections and assess the reliability of climate change information for decision-making. The program included a mixture of lectures on fundamental concepts in Bayesian inference and sampling, applications, and hands-on computer laboratory exercises employing software packages for Bayesian inference, Markov Chain Monte Carlo methods, and global sensitivity analyses. The lectures covered a range of scientific issues underlying the evaluation of uncertainties in climate projections, such as the effects of uncertain initial and boundary conditions, uncertain physics, and limitations of observational records. Progress in quantitatively estimating uncertainties in hydrologic, land surface, and atmospheric models at both regional and global scales was also reviewed. The application of Uncertainty Quantification (UQ) concepts to coupled climate system models is still in its infancy. The Coupled Model Intercomparison Project (CMIP) multi-model ensemble currently represents the primary data for assessing reliability and uncertainties of climate change information. An alternative approach is to generate similar ensembles by perturbing parameters within a single-model framework. One of workshop’s objectives was to give participants a deeper understanding of these approaches within a Bayesian statistical framework. However, there remain significant challenges still to be resolved before UQ can be applied in a convincing way to climate models and their projections.« less

Cloud Condensation Nuclei Prediction Error from Application of Kohler Theory: Importance for the Aerosol Indirect Effect

NASA Technical Reports Server (NTRS)

Sotiropoulou, Rafaella-Eleni P.; Nenes, Athanasios; Adams, Peter J.; Seinfeld, John H.

2007-01-01

In situ observations of aerosol and cloud condensation nuclei (CCN) and the GISS GCM Model II' with an online aerosol simulation and explicit aerosol-cloud interactions are used to quantify the uncertainty in radiative forcing and autoconversion rate from application of Kohler theory. Simulations suggest that application of Koehler theory introduces a 10-20% uncertainty in global average indirect forcing and 2-11% uncertainty in autoconversion. Regionally, the uncertainty in indirect forcing ranges between 10-20%, and 5-50% for autoconversion. These results are insensitive to the range of updraft velocity and water vapor uptake coefficient considered. This study suggests that Koehler theory (as implemented in climate models) is not a significant source of uncertainty for aerosol indirect forcing but can be substantial for assessments of aerosol effects on the hydrological cycle in climatically sensitive regions of the globe. This implies that improvements in the representation of GCM subgrid processes and aerosol size distribution will mostly benefit indirect forcing assessments. Predictions of autoconversion, by nature, will be subject to considerable uncertainty; its reduction may require explicit representation of size-resolved aerosol composition and mixing state.

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

EPA Science Inventory

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

Supporting Fisheries Management by Means of Complex Models: Can We Point out Isles of Robustness in a Sea of Uncertainty?

PubMed Central

Gasche, Loïc; Mahévas, Stéphanie; Marchal, Paul

2013-01-01

Ecosystems are usually complex, nonlinear and strongly influenced by poorly known environmental variables. Among these systems, marine ecosystems have high uncertainties: marine populations in general are known to exhibit large levels of natural variability and the intensity of fishing efforts can change rapidly. These uncertainties are a source of risks that threaten the sustainability of both fish populations and fishing fleets targeting them. Appropriate management measures have to be found in order to reduce these risks and decrease sensitivity to uncertainties. Methods have been developed within decision theory that aim at allowing decision making under severe uncertainty. One of these methods is the information-gap decision theory. The info-gap method has started to permeate ecological modelling, with recent applications to conservation. However, these practical applications have so far been restricted to simple models with analytical solutions. Here we implement a deterministic approach based on decision theory in a complex model of the Eastern English Channel. Using the ISIS-Fish modelling platform, we model populations of sole and plaice in this area. We test a wide range of values for ecosystem, fleet and management parameters. From these simulations, we identify management rules controlling fish harvesting that allow reaching management goals recommended by ICES (International Council for the Exploration of the Sea) working groups while providing the highest robustness to uncertainties on ecosystem parameters. PMID:24204873

Supporting fisheries management by means of complex models: can we point out isles of robustness in a sea of uncertainty?

PubMed

Gasche, Loïc; Mahévas, Stéphanie; Marchal, Paul

2013-01-01

Ecosystems are usually complex, nonlinear and strongly influenced by poorly known environmental variables. Among these systems, marine ecosystems have high uncertainties: marine populations in general are known to exhibit large levels of natural variability and the intensity of fishing efforts can change rapidly. These uncertainties are a source of risks that threaten the sustainability of both fish populations and fishing fleets targeting them. Appropriate management measures have to be found in order to reduce these risks and decrease sensitivity to uncertainties. Methods have been developed within decision theory that aim at allowing decision making under severe uncertainty. One of these methods is the information-gap decision theory. The info-gap method has started to permeate ecological modelling, with recent applications to conservation. However, these practical applications have so far been restricted to simple models with analytical solutions. Here we implement a deterministic approach based on decision theory in a complex model of the Eastern English Channel. Using the ISIS-Fish modelling platform, we model populations of sole and plaice in this area. We test a wide range of values for ecosystem, fleet and management parameters. From these simulations, we identify management rules controlling fish harvesting that allow reaching management goals recommended by ICES (International Council for the Exploration of the Sea) working groups while providing the highest robustness to uncertainties on ecosystem parameters.

Decay heat uncertainty for BWR used fuel due to modeling and nuclear data uncertainties

DOE PAGES

Ilas, Germina; Liljenfeldt, Henrik

2017-05-19

Characterization of the energy released from radionuclide decay in nuclear fuel discharged from reactors is essential for the design, safety, and licensing analyses of used nuclear fuel storage, transportation, and repository systems. There are a limited number of decay heat measurements available for commercial used fuel applications. Because decay heat measurements can be expensive or impractical for covering the multitude of existing fuel designs, operating conditions, and specific application purposes, decay heat estimation relies heavily on computer code prediction. Uncertainty evaluation for calculated decay heat is an important aspect when assessing code prediction and a key factor supporting decision makingmore » for used fuel applications. While previous studies have largely focused on uncertainties in code predictions due to nuclear data uncertainties, this study discusses uncertainties in calculated decay heat due to uncertainties in assembly modeling parameters as well as in nuclear data. Capabilities in the SCALE nuclear analysis code system were used to quantify the effect on calculated decay heat of uncertainties in nuclear data and selected manufacturing and operation parameters for a typical boiling water reactor (BWR) fuel assembly. Furthermore, the BWR fuel assembly used as the reference case for this study was selected from a set of assemblies for which high-quality decay heat measurements are available, to assess the significance of the results through comparison with calculated and measured decay heat data.« less

Decay heat uncertainty for BWR used fuel due to modeling and nuclear data uncertainties

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

Ilas, Germina; Liljenfeldt, Henrik

Characterization of the energy released from radionuclide decay in nuclear fuel discharged from reactors is essential for the design, safety, and licensing analyses of used nuclear fuel storage, transportation, and repository systems. There are a limited number of decay heat measurements available for commercial used fuel applications. Because decay heat measurements can be expensive or impractical for covering the multitude of existing fuel designs, operating conditions, and specific application purposes, decay heat estimation relies heavily on computer code prediction. Uncertainty evaluation for calculated decay heat is an important aspect when assessing code prediction and a key factor supporting decision makingmore » for used fuel applications. While previous studies have largely focused on uncertainties in code predictions due to nuclear data uncertainties, this study discusses uncertainties in calculated decay heat due to uncertainties in assembly modeling parameters as well as in nuclear data. Capabilities in the SCALE nuclear analysis code system were used to quantify the effect on calculated decay heat of uncertainties in nuclear data and selected manufacturing and operation parameters for a typical boiling water reactor (BWR) fuel assembly. Furthermore, the BWR fuel assembly used as the reference case for this study was selected from a set of assemblies for which high-quality decay heat measurements are available, to assess the significance of the results through comparison with calculated and measured decay heat data.« less

Learning and Information Approaches for Inference in Dynamic Data-Driven Geophysical Applications

NASA Astrophysics Data System (ADS)

Ravela, S.

2015-12-01

Many Geophysical inference problems are characterized by non-linear processes, high-dimensional models and complex uncertainties. A dynamic coupling between models, estimation, and sampling is typically sought to efficiently characterize and reduce uncertainty. This process is however fraught with several difficulties. Among them, the key difficulties are the ability to deal with model errors, efficacy of uncertainty quantification and data assimilation. In this presentation, we present three key ideas from learning and intelligent systems theory and apply them to two geophysical applications. The first idea is the use of Ensemble Learning to compensate for model error, the second is to develop tractable Information Theoretic Learning to deal with non-Gaussianity in inference, and the third is a Manifold Resampling technique for effective uncertainty quantification. We apply these methods, first to the development of a cooperative autonomous observing system using sUAS for studying coherent structures. We apply this to Second, we apply this to the problem of quantifying risk from hurricanes and storm surges in a changing climate. Results indicate that learning approaches can enable new effectiveness in cases where standard approaches to model reduction, uncertainty quantification and data assimilation fail.

TSUNAMI Primer: A Primer for Sensitivity/Uncertainty Calculations with SCALE

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

Rearden, Bradley T; Mueller, Don; Bowman, Stephen M

2009-01-01

This primer presents examples in the application of the SCALE/TSUNAMI tools to generate k{sub eff} sensitivity data for one- and three-dimensional models using TSUNAMI-1D and -3D and to examine uncertainties in the computed k{sub eff} values due to uncertainties in the cross-section data used in their calculation. The proper use of unit cell data and need for confirming the appropriate selection of input parameters through direct perturbations are described. The uses of sensitivity and uncertainty data to identify and rank potential sources of computational bias in an application system and TSUNAMI tools for assessment of system similarity using sensitivity andmore » uncertainty criteria are demonstrated. Uses of these criteria in trending analyses to assess computational biases, bias uncertainties, and gap analyses are also described. Additionally, an application of the data adjustment tool TSURFER is provided, including identification of specific details of sources of computational bias.« less

Approaches to highly parameterized inversion: A guide to using PEST for model-parameter and predictive-uncertainty analysis

USGS Publications Warehouse

Doherty, John E.; Hunt, Randall J.; Tonkin, Matthew J.

2010-01-01

Analysis of the uncertainty associated with parameters used by a numerical model, and with predictions that depend on those parameters, is fundamental to the use of modeling in support of decisionmaking. Unfortunately, predictive uncertainty analysis with regard to models can be very computationally demanding, due in part to complex constraints on parameters that arise from expert knowledge of system properties on the one hand (knowledge constraints) and from the necessity for the model parameters to assume values that allow the model to reproduce historical system behavior on the other hand (calibration constraints). Enforcement of knowledge and calibration constraints on parameters used by a model does not eliminate the uncertainty in those parameters. In fact, in many cases, enforcement of calibration constraints simply reduces the uncertainties associated with a number of broad-scale combinations of model parameters that collectively describe spatially averaged system properties. The uncertainties associated with other combinations of parameters, especially those that pertain to small-scale parameter heterogeneity, may not be reduced through the calibration process. To the extent that a prediction depends on system-property detail, its postcalibration variability may be reduced very little, if at all, by applying calibration constraints; knowledge constraints remain the only limits on the variability of predictions that depend on such detail. Regrettably, in many common modeling applications, these constraints are weak. Though the PEST software suite was initially developed as a tool for model calibration, recent developments have focused on the evaluation of model-parameter and predictive uncertainty. As a complement to functionality that it provides for highly parameterized inversion (calibration) by means of formal mathematical regularization techniques, the PEST suite provides utilities for linear and nonlinear error-variance and uncertainty analysis in these highly parameterized modeling contexts. Availability of these utilities is particularly important because, in many cases, a significant proportion of the uncertainty associated with model parameters-and the predictions that depend on them-arises from differences between the complex properties of the real world and the simplified representation of those properties that is expressed by the calibrated model. This report is intended to guide intermediate to advanced modelers in the use of capabilities available with the PEST suite of programs for evaluating model predictive error and uncertainty. A brief theoretical background is presented on sources of parameter and predictive uncertainty and on the means for evaluating this uncertainty. Applications of PEST tools are then discussed for overdetermined and underdetermined problems, both linear and nonlinear. PEST tools for calculating contributions to model predictive uncertainty, as well as optimization of data acquisition for reducing parameter and predictive uncertainty, are presented. The appendixes list the relevant PEST variables, files, and utilities required for the analyses described in the document.

Uncertainty Modeling for Structural Control Analysis and Synthesis

NASA Technical Reports Server (NTRS)

Campbell, Mark E.; Crawley, Edward F.

1996-01-01

The development of an accurate model of uncertainties for the control of structures that undergo a change in operational environment, based solely on modeling and experimentation in the original environment is studied. The application used throughout this work is the development of an on-orbit uncertainty model based on ground modeling and experimentation. A ground based uncertainty model consisting of mean errors and bounds on critical structural parameters is developed. The uncertainty model is created using multiple data sets to observe all relevant uncertainties in the system. The Discrete Extended Kalman Filter is used as an identification/parameter estimation method for each data set, in addition to providing a covariance matrix which aids in the development of the uncertainty model. Once ground based modal uncertainties have been developed, they are localized to specific degrees of freedom in the form of mass and stiffness uncertainties. Two techniques are presented: a matrix method which develops the mass and stiffness uncertainties in a mathematical manner; and a sensitivity method which assumes a form for the mass and stiffness uncertainties in macroelements and scaling factors. This form allows the derivation of mass and stiffness uncertainties in a more physical manner. The mass and stiffness uncertainties of the ground based system are then mapped onto the on-orbit system, and projected to create an analogous on-orbit uncertainty model in the form of mean errors and bounds on critical parameters. The Middeck Active Control Experiment is introduced as experimental verification for the localization and projection methods developed. In addition, closed loop results from on-orbit operations of the experiment verify the use of the uncertainty model for control analysis and synthesis in space.

A methodology for computing uncertainty bounds of multivariable systems based on sector stability theory concepts

NASA Technical Reports Server (NTRS)

Waszak, Martin R.

1992-01-01

The application of a sector-based stability theory approach to the formulation of useful uncertainty descriptions for linear, time-invariant, multivariable systems is explored. A review of basic sector properties and sector-based approach are presented first. The sector-based approach is then applied to several general forms of parameter uncertainty to investigate its advantages and limitations. The results indicate that the sector uncertainty bound can be used effectively to evaluate the impact of parameter uncertainties on the frequency response of the design model. Inherent conservatism is a potential limitation of the sector-based approach, especially for highly dependent uncertain parameters. In addition, the representation of the system dynamics can affect the amount of conservatism reflected in the sector bound. Careful application of the model can help to reduce this conservatism, however, and the solution approach has some degrees of freedom that may be further exploited to reduce the conservatism.

Methods for Estimating the Uncertainty in Emergy Table-Form Models

EPA Science Inventory

Emergy studies have suffered criticism due to the lack of uncertainty analysis and this shortcoming may have directly hindered the wider application and acceptance of this methodology. Recently, to fill this gap, the sources of uncertainty in emergy analysis were described and an...

Quantification of uncertainty in aerosol optical thickness retrieval arising from aerosol microphysical model and other sources, applied to Ozone Monitoring Instrument (OMI) measurements

NASA Astrophysics Data System (ADS)

Määttä, A.; Laine, M.; Tamminen, J.; Veefkind, J. P.

2014-05-01

Satellite instruments are nowadays successfully utilised for measuring atmospheric aerosol in many applications as well as in research. Therefore, there is a growing need for rigorous error characterisation of the measurements. Here, we introduce a methodology for quantifying the uncertainty in the retrieval of aerosol optical thickness (AOT). In particular, we concentrate on two aspects: uncertainty due to aerosol microphysical model selection and uncertainty due to imperfect forward modelling. We apply the introduced methodology for aerosol optical thickness retrieval of the Ozone Monitoring Instrument (OMI) on board NASA's Earth Observing System (EOS) Aura satellite, launched in 2004. We apply statistical methodologies that improve the uncertainty estimates of the aerosol optical thickness retrieval by propagating aerosol microphysical model selection and forward model error more realistically. For the microphysical model selection problem, we utilise Bayesian model selection and model averaging methods. Gaussian processes are utilised to characterise the smooth systematic discrepancies between the measured and modelled reflectances (i.e. residuals). The spectral correlation is composed empirically by exploring a set of residuals. The operational OMI multi-wavelength aerosol retrieval algorithm OMAERO is used for cloud-free, over-land pixels of the OMI instrument with the additional Bayesian model selection and model discrepancy techniques introduced here. The method and improved uncertainty characterisation is demonstrated by several examples with different aerosol properties: weakly absorbing aerosols, forest fires over Greece and Russia, and Sahara desert dust. The statistical methodology presented is general; it is not restricted to this particular satellite retrieval application.

Appropriate Domain Size for Groundwater Flow Modeling with a Discrete Fracture Network Model.

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

When a discrete fracture network (DFN) is constructed from statistical conceptualization, uncertainty in simulating the hydraulic characteristics of a fracture network can arise due to the domain size. In this study, the appropriate domain size, where less significant uncertainty in the stochastic DFN model is expected, was suggested for the Korea Atomic Energy Research Institute Underground Research Tunnel (KURT) site. The stochastic DFN model for the site was established, and the appropriate domain size was determined with the density of the percolating cluster and the percolation probability using the stochastically generated DFNs for various domain sizes. The applicability of the appropriate domain size to our study site was evaluated by comparing the statistical properties of stochastically generated fractures of varying domain sizes and estimating the uncertainty in the equivalent permeability of the generated DFNs. Our results show that the uncertainty of the stochastic DFN model is acceptable when the modeling domain is larger than the determined appropriate domain size, and the appropriate domain size concept is applicable to our study site. © 2016, National Ground Water Association.

GCR Environmental Models III: GCR Model Validation and Propagated Uncertainties in Effective Dose

NASA Technical Reports Server (NTRS)

Slaba, Tony C.; Xu, Xiaojing; Blattnig, Steve R.; Norman, Ryan B.

2014-01-01

This is the last of three papers focused on quantifying the uncertainty associated with galactic cosmic rays (GCR) models used for space radiation shielding applications. In the first paper, it was found that GCR ions with Z>2 and boundary energy below 500 MeV/nucleon induce less than 5% of the total effective dose behind shielding. This is an important finding since GCR model development and validation have been heavily biased toward Advanced Composition Explorer/Cosmic Ray Isotope Spectrometer measurements below 500 MeV/nucleon. Weights were also developed that quantify the relative contribution of defined GCR energy and charge groups to effective dose behind shielding. In the second paper, it was shown that these weights could be used to efficiently propagate GCR model uncertainties into effective dose behind shielding. In this work, uncertainties are quantified for a few commonly used GCR models. A validation metric is developed that accounts for measurements uncertainty, and the metric is coupled to the fast uncertainty propagation method. For this work, the Badhwar-O'Neill (BON) 2010 and 2011 and the Matthia GCR models are compared to an extensive measurement database. It is shown that BON2011 systematically overestimates heavy ion fluxes in the range 0.5-4 GeV/nucleon. The BON2010 and BON2011 also show moderate and large errors in reproducing past solar activity near the 2000 solar maximum and 2010 solar minimum. It is found that all three models induce relative errors in effective dose in the interval [-20%, 20%] at a 68% confidence level. The BON2010 and Matthia models are found to have similar overall uncertainty estimates and are preferred for space radiation shielding applications.

Particle image velocimetry correlation signal-to-noise ratio metrics and measurement uncertainty quantification

NASA Astrophysics Data System (ADS)

Xue, Zhenyu; Charonko, John J.; Vlachos, Pavlos P.

2014-11-01

In particle image velocimetry (PIV) the measurement signal is contained in the recorded intensity of the particle image pattern superimposed on a variety of noise sources. The signal-to-noise-ratio (SNR) strength governs the resulting PIV cross correlation and ultimately the accuracy and uncertainty of the resulting PIV measurement. Hence we posit that correlation SNR metrics calculated from the correlation plane can be used to quantify the quality of the correlation and the resulting uncertainty of an individual measurement. In this paper we extend the original work by Charonko and Vlachos and present a framework for evaluating the correlation SNR using a set of different metrics, which in turn are used to develop models for uncertainty estimation. Several corrections have been applied in this work. The SNR metrics and corresponding models presented herein are expanded to be applicable to both standard and filtered correlations by applying a subtraction of the minimum correlation value to remove the effect of the background image noise. In addition, the notion of a ‘valid’ measurement is redefined with respect to the correlation peak width in order to be consistent with uncertainty quantification principles and distinct from an ‘outlier’ measurement. Finally the type and significance of the error distribution function is investigated. These advancements lead to more robust and reliable uncertainty estimation models compared with the original work by Charonko and Vlachos. The models are tested against both synthetic benchmark data as well as experimental measurements. In this work, {{U}68.5} uncertainties are estimated at the 68.5% confidence level while {{U}95} uncertainties are estimated at 95% confidence level. For all cases the resulting calculated coverage factors approximate the expected theoretical confidence intervals, thus demonstrating the applicability of these new models for estimation of uncertainty for individual PIV measurements.

Application of probabilistic modelling for the uncertainty evaluation of alignment measurements of large accelerator magnets assemblies

NASA Astrophysics Data System (ADS)

Doytchinov, I.; Tonnellier, X.; Shore, P.; Nicquevert, B.; Modena, M.; Mainaud Durand, H.

2018-05-01

Micrometric assembly and alignment requirements for future particle accelerators, and especially large assemblies, create the need for accurate uncertainty budgeting of alignment measurements. Measurements and uncertainties have to be accurately stated and traceable, to international standards, for metre-long sized assemblies, in the range of tens of µm. Indeed, these hundreds of assemblies will be produced and measured by several suppliers around the world, and will have to be integrated into a single machine. As part of the PACMAN project at CERN, we proposed and studied a practical application of probabilistic modelling of task-specific alignment uncertainty by applying a simulation by constraints calibration method. Using this method, we calibrated our measurement model using available data from ISO standardised tests (10360 series) for the metrology equipment. We combined this model with reference measurements and analysis of the measured data to quantify the actual specific uncertainty of each alignment measurement procedure. Our methodology was successfully validated against a calibrated and traceable 3D artefact as part of an international inter-laboratory study. The validated models were used to study the expected alignment uncertainty and important sensitivity factors in measuring the shortest and longest of the compact linear collider study assemblies, 0.54 m and 2.1 m respectively. In both cases, the laboratory alignment uncertainty was within the targeted uncertainty budget of 12 µm (68% confidence level). It was found that the remaining uncertainty budget for any additional alignment error compensations, such as the thermal drift error due to variation in machine operation heat load conditions, must be within 8.9 µm and 9.8 µm (68% confidence level) respectively.

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.

Balancing the stochastic description of uncertainties as a function of hydrologic model complexity

NASA Astrophysics Data System (ADS)

Del Giudice, D.; Reichert, P.; Albert, C.; Kalcic, M.; Logsdon Muenich, R.; Scavia, D.; Bosch, N. S.; Michalak, A. M.

2016-12-01

Uncertainty analysis is becoming an important component of forecasting water and pollutant fluxes in urban and rural environments. Properly accounting for errors in the modeling process can help to robustly assess the uncertainties associated with the inputs (e.g. precipitation) and outputs (e.g. runoff) of hydrological models. In recent years we have investigated several Bayesian methods to infer the parameters of a mechanistic hydrological model along with those of the stochastic error component. The latter describes the uncertainties of model outputs and possibly inputs. We have adapted our framework to a variety of applications, ranging from predicting floods in small stormwater systems to nutrient loads in large agricultural watersheds. Given practical constraints, we discuss how in general the number of quantities to infer probabilistically varies inversely with the complexity of the mechanistic model. Most often, when evaluating a hydrological model of intermediate complexity, we can infer the parameters of the model as well as of the output error model. Describing the output errors as a first order autoregressive process can realistically capture the "downstream" effect of inaccurate inputs and structure. With simpler runoff models we can additionally quantify input uncertainty by using a stochastic rainfall process. For complex hydrologic transport models, instead, we show that keeping model parameters fixed and just estimating time-dependent output uncertainties could be a viable option. The common goal across all these applications is to create time-dependent prediction intervals which are both reliable (cover the nominal amount of validation data) and precise (are as narrow as possible). In conclusion, we recommend focusing both on the choice of the hydrological model and of the probabilistic error description. The latter can include output uncertainty only, if the model is computationally-expensive, or, with simpler models, it can separately account for different sources of errors like in the inputs and the structure of the model.

Application of the SCALE TSUNAMI Tools for the Validation of Criticality Safety Calculations Involving 233U

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

Mueller, Don; Rearden, Bradley T; Hollenbach, Daniel F

2009-02-01

The Radiochemical Development Facility at Oak Ridge National Laboratory has been storing solid materials containing 233U for decades. Preparations are under way to process these materials into a form that is inherently safe from a nuclear criticality safety perspective. This will be accomplished by down-blending the {sup 233}U materials with depleted or natural uranium. At the request of the U.S. Department of Energy, a study has been performed using the SCALE sensitivity and uncertainty analysis tools to demonstrate how these tools could be used to validate nuclear criticality safety calculations of selected process and storage configurations. ISOTEK nuclear criticality safetymore » staff provided four models that are representative of the criticality safety calculations for which validation will be needed. The SCALE TSUNAMI-1D and TSUNAMI-3D sequences were used to generate energy-dependent k{sub eff} sensitivity profiles for each nuclide and reaction present in the four safety analysis models, also referred to as the applications, and in a large set of critical experiments. The SCALE TSUNAMI-IP module was used together with the sensitivity profiles and the cross-section uncertainty data contained in the SCALE covariance data files to propagate the cross-section uncertainties ({Delta}{sigma}/{sigma}) to k{sub eff} uncertainties ({Delta}k/k) for each application model. The SCALE TSUNAMI-IP module was also used to evaluate the similarity of each of the 672 critical experiments with each application. Results of the uncertainty analysis and similarity assessment are presented in this report. A total of 142 experiments were judged to be similar to application 1, and 68 experiments were judged to be similar to application 2. None of the 672 experiments were judged to be adequately similar to applications 3 and 4. Discussion of the uncertainty analysis and similarity assessment is provided for each of the four applications. Example upper subcritical limits (USLs) were generated for application 1 based on trending of the energy of average lethargy of neutrons causing fission, trending of the TSUNAMI similarity parameters, and use of data adjustment techniques.« less

Evaluating a multispecies adaptive management framework: Must uncertainty impede effective decision-making?

USGS Publications Warehouse

Smith, David R.; McGowan, Conor P.; Daily, Jonathan P.; Nichols, James D.; Sweka, John A.; Lyons, James E.

2013-01-01

Application of adaptive management to complex natural resource systems requires careful evaluation to ensure that the process leads to improved decision-making. As part of that evaluation, adaptive policies can be compared with alternative nonadaptive management scenarios. Also, the value of reducing structural (ecological) uncertainty to achieving management objectives can be quantified.A multispecies adaptive management framework was recently adopted by the Atlantic States Marine Fisheries Commission for sustainable harvest of Delaware Bay horseshoe crabs Limulus polyphemus, while maintaining adequate stopover habitat for migrating red knots Calidris canutus rufa, the focal shorebird species. The predictive model set encompassed the structural uncertainty in the relationships between horseshoe crab spawning, red knot weight gain and red knot vital rates. Stochastic dynamic programming was used to generate a state-dependent strategy for harvest decisions given that uncertainty. In this paper, we employed a management strategy evaluation approach to evaluate the performance of this adaptive management framework. Active adaptive management was used by including model weights as state variables in the optimization and reducing structural uncertainty by model weight updating.We found that the value of information for reducing structural uncertainty is expected to be low, because the uncertainty does not appear to impede effective management. Harvest policy responded to abundance levels of both species regardless of uncertainty in the specific relationship that generated those abundances. Thus, the expected horseshoe crab harvest and red knot abundance were similar when the population generating model was uncertain or known, and harvest policy was robust to structural uncertainty as specified.Synthesis and applications. The combination of management strategy evaluation with state-dependent strategies from stochastic dynamic programming was an informative approach to evaluate adaptive management performance and value of learning. Although natural resource decisions are characterized by uncertainty, not all uncertainty will cause decisions to be altered substantially, as we found in this case. It is important to incorporate uncertainty into the decision framing and evaluate the effect of reducing that uncertainty on achieving the desired outcomes

A multiple hypotheses uncertainty analysis in hydrological modelling: about model structure, landscape parameterization, and numerical integration

NASA Astrophysics Data System (ADS)

Pilz, Tobias; Francke, Till; Bronstert, Axel

2016-04-01

Until today a large number of competing computer models has been developed to understand hydrological processes and to simulate and predict streamflow dynamics of rivers. This is primarily the result of a lack of a unified theory in catchment hydrology due to insufficient process understanding and uncertainties related to model development and application. Therefore, the goal of this study is to analyze the uncertainty structure of a process-based hydrological catchment model employing a multiple hypotheses approach. The study focuses on three major problems that have received only little attention in previous investigations. First, to estimate the impact of model structural uncertainty by employing several alternative representations for each simulated process. Second, explore the influence of landscape discretization and parameterization from multiple datasets and user decisions. Third, employ several numerical solvers for the integration of the governing ordinary differential equations to study the effect on simulation results. The generated ensemble of model hypotheses is then analyzed and the three sources of uncertainty compared against each other. To ensure consistency and comparability all model structures and numerical solvers are implemented within a single simulation environment. First results suggest that the selection of a sophisticated numerical solver for the differential equations positively affects simulation outcomes. However, already some simple and easy to implement explicit methods perform surprisingly well and need less computational efforts than more advanced but time consuming implicit techniques. There is general evidence that ambiguous and subjective user decisions form a major source of uncertainty and can greatly influence model development and application at all stages.

Attributing uncertainty in streamflow simulations due to variable inputs via the Quantile Flow Deviation metric

NASA Astrophysics Data System (ADS)

Shoaib, Syed Abu; Marshall, Lucy; Sharma, Ashish

2018-06-01

Every model to characterise a real world process is affected by uncertainty. Selecting a suitable model is a vital aspect of engineering planning and design. Observation or input errors make the prediction of modelled responses more uncertain. By way of a recently developed attribution metric, this study is aimed at developing a method for analysing variability in model inputs together with model structure variability to quantify their relative contributions in typical hydrological modelling applications. The Quantile Flow Deviation (QFD) metric is used to assess these alternate sources of uncertainty. The Australian Water Availability Project (AWAP) precipitation data for four different Australian catchments is used to analyse the impact of spatial rainfall variability on simulated streamflow variability via the QFD. The QFD metric attributes the variability in flow ensembles to uncertainty associated with the selection of a model structure and input time series. For the case study catchments, the relative contribution of input uncertainty due to rainfall is higher than that due to potential evapotranspiration, and overall input uncertainty is significant compared to model structure and parameter uncertainty. Overall, this study investigates the propagation of input uncertainty in a daily streamflow modelling scenario and demonstrates how input errors manifest across different streamflow magnitudes.

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.

Modeling the value for money of changing clinical practice change: a stochastic application in diabetes care.

PubMed

Hoomans, Ties; Abrams, Keith R; Ament, Andre J H A; Evers, Silvia M A A; Severens, Johan L

2009-10-01

Decision making about resource allocation for guideline implementation to change clinical practice is inevitably undertaken in a context of uncertainty surrounding the cost-effectiveness of both clinical guidelines and implementation strategies. Adopting a total net benefit approach, a model was recently developed to overcome problems with the use of combined ratio statistics when analyzing decision uncertainty. To demonstrate the stochastic application of the model for informing decision making about the adoption of an audit and feedback strategy for implementing a guideline recommending intensive blood glucose control in type 2 diabetes in primary care in the Netherlands. An integrated Bayesian approach to decision modeling and evidence synthesis is adopted, using Markov Chain Monte Carlo simulation in WinBUGs. Data on model parameters is gathered from various sources, with effectiveness of implementation being estimated using pooled, random-effects meta-analysis. Decision uncertainty is illustrated using cost-effectiveness acceptability curves and frontier. Decisions about whether to adopt intensified glycemic control and whether to adopt audit and feedback alter for the maximum values that decision makers are willing to pay for health gain. Through simultaneously incorporating uncertain economic evidence on both guidance and implementation strategy, the cost-effectiveness acceptability curves and cost-effectiveness acceptability frontier show an increase in decision uncertainty concerning guideline implementation. The stochastic application in diabetes care demonstrates that the model provides a simple and useful tool for quantifying and exploring the (combined) uncertainty associated with decision making about adopting guidelines and implementation strategies and, therefore, for informing decisions about efficient resource allocation to change clinical practice.

Complex Systems Models and Their Applications: Towards a New Science of Verification, Validation & Uncertainty Quantification

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

Tsao, Jeffrey Y.; Trucano, Timothy G.; Kleban, Stephen D.

This report contains the written footprint of a Sandia-hosted workshop held in Albuquerque, New Mexico, June 22-23, 2016 on “Complex Systems Models and Their Applications: Towards a New Science of Verification, Validation and Uncertainty Quantification,” as well as of pre-work that fed into the workshop. The workshop’s intent was to explore and begin articulating research opportunities at the intersection between two important Sandia communities: the complex systems (CS) modeling community, and the verification, validation and uncertainty quantification (VVUQ) community The overarching research opportunity (and challenge) that we ultimately hope to address is: how can we quantify the credibility of knowledgemore » gained from complex systems models, knowledge that is often incomplete and interim, but will nonetheless be used, sometimes in real-time, by decision makers?« less

Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

EPA Science Inventory

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

Accounting for Parameter Uncertainty in Complex Atmospheric Models, With an Application to Greenhouse Gas Emissions Evaluation

NASA Astrophysics Data System (ADS)

Swallow, B.; Rigby, M. L.; Rougier, J.; Manning, A.; Thomson, D.; Webster, H. N.; Lunt, M. F.; O'Doherty, S.

2016-12-01

In order to understand underlying processes governing environmental and physical phenomena, a complex mathematical model is usually required. However, there is an inherent uncertainty related to the parameterisation of unresolved processes in these simulators. Here, we focus on the specific problem of accounting for uncertainty in parameter values in an atmospheric chemical transport model. Systematic errors introduced by failing to account for these uncertainties have the potential to have a large effect on resulting estimates in unknown quantities of interest. One approach that is being increasingly used to address this issue is known as emulation, in which a large number of forward runs of the simulator are carried out, in order to approximate the response of the output to changes in parameters. However, due to the complexity of some models, it is often unfeasible to run large numbers of training runs that is usually required for full statistical emulators of the environmental processes. We therefore present a simplified model reduction method for approximating uncertainties in complex environmental simulators without the need for very large numbers of training runs. We illustrate the method through an application to the Met Office's atmospheric transport model NAME. We show how our parameter estimation framework can be incorporated into a hierarchical Bayesian inversion, and demonstrate the impact on estimates of UK methane emissions, using atmospheric mole fraction data. We conclude that accounting for uncertainties in the parameterisation of complex atmospheric models is vital if systematic errors are to be minimized and all relevant uncertainties accounted for. We also note that investigations of this nature can prove extremely useful in highlighting deficiencies in the simulator that might otherwise be missed.

Assessing and reporting uncertainties in dietary exposure analysis - Part II: Application of the uncertainty template to a practical example of exposure assessment.

PubMed

Tennant, David; Bánáti, Diána; Kennedy, Marc; König, Jürgen; O'Mahony, Cian; Kettler, Susanne

2017-11-01

A previous publication described methods for assessing and reporting uncertainty in dietary exposure assessments. This follow-up publication uses a case study to develop proposals for representing and communicating uncertainty to risk managers. The food ingredient aspartame is used as the case study in a simple deterministic model (the EFSA FAIM template) and with more sophisticated probabilistic exposure assessment software (FACET). Parameter and model uncertainties are identified for each modelling approach and tabulated. The relative importance of each source of uncertainty is then evaluated using a semi-quantitative scale and the results expressed using two different forms of graphical summary. The value of this approach in expressing uncertainties in a manner that is relevant to the exposure assessment and useful to risk managers is then discussed. It was observed that the majority of uncertainties are often associated with data sources rather than the model itself. However, differences in modelling methods can have the greatest impact on uncertainties overall, particularly when the underlying data are the same. It was concluded that improved methods for communicating uncertainties for risk management is the research area where the greatest amount of effort is suggested to be placed in future. Copyright © 2017 The Authors. Published by Elsevier Ltd.. All rights reserved.

Application of Bayesian model averaging to measurements of the primordial power spectrum

NASA Astrophysics Data System (ADS)

Parkinson, David; Liddle, Andrew R.

2010-11-01

Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for assessing parameter uncertainties in situations where there is also uncertainty in the underlying model. We apply model averaging to the estimation of the parameters associated with the primordial power spectra of curvature and tensor perturbations. We use CosmoNest and MultiNest to compute the model evidences and posteriors, using cosmic microwave data from WMAP, ACBAR, BOOMERanG, and CBI, plus large-scale structure data from the SDSS DR7. We find that the model-averaged 95% credible interval for the spectral index using all of the data is 0.940

Uncertainty in Population Growth Rates: Determining Confidence Intervals from Point Estimates of Parameters

PubMed Central

Devenish Nelson, Eleanor S.; Harris, Stephen; Soulsbury, Carl D.; Richards, Shane A.; Stephens, Philip A.

2010-01-01

Background Demographic models are widely used in conservation and management, and their parameterisation often relies on data collected for other purposes. When underlying data lack clear indications of associated uncertainty, modellers often fail to account for that uncertainty in model outputs, such as estimates of population growth. Methodology/Principal Findings We applied a likelihood approach to infer uncertainty retrospectively from point estimates of vital rates. Combining this with resampling techniques and projection modelling, we show that confidence intervals for population growth estimates are easy to derive. We used similar techniques to examine the effects of sample size on uncertainty. Our approach is illustrated using data on the red fox, Vulpes vulpes, a predator of ecological and cultural importance, and the most widespread extant terrestrial mammal. We show that uncertainty surrounding estimated population growth rates can be high, even for relatively well-studied populations. Halving that uncertainty typically requires a quadrupling of sampling effort. Conclusions/Significance Our results compel caution when comparing demographic trends between populations without accounting for uncertainty. Our methods will be widely applicable to demographic studies of many species. PMID:21049049

Automating calibration, sensitivity and uncertainty analysis of complex models using the R package Flexible Modeling Environment (FME): SWAT as an example

USGS Publications Warehouse

Wu, Y.; Liu, S.

2012-01-01

Parameter optimization and uncertainty issues are a great challenge for the application of large environmental models like the Soil and Water Assessment Tool (SWAT), which is a physically-based hydrological model for simulating water and nutrient cycles at the watershed scale. In this study, we present a comprehensive modeling environment for SWAT, including automated calibration, and sensitivity and uncertainty analysis capabilities through integration with the R package Flexible Modeling Environment (FME). To address challenges (e.g., calling the model in R and transferring variables between Fortran and R) in developing such a two-language coupling framework, 1) we converted the Fortran-based SWAT model to an R function (R-SWAT) using the RFortran platform, and alternatively 2) we compiled SWAT as a Dynamic Link Library (DLL). We then wrapped SWAT (via R-SWAT) with FME to perform complex applications including parameter identifiability, inverse modeling, and sensitivity and uncertainty analysis in the R environment. The final R-SWAT-FME framework has the following key functionalities: automatic initialization of R, running Fortran-based SWAT and R commands in parallel, transferring parameters and model output between SWAT and R, and inverse modeling with visualization. To examine this framework and demonstrate how it works, a case study simulating streamflow in the Cedar River Basin in Iowa in the United Sates was used, and we compared it with the built-in auto-calibration tool of SWAT in parameter optimization. Results indicate that both methods performed well and similarly in searching a set of optimal parameters. Nonetheless, the R-SWAT-FME is more attractive due to its instant visualization, and potential to take advantage of other R packages (e.g., inverse modeling and statistical graphics). The methods presented in the paper are readily adaptable to other model applications that require capability for automated calibration, and sensitivity and uncertainty analysis.

Propagation of the velocity model uncertainties to the seismic event location

NASA Astrophysics Data System (ADS)

Gesret, A.; Desassis, N.; Noble, M.; Romary, T.; Maisons, C.

2015-01-01

Earthquake hypocentre locations are crucial in many domains of application (academic and industrial) as seismic event location maps are commonly used to delineate faults or fractures. The interpretation of these maps depends on location accuracy and on the reliability of the associated uncertainties. The largest contribution to location and uncertainty errors is due to the fact that the velocity model errors are usually not correctly taken into account. We propose a new Bayesian formulation that integrates properly the knowledge on the velocity model into the formulation of the probabilistic earthquake location. In this work, the velocity model uncertainties are first estimated with a Bayesian tomography of active shot data. We implement a sampling Monte Carlo type algorithm to generate velocity models distributed according to the posterior distribution. In a second step, we propagate the velocity model uncertainties to the seismic event location in a probabilistic framework. This enables to obtain more reliable hypocentre locations as well as their associated uncertainties accounting for picking and velocity model uncertainties. We illustrate the tomography results and the gain in accuracy of earthquake location for two synthetic examples and one real data case study in the context of induced microseismicity.

Assessment of uncertainties of the models used in thermal-hydraulic computer codes

NASA Astrophysics Data System (ADS)

Gricay, A. S.; Migrov, Yu. A.

2015-09-01

The article deals with matters concerned with the problem of determining the statistical characteristics of variable parameters (the variation range and distribution law) in analyzing the uncertainty and sensitivity of calculation results to uncertainty in input data. A comparative analysis of modern approaches to uncertainty in input data is presented. The need to develop an alternative method for estimating the uncertainty of model parameters used in thermal-hydraulic computer codes, in particular, in the closing correlations of the loop thermal hydraulics block, is shown. Such a method shall feature the minimal degree of subjectivism and must be based on objective quantitative assessment criteria. The method includes three sequential stages: selecting experimental data satisfying the specified criteria, identifying the key closing correlation using a sensitivity analysis, and carrying out case calculations followed by statistical processing of the results. By using the method, one can estimate the uncertainty range of a variable parameter and establish its distribution law in the above-mentioned range provided that the experimental information is sufficiently representative. Practical application of the method is demonstrated taking as an example the problem of estimating the uncertainty of a parameter appearing in the model describing transition to post-burnout heat transfer that is used in the thermal-hydraulic computer code KORSAR. The performed study revealed the need to narrow the previously established uncertainty range of this parameter and to replace the uniform distribution law in the above-mentioned range by the Gaussian distribution law. The proposed method can be applied to different thermal-hydraulic computer codes. In some cases, application of the method can make it possible to achieve a smaller degree of conservatism in the expert estimates of uncertainties pertinent to the model parameters used in computer codes.

Uncertainty in urban flood damage assessment due to urban drainage modelling and depth-damage curve estimation.

PubMed

Freni, G; La Loggia, G; Notaro, V

2010-01-01

Due to the increased occurrence of flooding events in urban areas, many procedures for flood damage quantification have been defined in recent decades. The lack of large databases in most cases is overcome by combining the output of urban drainage models and damage curves linking flooding to expected damage. The application of advanced hydraulic models as diagnostic, design and decision-making support tools has become a standard practice in hydraulic research and application. Flooding damage functions are usually evaluated by a priori estimation of potential damage (based on the value of exposed goods) or by interpolating real damage data (recorded during historical flooding events). Hydraulic models have undergone continuous advancements, pushed forward by increasing computer capacity. The details of the flooding propagation process on the surface and the details of the interconnections between underground and surface drainage systems have been studied extensively in recent years, resulting in progressively more reliable models. The same level of was advancement has not been reached with regard to damage curves, for which improvements are highly connected to data availability; this remains the main bottleneck in the expected flooding damage estimation. Such functions are usually affected by significant uncertainty intrinsically related to the collected data and to the simplified structure of the adopted functional relationships. The present paper aimed to evaluate this uncertainty by comparing the intrinsic uncertainty connected to the construction of the damage-depth function to the hydraulic model uncertainty. In this way, the paper sought to evaluate the role of hydraulic model detail level in the wider context of flood damage estimation. This paper demonstrated that the use of detailed hydraulic models might not be justified because of the higher computational cost and the significant uncertainty in damage estimation curves. This uncertainty occurs mainly because a large part of the total uncertainty is dependent on depth-damage curves. Improving the estimation of these curves may provide better results in term of uncertainty reduction than the adoption of detailed hydraulic models.

Uncertainty Analysis of Instrument Calibration and Application

NASA Technical Reports Server (NTRS)

Tripp, John S.; Tcheng, Ping

1999-01-01

Experimental aerodynamic researchers require estimated precision and bias uncertainties of measured physical quantities, typically at 95 percent confidence levels. Uncertainties of final computed aerodynamic parameters are obtained by propagation of individual measurement uncertainties through the defining functional expressions. In this paper, rigorous mathematical techniques are extended to determine precision and bias uncertainties of any instrument-sensor system. Through this analysis, instrument uncertainties determined through calibration are now expressed as functions of the corresponding measurement for linear and nonlinear univariate and multivariate processes. Treatment of correlated measurement precision error is developed. During laboratory calibration, calibration standard uncertainties are assumed to be an order of magnitude less than those of the instrument being calibrated. Often calibration standards do not satisfy this assumption. This paper applies rigorous statistical methods for inclusion of calibration standard uncertainty and covariance due to the order of their application. The effects of mathematical modeling error on calibration bias uncertainty are quantified. The effects of experimental design on uncertainty are analyzed. The importance of replication is emphasized, techniques for estimation of both bias and precision uncertainties using replication are developed. Statistical tests for stationarity of calibration parameters over time are obtained.

Multilevel UQ strategies for large-scale multiphysics applications: PSAAP II solar receiver

NASA Astrophysics Data System (ADS)

Jofre, Lluis; Geraci, Gianluca; Iaccarino, Gianluca

2017-06-01

Uncertainty quantification (UQ) plays a fundamental part in building confidence in predictive science. Of particular interest is the case of modeling and simulating engineering applications where, due to the inherent complexity, many uncertainties naturally arise, e.g. domain geometry, operating conditions, errors induced by modeling assumptions, etc. In this regard, one of the pacing items, especially in high-fidelity computational fluid dynamics (CFD) simulations, is the large amount of computing resources typically required to propagate incertitude through the models. Upcoming exascale supercomputers will significantly increase the available computational power. However, UQ approaches cannot entrust their applicability only on brute force Monte Carlo (MC) sampling; the large number of uncertainty sources and the presence of nonlinearities in the solution will make straightforward MC analysis unaffordable. Therefore, this work explores the multilevel MC strategy, and its extension to multi-fidelity and time convergence, to accelerate the estimation of the effect of uncertainties. The approach is described in detail, and its performance demonstrated on a radiated turbulent particle-laden flow case relevant to solar energy receivers (PSAAP II: Particle-laden turbulence in a radiation environment). Investigation funded by DoE's NNSA under PSAAP II.

Optical Model and Cross Section Uncertainties

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

Herman,M.W.; Pigni, M.T.; Dietrich, F.S.

2009-10-05

Distinct minima and maxima in the neutron total cross section uncertainties were observed in model calculations using spherical optical potential. We found this oscillating structure to be a general feature of quantum mechanical wave scattering. Specifically, we analyzed neutron interaction with 56Fe from 1 keV up to 65 MeV, and investigated physical origin of the minima.We discuss their potential importance for practical applications as well as the implications for the uncertainties in total and absorption cross sections.

Uncertainty Quantification in High Throughput Screening: Applications to Models of Endocrine Disruption, Cytotoxicity, and Zebrafish Development (GRC Drug Safety)

EPA Science Inventory

Using uncertainty quantification, we aim to improve the quality of modeling data from high throughput screening assays for use in risk assessment. ToxCast is a large-scale screening program that analyzes thousands of chemicals using over 800 assays representing hundreds of bioche...

Estimating daily time series of streamflow using hydrological model calibrated based on satellite observations of river water surface width: Toward real world applications.

PubMed

Sun, Wenchao; Ishidaira, Hiroshi; Bastola, Satish; Yu, Jingshan

2015-05-01

Lacking observation data for calibration constrains applications of hydrological models to estimate daily time series of streamflow. Recent improvements in remote sensing enable detection of river water-surface width from satellite observations, making possible the tracking of streamflow from space. In this study, a method calibrating hydrological models using river width derived from remote sensing is demonstrated through application to the ungauged Irrawaddy Basin in Myanmar. Generalized likelihood uncertainty estimation (GLUE) is selected as a tool for automatic calibration and uncertainty analysis. Of 50,000 randomly generated parameter sets, 997 are identified as behavioral, based on comparing model simulation with satellite observations. The uncertainty band of streamflow simulation can span most of 10-year average monthly observed streamflow for moderate and high flow conditions. Nash-Sutcliffe efficiency is 95.7% for the simulated streamflow at the 50% quantile. These results indicate that application to the target basin is generally successful. Beyond evaluating the method in a basin lacking streamflow data, difficulties and possible solutions for applications in the real world are addressed to promote future use of the proposed method in more ungauged basins. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Use of raster-based data layers to model spatial variation of seismotectonic data in probabilistic seismic hazard assessment

NASA Astrophysics Data System (ADS)

Zolfaghari, Mohammad R.

2009-07-01

Recent achievements in computer and information technology have provided the necessary tools to extend the application of probabilistic seismic hazard mapping from its traditional engineering use to many other applications. Examples for such applications are risk mitigation, disaster management, post disaster recovery planning and catastrophe loss estimation and risk management. Due to the lack of proper knowledge with regard to factors controlling seismic hazards, there are always uncertainties associated with all steps involved in developing and using seismic hazard models. While some of these uncertainties can be controlled by more accurate and reliable input data, the majority of the data and assumptions used in seismic hazard studies remain with high uncertainties that contribute to the uncertainty of the final results. In this paper a new methodology for the assessment of seismic hazard is described. The proposed approach provides practical facility for better capture of spatial variations of seismological and tectonic characteristics, which allows better treatment of their uncertainties. In the proposed approach, GIS raster-based data models are used in order to model geographical features in a cell-based system. The cell-based source model proposed in this paper provides a framework for implementing many geographically referenced seismotectonic factors into seismic hazard modelling. Examples for such components are seismic source boundaries, rupture geometry, seismic activity rate, focal depth and the choice of attenuation functions. The proposed methodology provides improvements in several aspects of the standard analytical tools currently being used for assessment and mapping of regional seismic hazard. The proposed methodology makes the best use of the recent advancements in computer technology in both software and hardware. The proposed approach is well structured to be implemented using conventional GIS tools.

Uncertainty assessment of a model for biological nitrogen and phosphorus removal: Application to a large wastewater treatment plant

NASA Astrophysics Data System (ADS)

Mannina, Giorgio; Cosenza, Alida; Viviani, Gaspare

In the last few years, the use of mathematical models in WasteWater Treatment Plant (WWTP) processes has become a common way to predict WWTP behaviour. However, mathematical models generally demand advanced input for their implementation that must be evaluated by an extensive data-gathering campaign, which cannot always be carried out. This fact, together with the intrinsic complexity of the model structure, leads to model results that may be very uncertain. Quantification of the uncertainty is imperative. However, despite the importance of uncertainty quantification, only few studies have been carried out in the wastewater treatment field, and those studies only included a few of the sources of model uncertainty. Seeking the development of the area, the paper presents the uncertainty assessment of a mathematical model simulating biological nitrogen and phosphorus removal. The uncertainty assessment was conducted according to the Generalised Likelihood Uncertainty Estimation (GLUE) methodology that has been scarcely applied in wastewater field. The model was based on activated-sludge models 1 (ASM) and 2 (ASM2). Different approaches can be used for uncertainty analysis. The GLUE methodology requires a large number of Monte Carlo simulations in which a random sampling of individual parameters drawn from probability distributions is used to determine a set of parameter values. Using this approach, model reliability was evaluated based on its capacity to globally limit the uncertainty. The method was applied to a large full-scale WWTP for which quantity and quality data was gathered. The analysis enabled to gain useful insights for WWTP modelling identifying the crucial aspects where higher uncertainty rely and where therefore, more efforts should be provided in terms of both data gathering and modelling practises.

Incorporating Uncertainty into Spacecraft Mission and Trajectory Design

NASA Astrophysics Data System (ADS)

Juliana D., Feldhacker

The complex nature of many astrodynamic systems often leads to high computational costs or degraded accuracy in the analysis and design of spacecraft missions, and the incorporation of uncertainty into the trajectory optimization process often becomes intractable. This research applies mathematical modeling techniques to reduce computational cost and improve tractability for design, optimization, uncertainty quantication (UQ) and sensitivity analysis (SA) in astrodynamic systems and develops a method for trajectory optimization under uncertainty (OUU). This thesis demonstrates the use of surrogate regression models and polynomial chaos expansions for the purpose of design and UQ in the complex three-body system. Results are presented for the application of the models to the design of mid-eld rendezvous maneuvers for spacecraft in three-body orbits. The models are shown to provide high accuracy with no a priori knowledge on the sample size required for convergence. Additionally, a method is developed for the direct incorporation of system uncertainties into the design process for the purpose of OUU and robust design; these methods are also applied to the rendezvous problem. It is shown that the models can be used for constrained optimization with orders of magnitude fewer samples than is required for a Monte Carlo approach to the same problem. Finally, this research considers an application for which regression models are not well-suited, namely UQ for the kinetic de ection of potentially hazardous asteroids under the assumptions of real asteroid shape models and uncertainties in the impact trajectory and the surface material properties of the asteroid, which produce a non-smooth system response. An alternate set of models is presented that enables analytic computation of the uncertainties in the imparted momentum from impact. Use of these models for a survey of asteroids allows conclusions to be drawn on the eects of an asteroid's shape on the ability to successfully divert the asteroid via kinetic impactor.

Development and Testing of Neutron Cross Section Covariance Data for SCALE 6.2

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

Marshall, William BJ J; Williams, Mark L; Wiarda, Dorothea

2015-01-01

Neutron cross-section covariance data are essential for many sensitivity/uncertainty and uncertainty quantification assessments performed both within the TSUNAMI suite and more broadly throughout the SCALE code system. The release of ENDF/B-VII.1 included a more complete set of neutron cross-section covariance data: these data form the basis for a new cross-section covariance library to be released in SCALE 6.2. A range of testing is conducted to investigate the properties of these covariance data and ensure that the data are reasonable. These tests include examination of the uncertainty in critical experiment benchmark model k eff values due to nuclear data uncertainties, asmore » well as similarity assessments of irradiated pressurized water reactor (PWR) and boiling water reactor (BWR) fuel with suites of critical experiments. The contents of the new covariance library, the testing performed, and the behavior of the new covariance data are described in this paper. The neutron cross-section covariances can be combined with a sensitivity data file generated using the TSUNAMI suite of codes within SCALE to determine the uncertainty in system k eff caused by nuclear data uncertainties. The Verified, Archived Library of Inputs and Data (VALID) maintained at Oak Ridge National Laboratory (ORNL) contains over 400 critical experiment benchmark models, and sensitivity data are generated for each of these models. The nuclear data uncertainty in k eff is generated for each experiment, and the resulting uncertainties are tabulated and compared to the differences in measured and calculated results. The magnitude of the uncertainty for categories of nuclides (such as actinides, fission products, and structural materials) is calculated for irradiated PWR and BWR fuel to quantify the effect of covariance library changes between the SCALE 6.1 and 6.2 libraries. One of the primary applications of sensitivity/uncertainty methods within SCALE is the assessment of similarities between benchmark experiments and safety applications. This is described by a c k value for each experiment with each application. Several studies have analyzed typical c k values for a range of critical experiments compared with hypothetical irradiated fuel applications. The c k value is sensitive to the cross-section covariance data because the contribution of each nuclide is influenced by its uncertainty; large uncertainties indicate more likely bias sources and are thus given more weight. Changes in c k values resulting from different covariance data can be used to examine and assess underlying data changes. These comparisons are performed for PWR and BWR fuel in storage and transportation systems.« less

Developing a non-point source P loss indicator in R and its parameter uncertainty assessment using GLUE: a case study in northern China.

PubMed

Su, Jingjun; Du, Xinzhong; Li, Xuyong

2018-05-16

Uncertainty analysis is an important prerequisite for model application. However, the existing phosphorus (P) loss indexes or indicators were rarely evaluated. This study applied generalized likelihood uncertainty estimation (GLUE) method to assess the uncertainty of parameters and modeling outputs of a non-point source (NPS) P indicator constructed in R language. And the influences of subjective choices of likelihood formulation and acceptability threshold of GLUE on model outputs were also detected. The results indicated the following. (1) Parameters RegR 2 , RegSDR 2 , PlossDP fer , PlossDP man , DPDR, and DPR were highly sensitive to overall TP simulation and their value ranges could be reduced by GLUE. (2) Nash efficiency likelihood (L 1 ) seemed to present better ability in accentuating high likelihood value simulations than the exponential function (L 2 ) did. (3) The combined likelihood integrating the criteria of multiple outputs acted better than single likelihood in model uncertainty assessment in terms of reducing the uncertainty band widths and assuring the fitting goodness of whole model outputs. (4) A value of 0.55 appeared to be a modest choice of threshold value to balance the interests between high modeling efficiency and high bracketing efficiency. Results of this study could provide (1) an option to conduct NPS modeling under one single computer platform, (2) important references to the parameter setting for NPS model development in similar regions, (3) useful suggestions for the application of GLUE method in studies with different emphases according to research interests, and (4) important insights into the watershed P management in similar regions.

Quantifying Uncertainties in N2O Emission Due to N Fertilizer Application in Cultivated Areas

PubMed Central

Philibert, Aurore; Loyce, Chantal; Makowski, David

2012-01-01

Nitrous oxide (N2O) is a greenhouse gas with a global warming potential approximately 298 times greater than that of CO2. In 2006, the Intergovernmental Panel on Climate Change (IPCC) estimated N2O emission due to synthetic and organic nitrogen (N) fertilization at 1% of applied N. We investigated the uncertainty on this estimated value, by fitting 13 different models to a published dataset including 985 N2O measurements. These models were characterized by (i) the presence or absence of the explanatory variable “applied N”, (ii) the function relating N2O emission to applied N (exponential or linear function), (iii) fixed or random background (i.e. in the absence of N application) N2O emission and (iv) fixed or random applied N effect. We calculated ranges of uncertainty on N2O emissions from a subset of these models, and compared them with the uncertainty ranges currently used in the IPCC-Tier 1 method. The exponential models outperformed the linear models, and models including one or two random effects outperformed those including fixed effects only. The use of an exponential function rather than a linear function has an important practical consequence: the emission factor is not constant and increases as a function of applied N. Emission factors estimated using the exponential function were lower than 1% when the amount of N applied was below 160 kg N ha−1. Our uncertainty analysis shows that the uncertainty range currently used by the IPCC-Tier 1 method could be reduced. PMID:23226430

Dynamic Decision Making under Uncertainty and Partial Information

DTIC Science & Technology

2017-01-30

order to address these problems, we investigated efficient computational methodologies for dynamic decision making under uncertainty and partial...information. In the course of this research, we developed and studied efficient simulation-based methodologies for dynamic decision making under...uncertainty and partial information; (ii) studied the application of these decision making models and methodologies to practical problems, such as those

Spatial Uncertainty Modeling of Fuzzy Information in Images for Pattern Classification

PubMed Central

Pham, Tuan D.

2014-01-01

The modeling of the spatial distribution of image properties is important for many pattern recognition problems in science and engineering. Mathematical methods are needed to quantify the variability of this spatial distribution based on which a decision of classification can be made in an optimal sense. However, image properties are often subject to uncertainty due to both incomplete and imprecise information. This paper presents an integrated approach for estimating the spatial uncertainty of vagueness in images using the theory of geostatistics and the calculus of probability measures of fuzzy events. Such a model for the quantification of spatial uncertainty is utilized as a new image feature extraction method, based on which classifiers can be trained to perform the task of pattern recognition. Applications of the proposed algorithm to the classification of various types of image data suggest the usefulness of the proposed uncertainty modeling technique for texture feature extraction. PMID:25157744

Sources of Uncertainty in Predicting Land Surface Fluxes Using Diverse Data and Models

NASA Technical Reports Server (NTRS)

Dungan, Jennifer L.; Wang, Weile; Michaelis, Andrew; Votava, Petr; Nemani, Ramakrishma

2010-01-01

In the domain of predicting land surface fluxes, models are used to bring data from large observation networks and satellite remote sensing together to make predictions about present and future states of the Earth. Characterizing the uncertainty about such predictions is a complex process and one that is not yet fully understood. Uncertainty exists about initialization, measurement and interpolation of input variables; model parameters; model structure; and mixed spatial and temporal supports. Multiple models or structures often exist to describe the same processes. Uncertainty about structure is currently addressed by running an ensemble of different models and examining the distribution of model outputs. To illustrate structural uncertainty, a multi-model ensemble experiment we have been conducting using the Terrestrial Observation and Prediction System (TOPS) will be discussed. TOPS uses public versions of process-based ecosystem models that use satellite-derived inputs along with surface climate data and land surface characterization to produce predictions of ecosystem fluxes including gross and net primary production and net ecosystem exchange. Using the TOPS framework, we have explored the uncertainty arising from the application of models with different assumptions, structures, parameters, and variable definitions. With a small number of models, this only begins to capture the range of possible spatial fields of ecosystem fluxes. Few attempts have been made to systematically address the components of uncertainty in such a framework. We discuss the characterization of uncertainty for this approach including both quantifiable and poorly known aspects.

The Effect of Nondeterministic Parameters on Shock-Associated Noise Prediction Modeling

NASA Technical Reports Server (NTRS)

Dahl, Milo D.; Khavaran, Abbas

2010-01-01

Engineering applications for aircraft noise prediction contain models for physical phenomenon that enable solutions to be computed quickly. These models contain parameters that have an uncertainty not accounted for in the solution. To include uncertainty in the solution, nondeterministic computational methods are applied. Using prediction models for supersonic jet broadband shock-associated noise, fixed model parameters are replaced by probability distributions to illustrate one of these methods. The results show the impact of using nondeterministic parameters both on estimating the model output uncertainty and on the model spectral level prediction. In addition, a global sensitivity analysis is used to determine the influence of the model parameters on the output, and to identify the parameters with the least influence on model output.

Novel Method for Incorporating Model Uncertainties into Gravitational Wave Parameter Estimates

NASA Astrophysics Data System (ADS)

Moore, Christopher J.; Gair, Jonathan R.

2014-12-01

Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications, these models are incomplete, which both reduces the prospects of detection and leads to a systematic error in the parameter estimates. In the analysis of data from gravitational wave detectors, for example, accurate waveform templates can be computed using numerical methods, but the prohibitive cost of these simulations means this can only be done for a small handful of parameters. In this Letter, a novel method to fold model uncertainties into data analysis is proposed; the waveform uncertainty is analytically marginalized over using with a prior distribution constructed by using Gaussian process regression to interpolate the waveform difference from a small training set of accurate templates. The method is well motivated, easy to implement, and no more computationally expensive than standard techniques. The new method is shown to perform extremely well when applied to a toy problem. While we use the application to gravitational wave data analysis to motivate and illustrate the technique, it can be applied in any context where model uncertainties exist.

Stormwater quality modelling in combined sewers: calibration and uncertainty analysis.

PubMed

Kanso, A; Chebbo, G; Tassin, B

2005-01-01

Estimating the level of uncertainty in urban stormwater quality models is vital for their utilization. This paper presents the results of application of a Monte Carlo Markov Chain method based on the Bayesian theory for the calibration and uncertainty analysis of a storm water quality model commonly used in available software. The tested model uses a hydrologic/hydrodynamic scheme to estimate the accumulation, the erosion and the transport of pollutants on surfaces and in sewers. It was calibrated for four different initial conditions of in-sewer deposits. Calibration results showed large variability in the model's responses in function of the initial conditions. They demonstrated that the model's predictive capacity is very low.

Application of Non-Deterministic Methods to Assess Modeling Uncertainties for Reinforced Carbon-Carbon Debris Impacts

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Fasanella, Edwin L.; Melis, Matthew; Carney, Kelly; Gabrys, Jonathan

2004-01-01

The Space Shuttle Columbia Accident Investigation Board (CAIB) made several recommendations for improving the NASA Space Shuttle Program. An extensive experimental and analytical program has been developed to address two recommendations related to structural impact analysis. The objective of the present work is to demonstrate the application of probabilistic analysis to assess the effect of uncertainties on debris impacts on Space Shuttle Reinforced Carbon-Carbon (RCC) panels. The probabilistic analysis is used to identify the material modeling parameters controlling the uncertainty. A comparison of the finite element results with limited experimental data provided confidence that the simulations were adequately representing the global response of the material. Five input parameters were identified as significantly controlling the response.

Full uncertainty quantification of N2O and NO emissions using the biogeochemical model LandscapeDNDC on site and regional scale

NASA Astrophysics Data System (ADS)

Haas, Edwin; Santabarbara, Ignacio; Kiese, Ralf; Butterbach-Bahl, Klaus

2017-04-01

Numerical simulation models are increasingly used to estimate greenhouse gas emissions at site to regional / national scale and are outlined as the most advanced methodology (Tier 3) in the framework of UNFCCC reporting. Process-based models incorporate the major processes of the carbon and nitrogen cycle of terrestrial ecosystems and are thus thought to be widely applicable at various conditions and spatial scales. Process based modelling requires high spatial resolution input data on soil properties, climate drivers and management information. The acceptance of model based inventory calculations depends on the assessment of the inventory's uncertainty (model, input data and parameter induced uncertainties). In this study we fully quantify the uncertainty in modelling soil N2O and NO emissions from arable, grassland and forest soils using the biogeochemical model LandscapeDNDC. We address model induced uncertainty (MU) by contrasting two different soil biogeochemistry modules within LandscapeDNDC. The parameter induced uncertainty (PU) was assessed by using joint parameter distributions for key parameters describing microbial C and N turnover processes as obtained by different Bayesian calibration studies for each model configuration. Input data induced uncertainty (DU) was addressed by Bayesian calibration of soil properties, climate drivers and agricultural management practices data. For the MU, DU and PU we performed several hundred simulations each to contribute to the individual uncertainty assessment. For the overall uncertainty quantification we assessed the model prediction probability, followed by sampled sets of input datasets and parameter distributions. Statistical analysis of the simulation results have been used to quantify the overall full uncertainty of the modelling approach. With this study we can contrast the variation in model results to the different sources of uncertainties for each ecosystem. Further we have been able to perform a fully uncertainty analysis for modelling N2O and NO emissions from arable, grassland and forest soils necessary for the comprehensibility of modelling results. We have applied the methodology to a regional inventory to assess the overall modelling uncertainty for a regional N2O and NO emissions inventory for the state of Saxony, Germany.

UQTools: The Uncertainty Quantification Toolbox - Introduction and Tutorial

NASA Technical Reports Server (NTRS)

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

2012-01-01

UQTools is the short name for the Uncertainty Quantification Toolbox, a software package designed to efficiently quantify the impact of parametric uncertainty on engineering systems. UQTools is a MATLAB-based software package and was designed to be discipline independent, employing very generic representations of the system models and uncertainty. Specifically, UQTools accepts linear and nonlinear system models and permits arbitrary functional dependencies between the system s measures of interest and the probabilistic or non-probabilistic parametric uncertainty. One of the most significant features incorporated into UQTools is the theoretical development centered on homothetic deformations and their application to set bounding and approximating failure probabilities. Beyond the set bounding technique, UQTools provides a wide range of probabilistic and uncertainty-based tools to solve key problems in science and engineering.

Framework for Uncertainty Assessment - Hanford Site-Wide Groundwater Flow and Transport Modeling

NASA Astrophysics Data System (ADS)

Bergeron, M. P.; Cole, C. R.; Murray, C. J.; Thorne, P. D.; Wurstner, S. K.

2002-05-01

Pacific Northwest National Laboratory is in the process of development and implementation of an uncertainty estimation methodology for use in future site assessments that addresses parameter uncertainty as well as uncertainties related to the groundwater conceptual model. The long-term goals of the effort are development and implementation of an uncertainty estimation methodology for use in future assessments and analyses being made with the Hanford site-wide groundwater model. The basic approach in the framework developed for uncertainty assessment consists of: 1) Alternate conceptual model (ACM) identification to identify and document the major features and assumptions of each conceptual model. The process must also include a periodic review of the existing and proposed new conceptual models as data or understanding become available. 2) ACM development of each identified conceptual model through inverse modeling with historical site data. 3) ACM evaluation to identify which of conceptual models are plausible and should be included in any subsequent uncertainty assessments. 4) ACM uncertainty assessments will only be carried out for those ACMs determined to be plausible through comparison with historical observations and model structure identification measures. The parameter uncertainty assessment process generally involves: a) Model Complexity Optimization - to identify the important or relevant parameters for the uncertainty analysis; b) Characterization of Parameter Uncertainty - to develop the pdfs for the important uncertain parameters including identification of any correlations among parameters; c) Propagation of Uncertainty - to propagate parameter uncertainties (e.g., by first order second moment methods if applicable or by a Monte Carlo approach) through the model to determine the uncertainty in the model predictions of interest. 5)Estimation of combined ACM and scenario uncertainty by a double sum with each component of the inner sum (an individual CCDF) representing parameter uncertainty associated with a particular scenario and ACM and the outer sum enumerating the various plausible ACM and scenario combinations in order to represent the combined estimate of uncertainty (a family of CCDFs). A final important part of the framework includes identification, enumeration, and documentation of all the assumptions, which include those made during conceptual model development, required by the mathematical model, required by the numerical model, made during the spatial and temporal descretization process, needed to assign the statistical model and associated parameters that describe the uncertainty in the relevant input parameters, and finally those assumptions required by the propagation method. Pacific Northwest National Laboratory is operated for the U.S. Department of Energy under Contract DE-AC06-76RL01830.

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

NASA Technical Reports Server (NTRS)

Aires, F.; Prigent, C.; Rossow, W. B.

2004-01-01

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

Quantification of model uncertainty in aerosol optical thickness retrieval from Ozone Monitoring Instrument (OMI) measurements

NASA Astrophysics Data System (ADS)

Määttä, A.; Laine, M.; Tamminen, J.; Veefkind, J. P.

2013-09-01

We study uncertainty quantification in remote sensing of aerosols in the atmosphere with top of the atmosphere reflectance measurements from the nadir-viewing Ozone Monitoring Instrument (OMI). Focus is on the uncertainty in aerosol model selection of pre-calculated aerosol models and on the statistical modelling of the model inadequacies. The aim is to apply statistical methodologies that improve the uncertainty estimates of the aerosol optical thickness (AOT) retrieval by propagating model selection and model error related uncertainties more realistically. We utilise Bayesian model selection and model averaging methods for the model selection problem and use Gaussian processes to model the smooth systematic discrepancies from the modelled to observed reflectance. The systematic model error is learned from an ensemble of operational retrievals. The operational OMI multi-wavelength aerosol retrieval algorithm OMAERO is used for cloud free, over land pixels of the OMI instrument with the additional Bayesian model selection and model discrepancy techniques. The method is demonstrated with four examples with different aerosol properties: weakly absorbing aerosols, forest fires over Greece and Russia, and Sahara dessert dust. The presented statistical methodology is general; it is not restricted to this particular satellite retrieval application.

The Impact of Model and Rainfall Forcing Errors on Characterizing Soil Moisture Uncertainty in Land Surface Modeling

NASA Technical Reports Server (NTRS)

Maggioni, V.; Anagnostou, E. N.; Reichle, R. H.

2013-01-01

The contribution of rainfall forcing errors relative to model (structural and parameter) uncertainty in the prediction of soil moisture is investigated by integrating the NASA Catchment Land Surface Model (CLSM), forced with hydro-meteorological data, in the Oklahoma region. Rainfall-forcing uncertainty is introduced using a stochastic error model that generates ensemble rainfall fields from satellite rainfall products. The ensemble satellite rain fields are propagated through CLSM to produce soil moisture ensembles. Errors in CLSM are modeled with two different approaches: either by perturbing model parameters (representing model parameter uncertainty) or by adding randomly generated noise (representing model structure and parameter uncertainty) to the model prognostic variables. Our findings highlight that the method currently used in the NASA GEOS-5 Land Data Assimilation System to perturb CLSM variables poorly describes the uncertainty in the predicted soil moisture, even when combined with rainfall model perturbations. On the other hand, by adding model parameter perturbations to rainfall forcing perturbations, a better characterization of uncertainty in soil moisture simulations is observed. Specifically, an analysis of the rank histograms shows that the most consistent ensemble of soil moisture is obtained by combining rainfall and model parameter perturbations. When rainfall forcing and model prognostic perturbations are added, the rank histogram shows a U-shape at the domain average scale, which corresponds to a lack of variability in the forecast ensemble. The more accurate estimation of the soil moisture prediction uncertainty obtained by combining rainfall and parameter perturbations is encouraging for the application of this approach in ensemble data assimilation systems.

Robust Bayesian linear regression with application to an analysis of the CODATA values for the Planck constant

NASA Astrophysics Data System (ADS)

Wübbeler, Gerd; Bodnar, Olha; Elster, Clemens

2018-02-01

Weighted least-squares estimation is commonly applied in metrology to fit models to measurements that are accompanied with quoted uncertainties. The weights are chosen in dependence on the quoted uncertainties. However, when data and model are inconsistent in view of the quoted uncertainties, this procedure does not yield adequate results. When it can be assumed that all uncertainties ought to be rescaled by a common factor, weighted least-squares estimation may still be used, provided that a simple correction of the uncertainty obtained for the estimated model is applied. We show that these uncertainties and credible intervals are robust, as they do not rely on the assumption of a Gaussian distribution of the data. Hence, common software for weighted least-squares estimation may still safely be employed in such a case, followed by a simple modification of the uncertainties obtained by that software. We also provide means of checking the assumptions of such an approach. The Bayesian regression procedure is applied to analyze the CODATA values for the Planck constant published over the past decades in terms of three different models: a constant model, a straight line model and a spline model. Our results indicate that the CODATA values may not have yet stabilized.

Uncertainty quantification of fast sodium current steady-state inactivation for multi-scale models of cardiac electrophysiology.

PubMed

Pathmanathan, Pras; Shotwell, Matthew S; Gavaghan, David J; Cordeiro, Jonathan M; Gray, Richard A

2015-01-01

Perhaps the most mature area of multi-scale systems biology is the modelling of the heart. Current models are grounded in over fifty years of research in the development of biophysically detailed models of the electrophysiology (EP) of cardiac cells, but one aspect which is inadequately addressed is the incorporation of uncertainty and physiological variability. Uncertainty quantification (UQ) is the identification and characterisation of the uncertainty in model parameters derived from experimental data, and the computation of the resultant uncertainty in model outputs. It is a necessary tool for establishing the credibility of computational models, and will likely be expected of EP models for future safety-critical clinical applications. The focus of this paper is formal UQ of one major sub-component of cardiac EP models, the steady-state inactivation of the fast sodium current, INa. To better capture average behaviour and quantify variability across cells, we have applied for the first time an 'individual-based' statistical methodology to assess voltage clamp data. Advantages of this approach over a more traditional 'population-averaged' approach are highlighted. The method was used to characterise variability amongst cells isolated from canine epi and endocardium, and this variability was then 'propagated forward' through a canine model to determine the resultant uncertainty in model predictions at different scales, such as of upstroke velocity and spiral wave dynamics. Statistically significant differences between epi and endocardial cells (greater half-inactivation and less steep slope of steady state inactivation curve for endo) was observed, and the forward propagation revealed a lack of robustness of the model to underlying variability, but also surprising robustness to variability at the tissue scale. Overall, the methodology can be used to: (i) better analyse voltage clamp data; (ii) characterise underlying population variability; (iii) investigate consequences of variability; and (iv) improve the ability to validate a model. To our knowledge this article is the first to quantify population variability in membrane dynamics in this manner, and the first to perform formal UQ for a component of a cardiac model. The approach is likely to find much wider applicability across systems biology as current application domains reach greater levels of maturity. Published by Elsevier Ltd.

Up-scaling of multi-variable flood loss models from objects to land use units at the meso-scale

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Schröter, Kai; Merz, Bruno

2016-05-01

Flood risk management increasingly relies on risk analyses, including loss modelling. Most of the flood loss models usually applied in standard practice have in common that complex damaging processes are described by simple approaches like stage-damage functions. Novel multi-variable models significantly improve loss estimation on the micro-scale and may also be advantageous for large-scale applications. However, more input parameters also reveal additional uncertainty, even more in upscaling procedures for meso-scale applications, where the parameters need to be estimated on a regional area-wide basis. To gain more knowledge about challenges associated with the up-scaling of multi-variable flood loss models the following approach is applied: Single- and multi-variable micro-scale flood loss models are up-scaled and applied on the meso-scale, namely on basis of ATKIS land-use units. Application and validation is undertaken in 19 municipalities, which were affected during the 2002 flood by the River Mulde in Saxony, Germany by comparison to official loss data provided by the Saxon Relief Bank (SAB).In the meso-scale case study based model validation, most multi-variable models show smaller errors than the uni-variable stage-damage functions. The results show the suitability of the up-scaling approach, and, in accordance with micro-scale validation studies, that multi-variable models are an improvement in flood loss modelling also on the meso-scale. However, uncertainties remain high, stressing the importance of uncertainty quantification. Thus, the development of probabilistic loss models, like BT-FLEMO used in this study, which inherently provide uncertainty information are the way forward.

Binary variable multiple-model multiple imputation to address missing data mechanism uncertainty: Application to a smoking cessation trial

PubMed Central

Siddique, Juned; Harel, Ofer; Crespi, Catherine M.; Hedeker, Donald

2014-01-01

The true missing data mechanism is never known in practice. We present a method for generating multiple imputations for binary variables that formally incorporates missing data mechanism uncertainty. Imputations are generated from a distribution of imputation models rather than a single model, with the distribution reflecting subjective notions of missing data mechanism uncertainty. Parameter estimates and standard errors are obtained using rules for nested multiple imputation. Using simulation, we investigate the impact of missing data mechanism uncertainty on post-imputation inferences and show that incorporating this uncertainty can increase the coverage of parameter estimates. We apply our method to a longitudinal smoking cessation trial where nonignorably missing data were a concern. Our method provides a simple approach for formalizing subjective notions regarding nonresponse and can be implemented using existing imputation software. PMID:24634315

Representing uncertainty in objective functions: extension to include the influence of serial correlation

NASA Astrophysics Data System (ADS)

Croke, B. F.

2008-12-01

The role of performance indicators is to give an accurate indication of the fit between a model and the system being modelled. As all measurements have an associated uncertainty (determining the significance that should be given to the measurement), performance indicators should take into account uncertainties in the observed quantities being modelled as well as in the model predictions (due to uncertainties in inputs, model parameters and model structure). In the presence of significant uncertainty in observed and modelled output of a system, failure to adequately account for variations in the uncertainties means that the objective function only gives a measure of how well the model fits the observations, not how well the model fits the system being modelled. Since in most cases, the interest lies in fitting the system response, it is vital that the objective function(s) be designed to account for these uncertainties. Most objective functions (e.g. those based on the sum of squared residuals) assume homoscedastic uncertainties. If model contribution to the variations in residuals can be ignored, then transformations (e.g. Box-Cox) can be used to remove (or at least significantly reduce) heteroscedasticity. An alternative which is more generally applicable is to explicitly represent the uncertainties in the observed and modelled values in the objective function. Previous work on this topic addressed the modifications to standard objective functions (Nash-Sutcliffe efficiency, RMSE, chi- squared, coefficient of determination) using the optimal weighted averaging approach. This paper extends this previous work; addressing the issue of serial correlation. A form for an objective function that includes serial correlation will be presented, and the impact on model fit discussed.

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.

Hydrological models are always composed of multiple components that represent processes key to intended model applications. When a process can be simulated by multiple conceptual-mathematical models (process models), model uncertainty in representing the process arises. While global sensitivity analysis methods have been widely used for identifying important processes in hydrologic modeling, the existing methods consider only parametric uncertainty but ignore the model uncertainty for process representation. To address this problem, this study develops a new method to probe multimodel process sensitivity by integrating the model averaging methods into the framework of variance-based global sensitivity analysis, given that the model averagingmore » methods quantify both parametric and model uncertainty. A new process sensitivity index is derived as a metric of relative process importance, and the index includes variance in model outputs caused by uncertainty in both process models and model parameters. For demonstration, the new index is used to evaluate the processes of recharge and geology in a synthetic study of groundwater reactive transport modeling. The recharge process is simulated by two models that converting precipitation to recharge, and the geology process is also simulated by two models of different parameterizations of hydraulic conductivity; each process model has its own random parameters. The new process sensitivity index is mathematically general, and can be applied to a wide range of problems in hydrology and beyond.« less

Anodized aluminum pressure sensitive paint for unsteady aerodynamic applications

NASA Astrophysics Data System (ADS)

Sakaue, Hirotaka

2003-06-01

A comprehensive study of anodized aluminum pressure sensitive paint (AA-PSP) is documented. The study consisted of the development of AA-PSP and its application to unsteady aerodynamic fields at atmospheric conditions. Luminophore application mechanism and two-component application on anodized aluminum was studied for the development. Two-component application includes hydrophobic-coated AA-PSP and bi-luminophore system. It was found that the polarity of solvents and the surface charge of anodized aluminum determine the optimized luminophore application. As a result, a wide variation of luminophore can be applied on anodized aluminum. To apply both components on anodized aluminum, optimum solvent polarities for each component should match. AA-PSP performances, such as pressure sensitivity, temperature dependency, signal level, and aging were improved by the luminophore application mechanism and two-component application. AA-PSPs demonstrate the capability of measuring surface pressures on unsteady aerodynamic fields. For an application to the Purdue Mach 4 Quiet Flow Ludwieg Tube, surface pressures on the order of a hundred Pascals were measured for approximately 200ms. The measurement uncertainty of the pressure was on the order of 5%. The main uncertainty source comes from fitting the adsorption control model to calibration points. The results compared qualitatively well to CFD calculations. A miniature fluidic oscillator was used to demonstrate the capability of measuring oscillating unsteady aerodynamic fields with 6.4kHz primary frequency. Flow oscillation images as well as pressure maps of various phases were captured by AA-PSP with PtTFPP as a luminophore (AA-PSPPtTFPP ). Main uncertainty source comes from fitting the adsorption control model to calibration points and from the pulse width of illumination. The measurement uncertainty of the pressure was 4.68%. AA-PSPPtTFPP was applied to a high-amplified acoustic fielding in a standing wave tube. The maximum pressure change created was 171dB (1.04psi). Sinusoidal pressure wave images inside a standing wave tube were captured at various phases. From these images, the integrated pressure map was obtained. In this case, measurement uncertainty was 3.64% and was due mainly to the pulse width and from fitting of the adsorption controlled model. Comparison with theoretical model is necessary to validate the integrated map as a streaming pattern.

The development of a green supply chain dual-objective facility by considering different levels of uncertainty

NASA Astrophysics Data System (ADS)

Khorasani, Sasan Torabzadeh; Almasifard, Maryam

2017-11-01

This paper presents a dual-objective facility programming model for a green supply chain network. The main objectives of the presented model are minimizing overall expenditure and negative environmental impacts of the supply chain. This study contributes to the existing literature by incorporating uncertainty in customer demand, suppliers, production, and casting capacity. An industrial case study is also analyzed to reveal the feasibility of the proposed model and its application. A fuzzy approach which is known as TH is used to solve the suggested dual-objective model. TH approach is integration of a max-min method (LH) and modified version of Werners' approach (MW). The outcome of this study reveals that the presented model can support green supply chain network in different levels of uncertainty. In presented model, cost and negative environmental impacts derived from the supply chain network will increase of higher levels of uncertainty.

Uncertainty Quantification for Robust Control of Wind Turbines using Sliding Mode Observer

NASA Astrophysics Data System (ADS)

Schulte, Horst

2016-09-01

A new quantification method of uncertain models for robust wind turbine control using sliding-mode techniques is presented with the objective to improve active load mitigation. This approach is based on the so-called equivalent output injection signal, which corresponds to the average behavior of the discontinuous switching term, establishing and maintaining a motion on a so-called sliding surface. The injection signal is directly evaluated to obtain estimates of the uncertainty bounds of external disturbances and parameter uncertainties. The applicability of the proposed method is illustrated by the quantification of a four degree-of-freedom model of the NREL 5MW reference turbine containing uncertainties.

Source Data Applicability Impacts on Epistemic Uncertainty for Launch Vehicle Fault Tree Models

NASA Technical Reports Server (NTRS)

Al Hassan, Mohammad; Novack, Steven D.; Ring, Robert W.

2016-01-01

Launch vehicle systems are designed and developed using both heritage and new hardware. Design modifications to the heritage hardware to fit new functional system requirements can impact the applicability of heritage reliability data. Risk estimates for newly designed systems must be developed from generic data sources such as commercially available reliability databases using reliability prediction methodologies, such as those addressed in MIL-HDBK-217F. Failure estimates must be converted from the generic environment to the specific operating environment of the system where it is used. In addition, some qualification of applicability for the data source to the current system should be made. Characterizing data applicability under these circumstances is crucial to developing model estimations that support confident decisions on design changes and trade studies. This paper will demonstrate a data-source applicability classification method for assigning uncertainty to a target vehicle based on the source and operating environment of the originating data. The source applicability is determined using heuristic guidelines while translation of operating environments is accomplished by applying statistical methods to MIL-HDK-217F tables. The paper will provide a case study example by translating Ground Benign (GB) and Ground Mobile (GM) to the Airborne Uninhabited Fighter (AUF) environment for three electronic components often found in space launch vehicle control systems. The classification method will be followed by uncertainty-importance routines to assess the need to for more applicable data to reduce uncertainty.

Application of an Integrated HPC Reliability Prediction Framework to HMMWV Suspension System

DTIC Science & Technology

2010-09-13

model number M966 (TOW Missle Carrier, Basic Armor without weapons), since they were available. Tires used for all simulations were the bias-type...vehicle fleet, including consideration of all kinds of uncertainty, especially including model uncertainty. The end result will be a tool to use...building an adequate vehicle reliability prediction framework for military vehicles is the accurate modeling of the integration of various types of

Inexact nonlinear improved fuzzy chance-constrained programming model for irrigation water management under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Zhang, Fan; Guo, Shanshan; Liu, Xiao; Guo, Ping

2018-01-01

An inexact nonlinear mλ-measure fuzzy chance-constrained programming (INMFCCP) model is developed for irrigation water allocation under uncertainty. Techniques of inexact quadratic programming (IQP), mλ-measure, and fuzzy chance-constrained programming (FCCP) are integrated into a general optimization framework. The INMFCCP model can deal with not only nonlinearities in the objective function, but also uncertainties presented as discrete intervals in the objective function, variables and left-hand side constraints and fuzziness in the right-hand side constraints. Moreover, this model improves upon the conventional fuzzy chance-constrained programming by introducing a linear combination of possibility measure and necessity measure with varying preference parameters. To demonstrate its applicability, the model is then applied to a case study in the middle reaches of Heihe River Basin, northwest China. An interval regression analysis method is used to obtain interval crop water production functions in the whole growth period under uncertainty. Therefore, more flexible solutions can be generated for optimal irrigation water allocation. The variation of results can be examined by giving different confidence levels and preference parameters. Besides, it can reflect interrelationships among system benefits, preference parameters, confidence levels and the corresponding risk levels. Comparison between interval crop water production functions and deterministic ones based on the developed INMFCCP model indicates that the former is capable of reflecting more complexities and uncertainties in practical application. These results can provide more reliable scientific basis for supporting irrigation water management in arid areas.

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

Impacts of Process and Prediction Uncertainties on Projected Hanford Waste Glass Amount

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

Gervasio, Vivianaluxa; Vienna, John D.; Kim, Dong-Sang

Analyses were performed to evaluate the impacts of using the advanced glass models, constraints (Vienna et al. 2016), and uncertainty descriptions on projected Hanford glass mass. The maximum allowable WOL was estimated for waste compositions while simultaneously satisfying all applicable glass property and composition constraints with sufficient confidence. Different components of prediction and composition/process uncertainties were systematically included in the calculations to evaluate their impacts on glass mass. The analyses estimated the production of 23,360 MT of IHLW glass when no uncertainties were taken into accound. Accounting for prediction and composition/process uncertainties resulted in 5.01 relative percent increase in estimatedmore » glass mass 24,531 MT. Roughly equal impacts were found for prediction uncertainties (2.58 RPD) and composition/process uncertainties (2.43 RPD). ILAW mass was predicted to be 282,350 MT without uncertainty and with weaste loading “line” rules in place. Accounting for prediction and composition/process uncertainties resulted in only 0.08 relative percent increase in estimated glass mass of 282,562 MTG. Without application of line rules the glass mass decreases by 10.6 relative percent (252,490 MT) for the case with no uncertainties. Addition of prediction uncertainties increases glass mass by 1.32 relative percent and the addition of composition/process uncertainties increase glass mass by an additional 7.73 relative percent (9.06 relative percent increase combined). The glass mass estimate without line rules (275,359 MT) was 2.55 relative percent lower than that with the line rules (282,562 MT), after accounting for all applicable uncertainties.« less

Parametric robust control and system identification: Unified approach

NASA Technical Reports Server (NTRS)

Keel, Leehyun

1994-01-01

Despite significant advancement in the area of robust parametric control, the problem of synthesizing such a controller is still a wide open problem. Thus, we attempt to give a solution to this important problem. Our approach captures the parametric uncertainty as an H(sub infinity) unstructured uncertainty so that H(sub infinity) synthesis techniques are applicable. Although the techniques cannot cope with the exact parametric uncertainty, they give a reasonable guideline to model the unstructured uncertainty that contains the parametric uncertainty. An additional loop shaping technique is also introduced to relax its conservatism.

Uncertainty quantification and propagation in dynamic models using ambient vibration measurements, application to a 10-story building

NASA Astrophysics Data System (ADS)

Behmanesh, Iman; Yousefianmoghadam, Seyedsina; Nozari, Amin; Moaveni, Babak; Stavridis, Andreas

2018-07-01

This paper investigates the application of Hierarchical Bayesian model updating for uncertainty quantification and response prediction of civil structures. In this updating framework, structural parameters of an initial finite element (FE) model (e.g., stiffness or mass) are calibrated by minimizing error functions between the identified modal parameters and the corresponding parameters of the model. These error functions are assumed to have Gaussian probability distributions with unknown parameters to be determined. The estimated parameters of error functions represent the uncertainty of the calibrated model in predicting building's response (modal parameters here). The focus of this paper is to answer whether the quantified model uncertainties using dynamic measurement at building's reference/calibration state can be used to improve the model prediction accuracies at a different structural state, e.g., damaged structure. Also, the effects of prediction error bias on the uncertainty of the predicted values is studied. The test structure considered here is a ten-story concrete building located in Utica, NY. The modal parameters of the building at its reference state are identified from ambient vibration data and used to calibrate parameters of the initial FE model as well as the error functions. Before demolishing the building, six of its exterior walls were removed and ambient vibration measurements were also collected from the structure after the wall removal. These data are not used to calibrate the model; they are only used to assess the predicted results. The model updating framework proposed in this paper is applied to estimate the modal parameters of the building at its reference state as well as two damaged states: moderate damage (removal of four walls) and severe damage (removal of six walls). Good agreement is observed between the model-predicted modal parameters and those identified from vibration tests. Moreover, it is shown that including prediction error bias in the updating process instead of commonly-used zero-mean error function can significantly reduce the prediction uncertainties.

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.

Stochastic, goal-oriented rapid impact modeling of uncertainty and environmental impacts in poorly-sampled sites using ex-situ priors

NASA Astrophysics Data System (ADS)

Li, Xiaojun; Li, Yandong; Chang, Ching-Fu; Tan, Benjamin; Chen, Ziyang; Sege, Jon; Wang, Changhong; Rubin, Yoram

2018-01-01

Modeling of uncertainty associated with subsurface dynamics has long been a major research topic. Its significance is widely recognized for real-life applications. Despite the huge effort invested in the area, major obstacles still remain on the way from theory and applications. Particularly problematic here is the confusion between modeling uncertainty and modeling spatial variability, which translates into a (mis)conception, in fact an inconsistency, in that it suggests that modeling of uncertainty and modeling of spatial variability are equivalent, and as such, requiring a lot of data. This paper investigates this challenge against the backdrop of a 7 km, deep underground tunnel in China, where environmental impacts are of major concern. We approach the data challenge by pursuing a new concept for Rapid Impact Modeling (RIM), which bypasses altogether the need to estimate posterior distributions of model parameters, focusing instead on detailed stochastic modeling of impacts, conditional to all information available, including prior, ex-situ information and in-situ measurements as well. A foundational element of RIM is the construction of informative priors for target parameters using ex-situ data, relying on ensembles of well-documented sites, pre-screened for geological and hydrological similarity to the target site. The ensembles are built around two sets of similarity criteria: a physically-based set of criteria and an additional set covering epistemic criteria. In another variation to common Bayesian practice, we update the priors to obtain conditional distributions of the target (environmental impact) dependent variables and not the hydrological variables. This recognizes that goal-oriented site characterization is in many cases more useful in applications compared to parameter-oriented characterization.

Estimates of live-tree carbon stores in the Pacific Northwest are sensitive to model selection

Treesearch

Susanna L. Melson; Mark E. Harmon; Jeremy S. Fried; James B. Domingo

2011-01-01

Estimates of live-tree carbon stores are influenced by numerous uncertainties. One of them is model-selection uncertainty: one has to choose among multiple empirical equations and conversion factors that can be plausibly justified as locally applicable to calculate the carbon store from inventory measurements such as tree height and diameter at breast height (DBH)....

Trapped Radiation Model Uncertainties: Model-Data and Model-Model Comparisons

NASA Technical Reports Server (NTRS)

Armstrong, T. W.; Colborn, B. L.

2000-01-01

The standard AP8 and AE8 models for predicting trapped proton and electron environments have been compared with several sets of flight data to evaluate model uncertainties. Model comparisons are made with flux and dose measurements made on various U.S. low-Earth orbit satellites (APEX, CRRES, DMSP, LDEF, NOAA) and Space Shuttle flights, on Russian satellites (Photon-8, Cosmos-1887, Cosmos-2044), and on the Russian Mir Space Station. This report gives the details of the model-data comparisons-summary results in terms of empirical model uncertainty factors that can be applied for spacecraft design applications are given in a combination report. The results of model-model comparisons are also presented from standard AP8 and AE8 model predictions compared with the European Space Agency versions of AP8 and AE8 and with Russian-trapped radiation models.

Trapped Radiation Model Uncertainties: Model-Data and Model-Model Comparisons

NASA Technical Reports Server (NTRS)

Armstrong, T. W.; Colborn, B. L.

2000-01-01

The standard AP8 and AE8 models for predicting trapped proton and electron environments have been compared with several sets of flight data to evaluate model uncertainties. Model comparisons are made with flux and dose measurements made on various U.S. low-Earth orbit satellites (APEX, CRRES, DMSP. LDEF, NOAA) and Space Shuttle flights, on Russian satellites (Photon-8, Cosmos-1887, Cosmos-2044), and on the Russian Mir space station. This report gives the details of the model-data comparisons -- summary results in terms of empirical model uncertainty factors that can be applied for spacecraft design applications are given in a companion report. The results of model-model comparisons are also presented from standard AP8 and AE8 model predictions compared with the European Space Agency versions of AP8 and AE8 and with Russian trapped radiation models.

Uncertainty Analysis in Space Radiation Protection

NASA Technical Reports Server (NTRS)

Cucinotta, Francis A.

2011-01-01

Space radiation is comprised of high energy and charge (HZE) nuclei, protons, and secondary radiation including neutrons. The uncertainties in estimating the health risks from galactic cosmic rays (GCR) are a major limitation to the length of space missions, the evaluation of potential risk mitigation approaches, and application of the As Low As Reasonably Achievable (ALARA) principle. For long duration space missio ns, risks may approach radiation exposure limits, therefore the uncertainties in risk projections become a major safety concern and methodologies used for ground-based works are not deemed to be sufficient. NASA limits astronaut exposures to a 3% risk of exposure induced death (REID) and protects against uncertainties in risks projections using an assessment of 95% confidence intervals in the projection model. We discuss NASA s approach to space radiation uncertainty assessments and applications for the International Space Station (ISS) program and design studies of future missions to Mars and other destinations. Several features of NASA s approach will be discussed. Radiation quality descriptions are based on the properties of radiation tracks rather than LET with probability distribution functions (PDF) for uncertainties derived from radiobiology experiments at particle accelerators. The application of age and gender specific models for individual astronauts is described. Because more than 90% of astronauts are never-smokers, an alternative risk calculation for never-smokers is used and will be compared to estimates for an average U.S. population. Because of the high energies of the GCR limits the benefits of shielding and the limited role expected for pharmaceutical countermeasures, uncertainty reduction continues to be the optimal approach to improve radiation safety for space missions.

Calculation of the detection limit in radiation measurements with systematic uncertainties

NASA Astrophysics Data System (ADS)

Kirkpatrick, J. M.; Russ, W.; Venkataraman, R.; Young, B. M.

2015-06-01

The detection limit (LD) or Minimum Detectable Activity (MDA) is an a priori evaluation of assay sensitivity intended to quantify the suitability of an instrument or measurement arrangement for the needs of a given application. Traditional approaches as pioneered by Currie rely on Gaussian approximations to yield simple, closed-form solutions, and neglect the effects of systematic uncertainties in the instrument calibration. These approximations are applicable over a wide range of applications, but are of limited use in low-count applications, when high confidence values are required, or when systematic uncertainties are significant. One proposed modification to the Currie formulation attempts account for systematic uncertainties within a Gaussian framework. We have previously shown that this approach results in an approximation formula that works best only for small values of the relative systematic uncertainty, for which the modification of Currie's method is the least necessary, and that it significantly overestimates the detection limit or gives infinite or otherwise non-physical results for larger systematic uncertainties where such a correction would be the most useful. We have developed an alternative approach for calculating detection limits based on realistic statistical modeling of the counting distributions which accurately represents statistical and systematic uncertainties. Instead of a closed form solution, numerical and iterative methods are used to evaluate the result. Accurate detection limits can be obtained by this method for the general case.

Computational Fluid Dynamics Best Practice Guidelines in the Analysis of Storage Dry Cask

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

Zigh, A.; Solis, J.

2008-07-01

Computational fluid dynamics (CFD) methods are used to evaluate the thermal performance of a dry cask under long term storage conditions in accordance with NUREG-1536 [NUREG-1536, 1997]. A three-dimensional CFD model was developed and validated using data for a ventilated storage cask (VSC-17) collected by Idaho National Laboratory (INL). The developed Fluent CFD model was validated to minimize the modeling and application uncertainties. To address modeling uncertainties, the paper focused on turbulence modeling of buoyancy driven air flow. Similarly, in the application uncertainties, the pressure boundary conditions used to model the air inlet and outlet vents were investigated and validated.more » Different turbulence models were used to reduce the modeling uncertainty in the CFD simulation of the air flow through the annular gap between the overpack and the multi-assembly sealed basket (MSB). Among the chosen turbulence models, the validation showed that the low Reynolds k-{epsilon} and the transitional k-{omega} turbulence models predicted the measured temperatures closely. To assess the impact of pressure boundary conditions used at the air inlet and outlet channels on the application uncertainties, a sensitivity analysis of operating density was undertaken. For convergence purposes, all available commercial CFD codes include the operating density in the pressure gradient term of the momentum equation. The validation showed that the correct operating density corresponds to the density evaluated at the air inlet condition of pressure and temperature. Next, the validated CFD method was used to predict the thermal performance of an existing dry cask storage system. The evaluation uses two distinct models: a three-dimensional and an axisymmetrical representation of the cask. In the 3-D model, porous media was used to model only the volume occupied by the rodded region that is surrounded by the BWR channel box. In the axisymmetric model, porous media was used to model the entire region that encompasses the fuel assemblies as well as the gaps in between. Consequently, a larger volume is represented by porous media in the second model; hence, a higher frictional flow resistance is introduced in the momentum equations. The conservatism and the safety margins of these models were compared to assess the applicability and the realism of these two models. The three-dimensional model included fewer geometry simplifications and is recommended as it predicted less conservative fuel cladding temperature values, while still assuring the existence of adequate safety margins. (authors)« less

Effects of uncertain topographic input data on two-dimensional flow modeling in a gravel-bed river

USGS Publications Warehouse

Legleiter, C.J.; Kyriakidis, P.C.; McDonald, R.R.; Nelson, J.M.

2011-01-01

Many applications in river research and management rely upon two-dimensional (2D) numerical models to characterize flow fields, assess habitat conditions, and evaluate channel stability. Predictions from such models are potentially highly uncertain due to the uncertainty associated with the topographic data provided as input. This study used a spatial stochastic simulation strategy to examine the effects of topographic uncertainty on flow modeling. Many, equally likely bed elevation realizations for a simple meander bend were generated and propagated through a typical 2D model to produce distributions of water-surface elevation, depth, velocity, and boundary shear stress at each node of the model's computational grid. Ensemble summary statistics were used to characterize the uncertainty associated with these predictions and to examine the spatial structure of this uncertainty in relation to channel morphology. Simulations conditioned to different data configurations indicated that model predictions became increasingly uncertain as the spacing between surveyed cross sections increased. Model sensitivity to topographic uncertainty was greater for base flow conditions than for a higher, subbankfull flow (75% of bankfull discharge). The degree of sensitivity also varied spatially throughout the bend, with the greatest uncertainty occurring over the point bar where the flow field was influenced by topographic steering effects. Uncertain topography can therefore introduce significant uncertainty to analyses of habitat suitability and bed mobility based on flow model output. In the presence of such uncertainty, the results of these studies are most appropriately represented in probabilistic terms using distributions of model predictions derived from a series of topographic realizations. Copyright 2011 by the American Geophysical Union.

Analysis of Uncertainty and Variability in Finite Element Computational Models for Biomedical Engineering: Characterization and Propagation

PubMed Central

Mangado, Nerea; Piella, Gemma; Noailly, Jérôme; Pons-Prats, Jordi; Ballester, Miguel Ángel González

2016-01-01

Computational modeling has become a powerful tool in biomedical engineering thanks to its potential to simulate coupled systems. However, real parameters are usually not accurately known, and variability is inherent in living organisms. To cope with this, probabilistic tools, statistical analysis and stochastic approaches have been used. This article aims to review the analysis of uncertainty and variability in the context of finite element modeling in biomedical engineering. Characterization techniques and propagation methods are presented, as well as examples of their applications in biomedical finite element simulations. Uncertainty propagation methods, both non-intrusive and intrusive, are described. Finally, pros and cons of the different approaches and their use in the scientific community are presented. This leads us to identify future directions for research and methodological development of uncertainty modeling in biomedical engineering. PMID:27872840

Analysis of Uncertainty and Variability in Finite Element Computational Models for Biomedical Engineering: Characterization and Propagation.

PubMed

Mangado, Nerea; Piella, Gemma; Noailly, Jérôme; Pons-Prats, Jordi; Ballester, Miguel Ángel González

2016-01-01

Computational modeling has become a powerful tool in biomedical engineering thanks to its potential to simulate coupled systems. However, real parameters are usually not accurately known, and variability is inherent in living organisms. To cope with this, probabilistic tools, statistical analysis and stochastic approaches have been used. This article aims to review the analysis of uncertainty and variability in the context of finite element modeling in biomedical engineering. Characterization techniques and propagation methods are presented, as well as examples of their applications in biomedical finite element simulations. Uncertainty propagation methods, both non-intrusive and intrusive, are described. Finally, pros and cons of the different approaches and their use in the scientific community are presented. This leads us to identify future directions for research and methodological development of uncertainty modeling in biomedical engineering.

Accounting for uncertainty in model-based prevalence estimation: paratuberculosis control in dairy herds.

PubMed

Davidson, Ross S; McKendrick, Iain J; Wood, Joanna C; Marion, Glenn; Greig, Alistair; Stevenson, Karen; Sharp, Michael; Hutchings, Michael R

2012-09-10

A common approach to the application of epidemiological models is to determine a single (point estimate) parameterisation using the information available in the literature. However, in many cases there is considerable uncertainty about parameter values, reflecting both the incomplete nature of current knowledge and natural variation, for example between farms. Furthermore model outcomes may be highly sensitive to different parameter values. Paratuberculosis is an infection for which many of the key parameter values are poorly understood and highly variable, and for such infections there is a need to develop and apply statistical techniques which make maximal use of available data. A technique based on Latin hypercube sampling combined with a novel reweighting method was developed which enables parameter uncertainty and variability to be incorporated into a model-based framework for estimation of prevalence. The method was evaluated by applying it to a simulation of paratuberculosis in dairy herds which combines a continuous time stochastic algorithm with model features such as within herd variability in disease development and shedding, which have not been previously explored in paratuberculosis models. Generated sample parameter combinations were assigned a weight, determined by quantifying the model's resultant ability to reproduce prevalence data. Once these weights are generated the model can be used to evaluate other scenarios such as control options. To illustrate the utility of this approach these reweighted model outputs were used to compare standard test and cull control strategies both individually and in combination with simple husbandry practices that aim to reduce infection rates. The technique developed has been shown to be applicable to a complex model incorporating realistic control options. For models where parameters are not well known or subject to significant variability, the reweighting scheme allowed estimated distributions of parameter values to be combined with additional sources of information, such as that available from prevalence distributions, resulting in outputs which implicitly handle variation and uncertainty. This methodology allows for more robust predictions from modelling approaches by allowing for parameter uncertainty and combining different sources of information, and is thus expected to be useful in application to a large number of disease systems.

Uncertainty Analysis of Inertial Model Attitude Sensor Calibration and Application with a Recommended New Calibration Method

NASA Technical Reports Server (NTRS)

Tripp, John S.; Tcheng, Ping

1999-01-01

Statistical tools, previously developed for nonlinear least-squares estimation of multivariate sensor calibration parameters and the associated calibration uncertainty analysis, have been applied to single- and multiple-axis inertial model attitude sensors used in wind tunnel testing to measure angle of attack and roll angle. The analysis provides confidence and prediction intervals of calibrated sensor measurement uncertainty as functions of applied input pitch and roll angles. A comparative performance study of various experimental designs for inertial sensor calibration is presented along with corroborating experimental data. The importance of replicated calibrations over extended time periods has been emphasized; replication provides independent estimates of calibration precision and bias uncertainties, statistical tests for calibration or modeling bias uncertainty, and statistical tests for sensor parameter drift over time. A set of recommendations for a new standardized model attitude sensor calibration method and usage procedures is included. The statistical information provided by these procedures is necessary for the uncertainty analysis of aerospace test results now required by users of industrial wind tunnel test facilities.

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 Quantification Techniques of SCALE/TSUNAMI

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

Rearden, Bradley T; Mueller, Don

2011-01-01

The Standardized Computer Analysis for Licensing Evaluation (SCALE) code system developed at Oak Ridge National Laboratory (ORNL) includes Tools for Sensitivity and Uncertainty Analysis Methodology Implementation (TSUNAMI). The TSUNAMI code suite can quantify the predicted change in system responses, such as k{sub eff}, reactivity differences, or ratios of fluxes or reaction rates, due to changes in the energy-dependent, nuclide-reaction-specific cross-section data. Where uncertainties in the neutron cross-section data are available, the sensitivity of the system to the cross-section data can be applied to propagate the uncertainties in the cross-section data to an uncertainty in the system response. Uncertainty quantification ismore » useful for identifying potential sources of computational biases and highlighting parameters important to code validation. Traditional validation techniques often examine one or more average physical parameters to characterize a system and identify applicable benchmark experiments. However, with TSUNAMI correlation coefficients are developed by propagating the uncertainties in neutron cross-section data to uncertainties in the computed responses for experiments and safety applications through sensitivity coefficients. The bias in the experiments, as a function of their correlation coefficient with the intended application, is extrapolated to predict the bias and bias uncertainty in the application through trending analysis or generalized linear least squares techniques, often referred to as 'data adjustment.' Even with advanced tools to identify benchmark experiments, analysts occasionally find that the application models include some feature or material for which adequately similar benchmark experiments do not exist to support validation. For example, a criticality safety analyst may want to take credit for the presence of fission products in spent nuclear fuel. In such cases, analysts sometimes rely on 'expert judgment' to select an additional administrative margin to account for gap in the validation data or to conclude that the impact on the calculated bias and bias uncertainty is negligible. As a result of advances in computer programs and the evolution of cross-section covariance data, analysts can use the sensitivity and uncertainty analysis tools in the TSUNAMI codes to estimate the potential impact on the application-specific bias and bias uncertainty resulting from nuclides not represented in available benchmark experiments. This paper presents the application of methods described in a companion paper.« less

Robustness of Feedback Systems with Several Modelling Errors

DTIC Science & Technology

1990-06-01

Patterson AFB, OH 45433-6553 to help us maintain a current mailing list. Copies of this report should not be returned unless return is required by security...Wright Research (If applicable) and Development Center WRDC/FIGC F33615-88-C-3601 8c. ADDRESS (City, State, and ZIP Code) 10. SOURCE OF FUNDING NUMBERS...feedback systems with several sources of modelling uncertainty. We assume that each source of uncertainty is modelled as a stable unstructured

Scalability of Classical Terramechanics Models for Lightweight Vehicle Applications Incorporating Stochastic Modeling and Uncertainty Propagation

DTIC Science & Technology

2013-10-22

Propagation Paramsothy Jayakumar * Daniel Melanz Jamie MacLennan David Gorsich U.S. Army TARDEC Warren, MI, USA Carmine Senatore Karl Iagnemma...Modeling and Uncertainty Propagation 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Paramsothy Jayakumar ; Daniel...of Technology, Cambridge, MA, 2005. [12] C. Senatore, M. Wulfmeier, P. Jayakumar , J. Maclennan, and K. Iagnemma, "Investigation of Stress and

Uncertainty Quantification of Evapotranspiration and Infiltration from Modeling and Historic Time Series at the Savannah River F-Area

NASA Astrophysics Data System (ADS)

Faybishenko, B.; Flach, G. P.

2012-12-01

The objectives of this presentation are: (a) to illustrate the application of Monte Carlo and fuzzy-probabilistic approaches for uncertainty quantification (UQ) in predictions of potential evapotranspiration (PET), actual evapotranspiration (ET), and infiltration (I), using uncertain hydrological or meteorological time series data, and (b) to compare the results of these calculations with those from field measurements at the U.S. Department of Energy Savannah River Site (SRS), near Aiken, South Carolina, USA. The UQ calculations include the evaluation of aleatory (parameter uncertainty) and epistemic (model) uncertainties. The effect of aleatory uncertainty is expressed by assigning the probability distributions of input parameters, using historical monthly averaged data from the meteorological station at the SRS. The combined effect of aleatory and epistemic uncertainties on the UQ of PET, ET, and Iis then expressed by aggregating the results of calculations from multiple models using a p-box and fuzzy numbers. The uncertainty in PETis calculated using the Bair-Robertson, Blaney-Criddle, Caprio, Hargreaves-Samani, Hamon, Jensen-Haise, Linacre, Makkink, Priestly-Taylor, Penman, Penman-Monteith, Thornthwaite, and Turc models. Then, ET is calculated from the modified Budyko model, followed by calculations of I from the water balance equation. We show that probabilistic and fuzzy-probabilistic calculations using multiple models generate the PET, ET, and Idistributions, which are well within the range of field measurements. We also show that a selection of a subset of models can be used to constrain the uncertainty quantification of PET, ET, and I.

Improved representation of situational awareness within a dismounted small combat unit constructive simulation

NASA Astrophysics Data System (ADS)

Lee, K. David; Colony, Mike

2011-06-01

Modeling and simulation has been established as a cost-effective means of supporting the development of requirements, exploring doctrinal alternatives, assessing system performance, and performing design trade-off analysis. The Army's constructive simulation for the evaluation of equipment effectiveness in small combat unit operations is currently limited to representation of situation awareness without inclusion of the many uncertainties associated with real world combat environments. The goal of this research is to provide an ability to model situation awareness and decision process uncertainties in order to improve evaluation of the impact of battlefield equipment on ground soldier and small combat unit decision processes. Our Army Probabilistic Inference and Decision Engine (Army-PRIDE) system provides this required uncertainty modeling through the application of two critical techniques that allow Bayesian network technology to be applied to real-time applications. (Object-Oriented Bayesian Network methodology and Object-Oriented Inference technique). In this research, we implement decision process and situation awareness models for a reference scenario using Army-PRIDE and demonstrate its ability to model a variety of uncertainty elements, including: confidence of source, information completeness, and information loss. We also demonstrate that Army-PRIDE improves the realism of the current constructive simulation's decision processes through Monte Carlo simulation.

An overview of methods to identify and manage uncertainty for modelling problems in the water-environment-agriculture cross-sector

DOE PAGES

Jakeman, Anthony J.; Jakeman, John Davis

2018-03-14

Uncertainty pervades the representation of systems in the water–environment–agriculture cross-sector. Successful methods to address uncertainties have largely focused on standard mathematical formulations of biophysical processes in a single sector, such as partial or ordinary differential equations. More attention to integrated models of such systems is warranted. Model components representing the different sectors of an integrated model can have less standard, and different, formulations to one another, as well as different levels of epistemic knowledge and data informativeness. Thus, uncertainty is not only pervasive but also crosses boundaries and propagates between system components. Uncertainty assessment (UA) cries out for more eclecticmore » treatment in these circumstances, some of it being more qualitative and empirical. Here in this paper, we discuss the various sources of uncertainty in such a cross-sectoral setting and ways to assess and manage them. We have outlined a fast-growing set of methodologies, particularly in the computational mathematics literature on uncertainty quantification (UQ), that seem highly pertinent for uncertainty assessment. There appears to be considerable scope for advancing UA by integrating relevant UQ techniques into cross-sectoral problem applications. Of course this will entail considerable collaboration between domain specialists who often take first ownership of the problem and computational methods experts.« less

Structured Uncertainty Bound Determination From Data for Control and Performance Validation

NASA Technical Reports Server (NTRS)

Lim, Kyong B.

2003-01-01

This report attempts to document the broad scope of issues that must be satisfactorily resolved before one can expect to methodically obtain, with a reasonable confidence, a near-optimal robust closed loop performance in physical applications. These include elements of signal processing, noise identification, system identification, model validation, and uncertainty modeling. Based on a recently developed methodology involving a parameterization of all model validating uncertainty sets for a given linear fractional transformation (LFT) structure and noise allowance, a new software, Uncertainty Bound Identification (UBID) toolbox, which conveniently executes model validation tests and determine uncertainty bounds from data, has been designed and is currently available. This toolbox also serves to benchmark the current state-of-the-art in uncertainty bound determination and in turn facilitate benchmarking of robust control technology. To help clarify the methodology and use of the new software, two tutorial examples are provided. The first involves the uncertainty characterization of a flexible structure dynamics, and the second example involves a closed loop performance validation of a ducted fan based on an uncertainty bound from data. These examples, along with other simulation and experimental results, also help describe the many factors and assumptions that determine the degree of success in applying robust control theory to practical problems.

An overview of methods to identify and manage uncertainty for modelling problems in the water-environment-agriculture cross-sector

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

Jakeman, Anthony J.; Jakeman, John Davis

Uncertainty pervades the representation of systems in the water–environment–agriculture cross-sector. Successful methods to address uncertainties have largely focused on standard mathematical formulations of biophysical processes in a single sector, such as partial or ordinary differential equations. More attention to integrated models of such systems is warranted. Model components representing the different sectors of an integrated model can have less standard, and different, formulations to one another, as well as different levels of epistemic knowledge and data informativeness. Thus, uncertainty is not only pervasive but also crosses boundaries and propagates between system components. Uncertainty assessment (UA) cries out for more eclecticmore » treatment in these circumstances, some of it being more qualitative and empirical. Here in this paper, we discuss the various sources of uncertainty in such a cross-sectoral setting and ways to assess and manage them. We have outlined a fast-growing set of methodologies, particularly in the computational mathematics literature on uncertainty quantification (UQ), that seem highly pertinent for uncertainty assessment. There appears to be considerable scope for advancing UA by integrating relevant UQ techniques into cross-sectoral problem applications. Of course this will entail considerable collaboration between domain specialists who often take first ownership of the problem and computational methods experts.« less

Spreadsheet for designing valid least-squares calibrations: A tutorial.

PubMed

Bettencourt da Silva, Ricardo J N

2016-02-01

Instrumental methods of analysis are used to define the price of goods, the compliance of products with a regulation, or the outcome of fundamental or applied research. These methods can only play their role properly if reported information is objective and their quality is fit for the intended use. If measurement results are reported with an adequately small measurement uncertainty both of these goals are achieved. The evaluation of the measurement uncertainty can be performed by the bottom-up approach, that involves a detailed description of the measurement process, or using a pragmatic top-down approach that quantify major uncertainty components from global performance data. The bottom-up approach is not so frequently used due to the need to master the quantification of individual components responsible for random and systematic effects that affect measurement results. This work presents a tutorial that can be easily used by non-experts in the accurate evaluation of the measurement uncertainty of instrumental methods of analysis calibrated using least-squares regressions. The tutorial includes the definition of the calibration interval, the assessments of instrumental response homoscedasticity, the definition of calibrators preparation procedure required for least-squares regression model application, the assessment of instrumental response linearity and the evaluation of measurement uncertainty. The developed measurement model is only applicable in calibration ranges where signal precision is constant. A MS-Excel file is made available to allow the easy application of the tutorial. This tool can be useful for cases where top-down approaches cannot produce results with adequately low measurement uncertainty. An example of the application of this tool to the determination of nitrate in water by ion chromatography is presented. Copyright © 2015 Elsevier B.V. All rights reserved.

Uncertainty Quantification in Geomagnetic Field Modeling

NASA Astrophysics Data System (ADS)

Chulliat, A.; Nair, M. C.; Alken, P.; Meyer, B.; Saltus, R.; Woods, A.

2017-12-01

Geomagnetic field models are mathematical descriptions of the various sources of the Earth's magnetic field, and are generally obtained by solving an inverse problem. They are widely used in research to separate and characterize field sources, but also in many practical applications such as aircraft and ship navigation, smartphone orientation, satellite attitude control, and directional drilling. In recent years, more sophisticated models have been developed, thanks to the continuous availability of high quality satellite data and to progress in modeling techniques. Uncertainty quantification has become an integral part of model development, both to assess the progress made and to address specific users' needs. Here we report on recent advances made by our group in quantifying the uncertainty of geomagnetic field models. We first focus on NOAA's World Magnetic Model (WMM) and the International Geomagnetic Reference Field (IGRF), two reference models of the main (core) magnetic field produced every five years. We describe the methods used in quantifying the model commission error as well as the omission error attributed to various un-modeled sources such as magnetized rocks in the crust and electric current systems in the atmosphere and near-Earth environment. A simple error model was derived from this analysis, to facilitate usage in practical applications. We next report on improvements brought by combining a main field model with a high resolution crustal field model and a time-varying, real-time external field model, like in NOAA's High Definition Geomagnetic Model (HDGM). The obtained uncertainties are used by the directional drilling industry to mitigate health, safety and environment risks.

Impacts of Process and Prediction Uncertainties on Projected Hanford Waste Glass Amount

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

Gervasio, V.; Kim, D. S.; Vienna, J. D.

Analyses were performed to evaluate the impacts of using the advanced glass models, constraints, and uncertainty descriptions on projected Hanford glass mass. The maximum allowable waste oxide loading (WOL) was estimated for waste compositions while simultaneously satisfying all applicable glass property and composition constraints with sufficient confidence. Different components of prediction and composition/process uncertainties were systematically included in the calculations to evaluate their impacts on glass mass. The analyses estimated the production of 23,360 MT of immobilized high-level waste (IHLW) glass when no uncertainties were taken into account. Accounting for prediction and composition/process uncertainties resulted in 5.01 relative percent increasemore » in estimated glass mass of 24,531 MT. Roughly equal impacts were found for prediction uncertainties (2.58 RPD) and composition/process uncertainties (2.43 RPD). The immobilized low-activity waste (ILAW) mass was predicted to be 282,350 MT without uncertainty and with waste loading “line” rules in place. Accounting for prediction and composition/process uncertainties resulted in only 0.08 relative percent increase in estimated glass mass of 282,562 MT. Without application of line rules the glass mass decreases by 10.6 relative percent (252,490 MT) for the case with no uncertainties. Addition of prediction uncertainties increases glass mass by 1.32 relative percent and the addition of composition/process uncertainties increase glass mass by an additional 7.73 relative percent (9.06 relative percent increase combined). The glass mass estimate without line rules (275,359 MT) was 2.55 relative percent lower than that with the line rules (282,562 MT), after accounting for all applicable uncertainties.« less

Engineering applications of strong ground motion simulation

NASA Astrophysics Data System (ADS)

Somerville, Paul

1993-02-01

The formulation, validation and application of a procedure for simulating strong ground motions for use in engineering practice are described. The procedure uses empirical source functions (derived from near-source strong motion recordings of small earthquakes) to provide a realistic representation of effects such as source radiation that are difficult to model at high frequencies due to their partly stochastic behavior. Wave propagation effects are modeled using simplified Green's functions that are designed to transfer empirical source functions from their recording sites to those required for use in simulations at a specific site. The procedure has been validated against strong motion recordings of both crustal and subduction earthquakes. For the validation process we choose earthquakes whose source models (including a spatially heterogeneous distribution of the slip of the fault) are independently known and which have abundant strong motion recordings. A quantitative measurement of the fit between the simulated and recorded motion in this validation process is used to estimate the modeling and random uncertainty associated with the simulation procedure. This modeling and random uncertainty is one part of the overall uncertainty in estimates of ground motions of future earthquakes at a specific site derived using the simulation procedure. The other contribution to uncertainty is that due to uncertainty in the source parameters of future earthquakes that affect the site, which is estimated from a suite of simulations generated by varying the source parameters over their ranges of uncertainty. In this paper, we describe the validation of the simulation procedure for crustal earthquakes against strong motion recordings of the 1989 Loma Prieta, California, earthquake, and for subduction earthquakes against the 1985 Michoacán, Mexico, and Valparaiso, Chile, earthquakes. We then show examples of the application of the simulation procedure to the estimatation of the design response spectra for crustal earthquakes at a power plant site in California and for subduction earthquakes in the Seattle-Portland region. We also demonstrate the use of simulation methods for modeling the attenuation of strong ground motion, and show evidence of the effect of critical reflections from the lower crust in causing the observed flattening of the attenuation of strong ground motion from the 1988 Saguenay, Quebec, and 1989 Loma Prieta earthquakes.

Uncertainty propagation of p-boxes using sparse polynomial chaos expansions

NASA Astrophysics Data System (ADS)

Schöbi, Roland; Sudret, Bruno

2017-06-01

In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making efficient quantification and propagation of uncertainties an important aspect. In this context, a typical workflow includes the characterization of the uncertainty in the input variables. In this paper, input variables are modelled by probability-boxes (p-boxes), accounting for both aleatory and epistemic uncertainty. The propagation of p-boxes leads to p-boxes of the output of the computational model. A two-level meta-modelling approach is proposed using non-intrusive sparse polynomial chaos expansions to surrogate the exact computational model and, hence, to facilitate the uncertainty quantification analysis. The capabilities of the proposed approach are illustrated through applications using a benchmark analytical function and two realistic engineering problem settings. They show that the proposed two-level approach allows for an accurate estimation of the statistics of the response quantity of interest using a small number of evaluations of the exact computational model. This is crucial in cases where the computational costs are dominated by the runs of high-fidelity computational models.

Uncertainty propagation of p-boxes using sparse polynomial chaos expansions

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

Schöbi, Roland, E-mail: schoebi@ibk.baug.ethz.ch; Sudret, Bruno, E-mail: sudret@ibk.baug.ethz.ch

2017-06-15

In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making efficient quantification and propagation of uncertainties an important aspect. In this context, a typical workflow includes the characterization of the uncertainty in the input variables. In this paper, input variables are modelled by probability-boxes (p-boxes), accounting for both aleatory and epistemic uncertainty. The propagation of p-boxes leads to p-boxes of the output of the computational model. A two-level meta-modelling approach is proposed using non-intrusive sparse polynomial chaos expansions tomore » surrogate the exact computational model and, hence, to facilitate the uncertainty quantification analysis. The capabilities of the proposed approach are illustrated through applications using a benchmark analytical function and two realistic engineering problem settings. They show that the proposed two-level approach allows for an accurate estimation of the statistics of the response quantity of interest using a small number of evaluations of the exact computational model. This is crucial in cases where the computational costs are dominated by the runs of high-fidelity computational models.« less

Method to Calculate Uncertainty Estimate of Measuring Shortwave Solar Irradiance using Thermopile and Semiconductor Solar Radiometers

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

Reda, I.

2011-07-01

The uncertainty of measuring solar irradiance is fundamentally important for solar energy and atmospheric science applications. Without an uncertainty statement, the quality of a result, model, or testing method cannot be quantified, the chain of traceability is broken, and confidence cannot be maintained in the measurement. Measurement results are incomplete and meaningless without a statement of the estimated uncertainty with traceability to the International System of Units (SI) or to another internationally recognized standard. This report explains how to use International Guidelines of Uncertainty in Measurement (GUM) to calculate such uncertainty. The report also shows that without appropriate corrections tomore » solar measuring instruments (solar radiometers), the uncertainty of measuring shortwave solar irradiance can exceed 4% using present state-of-the-art pyranometers and 2.7% using present state-of-the-art pyrheliometers. Finally, the report demonstrates that by applying the appropriate corrections, uncertainties may be reduced by at least 50%. The uncertainties, with or without the appropriate corrections might not be compatible with the needs of solar energy and atmospheric science applications; yet, this report may shed some light on the sources of uncertainties and the means to reduce overall uncertainty in measuring solar irradiance.« less

Simplified methods for real-time prediction of storm surge uncertainty: The city of Venice case study

NASA Astrophysics Data System (ADS)

Mel, Riccardo; Viero, Daniele Pietro; Carniello, Luca; Defina, Andrea; D'Alpaos, Luigi

2014-09-01

Providing reliable and accurate storm surge forecasts is important for a wide range of problems related to coastal environments. In order to adequately support decision-making processes, it also become increasingly important to be able to estimate the uncertainty associated with the storm surge forecast. The procedure commonly adopted to do this uses the results of a hydrodynamic model forced by a set of different meteorological forecasts; however, this approach requires a considerable, if not prohibitive, computational cost for real-time application. In the present paper we present two simplified methods for estimating the uncertainty affecting storm surge prediction with moderate computational effort. In the first approach we use a computationally fast, statistical tidal model instead of a hydrodynamic numerical model to estimate storm surge uncertainty. The second approach is based on the observation that the uncertainty in the sea level forecast mainly stems from the uncertainty affecting the meteorological fields; this has led to the idea to estimate forecast uncertainty via a linear combination of suitable meteorological variances, directly extracted from the meteorological fields. The proposed methods were applied to estimate the uncertainty in the storm surge forecast in the Venice Lagoon. The results clearly show that the uncertainty estimated through a linear combination of suitable meteorological variances nicely matches the one obtained using the deterministic approach and overcomes some intrinsic limitations in the use of a statistical tidal model.

A New Combined Stepwise-Based High-Order Decoupled Direct and Reduced-Form Method To Improve Uncertainty Analysis in PM2.5 Simulations.

PubMed

Huang, Zhijiong; Hu, Yongtao; Zheng, Junyu; Yuan, Zibing; Russell, Armistead G; Ou, Jiamin; Zhong, Zhuangmin

2017-04-04

The traditional reduced-form model (RFM) based on the high-order decoupled direct method (HDDM), is an efficient uncertainty analysis approach for air quality models, but it has large biases in uncertainty propagation due to the limitation of the HDDM in predicting nonlinear responses to large perturbations of model inputs. To overcome the limitation, a new stepwise-based RFM method that combines several sets of local sensitive coefficients under different conditions is proposed. Evaluations reveal that the new RFM improves the prediction of nonlinear responses. The new method is applied to quantify uncertainties in simulated PM 2.5 concentrations in the Pearl River Delta (PRD) region of China as a case study. Results show that the average uncertainty range of hourly PM 2.5 concentrations is -28% to 57%, which can cover approximately 70% of the observed PM 2.5 concentrations, while the traditional RFM underestimates the upper bound of the uncertainty range by 1-6%. Using a variance-based method, the PM 2.5 boundary conditions and primary PM 2.5 emissions are found to be the two major uncertainty sources in PM 2.5 simulations. The new RFM better quantifies the uncertainty range in model simulations and can be applied to improve applications that rely on uncertainty information.

Scalable Methods for Uncertainty Quantification, Data Assimilation and Target Accuracy Assessment for Multi-Physics Advanced Simulation of Light Water Reactors

NASA Astrophysics Data System (ADS)

Khuwaileh, Bassam

High fidelity simulation of nuclear reactors entails large scale applications characterized with high dimensionality and tremendous complexity where various physics models are integrated in the form of coupled models (e.g. neutronic with thermal-hydraulic feedback). Each of the coupled modules represents a high fidelity formulation of the first principles governing the physics of interest. Therefore, new developments in high fidelity multi-physics simulation and the corresponding sensitivity/uncertainty quantification analysis are paramount to the development and competitiveness of reactors achieved through enhanced understanding of the design and safety margins. Accordingly, this dissertation introduces efficient and scalable algorithms for performing efficient Uncertainty Quantification (UQ), Data Assimilation (DA) and Target Accuracy Assessment (TAA) for large scale, multi-physics reactor design and safety problems. This dissertation builds upon previous efforts for adaptive core simulation and reduced order modeling algorithms and extends these efforts towards coupled multi-physics models with feedback. The core idea is to recast the reactor physics analysis in terms of reduced order models. This can be achieved via identifying the important/influential degrees of freedom (DoF) via the subspace analysis, such that the required analysis can be recast by considering the important DoF only. In this dissertation, efficient algorithms for lower dimensional subspace construction have been developed for single physics and multi-physics applications with feedback. Then the reduced subspace is used to solve realistic, large scale forward (UQ) and inverse problems (DA and TAA). Once the elite set of DoF is determined, the uncertainty/sensitivity/target accuracy assessment and data assimilation analysis can be performed accurately and efficiently for large scale, high dimensional multi-physics nuclear engineering applications. Hence, in this work a Karhunen-Loeve (KL) based algorithm previously developed to quantify the uncertainty for single physics models is extended for large scale multi-physics coupled problems with feedback effect. Moreover, a non-linear surrogate based UQ approach is developed, used and compared to performance of the KL approach and brute force Monte Carlo (MC) approach. On the other hand, an efficient Data Assimilation (DA) algorithm is developed to assess information about model's parameters: nuclear data cross-sections and thermal-hydraulics parameters. Two improvements are introduced in order to perform DA on the high dimensional problems. First, a goal-oriented surrogate model can be used to replace the original models in the depletion sequence (MPACT -- COBRA-TF - ORIGEN). Second, approximating the complex and high dimensional solution space with a lower dimensional subspace makes the sampling process necessary for DA possible for high dimensional problems. Moreover, safety analysis and design optimization depend on the accurate prediction of various reactor attributes. Predictions can be enhanced by reducing the uncertainty associated with the attributes of interest. Accordingly, an inverse problem can be defined and solved to assess the contributions from sources of uncertainty; and experimental effort can be subsequently directed to further improve the uncertainty associated with these sources. In this dissertation a subspace-based gradient-free and nonlinear algorithm for inverse uncertainty quantification namely the Target Accuracy Assessment (TAA) has been developed and tested. The ideas proposed in this dissertation were first validated using lattice physics applications simulated using SCALE6.1 package (Pressurized Water Reactor (PWR) and Boiling Water Reactor (BWR) lattice models). Ultimately, the algorithms proposed her were applied to perform UQ and DA for assembly level (CASL progression problem number 6) and core wide problems representing Watts Bar Nuclear 1 (WBN1) for cycle 1 of depletion (CASL Progression Problem Number 9) modeled via simulated using VERA-CS which consists of several multi-physics coupled models. The analysis and algorithms developed in this dissertation were encoded and implemented in a newly developed tool kit algorithms for Reduced Order Modeling based Uncertainty/Sensitivity Estimator (ROMUSE).

Uncertainty Analysis via Failure Domain Characterization: Polynomial Requirement Functions

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Munoz, Cesar A.; Narkawicz, Anthony J.; Kenny, Sean P.; Giesy, Daniel P.

2011-01-01

This paper proposes an uncertainty analysis framework based on the characterization of the uncertain parameter space. This characterization enables the identification of worst-case uncertainty combinations and the approximation of the failure and safe domains with a high level of accuracy. Because these approximations are comprised of subsets of readily computable probability, they enable the calculation of arbitrarily tight upper and lower bounds to the failure probability. A Bernstein expansion approach is used to size hyper-rectangular subsets while a sum of squares programming approach is used to size quasi-ellipsoidal subsets. These methods are applicable to requirement functions whose functional dependency on the uncertainty is a known polynomial. Some of the most prominent features of the methodology are the substantial desensitization of the calculations from the uncertainty model assumed (i.e., the probability distribution describing the uncertainty) as well as the accommodation for changes in such a model with a practically insignificant amount of computational effort.

Uncertainty Analysis via Failure Domain Characterization: Unrestricted Requirement Functions

NASA Technical Reports Server (NTRS)

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

2011-01-01

This paper proposes an uncertainty analysis framework based on the characterization of the uncertain parameter space. This characterization enables the identification of worst-case uncertainty combinations and the approximation of the failure and safe domains with a high level of accuracy. Because these approximations are comprised of subsets of readily computable probability, they enable the calculation of arbitrarily tight upper and lower bounds to the failure probability. The methods developed herein, which are based on nonlinear constrained optimization, are applicable to requirement functions whose functional dependency on the uncertainty is arbitrary and whose explicit form may even be unknown. Some of the most prominent features of the methodology are the substantial desensitization of the calculations from the assumed uncertainty model (i.e., the probability distribution describing the uncertainty) as well as the accommodation for changes in such a model with a practically insignificant amount of computational effort.

DGSA: A Matlab toolbox for distance-based generalized sensitivity analysis of geoscientific computer experiments

NASA Astrophysics Data System (ADS)

Park, Jihoon; Yang, Guang; Satija, Addy; Scheidt, Céline; Caers, Jef

2016-12-01

Sensitivity analysis plays an important role in geoscientific computer experiments, whether for forecasting, data assimilation or model calibration. In this paper we focus on an extension of a method of regionalized sensitivity analysis (RSA) to applications typical in the Earth Sciences. Such applications involve the building of large complex spatial models, the application of computationally extensive forward modeling codes and the integration of heterogeneous sources of model uncertainty. The aim of this paper is to be practical: 1) provide a Matlab code, 2) provide novel visualization methods to aid users in getting a better understanding in the sensitivity 3) provide a method based on kernel principal component analysis (KPCA) and self-organizing maps (SOM) to account for spatial uncertainty typical in Earth Science applications and 4) provide an illustration on a real field case where the above mentioned complexities present themselves. We present methods that extend the original RSA method in several ways. First we present the calculation of conditional effects, defined as the sensitivity of a parameter given a level of another parameters. Second, we show how this conditional effect can be used to choose nominal values or ranges to fix insensitive parameters aiming to minimally affect uncertainty in the response. Third, we develop a method based on KPCA and SOM to assign a rank to spatial models in order to calculate the sensitivity on spatial variability in the models. A large oil/gas reservoir case is used as illustration of these ideas.

Predicting physical properties of emerging compounds with limited physical and chemical data: QSAR model uncertainty and applicability to military munitions.

PubMed

Bennett, Erin R; Clausen, Jay; Linkov, Eugene; Linkov, Igor

2009-11-01

Reliable, up-front information on physical and biological properties of emerging materials is essential before making a decision and investment to formulate, synthesize, scale-up, test, and manufacture a new material for use in both military and civilian applications. Multiple quantitative structure-activity relationships (QSARs) software tools are available for predicting a material's physical/chemical properties and environmental effects. Even though information on emerging materials is often limited, QSAR software output is treated without sufficient uncertainty analysis. We hypothesize that uncertainty and variability in material properties and uncertainty in model prediction can be too large to provide meaningful results. To test this hypothesis, we predicted octanol water partitioning coefficients (logP) for multiple, similar compounds with limited physical-chemical properties using six different commercial logP calculators (KOWWIN, MarvinSketch, ACD/Labs, ALogP, CLogP, SPARC). Analysis was done for materials with largely uncertain properties that were similar, based on molecular formula, to military compounds (RDX, BTTN, TNT) and pharmaceuticals (Carbamazepine, Gemfibrizol). We have also compared QSAR modeling results for a well-studied pesticide and pesticide breakdown product (Atrazine, DDE). Our analysis shows variability due to structural variations of the emerging chemicals may be several orders of magnitude. The model uncertainty across six software packages was very high (10 orders of magnitude) for emerging materials while it was low for traditional chemicals (e.g. Atrazine). Thus the use of QSAR models for emerging materials screening requires extensive model validation and coupling QSAR output with available empirical data and other relevant information.

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P

2018-01-26

Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.

BioVapor Model Evaluation

EPA Science Inventory

General background on modeling and specifics of modeling vapor intrusion are given. Three classical model applications are described and related to the problem of petroleum vapor intrusion. These indicate the need for model calibration and uncertainty analysis. Evaluation of Bi...

Application of uncertainty and sensitivity analysis to the air quality SHERPA modelling tool

NASA Astrophysics Data System (ADS)

Pisoni, E.; Albrecht, D.; Mara, T. A.; Rosati, R.; Tarantola, S.; Thunis, P.

2018-06-01

Air quality has significantly improved in Europe over the past few decades. Nonetheless we still find high concentrations in measurements mainly in specific regions or cities. This dimensional shift, from EU-wide to hot-spot exceedances, calls for a novel approach to regional air quality management (to complement EU-wide existing policies). The SHERPA (Screening for High Emission Reduction Potentials on Air quality) modelling tool was developed in this context. It provides an additional tool to be used in support to regional/local decision makers responsible for the design of air quality plans. It is therefore important to evaluate the quality of the SHERPA model, and its behavior in the face of various kinds of uncertainty. Uncertainty and sensitivity analysis techniques can be used for this purpose. They both reveal the links between assumptions and forecasts, help in-model simplification and may highlight unexpected relationships between inputs and outputs. Thus, a policy steered SHERPA module - predicting air quality improvement linked to emission reduction scenarios - was evaluated by means of (1) uncertainty analysis (UA) to quantify uncertainty in the model output, and (2) by sensitivity analysis (SA) to identify the most influential input sources of this uncertainty. The results of this study provide relevant information about the key variables driving the SHERPA output uncertainty, and advise policy-makers and modellers where to place their efforts for an improved decision-making process.

Damage assessment of composite plate structures with material and measurement uncertainty

NASA Astrophysics Data System (ADS)

Chandrashekhar, M.; Ganguli, Ranjan

2016-06-01

Composite materials are very useful in structural engineering particularly in weight sensitive applications. Two different test models of the same structure made from composite materials can display very different dynamic behavior due to large uncertainties associated with composite material properties. Also, composite structures can suffer from pre-existing imperfections like delaminations, voids or cracks during fabrication. In this paper, we show that modeling and material uncertainties in composite structures can cause considerable problem in damage assessment. A recently developed C0 shear deformable locking free refined composite plate element is employed in the numerical simulations to alleviate modeling uncertainty. A qualitative estimate of the impact of modeling uncertainty on the damage detection problem is made. A robust Fuzzy Logic System (FLS) with sliding window defuzzifier is used for delamination damage detection in composite plate type structures. The FLS is designed using variations in modal frequencies due to randomness in material properties. Probabilistic analysis is performed using Monte Carlo Simulation (MCS) on a composite plate finite element model. It is demonstrated that the FLS shows excellent robustness in delamination detection at very high levels of randomness in input data.

The timing and probability of treatment switch under cost uncertainty: an application to patients with gastrointestinal stromal tumor.

PubMed

de Mello-Sampayo, Felipa

2014-03-01

Cost fluctuations render the outcome of any treatment switch uncertain, so that decision makers might have to wait for more information before optimally switching treatments, especially when the incremental cost per quality-adjusted life year (QALY) gained cannot be fully recovered later on. To analyze the timing of treatment switch under cost uncertainty. A dynamic stochastic model for the optimal timing of a treatment switch is developed and applied to a problem in medical decision taking, i.e. to patients with unresectable gastrointestinal stromal tumour (GIST). The theoretical model suggests that cost uncertainty reduces expected net benefit. In addition, cost volatility discourages switching treatments. The stochastic model also illustrates that as technologies become less cost competitive, the cost uncertainty becomes more dominant. With limited substitutability, higher quality of technologies will increase the demand for those technologies disregarding the cost uncertainty. The results of the empirical application suggest that the first-line treatment may be the better choice when considering lifetime welfare. Under uncertainty and irreversibility, low-risk patients must begin the second-line treatment as soon as possible, which is precisely when the second-line treatment is least valuable. As the costs of reversing current treatment impacts fall, it becomes more feasible to provide the option-preserving treatment to these low-risk individuals later on. Copyright © 2014 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

Investigating a method for estimating direct nitrous oxide emissions from grazed pasture soils in New Zealand using NZ-DNDC.

PubMed

Giltrap, Donna L; Ausseil, Anne-Gaelle E; Thakur, Kailash P; Sutherland, M Anne

2013-11-01

In this study, we developed emission factor (EF) look-up tables for calculating the direct nitrous oxide (N2O) emissions from grazed pasture soils in New Zealand. Look-up tables of long-term average direct emission factors (and their associated uncertainties) were generated using multiple simulations of the NZ-DNDC model over a representative range of major soil, climate and management conditions occurring in New Zealand using 20 years of climate data. These EFs were then combined with national activity data maps to estimate direct N2O emissions from grazed pasture in New Zealand using 2010 activity data. The total direct N2O emissions using look-up tables were 12.7±12.1 Gg N2O-N (equivalent to using a national average EF of 0.70±0.67%). This agreed with the amount calculated using the New Zealand specific EFs (95% confidence interval 7.7-23.1 Gg N2O-N), although the relative uncertainty increased. The high uncertainties in the look-up table EFs were primarily due to the high uncertainty of the soil parameters within the selected soil categories. Uncertainty analyses revealed that the uncertainty in soil parameters contributed much more to the uncertainty in N2O emissions than the inter-annual weather variability. The effect of changes to fertiliser applications was also examined and it was found that for fertiliser application rates of 0-50 kg N/ha for sheep and beef and 60-240 kg N/ha for dairy the modelled EF was within ±10% of the value simulated using annual fertiliser application rates of 15 kg N/ha and 140 kg N/ha respectively. Copyright © 2013 Elsevier B.V. All rights reserved.

Space shuttle propulsion estimation development verification

NASA Technical Reports Server (NTRS)

Rogers, Robert M.

1989-01-01

The application of extended Kalman filtering to estimating the Space Shuttle Propulsion performance, i.e., specific impulse, from flight data in a post-flight processing computer program is detailed. The flight data used include inertial platform acceleration, SRB head pressure, SSME chamber pressure and flow rates, and ground based radar tracking data. The key feature in this application is the model used for the SRB's, which is a nominal or reference quasi-static internal ballistics model normalized to the propellant burn depth. Dynamic states of mass overboard and propellant burn depth are included in the filter model to account for real-time deviations from the reference model used. Aerodynamic, plume, wind and main engine uncertainties are also included for an integrated system model. Assuming uncertainty within the propulsion system model and attempts to estimate its deviations represent a new application of parameter estimation for rocket powered vehicles. Illustrations from the results of applying this estimation approach to several missions show good quality propulsion estimates.

Resolving dust emission responses to land cover change using an ecological land classification

USDA-ARS?s Scientific Manuscript database

Despite efforts to quantify the impacts of land cover change on wind erosion, assessment uncertainty remains large. We address this uncertainty by evaluating the application of ecological site concepts and state-and-transition models (STMs) for detecting and quantitatively describing the impacts of ...

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

NASA Astrophysics Data System (ADS)

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-01

In Hezaveh et al. we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational-lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data, as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single variational parameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that the application of approximate Bayesian neural networks to astrophysical modeling problems can be a fast alternative to Monte Carlo Markov Chains, allowing orders of magnitude improvement in speed.

Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.

Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

NASA Astrophysics Data System (ADS)

Li, Z.; Ghaith, M.

2017-12-01

Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

Eigenspace perturbations for structural uncertainty estimation of turbulence closure models

NASA Astrophysics Data System (ADS)

Jofre, Lluis; Mishra, Aashwin; Iaccarino, Gianluca

2017-11-01

With the present state of computational resources, a purely numerical resolution of turbulent flows encountered in engineering applications is not viable. Consequently, investigations into turbulence rely on various degrees of modeling. Archetypal amongst these variable resolution approaches would be RANS models in two-equation closures, and subgrid-scale models in LES. However, owing to the simplifications introduced during model formulation, the fidelity of all such models is limited, and therefore the explicit quantification of the predictive uncertainty is essential. In such scenario, the ideal uncertainty estimation procedure must be agnostic to modeling resolution, methodology, and the nature or level of the model filter. The procedure should be able to give reliable prediction intervals for different Quantities of Interest, over varied flows and flow conditions, and at diametric levels of modeling resolution. In this talk, we present and substantiate the Eigenspace perturbation framework as an uncertainty estimation paradigm that meets these criteria. Commencing from a broad overview, we outline the details of this framework at different modeling resolution. Thence, using benchmark flows, along with engineering problems, the efficacy of this procedure is established. This research was partially supported by NNSA under the Predictive Science Academic Alliance Program (PSAAP) II, and by DARPA under the Enabling Quantification of Uncertainty in Physical Systems (EQUiPS) project (technical monitor: Dr Fariba Fahroo).

A new framework for quantifying uncertainties in modelling studies for future climates - how more certain are CMIP5 precipitation and temperature simulations compared to CMIP3?

NASA Astrophysics Data System (ADS)

Sharma, A.; Woldemeskel, F. M.; Sivakumar, B.; Mehrotra, R.

2014-12-01

We outline a new framework for assessing uncertainties in model simulations, be they hydro-ecological simulations for known scenarios, or climate simulations for assumed scenarios representing the future. This framework is illustrated here using GCM projections for future climates for hydrologically relevant variables (precipitation and temperature), with the uncertainty segregated into three dominant components - model uncertainty, scenario uncertainty (representing greenhouse gas emission scenarios), and ensemble uncertainty (representing uncertain initial conditions and states). A novel uncertainty metric, the Square Root Error Variance (SREV), is used to quantify the uncertainties involved. The SREV requires: (1) Interpolating raw and corrected GCM outputs to a common grid; (2) Converting these to percentiles; (3) Estimating SREV for model, scenario, initial condition and total uncertainty at each percentile; and (4) Transforming SREV to a time series. The outcome is a spatially varying series of SREVs associated with each model that can be used to assess how uncertain the system is at each simulated point or time. This framework, while illustrated in a climate change context, is completely applicable for assessment of uncertainties any modelling framework may be subject to. The proposed method is applied to monthly precipitation and temperature from 6 CMIP3 and 13 CMIP5 GCMs across the world. For CMIP3, B1, A1B and A2 scenarios whereas for CMIP5, RCP2.6, RCP4.5 and RCP8.5 representing low, medium and high emissions are considered. For both CMIP3 and CMIP5, model structure is the largest source of uncertainty, which reduces significantly after correcting for biases. Scenario uncertainly increases, especially for temperature, in future due to divergence of the three emission scenarios analysed. While CMIP5 precipitation simulations exhibit a small reduction in total uncertainty over CMIP3, there is almost no reduction observed for temperature projections. Estimation of uncertainty in both space and time sheds lights on the spatial and temporal patterns of uncertainties in GCM outputs, providing an effective platform for risk-based assessments of any alternate plans or decisions that may be formulated using GCM simulations.

Bayesian Treatment of Uncertainty in Environmental Modeling: Optimization, Sampling and Data Assimilation Using the DREAM Software Package

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2012-12-01

In the past decade much progress has been made in the treatment of uncertainty in earth systems modeling. Whereas initial approaches has focused mostly on quantification of parameter and predictive uncertainty, recent methods attempt to disentangle the effects of parameter, forcing (input) data, model structural and calibration data errors. In this talk I will highlight some of our recent work involving theory, concepts and applications of Bayesian parameter and/or state estimation. In particular, new methods for sequential Monte Carlo (SMC) and Markov Chain Monte Carlo (MCMC) simulation will be presented with emphasis on massively parallel distributed computing and quantification of model structural errors. The theoretical and numerical developments will be illustrated using model-data synthesis problems in hydrology, hydrogeology and geophysics.

Determining the nuclear data uncertainty on MONK10 and WIMS10 criticality calculations

NASA Astrophysics Data System (ADS)

Ware, Tim; Dobson, Geoff; Hanlon, David; Hiles, Richard; Mason, Robert; Perry, Ray

2017-09-01

The ANSWERS Software Service is developing a number of techniques to better understand and quantify uncertainty on calculations of the neutron multiplication factor, k-effective, in nuclear fuel and other systems containing fissile material. The uncertainty on the calculated k-effective arises from a number of sources, including nuclear data uncertainties, manufacturing tolerances, modelling approximations and, for Monte Carlo simulation, stochastic uncertainty. For determining the uncertainties due to nuclear data, a set of application libraries have been generated for use with the MONK10 Monte Carlo and the WIMS10 deterministic criticality and reactor physics codes. This paper overviews the generation of these nuclear data libraries by Latin hypercube sampling of JEFF-3.1.2 evaluated data based upon a library of covariance data taken from JEFF, ENDF/B, JENDL and TENDL evaluations. Criticality calculations have been performed with MONK10 and WIMS10 using these sampled libraries for a number of benchmark models of fissile systems. Results are presented which show the uncertainty on k-effective for these systems arising from the uncertainty on the input nuclear data.

Bayesian analysis of input uncertainty in hydrological modeling: 2. Application

NASA Astrophysics Data System (ADS)

Kavetski, Dmitri; Kuczera, George; Franks, Stewart W.

2006-03-01

The Bayesian total error analysis (BATEA) methodology directly addresses both input and output errors in hydrological modeling, requiring the modeler to make explicit, rather than implicit, assumptions about the likely extent of data uncertainty. This study considers a BATEA assessment of two North American catchments: (1) French Broad River and (2) Potomac basins. It assesses the performance of the conceptual Variable Infiltration Capacity (VIC) model with and without accounting for input (precipitation) uncertainty. The results show the considerable effects of precipitation errors on the predicted hydrographs (especially the prediction limits) and on the calibrated parameters. In addition, the performance of BATEA in the presence of severe model errors is analyzed. While BATEA allows a very direct treatment of input uncertainty and yields some limited insight into model errors, it requires the specification of valid error models, which are currently poorly understood and require further work. Moreover, it leads to computationally challenging highly dimensional problems. For some types of models, including the VIC implemented using robust numerical methods, the computational cost of BATEA can be reduced using Newton-type methods.

Systematic and statistical uncertainties in simulated r-process abundances due to uncertain nuclear masses

DOE PAGES

Surman, Rebecca; Mumpower, Matthew; McLaughlin, Gail

2017-02-27

Unknown nuclear masses are a major source of nuclear physics uncertainty for r-process nucleosynthesis calculations. Here we examine the systematic and statistical uncertainties that arise in r-process abundance predictions due to uncertainties in the masses of nuclear species on the neutron-rich side of stability. There is a long history of examining systematic uncertainties by the application of a variety of different mass models to r-process calculations. Here we expand upon such efforts by examining six DFT mass models, where we capture the full impact of each mass model by updating the other nuclear properties — including neutron capture rates, β-decaymore » lifetimes, and β-delayed neutron emission probabilities — that depend on the masses. Unlike systematic effects, statistical uncertainties in the r-process pattern have just begun to be explored. Here we apply a global Monte Carlo approach, starting from the latest FRDM masses and considering random mass variations within the FRDM rms error. Here, we find in each approach that uncertain nuclear masses produce dramatic uncertainties in calculated r-process yields, which can be reduced in upcoming experimental campaigns.« less

Systematic and statistical uncertainties in simulated r-process abundances due to uncertain nuclear masses

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

Surman, Rebecca; Mumpower, Matthew; McLaughlin, Gail

Unknown nuclear masses are a major source of nuclear physics uncertainty for r-process nucleosynthesis calculations. Here we examine the systematic and statistical uncertainties that arise in r-process abundance predictions due to uncertainties in the masses of nuclear species on the neutron-rich side of stability. There is a long history of examining systematic uncertainties by the application of a variety of different mass models to r-process calculations. Here we expand upon such efforts by examining six DFT mass models, where we capture the full impact of each mass model by updating the other nuclear properties — including neutron capture rates, β-decaymore » lifetimes, and β-delayed neutron emission probabilities — that depend on the masses. Unlike systematic effects, statistical uncertainties in the r-process pattern have just begun to be explored. Here we apply a global Monte Carlo approach, starting from the latest FRDM masses and considering random mass variations within the FRDM rms error. Here, we find in each approach that uncertain nuclear masses produce dramatic uncertainties in calculated r-process yields, which can be reduced in upcoming experimental campaigns.« less

An Applied Framework for Incorporating Multiple Sources of Uncertainty in Fisheries Stock Assessments.

PubMed

Scott, Finlay; Jardim, Ernesto; Millar, Colin P; Cerviño, Santiago

2016-01-01

Estimating fish stock status is very challenging given the many sources and high levels of uncertainty surrounding the biological processes (e.g. natural variability in the demographic rates), model selection (e.g. choosing growth or stock assessment models) and parameter estimation. Incorporating multiple sources of uncertainty in a stock assessment allows advice to better account for the risks associated with proposed management options, promoting decisions that are more robust to such uncertainty. However, a typical assessment only reports the model fit and variance of estimated parameters, thereby underreporting the overall uncertainty. Additionally, although multiple candidate models may be considered, only one is selected as the 'best' result, effectively rejecting the plausible assumptions behind the other models. We present an applied framework to integrate multiple sources of uncertainty in the stock assessment process. The first step is the generation and conditioning of a suite of stock assessment models that contain different assumptions about the stock and the fishery. The second step is the estimation of parameters, including fitting of the stock assessment models. The final step integrates across all of the results to reconcile the multi-model outcome. The framework is flexible enough to be tailored to particular stocks and fisheries and can draw on information from multiple sources to implement a broad variety of assumptions, making it applicable to stocks with varying levels of data availability The Iberian hake stock in International Council for the Exploration of the Sea (ICES) Divisions VIIIc and IXa is used to demonstrate the framework, starting from length-based stock and indices data. Process and model uncertainty are considered through the growth, natural mortality, fishing mortality, survey catchability and stock-recruitment relationship. Estimation uncertainty is included as part of the fitting process. Simple model averaging is used to integrate across the results and produce a single assessment that considers the multiple sources of uncertainty.

Multivariate Probabilistic Analysis of an Hydrological Model

NASA Astrophysics Data System (ADS)

Franceschini, Samuela; Marani, Marco

2010-05-01

Model predictions derived based on rainfall measurements and hydrological model results are often limited by the systematic error of measuring instruments, by the intrinsic variability of the natural processes and by the uncertainty of the mathematical representation. We propose a means to identify such sources of uncertainty and to quantify their effects based on point-estimate approaches, as a valid alternative to cumbersome Montecarlo methods. We present uncertainty analyses on the hydrologic response to selected meteorological events, in the mountain streamflow-generating portion of the Brenta basin at Bassano del Grappa, Italy. The Brenta river catchment has a relatively uniform morphology and quite a heterogeneous rainfall-pattern. In the present work, we evaluate two sources of uncertainty: data uncertainty (the uncertainty due to data handling and analysis) and model uncertainty (the uncertainty related to the formulation of the model). We thus evaluate the effects of the measurement error of tipping-bucket rain gauges, the uncertainty in estimating spatially-distributed rainfall through block kriging, and the uncertainty associated with estimated model parameters. To this end, we coupled a deterministic model based on the geomorphological theory of the hydrologic response to probabilistic methods. In particular we compare the results of Monte Carlo Simulations (MCS) to the results obtained, in the same conditions, using Li's Point Estimate Method (LiM). The LiM is a probabilistic technique that approximates the continuous probability distribution function of the considered stochastic variables by means of discrete points and associated weights. This allows to satisfactorily reproduce results with only few evaluations of the model function. The comparison between the LiM and MCS results highlights the pros and cons of using an approximating method. LiM is less computationally demanding than MCS, but has limited applicability especially when the model response is highly nonlinear. Higher-order approximations can provide more accurate estimations, but reduce the numerical advantage of the LiM. The results of the uncertainty analysis identify the main sources of uncertainty in the computation of river discharge. In this particular case the spatial variability of rainfall and the model parameters uncertainty are shown to have the greatest impact on discharge evaluation. This, in turn, highlights the need to support any estimated hydrological response with probability information and risk analysis results in order to provide a robust, systematic framework for decision making.

Adaptive selection and validation of models of complex systems in the presence of uncertainty

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

Farrell-Maupin, Kathryn; Oden, J. T.

This study describes versions of OPAL, the Occam-Plausibility Algorithm in which the use of Bayesian model plausibilities is replaced with information theoretic methods, such as the Akaike Information Criterion and the Bayes Information Criterion. Applications to complex systems of coarse-grained molecular models approximating atomistic models of polyethylene materials are described. All of these model selection methods take into account uncertainties in the model, the observational data, the model parameters, and the predicted quantities of interest. A comparison of the models chosen by Bayesian model selection criteria and those chosen by the information-theoretic criteria is given.

Adaptive selection and validation of models of complex systems in the presence of uncertainty

DOE PAGES

Farrell-Maupin, Kathryn; Oden, J. T.

2017-08-01

This study describes versions of OPAL, the Occam-Plausibility Algorithm in which the use of Bayesian model plausibilities is replaced with information theoretic methods, such as the Akaike Information Criterion and the Bayes Information Criterion. Applications to complex systems of coarse-grained molecular models approximating atomistic models of polyethylene materials are described. All of these model selection methods take into account uncertainties in the model, the observational data, the model parameters, and the predicted quantities of interest. A comparison of the models chosen by Bayesian model selection criteria and those chosen by the information-theoretic criteria is given.

Patients' and partners' perspectives of chronic illness and its management.

PubMed

Checton, Maria G; Greene, Kathryn; Magsamen-Conrad, Kate; Venetis, Maria K

2012-06-01

This study is framed in theories of illness uncertainty (Babrow, A. S., 2007, Problematic integration theory. In B. B. Whaley & W. Samter (Eds.), Explaining communication: Contemporary theories and exemplars (pp. 181-200). Mahwah, NJ: Erlbaum; Babrow & Matthias, 2009; Brashers, D. E., 2007, A theory of communication and uncertainty management. In B. B. Whaley & W. Samter (Eds.), Explaining communication: Contemporary theories and exemplars (pp. 201-218). Mahwah, NJ: Erlbaum; Hogan, T. P., & Brashers, D. E. (2009). The theory of communication and uncertainty management: Implications for the wider realm of information behavior. In T. D. Afifi & W. A. Afifi (Eds.), Uncertainty and information regulation in interpersonal contexts: Theories and applications, (pp. 45-66). New York, NY: Routledge; Mishel, M. H. (1999). Uncertainty in chronic illness. Annual Review of Nursing Research, 17, 269-294; Mishel, M. H., & Clayton, M. F., 2003, Theories of uncertainty. In M. J. Smith & P. R. Liehr (Eds.), Middle range theory for nursing (pp. 25-48). New York, NY: Springer) and health information management (Afifi, W. A., & Weiner, J. L., 2004, Toward a theory of motivated information management. Communication Theory, 14, 167-190. doi:10.1111/j.1468-2885.2004.tb00310.x; Greene, K., 2009, An integrated model of health disclosure decision-making. In T. D. Afifi & W. A. Afifi (Eds.), Uncertainty and information regulation in interpersonal contexts: Theories and applications (pp. 226-253). New York, NY: Routledge) and examines how couples experience uncertainty and interference related to one partner's chronic health condition. Specifically, a model is hypothesized in which illness uncertainty (i.e., stigma, prognosis, and symptom) and illness interference predict communication efficacy and health condition management. Participants include 308 dyads in which one partner has a chronic health condition. Data were analyzed using structural equation modeling. Results indicate that there are significant differences in (a) how patients and partners experience illness uncertainty and illness interference and (b) how appraisals of illness uncertainty and illness interference influence communication efficacy and health condition management. We discuss the findings and implications of the study.

A continuous-time adaptive particle filter for estimations under measurement time uncertainties with an application to a plasma-leucine mixed effects model

PubMed Central

2013-01-01

Background When mathematical modelling is applied to many different application areas, a common task is the estimation of states and parameters based on measurements. With this kind of inference making, uncertainties in the time when the measurements have been taken are often neglected, but especially in applications taken from the life sciences, this kind of errors can considerably influence the estimation results. As an example in the context of personalized medicine, the model-based assessment of the effectiveness of drugs is becoming to play an important role. Systems biology may help here by providing good pharmacokinetic and pharmacodynamic (PK/PD) models. Inference on these systems based on data gained from clinical studies with several patient groups becomes a major challenge. Particle filters are a promising approach to tackle these difficulties but are by itself not ready to handle uncertainties in measurement times. Results In this article, we describe a variant of the standard particle filter (PF) algorithm which allows state and parameter estimation with the inclusion of measurement time uncertainties (MTU). The modified particle filter, which we call MTU-PF, also allows the application of an adaptive stepsize choice in the time-continuous case to avoid degeneracy problems. The modification is based on the model assumption of uncertain measurement times. While the assumption of randomness in the measurements themselves is common, the corresponding measurement times are generally taken as deterministic and exactly known. Especially in cases where the data are gained from measurements on blood or tissue samples, a relatively high uncertainty in the true measurement time seems to be a natural assumption. Our method is appropriate in cases where relatively few data are used from a relatively large number of groups or individuals, which introduce mixed effects in the model. This is a typical setting of clinical studies. We demonstrate the method on a small artificial example and apply it to a mixed effects model of plasma-leucine kinetics with data from a clinical study which included 34 patients. Conclusions Comparisons of our MTU-PF with the standard PF and with an alternative Maximum Likelihood estimation method on the small artificial example clearly show that the MTU-PF obtains better estimations. Considering the application to the data from the clinical study, the MTU-PF shows a similar performance with respect to the quality of estimated parameters compared with the standard particle filter, but besides that, the MTU algorithm shows to be less prone to degeneration than the standard particle filter. PMID:23331521

Evaluation of global fine-resolution precipitation products and their uncertainty quantification in ensemble discharge simulations

NASA Astrophysics Data System (ADS)

Qi, W.; Zhang, C.; Fu, G.; Sweetapple, C.; Zhou, H.

2016-02-01

The applicability of six fine-resolution precipitation products, including precipitation radar, infrared, microwave and gauge-based products, using different precipitation computation recipes, is evaluated using statistical and hydrological methods in northeastern China. In addition, a framework quantifying uncertainty contributions of precipitation products, hydrological models, and their interactions to uncertainties in ensemble discharges is proposed. The investigated precipitation products are Tropical Rainfall Measuring Mission (TRMM) products (TRMM3B42 and TRMM3B42RT), Global Land Data Assimilation System (GLDAS)/Noah, Asian Precipitation - Highly-Resolved Observational Data Integration Towards Evaluation of Water Resources (APHRODITE), Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks (PERSIANN), and a Global Satellite Mapping of Precipitation (GSMAP-MVK+) product. Two hydrological models of different complexities, i.e. a water and energy budget-based distributed hydrological model and a physically based semi-distributed hydrological model, are employed to investigate the influence of hydrological models on simulated discharges. Results show APHRODITE has high accuracy at a monthly scale compared with other products, and GSMAP-MVK+ shows huge advantage and is better than TRMM3B42 in relative bias (RB), Nash-Sutcliffe coefficient of efficiency (NSE), root mean square error (RMSE), correlation coefficient (CC), false alarm ratio, and critical success index. These findings could be very useful for validation, refinement, and future development of satellite-based products (e.g. NASA Global Precipitation Measurement). Although large uncertainty exists in heavy precipitation, hydrological models contribute most of the uncertainty in extreme discharges. Interactions between precipitation products and hydrological models can have the similar magnitude of contribution to discharge uncertainty as the hydrological models. A better precipitation product does not guarantee a better discharge simulation because of interactions. It is also found that a good discharge simulation depends on a good coalition of a hydrological model and a precipitation product, suggesting that, although the satellite-based precipitation products are not as accurate as the gauge-based products, they could have better performance in discharge simulations when appropriately combined with hydrological models. This information is revealed for the first time and very beneficial for precipitation product applications.

An Intuitionistic Fuzzy Logic Models for Multicriteria Decision Making Under Uncertainty

NASA Astrophysics Data System (ADS)

Jana, Biswajit; Mohanty, Sachi Nandan

2017-04-01

The purpose of this paper is to enhance the applicability of the fuzzy sets for developing mathematical models for decision making under uncertainty, In general a decision making process consist of four stages, namely collection of information from various sources, compile the information, execute the information and finally take the decision/action. Only fuzzy sets theory is capable to quantifying the linguistic expression to mathematical form in complex situation. Intuitionistic fuzzy set (IFSs) which reflects the fact that the degree of non membership is not always equal to one minus degree of membership. There may be some degree of hesitation. Thus, there are some situations where IFS theory provides a more meaningful and applicable to cope with imprecise information present for solving multiple criteria decision making problem. This paper emphasis on IFSs, which is help for solving real world problem in uncertainty situation.

Uncertainty in Measurement: A Review of Monte Carlo Simulation Using Microsoft Excel for the Calculation of Uncertainties Through Functional Relationships, Including Uncertainties in Empirically Derived Constants

PubMed Central

Farrance, Ian; Frenkel, Robert

2014-01-01

The Guide to the Expression of Uncertainty in Measurement (usually referred to as the GUM) provides the basic framework for evaluating uncertainty in measurement. The GUM however does not always provide clearly identifiable procedures suitable for medical laboratory applications, particularly when internal quality control (IQC) is used to derive most of the uncertainty estimates. The GUM modelling approach requires advanced mathematical skills for many of its procedures, but Monte Carlo simulation (MCS) can be used as an alternative for many medical laboratory applications. In particular, calculations for determining how uncertainties in the input quantities to a functional relationship propagate through to the output can be accomplished using a readily available spreadsheet such as Microsoft Excel. The MCS procedure uses algorithmically generated pseudo-random numbers which are then forced to follow a prescribed probability distribution. When IQC data provide the uncertainty estimates the normal (Gaussian) distribution is generally considered appropriate, but MCS is by no means restricted to this particular case. With input variations simulated by random numbers, the functional relationship then provides the corresponding variations in the output in a manner which also provides its probability distribution. The MCS procedure thus provides output uncertainty estimates without the need for the differential equations associated with GUM modelling. The aim of this article is to demonstrate the ease with which Microsoft Excel (or a similar spreadsheet) can be used to provide an uncertainty estimate for measurands derived through a functional relationship. In addition, we also consider the relatively common situation where an empirically derived formula includes one or more ‘constants’, each of which has an empirically derived numerical value. Such empirically derived ‘constants’ must also have associated uncertainties which propagate through the functional relationship and contribute to the combined standard uncertainty of the measurand. PMID:24659835

Uncertainty in measurement: a review of monte carlo simulation using microsoft excel for the calculation of uncertainties through functional relationships, including uncertainties in empirically derived constants.

PubMed

Farrance, Ian; Frenkel, Robert

2014-02-01

The Guide to the Expression of Uncertainty in Measurement (usually referred to as the GUM) provides the basic framework for evaluating uncertainty in measurement. The GUM however does not always provide clearly identifiable procedures suitable for medical laboratory applications, particularly when internal quality control (IQC) is used to derive most of the uncertainty estimates. The GUM modelling approach requires advanced mathematical skills for many of its procedures, but Monte Carlo simulation (MCS) can be used as an alternative for many medical laboratory applications. In particular, calculations for determining how uncertainties in the input quantities to a functional relationship propagate through to the output can be accomplished using a readily available spreadsheet such as Microsoft Excel. The MCS procedure uses algorithmically generated pseudo-random numbers which are then forced to follow a prescribed probability distribution. When IQC data provide the uncertainty estimates the normal (Gaussian) distribution is generally considered appropriate, but MCS is by no means restricted to this particular case. With input variations simulated by random numbers, the functional relationship then provides the corresponding variations in the output in a manner which also provides its probability distribution. The MCS procedure thus provides output uncertainty estimates without the need for the differential equations associated with GUM modelling. The aim of this article is to demonstrate the ease with which Microsoft Excel (or a similar spreadsheet) can be used to provide an uncertainty estimate for measurands derived through a functional relationship. In addition, we also consider the relatively common situation where an empirically derived formula includes one or more 'constants', each of which has an empirically derived numerical value. Such empirically derived 'constants' must also have associated uncertainties which propagate through the functional relationship and contribute to the combined standard uncertainty of the measurand.

Evaluation and hydrological application of satellite-based precipitation datasets in driving hydrological models over the Huifa river basin in Northeast China

NASA Astrophysics Data System (ADS)

Zhu, Honglei; Li, Ying; Huang, Yanwei; Li, Yingchen; Hou, Cuicui; Shi, Xiaoliang

2018-07-01

Satellite-based precipitation estimates with high spatial and temporal resolution and large areal coverage have provided hydrologists a potential alternative source for hydrological applications since the last few years, especially for ungauged regions. This study evaluates five satellite-based precipitation datasets, namely, Fengyun, TRMM 3B42, TRMM 3B42RT, CMORPH_BLD and CMORPH_RAW, against gauge observations for streamflow simulation with a distributed hydrological model (SWAT) over the Huifa river basin, Northeast China. Results show that, by comparing the statistical indices (MA, M5P, STDE, ME, BIAS and CC) and inter-annual precipitation, it is demonstrated that Fengyun TRMM 3B42 and CMORPH_BLD show better agreement with gauge precipitation data than CMORPH_RAW and TRMM 3B42RT. When the SWAT model for each dataset calibrated and validated individually, satisfactory model performances (defined as: NS > 0.5) are achieved at daily scale for Fengyun, TRMM 3B42 and gauge-driven model, and very good performances (defined as: NS > 0.75) are achieved at monthly scale for Fengyun and gauge-driven model, respectively. The CMORPH_BLD forced daily simulations also yield higher values of NS and R2 than CMORPH_RAW and TRMM 3B42RT at daily and monthly step. From the uncertainty results, variations of P-factor values and frequency distribution curves of NS suggest that the simulation uncertainty increase when operating the Fengyun, 3B42RT, CMORPH_BLD and CMORPH_RAW-driven model with best fitted parameters for rain gauge SWAT model. The results also indicate that the influence of parameter uncertainty on model simulation results may be greater than the effect of input data accuracy. It is noted that uncertainty analysis is necessary to evaluate the hydrological applications of satellite-based precipitation datasets.

Estimating groundwater recharge uncertainty from joint application of an aquifer test and the water-table fluctuation method

NASA Astrophysics Data System (ADS)

Delottier, H.; Pryet, A.; Lemieux, J. M.; Dupuy, A.

2018-05-01

Specific yield and groundwater recharge of unconfined aquifers are both essential parameters for groundwater modeling and sustainable groundwater development, yet the collection of reliable estimates of these parameters remains challenging. Here, a joint approach combining an aquifer test with application of the water-table fluctuation (WTF) method is presented to estimate these parameters and quantify their uncertainty. The approach requires two wells: an observation well instrumented with a pressure probe for long-term monitoring and a pumping well, located in the vicinity, for the aquifer test. The derivative of observed drawdown levels highlights the necessity to represent delayed drainage from the unsaturated zone when interpreting the aquifer test results. Groundwater recharge is estimated with an event-based WTF method in order to minimize the transient effects of flow dynamics in the unsaturated zone. The uncertainty on groundwater recharge is obtained by the propagation of the uncertainties on specific yield (Bayesian inference) and groundwater recession dynamics (regression analysis) through the WTF equation. A major portion of the uncertainty on groundwater recharge originates from the uncertainty on the specific yield. The approach was applied to a site in Bordeaux (France). Groundwater recharge was estimated to be 335 mm with an associated uncertainty of 86.6 mm at 2σ. By the use of cost-effective instrumentation and parsimonious methods of interpretation, the replication of such a joint approach should be encouraged to provide reliable estimates of specific yield and groundwater recharge over a region of interest. This is necessary to reduce the predictive uncertainty of groundwater management models.

[The uncertainty evaluation of analytical results of 27 elements in geological samples by X-ray fluorescence spectrometry].

PubMed

Wang, Yi-Ya; Zhan, Xiu-Chun

2014-04-01

Evaluating uncertainty of analytical results with 165 geological samples by polarized dispersive X-ray fluorescence spectrometry (P-EDXRF) has been reported according to the internationally accepted guidelines. One hundred sixty five pressed pellets of similar matrix geological samples with reliable values were analyzed by P-EDXRF. These samples were divided into several different concentration sections in the concentration ranges of every component. The relative uncertainties caused by precision and accuracy of 27 components were evaluated respectively. For one element in one concentration, the relative uncertainty caused by precision can be calculated according to the average value of relative standard deviation with different concentration level in one concentration section, n = 6 stands for the 6 results of one concentration level. The relative uncertainty caused by accuracy in one concentration section can be evaluated by the relative standard deviation of relative deviation with different concentration level in one concentration section. According to the error propagation theory, combining the precision uncertainty and the accuracy uncertainty into a global uncertainty, this global uncertainty acted as method uncertainty. This model of evaluating uncertainty can solve a series of difficult questions in the process of evaluating uncertainty, such as uncertainties caused by complex matrix of geological samples, calibration procedure, standard samples, unknown samples, matrix correction, overlap correction, sample preparation, instrument condition and mathematics model. The uncertainty of analytical results in this method can act as the uncertainty of the results of the similar matrix unknown sample in one concentration section. This evaluation model is a basic statistical method owning the practical application value, which can provide a strong base for the building of model of the following uncertainty evaluation function. However, this model used a lot of samples which cannot simply be applied to other types of samples with different matrix samples. The number of samples is too large to adapt to other type's samples. We will strive for using this study as a basis to establish a reasonable basis of mathematical statistics function mode to be applied to different types of samples.

Model-data integration to improve the LPJmL dynamic global vegetation model

NASA Astrophysics Data System (ADS)

Forkel, Matthias; Thonicke, Kirsten; Schaphoff, Sibyll; Thurner, Martin; von Bloh, Werner; Dorigo, Wouter; Carvalhais, Nuno

2017-04-01

Dynamic global vegetation models show large uncertainties regarding the development of the land carbon balance under future climate change conditions. This uncertainty is partly caused by differences in how vegetation carbon turnover is represented in global vegetation models. Model-data integration approaches might help to systematically assess and improve model performances and thus to potentially reduce the uncertainty in terrestrial vegetation responses under future climate change. Here we present several applications of model-data integration with the LPJmL (Lund-Potsdam-Jena managed Lands) dynamic global vegetation model to systematically improve the representation of processes or to estimate model parameters. In a first application, we used global satellite-derived datasets of FAPAR (fraction of absorbed photosynthetic activity), albedo and gross primary production to estimate phenology- and productivity-related model parameters using a genetic optimization algorithm. Thereby we identified major limitations of the phenology module and implemented an alternative empirical phenology model. The new phenology module and optimized model parameters resulted in a better performance of LPJmL in representing global spatial patterns of biomass, tree cover, and the temporal dynamic of atmospheric CO2. Therefore, we used in a second application additionally global datasets of biomass and land cover to estimate model parameters that control vegetation establishment and mortality. The results demonstrate the ability to improve simulations of vegetation dynamics but also highlight the need to improve the representation of mortality processes in dynamic global vegetation models. In a third application, we used multiple site-level observations of ecosystem carbon and water exchange, biomass and soil organic carbon to jointly estimate various model parameters that control ecosystem dynamics. This exercise demonstrates the strong role of individual data streams on the simulated ecosystem dynamics which consequently changed the development of ecosystem carbon stocks and fluxes under future climate and CO2 change. In summary, our results demonstrate challenges and the potential of using model-data integration approaches to improve a dynamic global vegetation model.

Using Ecosystem Experiments to Improve Vegetation Models

DOE PAGES

Medlyn, Belinda; Zaehle, S; DeKauwe, Martin G.; ...

2015-05-21

Ecosystem responses to rising CO2 concentrations are a major source of uncertainty in climate change projections. Data from ecosystem-scale Free-Air CO2 Enrichment (FACE) experiments provide a unique opportunity to reduce this uncertainty. The recent FACE Model–Data Synthesis project aimed to use the information gathered in two forest FACE experiments to assess and improve land ecosystem models. A new 'assumption-centred' model intercomparison approach was used, in which participating models were evaluated against experimental data based on the ways in which they represent key ecological processes. Identifying and evaluating the main assumptions caused differences among models, and the assumption-centered approach produced amore » clear roadmap for reducing model uncertainty. We explain this approach and summarize the resulting research agenda. We encourage the application of this approach in other model intercomparison projects to fundamentally improve predictive understanding of the Earth system.« less

An ensemble-based dynamic Bayesian averaging approach for discharge simulations using multiple global precipitation products and hydrological models

NASA Astrophysics Data System (ADS)

Qi, Wei; Liu, Junguo; Yang, Hong; Sweetapple, Chris

2018-03-01

Global precipitation products are very important datasets in flow simulations, especially in poorly gauged regions. Uncertainties resulting from precipitation products, hydrological models and their combinations vary with time and data magnitude, and undermine their application to flow simulations. However, previous studies have not quantified these uncertainties individually and explicitly. This study developed an ensemble-based dynamic Bayesian averaging approach (e-Bay) for deterministic discharge simulations using multiple global precipitation products and hydrological models. In this approach, the joint probability of precipitation products and hydrological models being correct is quantified based on uncertainties in maximum and mean estimation, posterior probability is quantified as functions of the magnitude and timing of discharges, and the law of total probability is implemented to calculate expected discharges. Six global fine-resolution precipitation products and two hydrological models of different complexities are included in an illustrative application. e-Bay can effectively quantify uncertainties and therefore generate better deterministic discharges than traditional approaches (weighted average methods with equal and varying weights and maximum likelihood approach). The mean Nash-Sutcliffe Efficiency values of e-Bay are up to 0.97 and 0.85 in training and validation periods respectively, which are at least 0.06 and 0.13 higher than traditional approaches. In addition, with increased training data, assessment criteria values of e-Bay show smaller fluctuations than traditional approaches and its performance becomes outstanding. The proposed e-Bay approach bridges the gap between global precipitation products and their pragmatic applications to discharge simulations, and is beneficial to water resources management in ungauged or poorly gauged regions across the world.

Uncertainty Modeling and Evaluation of CMM Task Oriented Measurement Based on SVCMM

NASA Astrophysics Data System (ADS)

Li, Hongli; Chen, Xiaohuai; Cheng, Yinbao; Liu, Houde; Wang, Hanbin; Cheng, Zhenying; Wang, Hongtao

2017-10-01

Due to the variety of measurement tasks and the complexity of the errors of coordinate measuring machine (CMM), it is very difficult to reasonably evaluate the uncertainty of the measurement results of CMM. It has limited the application of CMM. Task oriented uncertainty evaluation has become a difficult problem to be solved. Taking dimension measurement as an example, this paper puts forward a practical method of uncertainty modeling and evaluation of CMM task oriented measurement (called SVCMM method). This method makes full use of the CMM acceptance or reinspection report and the Monte Carlo computer simulation method (MCM). The evaluation example is presented, and the results are evaluated by the traditional method given in GUM and the proposed method, respectively. The SVCMM method is verified to be feasible and practical. It can help CMM users to conveniently complete the measurement uncertainty evaluation through a single measurement cycle.

Hydrologic Model Selection using Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Marshall, L.; Sharma, A.; Nott, D.

2002-12-01

Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.

Development of flood regressions and climate change scenarios to explore estimates of future peak flows

USGS Publications Warehouse

Burns, Douglas A.; Smith, Martyn J.; Freehafer, Douglas A.

2015-12-31

The application uses predictions of future annual precipitation from five climate models and two future greenhouse gas emissions scenarios and provides results that are averaged over three future periods—2025 to 2049, 2050 to 2074, and 2075 to 2099. Results are presented in ensemble form as the mean, median, maximum, and minimum values among the five climate models for each greenhouse gas emissions scenario and period. These predictions of future annual precipitation are substituted into either the precipitation variable or a water balance equation for runoff to calculate potential future peak flows. This application is intended to be used only as an exploratory tool because (1) the regression equations on which the application is based have not been adequately tested outside the range of the current climate and (2) forecasting future precipitation with climate models and downscaling these results to a fine spatial resolution have a high degree of uncertainty. This report includes a discussion of the assumptions, uncertainties, and appropriate use of this exploratory application.

An approach to forecasting health expenditures, with application to the U.S. Medicare system.

PubMed

Lee, Ronald; Miller, Timoth

2002-10-01

To quantify uncertainty in forecasts of health expenditures. Stochastic time series models are estimated for historical variations in fertility, mortality, and health spending per capita in the United States, and used to generate stochastic simulations of the growth of Medicare expenditures. Individual health spending is modeled to depend on the number of years until death. A simple accounting model is developed for forecasting health expenditures, using the U.S. Medicare system as an example. Medicare expenditures are projected to rise from 2.2 percent of GDP (gross domestic product) to about 8 percent of GDP by 2075. This increase is due in equal measure to increasing health spending per beneficiary and to population aging. The traditional projection method constructs high, medium, and low scenarios to assess uncertainty, an approach that has many problems. Using stochastic forecasting, we find a 95 percent probability that Medicare spending in 2075 will fall between 4 percent and 18 percent of GDP, indicating a wide band of uncertainty. Although there is substantial uncertainty about future mortality decline, it contributed little to uncertainty about future Medicare spending, since lower mortality both raises the number of elderly, tending to raise spending, and is associated with improved health of the elderly, tending to reduce spending. Uncertainty about fertility, by contrast, leads to great uncertainty about the future size of the labor force, and therefore adds importantly to uncertainty about the health-share of GDP. In the shorter term, the major source of uncertainty is health spending per capita. History is a valuable guide for quantifying our uncertainty about future health expenditures. The probabilistic model we present has several advantages over the high-low scenario approach to forecasting. It indicates great uncertainty about future Medicare expenditures relative to GDP.

Post-processing of multi-hydrologic model simulations for improved streamflow projections

NASA Astrophysics Data System (ADS)

khajehei, sepideh; Ahmadalipour, Ali; Moradkhani, Hamid

2016-04-01

Hydrologic model outputs are prone to bias and uncertainty due to knowledge deficiency in model and data. Uncertainty in hydroclimatic projections arises due to uncertainty in hydrologic model as well as the epistemic or aleatory uncertainties in GCM parameterization and development. This study is conducted to: 1) evaluate the recently developed multi-variate post-processing method for historical simulations and 2) assess the effect of post-processing on uncertainty and reliability of future streamflow projections in both high-flow and low-flow conditions. The first objective is performed for historical period of 1970-1999. Future streamflow projections are generated for 10 statistically downscaled GCMs from two widely used downscaling methods: Bias Corrected Statistically Downscaled (BCSD) and Multivariate Adaptive Constructed Analogs (MACA), over the period of 2010-2099 for two representative concentration pathways of RCP4.5 and RCP8.5. Three semi-distributed hydrologic models were employed and calibrated at 1/16 degree latitude-longitude resolution for over 100 points across the Columbia River Basin (CRB) in the pacific northwest USA. Streamflow outputs are post-processed through a Bayesian framework based on copula functions. The post-processing approach is relying on a transfer function developed based on bivariate joint distribution between the observation and simulation in historical period. Results show that application of post-processing technique leads to considerably higher accuracy in historical simulations and also reducing model uncertainty in future streamflow projections.

Development of a software framework for data assimilation and its applications for streamflow forecasting in Japan

NASA Astrophysics Data System (ADS)

Noh, S. J.; Tachikawa, Y.; Shiiba, M.; Yorozu, K.; Kim, S.

2012-04-01

Data assimilation methods have received increased attention to accomplish uncertainty assessment and enhancement of forecasting capability in various areas. Despite of their potentials, applicable software frameworks to probabilistic approaches and data assimilation are still limited because the most of hydrologic modeling software are based on a deterministic approach. In this study, we developed a hydrological modeling framework for sequential data assimilation, so called MPI-OHyMoS. MPI-OHyMoS allows user to develop his/her own element models and to easily build a total simulation system model for hydrological simulations. Unlike process-based modeling framework, this software framework benefits from its object-oriented feature to flexibly represent hydrological processes without any change of the main library. Sequential data assimilation based on the particle filters is available for any hydrologic models based on MPI-OHyMoS considering various sources of uncertainty originated from input forcing, parameters and observations. The particle filters are a Bayesian learning process in which the propagation of all uncertainties is carried out by a suitable selection of randomly generated particles without any assumptions about the nature of the distributions. In MPI-OHyMoS, ensemble simulations are parallelized, which can take advantage of high performance computing (HPC) system. We applied this software framework for short-term streamflow forecasting of several catchments in Japan using a distributed hydrologic model. Uncertainty of model parameters and remotely-sensed rainfall data such as X-band or C-band radar is estimated and mitigated in the sequential data assimilation.

Niches, models, and climate change: Assessing the assumptions and uncertainties

PubMed Central

Wiens, John A.; Stralberg, Diana; Jongsomjit, Dennis; Howell, Christine A.; Snyder, Mark A.

2009-01-01

As the rate and magnitude of climate change accelerate, understanding the consequences becomes increasingly important. Species distribution models (SDMs) based on current ecological niche constraints are used to project future species distributions. These models contain assumptions that add to the uncertainty in model projections stemming from the structure of the models, the algorithms used to translate niche associations into distributional probabilities, the quality and quantity of data, and mismatches between the scales of modeling and data. We illustrate the application of SDMs using two climate models and two distributional algorithms, together with information on distributional shifts in vegetation types, to project fine-scale future distributions of 60 California landbird species. Most species are projected to decrease in distribution by 2070. Changes in total species richness vary over the state, with large losses of species in some “hotspots” of vulnerability. Differences in distributional shifts among species will change species co-occurrences, creating spatial variation in similarities between current and future assemblages. We use these analyses to consider how assumptions can be addressed and uncertainties reduced. SDMs can provide a useful way to incorporate future conditions into conservation and management practices and decisions, but the uncertainties of model projections must be balanced with the risks of taking the wrong actions or the costs of inaction. Doing this will require that the sources and magnitudes of uncertainty are documented, and that conservationists and resource managers be willing to act despite the uncertainties. The alternative, of ignoring the future, is not an option. PMID:19822750

Uncertainty analysis of neural network based flood forecasting models: An ensemble based approach for constructing prediction interval

NASA Astrophysics Data System (ADS)

Kasiviswanathan, K.; Sudheer, K.

2013-05-01

Artificial neural network (ANN) based hydrologic models have gained lot of attention among water resources engineers and scientists, owing to their potential for accurate prediction of flood flows as compared to conceptual or physics based hydrologic models. The ANN approximates the non-linear functional relationship between the complex hydrologic variables in arriving at the river flow forecast values. Despite a large number of applications, there is still some criticism that ANN's point prediction lacks in reliability since the uncertainty of predictions are not quantified, and it limits its use in practical applications. A major concern in application of traditional uncertainty analysis techniques on neural network framework is its parallel computing architecture with large degrees of freedom, which makes the uncertainty assessment a challenging task. Very limited studies have considered assessment of predictive uncertainty of ANN based hydrologic models. In this study, a novel method is proposed that help construct the prediction interval of ANN flood forecasting model during calibration itself. The method is designed to have two stages of optimization during calibration: at stage 1, the ANN model is trained with genetic algorithm (GA) to obtain optimal set of weights and biases vector, and during stage 2, the optimal variability of ANN parameters (obtained in stage 1) is identified so as to create an ensemble of predictions. During the 2nd stage, the optimization is performed with multiple objectives, (i) minimum residual variance for the ensemble mean, (ii) maximum measured data points to fall within the estimated prediction interval and (iii) minimum width of prediction interval. The method is illustrated using a real world case study of an Indian basin. The method was able to produce an ensemble that has an average prediction interval width of 23.03 m3/s, with 97.17% of the total validation data points (measured) lying within the interval. The derived prediction interval for a selected hydrograph in the validation data set is presented in Fig 1. It is noted that most of the observed flows lie within the constructed prediction interval, and therefore provides information about the uncertainty of the prediction. One specific advantage of the method is that when ensemble mean value is considered as a forecast, the peak flows are predicted with improved accuracy by this method compared to traditional single point forecasted ANNs. Fig. 1 Prediction Interval for selected hydrograph

Data Assimilation and Propagation of Uncertainty in Multiscale Cardiovascular Simulation

NASA Astrophysics Data System (ADS)

Schiavazzi, Daniele; Marsden, Alison

2015-11-01

Cardiovascular modeling is the application of computational tools to predict hemodynamics. State-of-the-art techniques couple a 3D incompressible Navier-Stokes solver with a boundary circulation model and can predict local and peripheral hemodynamics, analyze the post-operative performance of surgical designs and complement clinical data collection minimizing invasive and risky measurement practices. The ability of these tools to make useful predictions is directly related to their accuracy in representing measured physiologies. Tuning of model parameters is therefore a topic of paramount importance and should include clinical data uncertainty, revealing how this uncertainty will affect the predictions. We propose a fully Bayesian, multi-level approach to data assimilation of uncertain clinical data in multiscale circulation models. To reduce the computational cost, we use a stable, condensed approximation of the 3D model build by linear sparse regression of the pressure/flow rate relationship at the outlets. Finally, we consider the problem of non-invasively propagating the uncertainty in model parameters to the resulting hemodynamics and compare Monte Carlo simulation with Stochastic Collocation approaches based on Polynomial or Multi-resolution Chaos expansions.

Performance of uncertainty quantification methodologies and linear solvers in cardiovascular simulations

NASA Astrophysics Data System (ADS)

Seo, Jongmin; Schiavazzi, Daniele; Marsden, Alison

2017-11-01

Cardiovascular simulations are increasingly used in clinical decision making, surgical planning, and disease diagnostics. Patient-specific modeling and simulation typically proceeds through a pipeline from anatomic model construction using medical image data to blood flow simulation and analysis. To provide confidence intervals on simulation predictions, we use an uncertainty quantification (UQ) framework to analyze the effects of numerous uncertainties that stem from clinical data acquisition, modeling, material properties, and boundary condition selection. However, UQ poses a computational challenge requiring multiple evaluations of the Navier-Stokes equations in complex 3-D models. To achieve efficiency in UQ problems with many function evaluations, we implement and compare a range of iterative linear solver and preconditioning techniques in our flow solver. We then discuss applications to patient-specific cardiovascular simulation and how the problem/boundary condition formulation in the solver affects the selection of the most efficient linear solver. Finally, we discuss performance improvements in the context of uncertainty propagation. Support from National Institute of Health (R01 EB018302) is greatly appreciated.

Explicitly integrating parameter, input, and structure uncertainties into Bayesian Neural Networks for probabilistic hydrologic forecasting

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

Zhang, Xuesong; Liang, Faming; Yu, Beibei

2011-11-09

Estimating uncertainty of hydrologic forecasting is valuable to water resources and other relevant decision making processes. Recently, Bayesian Neural Networks (BNNs) have been proved powerful tools for quantifying uncertainty of streamflow forecasting. In this study, we propose a Markov Chain Monte Carlo (MCMC) framework to incorporate the uncertainties associated with input, model structure, and parameter into BNNs. This framework allows the structure of the neural networks to change by removing or adding connections between neurons and enables scaling of input data by using rainfall multipliers. The results show that the new BNNs outperform the BNNs that only consider uncertainties associatedmore » with parameter and model structure. Critical evaluation of posterior distribution of neural network weights, number of effective connections, rainfall multipliers, and hyper-parameters show that the assumptions held in our BNNs are not well supported. Further understanding of characteristics of different uncertainty sources and including output error into the MCMC framework are expected to enhance the application of neural networks for uncertainty analysis of hydrologic forecasting.« less

Uncertain programming models for portfolio selection with uncertain returns

NASA Astrophysics Data System (ADS)

Zhang, Bo; Peng, Jin; Li, Shengguo

2015-10-01

In an indeterminacy economic environment, experts' knowledge about the returns of securities consists of much uncertainty instead of randomness. This paper discusses portfolio selection problem in uncertain environment in which security returns cannot be well reflected by historical data, but can be evaluated by the experts. In the paper, returns of securities are assumed to be given by uncertain variables. According to various decision criteria, the portfolio selection problem in uncertain environment is formulated as expected-variance-chance model and chance-expected-variance model by using the uncertainty programming. Within the framework of uncertainty theory, for the convenience of solving the models, some crisp equivalents are discussed under different conditions. In addition, a hybrid intelligent algorithm is designed in the paper to provide a general method for solving the new models in general cases. At last, two numerical examples are provided to show the performance and applications of the models and algorithm.

Introducing uncertainty analysis of nucleation and crystal growth models in Process Analytical Technology (PAT) system design of crystallization processes.

PubMed

Samad, Noor Asma Fazli Abdul; Sin, Gürkan; Gernaey, Krist V; Gani, Rafiqul

2013-11-01

This paper presents the application of uncertainty and sensitivity analysis as part of a systematic model-based process monitoring and control (PAT) system design framework for crystallization processes. For the uncertainty analysis, the Monte Carlo procedure is used to propagate input uncertainty, while for sensitivity analysis, global methods including the standardized regression coefficients (SRC) and Morris screening are used to identify the most significant parameters. The potassium dihydrogen phosphate (KDP) crystallization process is used as a case study, both in open-loop and closed-loop operation. In the uncertainty analysis, the impact on the predicted output of uncertain parameters related to the nucleation and the crystal growth model has been investigated for both a one- and two-dimensional crystal size distribution (CSD). The open-loop results show that the input uncertainties lead to significant uncertainties on the CSD, with appearance of a secondary peak due to secondary nucleation for both cases. The sensitivity analysis indicated that the most important parameters affecting the CSDs are nucleation order and growth order constants. In the proposed PAT system design (closed-loop), the target CSD variability was successfully reduced compared to the open-loop case, also when considering uncertainty in nucleation and crystal growth model parameters. The latter forms a strong indication of the robustness of the proposed PAT system design in achieving the target CSD and encourages its transfer to full-scale implementation. Copyright © 2013 Elsevier B.V. All rights reserved.

How well does your model capture the terrestrial ecosystem dynamics of the Arctic-Boreal Region?

NASA Astrophysics Data System (ADS)

Stofferahn, E.; Fisher, J. B.; Hayes, D. J.; Huntzinger, D. N.; Schwalm, C.

2016-12-01

The Arctic-Boreal Region (ABR) is a major source of uncertainties for terrestrial biosphere model (TBM) simulations. These uncertainties are precipitated by a lack of observational data from the region, affecting the parameterizations of cold environment processes in the models. Addressing these uncertainties requires a coordinated effort of data collection and integration of the following key indicators of the ABR ecosystem: disturbance, flora / fauna and related ecosystem function, carbon pools and biogeochemistry, permafrost, and hydrology. We are developing a model-data integration framework for NASA's Arctic Boreal Vulnerability Experiment (ABoVE), wherein data collection for the key ABoVE indicators is driven by matching observations and model outputs to the ABoVE indicators. The data are used as reference datasets for a benchmarking system which evaluates TBM performance with respect to ABR processes. The benchmarking system utilizes performance metrics to identify intra-model and inter-model strengths and weaknesses, which in turn provides guidance to model development teams for reducing uncertainties in TBM simulations of the ABR. The system is directly connected to the International Land Model Benchmarking (ILaMB) system, as an ABR-focused application.

Discriminative Random Field Models for Subsurface Contamination Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Arshadi, M.; Abriola, L. M.; Miller, E. L.; De Paolis Kaluza, C.

2017-12-01

Application of flow and transport simulators for prediction of the release, entrapment, and persistence of dense non-aqueous phase liquids (DNAPLs) and associated contaminant plumes is a computationally intensive process that requires specification of a large number of material properties and hydrologic/chemical parameters. Given its computational burden, this direct simulation approach is particularly ill-suited for quantifying both the expected performance and uncertainty associated with candidate remediation strategies under real field conditions. Prediction uncertainties primarily arise from limited information about contaminant mass distributions, as well as the spatial distribution of subsurface hydrologic properties. Application of direct simulation to quantify uncertainty would, thus, typically require simulating multiphase flow and transport for a large number of permeability and release scenarios to collect statistics associated with remedial effectiveness, a computationally prohibitive process. The primary objective of this work is to develop and demonstrate a methodology that employs measured field data to produce equi-probable stochastic representations of a subsurface source zone that capture the spatial distribution and uncertainty associated with key features that control remediation performance (i.e., permeability and contamination mass). Here we employ probabilistic models known as discriminative random fields (DRFs) to synthesize stochastic realizations of initial mass distributions consistent with known, and typically limited, site characterization data. Using a limited number of full scale simulations as training data, a statistical model is developed for predicting the distribution of contaminant mass (e.g., DNAPL saturation and aqueous concentration) across a heterogeneous domain. Monte-Carlo sampling methods are then employed, in conjunction with the trained statistical model, to generate realizations conditioned on measured borehole data. Performance of the statistical model is illustrated through comparisons of generated realizations with the `true' numerical simulations. Finally, we demonstrate how these realizations can be used to determine statistically optimal locations for further interrogation of the subsurface.

78 FR 59662 - Annual Public Meeting of the Interagency Steering Committee on Multimedia Environmental Modeling

Federal Register 2010, 2011, 2012, 2013, 2014

2013-09-27

... applications and assessment of site specific, generic, and process-oriented multimedia environmental models as... development and simulation supports interagency interests in risk assessment, uncertainty analyses, management...

Optimization and uncertainty assessment of strongly nonlinear groundwater models with high parameter dimensionality

NASA Astrophysics Data System (ADS)

Keating, Elizabeth H.; Doherty, John; Vrugt, Jasper A.; Kang, Qinjun

2010-10-01

Highly parameterized and CPU-intensive groundwater models are increasingly being used to understand and predict flow and transport through aquifers. Despite their frequent use, these models pose significant challenges for parameter estimation and predictive uncertainty analysis algorithms, particularly global methods which usually require very large numbers of forward runs. Here we present a general methodology for parameter estimation and uncertainty analysis that can be utilized in these situations. Our proposed method includes extraction of a surrogate model that mimics key characteristics of a full process model, followed by testing and implementation of a pragmatic uncertainty analysis technique, called null-space Monte Carlo (NSMC), that merges the strengths of gradient-based search and parameter dimensionality reduction. As part of the surrogate model analysis, the results of NSMC are compared with a formal Bayesian approach using the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. Such a comparison has never been accomplished before, especially in the context of high parameter dimensionality. Despite the highly nonlinear nature of the inverse problem, the existence of multiple local minima, and the relatively large parameter dimensionality, both methods performed well and results compare favorably with each other. Experiences gained from the surrogate model analysis are then transferred to calibrate the full highly parameterized and CPU intensive groundwater model and to explore predictive uncertainty of predictions made by that model. The methodology presented here is generally applicable to any highly parameterized and CPU-intensive environmental model, where efficient methods such as NSMC provide the only practical means for conducting predictive uncertainty analysis.

Optimization of monitoring networks based on uncertainty quantification of model predictions of contaminant transport

NASA Astrophysics Data System (ADS)

Vesselinov, V. V.; Harp, D.

2010-12-01

The process of decision making to protect groundwater resources requires a detailed estimation of uncertainties in model predictions. Various uncertainties associated with modeling a natural system, such as: (1) measurement and computational errors; (2) uncertainties in the conceptual model and model-parameter estimates; (3) simplifications in model setup and numerical representation of governing processes, contribute to the uncertainties in the model predictions. Due to this combination of factors, the sources of predictive uncertainties are generally difficult to quantify individually. Decision support related to optimal design of monitoring networks requires (1) detailed analyses of existing uncertainties related to model predictions of groundwater flow and contaminant transport, (2) optimization of the proposed monitoring network locations in terms of their efficiency to detect contaminants and provide early warning. We apply existing and newly-proposed methods to quantify predictive uncertainties and to optimize well locations. An important aspect of the analysis is the application of newly-developed optimization technique based on coupling of Particle Swarm and Levenberg-Marquardt optimization methods which proved to be robust and computationally efficient. These techniques and algorithms are bundled in a software package called MADS. MADS (Model Analyses for Decision Support) is an object-oriented code that is capable of performing various types of model analyses and supporting model-based decision making. The code can be executed under different computational modes, which include (1) sensitivity analyses (global and local), (2) Monte Carlo analysis, (3) model calibration, (4) parameter estimation, (5) uncertainty quantification, and (6) model selection. The code can be externally coupled with any existing model simulator through integrated modules that read/write input and output files using a set of template and instruction files (consistent with the PEST I/O protocol). MADS can also be internally coupled with a series of built-in analytical simulators. MADS provides functionality to work directly with existing control files developed for the code PEST (Doherty 2009). To perform the computational modes mentioned above, the code utilizes (1) advanced Latin-Hypercube sampling techniques (including Improved Distributed Sampling), (2) various gradient-based Levenberg-Marquardt optimization methods, (3) advanced global optimization methods (including Particle Swarm Optimization), and (4) a selection of alternative objective functions. The code has been successfully applied to perform various model analyses related to environmental management of real contamination sites. Examples include source identification problems, quantification of uncertainty, model calibration, and optimization of monitoring networks. The methodology and software codes are demonstrated using synthetic and real case studies where monitoring networks are optimized taking into account the uncertainty in model predictions of contaminant transport.

Uncertainties have a meaning: Information entropy as a quality measure for 3-D geological models

NASA Astrophysics Data System (ADS)

Wellmann, J. Florian; Regenauer-Lieb, Klaus

2012-03-01

Analyzing, visualizing and communicating uncertainties are important issues as geological models can never be fully determined. To date, there exists no general approach to quantify uncertainties in geological modeling. We propose here to use information entropy as an objective measure to compare and evaluate model and observational results. Information entropy was introduced in the 50s and defines a scalar value at every location in the model for predictability. We show that this method not only provides a quantitative insight into model uncertainties but, due to the underlying concept of information entropy, can be related to questions of data integration (i.e. how is the model quality interconnected with the used input data) and model evolution (i.e. does new data - or a changed geological hypothesis - optimize the model). In other words information entropy is a powerful measure to be used for data assimilation and inversion. As a first test of feasibility, we present the application of the new method to the visualization of uncertainties in geological models, here understood as structural representations of the subsurface. Applying the concept of information entropy on a suite of simulated models, we can clearly identify (a) uncertain regions within the model, even for complex geometries; (b) the overall uncertainty of a geological unit, which is, for example, of great relevance in any type of resource estimation; (c) a mean entropy for the whole model, important to track model changes with one overall measure. These results cannot easily be obtained with existing standard methods. The results suggest that information entropy is a powerful method to visualize uncertainties in geological models, and to classify the indefiniteness of single units and the mean entropy of a model quantitatively. Due to the relationship of this measure to the missing information, we expect the method to have a great potential in many types of geoscientific data assimilation problems — beyond pure visualization.

A geostatistical approach for quantification of contaminant mass discharge uncertainty using multilevel sampler measurements

NASA Astrophysics Data System (ADS)

Li, K. Betty; Goovaerts, Pierre; Abriola, Linda M.

2007-06-01

Contaminant mass discharge across a control plane downstream of a dense nonaqueous phase liquid (DNAPL) source zone has great potential to serve as a metric for the assessment of the effectiveness of source zone treatment technologies and for the development of risk-based source-plume remediation strategies. However, too often the uncertainty of mass discharge estimated in the field is not accounted for in the analysis. In this paper, a geostatistical approach is proposed to estimate mass discharge and to quantify its associated uncertainty using multilevel transect measurements of contaminant concentration (C) and hydraulic conductivity (K). The approach adapts the p-field simulation algorithm to propagate and upscale the uncertainty of mass discharge from the local uncertainty models of C and K. Application of this methodology to numerically simulated transects shows that, with a regular sampling pattern, geostatistics can provide an accurate model of uncertainty for the transects that are associated with low levels of source mass removal (i.e., transects that have a large percentage of contaminated area). For high levels of mass removal (i.e., transects with a few hot spots and large areas of near-zero concentration), a total sampling area equivalent to 6˜7% of the transect is required to achieve accurate uncertainty modeling. A comparison of the results for different measurement supports indicates that samples taken with longer screen lengths may lead to less accurate models of mass discharge uncertainty. The quantification of mass discharge uncertainty, in the form of a probability distribution, will facilitate risk assessment associated with various remediation strategies.

The NIST Simple Guide for Evaluating and Expressing Measurement Uncertainty

NASA Astrophysics Data System (ADS)

Possolo, Antonio

2016-11-01

NIST has recently published guidance on the evaluation and expression of the uncertainty of NIST measurement results [1, 2], supplementing but not replacing B. N. Taylor and C. E. Kuyatt's (1994) Guidelines for Evaluating and Expressing the Uncertainty of NIST Measurement Results (NIST Technical Note 1297) [3], which tracks closely the Guide to the expression of uncertainty in measurement (GUM) [4], originally published in 1995 by the Joint Committee for Guides in Metrology of the International Bureau of Weights and Measures (BIPM). The scope of this Simple Guide, however, is much broader than the scope of both NIST Technical Note 1297 and the GUM, because it attempts to address several of the uncertainty evaluation challenges that have arisen at NIST since the 1990s, for example to include molecular biology, greenhouse gases and climate science measurements, and forensic science. The Simple Guide also expands the scope of those two other guidance documents by recognizing observation equations (that is, statistical models) as bona fide measurement models. These models are indispensable to reduce data from interlaboratory studies, to combine measurement results for the same measurand obtained by different methods, and to characterize the uncertainty of calibration and analysis functions used in the measurement of force, temperature, or composition of gas mixtures. This presentation reviews the salient aspects of the Simple Guide, illustrates the use of models and methods for uncertainty evaluation not contemplated in the GUM, and also demonstrates the NIST Uncertainty Machine [5] and the NIST Consensus Builder, which are web-based applications accessible worldwide that facilitate evaluations of measurement uncertainty and the characterization of consensus values in interlaboratory studies.

Uncertainty estimation of a complex water quality model: The influence of Box-Cox transformation on Bayesian approaches and comparison with a non-Bayesian method

NASA Astrophysics Data System (ADS)

Freni, Gabriele; Mannina, Giorgio

In urban drainage modelling, uncertainty analysis is of undoubted necessity. However, uncertainty analysis in urban water-quality modelling is still in its infancy and only few studies have been carried out. Therefore, several methodological aspects still need to be experienced and clarified especially regarding water quality modelling. The use of the Bayesian approach for uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling predictions. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like the Generalised Likelihood Uncertainty Estimation (GLUE). One crucial point in the application of Bayesian method is the formulation of a likelihood function that is conditioned by the hypotheses made regarding model residuals. Statistical transformations, such as the use of Box-Cox equation, are generally used to ensure the homoscedasticity of residuals. However, this practice may affect the reliability of the analysis leading to a wrong uncertainty estimation. The present paper aims to explore the influence of the Box-Cox equation for environmental water quality models. To this end, five cases were considered one of which was the “real” residuals distributions (i.e. drawn from available data). The analysis was applied to the Nocella experimental catchment (Italy) which is an agricultural and semi-urbanised basin where two sewer systems, two wastewater treatment plants and a river reach were monitored during both dry and wet weather periods. The results show that the uncertainty estimation is greatly affected by residual transformation and a wrong assumption may also affect the evaluation of model uncertainty. The use of less formal methods always provide an overestimation of modelling uncertainty with respect to Bayesian method but such effect is reduced if a wrong assumption is made regarding the residuals distribution. If residuals are not normally distributed, the uncertainty is over-estimated if Box-Cox transformation is not applied or non-calibrated parameter is used.

A Note on the Treatment of Uncertainty in Economics and Finance

ERIC Educational Resources Information Center

Carilli, Anthony M.; Dempster, Gregory M.

2003-01-01

The treatment of uncertainty in the business classroom has been dominated by the application of risk theory to the utility-maximization framework. Nonetheless, the relevance of the standard risk model as a positive description of economic decision making often has been called into question in theoretical work. In this article, the authors offer an…

Accounting for respondent uncertainty to improve willingness-to-pay estimates

Treesearch

Rebecca Moore; Richard C. Bishop; Bill Provencher; Patricia A. Champ

2010-01-01

In this paper, we develop an econometric model of willingness to pay (WTP) that integrates data on respondent uncertainty regarding their own WTP. The integration is utility consistent, there is no recoding of variables, and no need to calibrate the contingent responses to actual payment data, so the approach can "stand alone." In an application to a...

Area 2: Inexpensive Monitoring and Uncertainty Assessment of CO2 Plume Migration using Injection Data

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

Srinivasan, Sanjay

2014-09-30

In-depth understanding of the long-term fate of CO₂ in the subsurface requires study and analysis of the reservoir formation, the overlaying caprock formation, and adjacent faults. Because there is significant uncertainty in predicting the location and extent of geologic heterogeneity that can impact the future migration of CO₂ in the subsurface, there is a need to develop algorithms that can reliably quantify this uncertainty in plume migration. This project is focused on the development of a model selection algorithm that refines an initial suite of subsurface models representing the prior uncertainty to create a posterior set of subsurface models thatmore » reflect injection performance consistent with that observed. Such posterior models can be used to represent uncertainty in the future migration of the CO₂ plume. Because only injection data is required, the method provides a very inexpensive method to map the migration of the plume and the associated uncertainty in migration paths. The model selection method developed as part of this project mainly consists of assessing the connectivity/dynamic characteristics of a large prior ensemble of models, grouping the models on the basis of their expected dynamic response, selecting the subgroup of models that most closely yield dynamic response closest to the observed dynamic data, and finally quantifying the uncertainty in plume migration using the selected subset of models. The main accomplishment of the project is the development of a software module within the SGEMS earth modeling software package that implements the model selection methodology. This software module was subsequently applied to analyze CO₂ plume migration in two field projects – the In Salah CO₂ Injection project in Algeria and CO₂ injection into the Utsira formation in Norway. These applications of the software revealed that the proxies developed in this project for quickly assessing the dynamic characteristics of the reservoir were highly efficient and yielded accurate grouping of reservoir models. The plume migration paths probabilistically assessed by the method were confirmed by field observations and auxiliary data. The report also documents the application of the software to answer practical questions such as the optimum location of monitoring wells to reliably assess the migration of CO₂ plume, the effect of CO₂-rock interactions on plume migration and the ability to detect the plume under those conditions and the effect of a slow, unresolved leak on the predictions of plume migration.« less

The application of probabilistic design theory to high temperature low cycle fatigue

NASA Technical Reports Server (NTRS)

Wirsching, P. H.

1981-01-01

Metal fatigue under stress and thermal cycling is a principal mode of failure in gas turbine engine hot section components such as turbine blades and disks and combustor liners. Designing for fatigue is subject to considerable uncertainty, e.g., scatter in cycles to failure, available fatigue test data and operating environment data, uncertainties in the models used to predict stresses, etc. Methods of analyzing fatigue test data for probabilistic design purposes are summarized. The general strain life as well as homo- and hetero-scedastic models are considered. Modern probabilistic design theory is reviewed and examples are presented which illustrate application to reliability analysis of gas turbine engine components.

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.

Short-term ensemble radar rainfall forecasts for hydrological applications

NASA Astrophysics Data System (ADS)

Codo de Oliveira, M.; Rico-Ramirez, M. A.

2016-12-01

Flooding is a very common natural disaster around the world, putting local population and economy at risk. Forecasting floods several hours ahead and issuing warnings are of main importance to permit proper response in emergency situations. However, it is important to know the uncertainties related to the rainfall forecasting in order to produce more reliable forecasts. Nowcasting models (short-term rainfall forecasts) are able to produce high spatial and temporal resolution predictions that are useful in hydrological applications. Nonetheless, they are subject to uncertainties mainly due to the nowcasting model used, errors in radar rainfall estimation, temporal development of the velocity field and to the fact that precipitation processes such as growth and decay are not taken into account. In this study an ensemble generation scheme using rain gauge data as a reference to estimate radars errors is used to produce forecasts with up to 3h lead-time. The ensembles try to assess in a realistic way the residual uncertainties that remain even after correction algorithms are applied in the radar data. The ensembles produced are compered to a stochastic ensemble generator. Furthermore, the rainfall forecast output was used as an input in a hydrodynamic sewer network model and also in hydrological model for catchments of different sizes in north England. A comparative analysis was carried of how was carried out to assess how the radar uncertainties propagate into these models. The first named author is grateful to CAPES - Ciencia sem Fronteiras for funding this PhD research.

Multi-criteria dynamic decision under uncertainty: a stochastic viability analysis and an application to sustainable fishery management.

PubMed

De Lara, M; Martinet, V

2009-02-01

Managing natural resources in a sustainable way is a hard task, due to uncertainties, dynamics and conflicting objectives (ecological, social, and economical). We propose a stochastic viability approach to address such problems. We consider a discrete-time control dynamical model with uncertainties, representing a bioeconomic system. The sustainability of this system is described by a set of constraints, defined in practice by indicators - namely, state, control and uncertainty functions - together with thresholds. This approach aims at identifying decision rules such that a set of constraints, representing various objectives, is respected with maximal probability. Under appropriate monotonicity properties of dynamics and constraints, having economic and biological content, we characterize an optimal feedback. The connection is made between this approach and the so-called Management Strategy Evaluation for fisheries. A numerical application to sustainable management of Bay of Biscay nephrops-hakes mixed fishery is given.

Exploration of Uncertainty in Glacier Modelling

NASA Technical Reports Server (NTRS)

Thompson, David E.

1999-01-01

There are procedures and methods for verification of coding algebra and for validations of models and calculations that are in use in the aerospace computational fluid dynamics (CFD) community. These methods would be efficacious if used by the glacier dynamics modelling community. This paper is a presentation of some of those methods, and how they might be applied to uncertainty management supporting code verification and model validation for glacier dynamics. The similarities and differences between their use in CFD analysis and the proposed application of these methods to glacier modelling are discussed. After establishing sources of uncertainty and methods for code verification, the paper looks at a representative sampling of verification and validation efforts that are underway in the glacier modelling community, and establishes a context for these within overall solution quality assessment. Finally, an information architecture and interactive interface is introduced and advocated. This Integrated Cryospheric Exploration (ICE) Environment is proposed for exploring and managing sources of uncertainty in glacier modelling codes and methods, and for supporting scientific numerical exploration and verification. The details and functionality of this Environment are described based on modifications of a system already developed for CFD modelling and analysis.

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

Improving snow density estimation for mapping SWE with Lidar snow depth: assessment of uncertainty in modeled density and field sampling strategies in NASA SnowEx

NASA Astrophysics Data System (ADS)

Raleigh, M. S.; Smyth, E.; Small, E. E.

2017-12-01

The spatial distribution of snow water equivalent (SWE) is not sufficiently monitored with either remotely sensed or ground-based observations for water resources management. Recent applications of airborne Lidar have yielded basin-wide mapping of SWE when combined with a snow density model. However, in the absence of snow density observations, the uncertainty in these SWE maps is dominated by uncertainty in modeled snow density rather than in Lidar measurement of snow depth. Available observations tend to have a bias in physiographic regime (e.g., flat open areas) and are often insufficient in number to support testing of models across a range of conditions. Thus, there is a need for targeted sampling strategies and controlled model experiments to understand where and why different snow density models diverge. This will enable identification of robust model structures that represent dominant processes controlling snow densification, in support of basin-scale estimation of SWE with remotely-sensed snow depth datasets. The NASA SnowEx mission is a unique opportunity to evaluate sampling strategies of snow density and to quantify and reduce uncertainty in modeled snow density. In this presentation, we present initial field data analyses and modeling results over the Colorado SnowEx domain in the 2016-2017 winter campaign. We detail a framework for spatially mapping the uncertainty in snowpack density, as represented across multiple models. Leveraging the modular SUMMA model, we construct a series of physically-based models to assess systematically the importance of specific process representations to snow density estimates. We will show how models and snow pit observations characterize snow density variations with forest cover in the SnowEx domains. Finally, we will use the spatial maps of density uncertainty to evaluate the selected locations of snow pits, thereby assessing the adequacy of the sampling strategy for targeting uncertainty in modeled snow density.

Streamflow hindcasting in European river basins via multi-parametric ensemble of the mesoscale hydrologic model (mHM)

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; Rakovec, Oldrich; Kumar, Rohini; Samaniego, Luis

2016-04-01

There have been tremendous improvements in distributed hydrologic modeling (DHM) which made a process-based simulation with a high spatiotemporal resolution applicable on a large spatial scale. Despite of increasing information on heterogeneous property of a catchment, DHM is still subject to uncertainties inherently coming from model structure, parameters and input forcing. Sequential data assimilation (DA) may facilitate improved streamflow prediction via DHM using real-time observations to correct internal model states. In conventional DA methods such as state updating, parametric uncertainty is, however, often ignored mainly due to practical limitations of methodology to specify modeling uncertainty with limited ensemble members. If parametric uncertainty related with routing and runoff components is not incorporated properly, predictive uncertainty by DHM may be insufficient to capture dynamics of observations, which may deteriorate predictability. Recently, a multi-scale parameter regionalization (MPR) method was proposed to make hydrologic predictions at different scales using a same set of model parameters without losing much of the model performance. The MPR method incorporated within the mesoscale hydrologic model (mHM, http://www.ufz.de/mhm) could effectively represent and control uncertainty of high-dimensional parameters in a distributed model using global parameters. In this study, we present a global multi-parametric ensemble approach to incorporate parametric uncertainty of DHM in DA to improve streamflow predictions. To effectively represent and control uncertainty of high-dimensional parameters with limited number of ensemble, MPR method is incorporated with DA. Lagged particle filtering is utilized to consider the response times and non-Gaussian characteristics of internal hydrologic processes. The hindcasting experiments are implemented to evaluate impacts of the proposed DA method on streamflow predictions in multiple European river basins having different climate and catchment characteristics. Because augmentation of parameters is not required within an assimilation window, the approach could be stable with limited ensemble members and viable for practical uses.

A General Approach for Specifying Informative Prior Distributions for PBPK Model Parameters

EPA Science Inventory

Characterization of uncertainty in model predictions is receiving more interest as more models are being used in applications that are critical to human health. For models in which parameters reflect biological characteristics, it is often possible to provide estimates of paramet...

Optimized production planning model for a multi-plant cultivation system under uncertainty

NASA Astrophysics Data System (ADS)

Ke, Shunkui; Guo, Doudou; Niu, Qingliang; Huang, Danfeng

2015-02-01

An inexact multi-constraint programming model under uncertainty was developed by incorporating a production plan algorithm into the crop production optimization framework under the multi-plant collaborative cultivation system. In the production plan, orders from the customers are assigned to a suitable plant under the constraints of plant capabilities and uncertainty parameters to maximize profit and achieve customer satisfaction. The developed model and solution method were applied to a case study of a multi-plant collaborative cultivation system to verify its applicability. As determined in the case analysis involving different orders from customers, the period of plant production planning and the interval between orders can significantly affect system benefits. Through the analysis of uncertain parameters, reliable and practical decisions can be generated using the suggested model of a multi-plant collaborative cultivation system.

Assessing the impact of model and climate uncertainty in malaria simulations for the Kenyan Highlands.

NASA Astrophysics Data System (ADS)

Tompkins, A. M.; Thomson, M. C.

2017-12-01

Simulations of the impact of climate variations on a vector-bornedisease such as malaria are subject to a number of sources ofuncertainty. These include the model structure and parameter settingsin addition to errors in the climate data and the neglect of theirspatial heterogeneity, especially over complex terrain. We use aconstrained genetic algorithm to confront these two sources ofuncertainty for malaria transmission in the highlands of Kenya. Thetechnique calibrates the parameter settings of a process-based,mathematical model of malaria transmission to vary within theirassessed level of uncertainty and also allows the calibration of thedriving climate data. The simulations show that in highland settingsclose to the threshold for sustained transmission, the uncertainty inclimate is more important to address than the malaria modeluncertainty. Applications of the coupled climate-malaria modelling system are briefly presented.

Modelling uncertainties in the diffusion-advection equation for radon transport in soil using interval arithmetic.

PubMed

Chakraverty, S; Sahoo, B K; Rao, T D; Karunakar, P; Sapra, B K

2018-02-01

Modelling radon transport in the earth crust is a useful tool to investigate the changes in the geo-physical processes prior to earthquake event. Radon transport is modeled generally through the deterministic advection-diffusion equation. However, in order to determine the magnitudes of parameters governing these processes from experimental measurements, it is necessary to investigate the role of uncertainties in these parameters. Present paper investigates this aspect by combining the concept of interval uncertainties in transport parameters such as soil diffusivity, advection velocity etc, occurring in the radon transport equation as applied to soil matrix. The predictions made with interval arithmetic have been compared and discussed with the results of classical deterministic model. The practical applicability of the model is demonstrated through a case study involving radon flux measurements at the soil surface with an accumulator deployed in steady-state mode. It is possible to detect the presence of very low levels of advection processes by applying uncertainty bounds on the variations in the observed concentration data in the accumulator. The results are further discussed. Copyright © 2017 Elsevier Ltd. All rights reserved.

Eigenspace perturbations for uncertainty estimation of single-point turbulence closures

NASA Astrophysics Data System (ADS)

Iaccarino, Gianluca; Mishra, Aashwin Ananda; Ghili, Saman

2017-02-01

Reynolds-averaged Navier-Stokes (RANS) models represent the workhorse for predicting turbulent flows in complex industrial applications. However, RANS closures introduce a significant degree of epistemic uncertainty in predictions due to the potential lack of validity of the assumptions utilized in model formulation. Estimating this uncertainty is a fundamental requirement for building confidence in such predictions. We outline a methodology to estimate this structural uncertainty, incorporating perturbations to the eigenvalues and the eigenvectors of the modeled Reynolds stress tensor. The mathematical foundations of this framework are derived and explicated. Thence, this framework is applied to a set of separated turbulent flows, while compared to numerical and experimental data and contrasted against the predictions of the eigenvalue-only perturbation methodology. It is exhibited that for separated flows, this framework is able to yield significant enhancement over the established eigenvalue perturbation methodology in explaining the discrepancy against experimental observations and high-fidelity simulations. Furthermore, uncertainty bounds of potential engineering utility can be estimated by performing five specific RANS simulations, reducing the computational expenditure on such an exercise.

Data Applicability of Heritage and New Hardware for Launch Vehicle System Reliability Models

NASA Technical Reports Server (NTRS)

Al Hassan Mohammad; Novack, Steven

2015-01-01

Many launch vehicle systems are designed and developed using heritage and new hardware. In most cases, the heritage hardware undergoes modifications to fit new functional system requirements, impacting the failure rates and, ultimately, the reliability data. New hardware, which lacks historical data, is often compared to like systems when estimating failure rates. Some qualification of applicability for the data source to the current system should be made. Accurately characterizing the reliability data applicability and quality under these circumstances is crucial to developing model estimations that support confident decisions on design changes and trade studies. This presentation will demonstrate a data-source classification method that ranks reliability data according to applicability and quality criteria to a new launch vehicle. This method accounts for similarities/dissimilarities in source and applicability, as well as operating environments like vibrations, acoustic regime, and shock. This classification approach will be followed by uncertainty-importance routines to assess the need for additional data to reduce uncertainty.

Uncertainty characterization and quantification in air pollution models. Application to the CHIMERE model

NASA Astrophysics Data System (ADS)

Debry, Edouard; Mallet, Vivien; Garaud, Damien; Malherbe, Laure; Bessagnet, Bertrand; Rouïl, Laurence

2010-05-01

Prev'Air is the French operational system for air pollution forecasting. It is developed and maintained by INERIS with financial support from the French Ministry for Environment. On a daily basis it delivers forecasts up to three days ahead for ozone, nitrogene dioxide and particles over France and Europe. Maps of concentration peaks and daily averages are freely available to the general public. More accurate data can be provided to customers and modelers. Prev'Air forecasts are based on the Chemical Transport Model CHIMERE. French authorities rely more and more on this platform to alert the general public in case of high pollution events and to assess the efficiency of regulation measures when such events occur. For example the road speed limit may be reduced in given areas when the ozone level exceeds one regulatory threshold. These operational applications require INERIS to assess the quality of its forecasts and to sensitize end users about the confidence level. Indeed concentrations always remain an approximation of the true concentrations because of the high uncertainty on input data, such as meteorological fields and emissions, because of incomplete or inaccurate representation of physical processes, and because of efficiencies in numerical integration [1]. We would like to present in this communication the uncertainty analysis of the CHIMERE model led in the framework of an INERIS research project aiming, on the one hand, to assess the uncertainty of several deterministic models and, on the other hand, to propose relevant indicators describing air quality forecast and their uncertainty. There exist several methods to assess the uncertainty of one model. Under given assumptions the model may be differentiated into an adjoint model which directly provides the concentrations sensitivity to given parameters. But so far Monte Carlo methods seem to be the most widely and oftenly used [2,3] as they are relatively easy to implement. In this framework one probability density function (PDF) is associated with an input parameter, according to its assumed uncertainty. Then the combined PDFs are propagated into the model, by means of several simulations with randomly perturbed input parameters. One may then obtain an approximation of the PDF of modeled concentrations, provided the Monte Carlo process has reasonably converged. The uncertainty analysis with CHIMERE has been led with a Monte Carlo method on the French domain and on two periods : 13 days during January 2009, with a focus on particles, and 28 days during August 2009, with a focus on ozone. The results show that for the summer period and 500 simulations, the time and space averaged standard deviation for ozone is 16 µg/m3, to be compared with an averaged concentration of 89 µg/m3. It is noteworthy that the space averaged standard deviation for ozone is relatively constant over time (the standard deviation of the timeseries itself is 1.6 µg/m3). The space variation of the ozone standard deviation seems to indicate that emissions have a significant impact, followed by western boundary conditions. Monte Carlo simulations are then post-processed by both ensemble [4] and Bayesian [5] methods in order to assess the quality of the uncertainty estimation. (1) Rao, K.S. Uncertainty Analysis in Atmospheric Dispersion Modeling, Pure and Applied Geophysics, 2005, 162, 1893-1917. (2) Beekmann, M. and Derognat, C. Monte Carlo uncertainty analysis of a regional-scale transport chemistry model constrained by measurements from the Atmospheric Pollution Over the Paris Area (ESQUIF) campaign, Journal of Geophysical Research, 2003, 108, 8559-8576. (3) Hanna, S.R. and Lu, Z. and Frey, H.C. and Wheeler, N. and Vukovich, J. and Arunachalam, S. and Fernau, M. and Hansen, D.A. Uncertainties in predicted ozone concentrations due to input uncertainties for the UAM-V photochemical grid model applied to the July 1995 OTAG domain, Atmospheric Environment, 2001, 35, 891-903. (4) Mallet, V., and B. Sportisse (2006), Uncertainty in a chemistry-transport model due to physical parameterizations and numerical approximations: An ensemble approach applied to ozone modeling, J. Geophys. Res., 111, D01302, doi:10.1029/2005JD006149. (5) Romanowicz, R. and Higson, H. and Teasdale, I. Bayesian uncertainty estimation methodology applied to air pollution modelling, Environmetrics, 2000, 11, 351-371.

Monte Carlo simulation for uncertainty estimation on structural data in implicit 3-D geological modeling, a guide for disturbance distribution selection and parameterization

NASA Astrophysics Data System (ADS)

Pakyuz-Charrier, Evren; Lindsay, Mark; Ogarko, Vitaliy; Giraud, Jeremie; Jessell, Mark

2018-04-01

Three-dimensional (3-D) geological structural modeling aims to determine geological information in a 3-D space using structural data (foliations and interfaces) and topological rules as inputs. This is necessary in any project in which the properties of the subsurface matters; they express our understanding of geometries in depth. For that reason, 3-D geological models have a wide range of practical applications including but not restricted to civil engineering, the oil and gas industry, the mining industry, and water management. These models, however, are fraught with uncertainties originating from the inherent flaws of the modeling engines (working hypotheses, interpolator's parameterization) and the inherent lack of knowledge in areas where there are no observations combined with input uncertainty (observational, conceptual and technical errors). Because 3-D geological models are often used for impactful decision-making it is critical that all 3-D geological models provide accurate estimates of uncertainty. This paper's focus is set on the effect of structural input data measurement uncertainty propagation in implicit 3-D geological modeling. This aim is achieved using Monte Carlo simulation for uncertainty estimation (MCUE), a stochastic method which samples from predefined disturbance probability distributions that represent the uncertainty of the original input data set. MCUE is used to produce hundreds to thousands of altered unique data sets. The altered data sets are used as inputs to produce a range of plausible 3-D models. The plausible models are then combined into a single probabilistic model as a means to propagate uncertainty from the input data to the final model. In this paper, several improved methods for MCUE are proposed. The methods pertain to distribution selection for input uncertainty, sample analysis and statistical consistency of the sampled distribution. Pole vector sampling is proposed as a more rigorous alternative than dip vector sampling for planar features and the use of a Bayesian approach to disturbance distribution parameterization is suggested. The influence of incorrect disturbance distributions is discussed and propositions are made and evaluated on synthetic and realistic cases to address the sighted issues. The distribution of the errors of the observed data (i.e., scedasticity) is shown to affect the quality of prior distributions for MCUE. Results demonstrate that the proposed workflows improve the reliability of uncertainty estimation and diminish the occurrence of artifacts.

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.

A new software for deformation source optimization, the Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, H.; Dutta, R.; Jonsson, S.; Mai, P. M.

2017-12-01

Modern studies of crustal deformation and the related source estimation, including magmatic and tectonic sources, increasingly use non-linear optimization strategies to estimate geometric and/or kinematic source parameters and often consider both jointly, geodetic and seismic data. Bayesian inference is increasingly being used for estimating posterior distributions of deformation source model parameters, given measured/estimated/assumed data and model uncertainties. For instance, some studies consider uncertainties of a layered medium and propagate these into source parameter uncertainties, while others use informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed to efficiently explore the high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational burden of these methods is high and estimation codes are rarely made available along with the published results. Even if the codes are accessible, it is usually challenging to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in deformation source estimations, we undertook the effort of developing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package builds on the pyrocko seismological toolbox (www.pyrocko.org), and uses the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat), and we encourage and solicit contributions to the project. Here, we present our strategy for developing BEAT and show application examples; especially the effect of including the model prediction uncertainty of the velocity model in following source optimizations: full moment tensor, Mogi source, moderate strike-slip earth-quake.

Towards an Australian ensemble streamflow forecasting system for flood prediction and water management

NASA Astrophysics Data System (ADS)

Bennett, J.; David, R. E.; Wang, Q.; Li, M.; Shrestha, D. L.

2016-12-01

Flood forecasting in Australia has historically relied on deterministic forecasting models run only when floods are imminent, with considerable forecaster input and interpretation. These now co-existed with a continually available 7-day streamflow forecasting service (also deterministic) aimed at operational water management applications such as environmental flow releases. The 7-day service is not optimised for flood prediction. We describe progress on developing a system for ensemble streamflow forecasting that is suitable for both flood prediction and water management applications. Precipitation uncertainty is handled through post-processing of Numerical Weather Prediction (NWP) output with a Bayesian rainfall post-processor (RPP). The RPP corrects biases, downscales NWP output, and produces reliable ensemble spread. Ensemble precipitation forecasts are used to force a semi-distributed conceptual rainfall-runoff model. Uncertainty in precipitation forecasts is insufficient to reliably describe streamflow forecast uncertainty, particularly at shorter lead-times. We characterise hydrological prediction uncertainty separately with a 4-stage error model. The error model relies on data transformation to ensure residuals are homoscedastic and symmetrically distributed. To ensure streamflow forecasts are accurate and reliable, the residuals are modelled using a mixture-Gaussian distribution with distinct parameters for the rising and falling limbs of the forecast hydrograph. In a case study of the Murray River in south-eastern Australia, we show ensemble predictions of floods generally have lower errors than deterministic forecasting methods. We also discuss some of the challenges in operationalising short-term ensemble streamflow forecasts in Australia, including meeting the needs for accurate predictions across all flow ranges and comparing forecasts generated by event and continuous hydrological models.

Associating uncertainty with datasets using Linked Data and allowing propagation via provenance chains

NASA Astrophysics Data System (ADS)

Car, Nicholas; Cox, Simon; Fitch, Peter

2015-04-01

With earth-science datasets increasingly being published to enable re-use in projects disassociated from the original data acquisition or generation, there is an urgent need for associated metadata to be connected, in order to guide their application. In particular, provenance traces should support the evaluation of data quality and reliability. However, while standards for describing provenance are emerging (e.g. PROV-O), these do not include the necessary statistical descriptors and confidence assessments. UncertML has a mature conceptual model that may be used to record uncertainty metadata. However, by itself UncertML does not support the representation of uncertainty of multi-part datasets, and provides no direct way of associating the uncertainty information - metadata in relation to a dataset - with dataset objects.We present a method to address both these issues by combining UncertML with PROV-O, and delivering resulting uncertainty-enriched provenance traces through the Linked Data API. UncertProv extends the PROV-O provenance ontology with an RDF formulation of the UncertML conceptual model elements, adds further elements to support uncertainty representation without a conceptual model and the integration of UncertML through links to documents. The Linked ID API provides a systematic way of navigating from dataset objects to their UncertProv metadata and back again. The Linked Data API's 'views' capability enables access to UncertML and non-UncertML uncertainty metadata representations for a dataset. With this approach, it is possible to access and navigate the uncertainty metadata associated with a published dataset using standard semantic web tools, such as SPARQL queries. Where the uncertainty data follows the UncertML model it can be automatically interpreted and may also support automatic uncertainty propagation . Repositories wishing to enable uncertainty propagation for all datasets must ensure that all elements that are associated with uncertainty (PROV-O Entity and Activity classes) have UncertML elements recorded. This methodology is intentionally flexible to allow uncertainty metadata in many forms, not limited to UncertML. While the more formal representation of uncertainty metadata is desirable (using UncertProv elements to implement the UncertML conceptual model ), this will not always be possible, and any uncertainty data stored will be better than none. Since the UncertProv ontology contains a superset of UncertML elements to facilitate the representation of non-UncertML uncertainty data, it could easily be extended to include other formal uncertainty conceptual models thus allowing non-UncertML propagation calculations.

How Uncertain is Uncertainty?

NASA Astrophysics Data System (ADS)

Vámos, Tibor

The gist of the paper is the fundamental uncertain nature of all kinds of uncertainties and consequently a critical epistemic review of historical and recent approaches, computational methods, algorithms. The review follows the development of the notion from the beginnings of thinking, via the Aristotelian and Skeptic view, the medieval nominalism and the influential pioneering metaphors of ancient India and Persia to the birth of modern mathematical disciplinary reasoning. Discussing the models of uncertainty, e.g. the statistical, other physical and psychological background we reach a pragmatic model related estimation perspective, a balanced application orientation for different problem areas. Data mining, game theories and recent advances in approximation algorithms are discussed in this spirit of modest reasoning.

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

Matthias C. M. Troffaes; Gero Walter; Dana Kelly

In a standard Bayesian approach to the alpha-factor model for common-cause failure, a precise Dirichlet prior distribution models epistemic uncertainty in the alpha-factors. This Dirichlet prior is then updated with observed data to obtain a posterior distribution, which forms the basis for further inferences. In this paper, we adapt the imprecise Dirichlet model of Walley to represent epistemic uncertainty in the alpha-factors. In this approach, epistemic uncertainty is expressed more cautiously via lower and upper expectations for each alpha-factor, along with a learning parameter which determines how quickly the model learns from observed data. For this application, we focus onmore » elicitation of the learning parameter, and find that values in the range of 1 to 10 seem reasonable. The approach is compared with Kelly and Atwood's minimally informative Dirichlet prior for the alpha-factor model, which incorporated precise mean values for the alpha-factors, but which was otherwise quite diffuse. Next, we explore the use of a set of Gamma priors to model epistemic uncertainty in the marginal failure rate, expressed via a lower and upper expectation for this rate, again along with a learning parameter. As zero counts are generally less of an issue here, we find that the choice of this learning parameter is less crucial. Finally, we demonstrate how both epistemic uncertainty models can be combined to arrive at lower and upper expectations for all common-cause failure rates. Thereby, we effectively provide a full sensitivity analysis of common-cause failure rates, properly reflecting epistemic uncertainty of the analyst on all levels of the common-cause failure model.« 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.

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

Brown, Nicholas; Burns, Joseph R.

The aftermath of the Tōhoku earthquake and the Fukushima accident has led to a global push to improve the safety of existing light water reactors. A key component of this initiative is the development of nuclear fuel and cladding materials with potentially enhanced accident tolerance, also known as accident-tolerant fuels (ATF). These materials are intended to improve core fuel and cladding integrity under beyond design basis accident conditions while maintaining or enhancing reactor performance and safety characteristics during normal operation. To complement research that has already been carried out to characterize ATF neutronics, the present study provides an initial investigationmore » of the sensitivity and uncertainty of ATF systems responses to nuclear cross section data. ATF concepts incorporate novel materials, including SiC and FeCrAl cladding and high density uranium silicide composite fuels, in turn introducing new cross section sensitivities and uncertainties which may behave differently from traditional fuel and cladding materials. In this paper, we conducted sensitivity and uncertainty analysis using the TSUNAMI-2D sequence of SCALE with infinite lattice models of ATF assemblies. Of all the ATF materials considered, it is found that radiative capture in 56Fe in FeCrAl cladding is the most significant contributor to eigenvalue uncertainty. 56Fe yields significant potential eigenvalue uncertainty associated with its radiative capture cross section; this is by far the largest ATF-specific uncertainty found in these cases, exceeding even those of uranium. We found that while significant new sensitivities indeed arise, the general sensitivity behavior of ATF assemblies does not markedly differ from traditional UO2/zirconium-based fuel/cladding systems, especially with regard to uncertainties associated with uranium. We assessed the similarity of the IPEN/MB-01 reactor benchmark model to application models with FeCrAl cladding. We used TSUNAMI-IP to calculate similarity indices of the application model and IPEN/MB-01 reactor benchmark model. This benchmark was selected for its use of SS304 as a cladding and structural material, with significant 56Fe content. The similarity indices suggest that while many differences in reactor physics arise from differences in design, sensitivity to and behavior of 56Fe absorption is comparable between systems, thus indicating the potential for this benchmark to reduce uncertainties in 56Fe radiative capture cross sections.« less

The ends of uncertainty: Air quality science and planning in Central California

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

Fine, James

Air quality planning in Central California is complicated and controversial despite millions of dollars invested to improve scientific understanding. This research describes and critiques the use of photochemical air quality simulation modeling studies in planning to attain standards for ground-level ozone in the San Francisco Bay Area and the San Joaquin Valley during the 1990's. Data are gathered through documents and interviews with planners, modelers, and policy-makers at public agencies and with representatives from the regulated and environmental communities. Interactions amongst organizations are diagramed to identify significant nodes of interaction. Dominant policy coalitions are described through narratives distinguished by theirmore » uses of and responses to uncertainty, their exposures to risks, and their responses to the principles of conservatism, civil duty, and caution. Policy narratives are delineated using aggregated respondent statements to describe and understand advocacy coalitions. I found that models impacted the planning process significantly, but were used not purely for their scientific capabilities. Modeling results provided justification for decisions based on other constraints and political considerations. Uncertainties were utilized opportunistically by stakeholders instead of managed explicitly. Ultimately, the process supported the partisan views of those in control of the modeling. Based on these findings, as well as a review of model uncertainty analysis capabilities, I recommend modifying the planning process to allow for the development and incorporation of uncertainty information, while addressing the need for inclusive and meaningful public participation. By documenting an actual air quality planning process these findings provide insights about the potential for using new scientific information and understanding to achieve environmental goals, most notably the analysis of uncertainties in modeling applications. Concurrently, needed uncertainty information is identified and capabilities to produce it are assessed. Practices to facilitate incorporation of uncertainty information are suggested based on research findings, as well as theory from the literatures of the policy sciences, decision sciences, science and technology studies, consensus-based and communicative planning, and modeling.« less

Effect of uncertainties on probabilistic-based design capacity of hydrosystems

NASA Astrophysics Data System (ADS)

Tung, Yeou-Koung

2018-02-01

Hydrosystems engineering designs involve analysis of hydrometric data (e.g., rainfall, floods) and use of hydrologic/hydraulic models, all of which contribute various degrees of uncertainty to the design process. Uncertainties in hydrosystem designs can be generally categorized into aleatory and epistemic types. The former arises from the natural randomness of hydrologic processes whereas the latter are due to knowledge deficiency in model formulation and model parameter specification. This study shows that the presence of epistemic uncertainties induces uncertainty in determining the design capacity. Hence, the designer needs to quantify the uncertainty features of design capacity to determine the capacity with a stipulated performance reliability under the design condition. Using detention basin design as an example, the study illustrates a methodological framework by considering aleatory uncertainty from rainfall and epistemic uncertainties from the runoff coefficient, curve number, and sampling error in design rainfall magnitude. The effects of including different items of uncertainty and performance reliability on the design detention capacity are examined. A numerical example shows that the mean value of the design capacity of the detention basin increases with the design return period and this relation is found to be practically the same regardless of the uncertainty types considered. The standard deviation associated with the design capacity, when subject to epistemic uncertainty, increases with both design frequency and items of epistemic uncertainty involved. It is found that the epistemic uncertainty due to sampling error in rainfall quantiles should not be ignored. Even with a sample size of 80 (relatively large for a hydrologic application) the inclusion of sampling error in rainfall quantiles resulted in a standard deviation about 2.5 times higher than that considering only the uncertainty of the runoff coefficient and curve number. Furthermore, the presence of epistemic uncertainties in the design would result in under-estimation of the annual failure probability of the hydrosystem and has a discounting effect on the anticipated design return period.

Integrated forward and reverse supply chain: A tire case study.

PubMed

Pedram, Ali; Yusoff, Nukman Bin; Udoncy, Olugu Ezutah; Mahat, Abu Bakar; Pedram, Payam; Babalola, Ayo

2017-02-01

This paper attempts to integrate both a forward and reverse supply chain to design a closed-loop supply chain network (CLSC). The problem in the design of a CLSC network is uncertainty in demand, return products and the quality of return products. Scenario analyses are generated to overcome this uncertainty. In contrast to the existing supply chain network design models, a new application of a CLSC network was studied in this paper to reduce waste. A multi-product, multi-tier mixed integer linear model is developed for a CLSC network design. The main objective is to maximize profit and provide waste management decision support in order to minimize pollution. The result shows applicability of the model in the tire industry. The model determines the number and the locations of facilities and the material flows between these facilities. Copyright © 2016 Elsevier Ltd. All rights reserved.

Application of identified sensitive physical parameters in reducing the uncertainty of numerical simulation

NASA Astrophysics Data System (ADS)

Sun, Guodong; Mu, Mu

2016-04-01

An important source of uncertainty, which then causes further uncertainty in numerical simulations, is that residing in the parameters describing physical processes in numerical models. There are many physical parameters in numerical models in the atmospheric and oceanic sciences, and it would cost a great deal to reduce uncertainties in all physical parameters. Therefore, finding a subset of these parameters, which are relatively more sensitive and important parameters, and reducing the errors in the physical parameters in this subset would be a far more efficient way to reduce the uncertainties involved in simulations. In this context, we present a new approach based on the conditional nonlinear optimal perturbation related to parameter (CNOP-P) method. The approach provides a framework to ascertain the subset of those relatively more sensitive and important parameters among the physical parameters. The Lund-Potsdam-Jena (LPJ) dynamical global vegetation model was utilized to test the validity of the new approach. The results imply that nonlinear interactions among parameters play a key role in the uncertainty of numerical simulations in arid and semi-arid regions of China compared to those in northern, northeastern and southern China. The uncertainties in the numerical simulations were reduced considerably by reducing the errors of the subset of relatively more sensitive and important parameters. The results demonstrate that our approach not only offers a new route to identify relatively more sensitive and important physical parameters but also that it is viable to then apply "target observations" to reduce the uncertainties in model parameters.

Using global sensitivity analysis of demographic models for ecological impact assessment.

PubMed

Aiello-Lammens, Matthew E; Akçakaya, H Resit

2017-02-01

Population viability analysis (PVA) is widely used to assess population-level impacts of environmental changes on species. When combined with sensitivity analysis, PVA yields insights into the effects of parameter and model structure uncertainty. This helps researchers prioritize efforts for further data collection so that model improvements are efficient and helps managers prioritize conservation and management actions. Usually, sensitivity is analyzed by varying one input parameter at a time and observing the influence that variation has over model outcomes. This approach does not account for interactions among parameters. Global sensitivity analysis (GSA) overcomes this limitation by varying several model inputs simultaneously. Then, regression techniques allow measuring the importance of input-parameter uncertainties. In many conservation applications, the goal of demographic modeling is to assess how different scenarios of impact or management cause changes in a population. This is challenging because the uncertainty of input-parameter values can be confounded with the effect of impacts and management actions. We developed a GSA method that separates model outcome uncertainty resulting from parameter uncertainty from that resulting from projected ecological impacts or simulated management actions, effectively separating the 2 main questions that sensitivity analysis asks. We applied this method to assess the effects of predicted sea-level rise on Snowy Plover (Charadrius nivosus). A relatively small number of replicate models (approximately 100) resulted in consistent measures of variable importance when not trying to separate the effects of ecological impacts from parameter uncertainty. However, many more replicate models (approximately 500) were required to separate these effects. These differences are important to consider when using demographic models to estimate ecological impacts of management actions. © 2016 Society for Conservation Biology.

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.

Monte Carlo uncertainty analysis of dose estimates in radiochromic film dosimetry with single-channel and multichannel algorithms.

PubMed

Vera-Sánchez, Juan Antonio; Ruiz-Morales, Carmen; González-López, Antonio

2018-03-01

To provide a multi-stage model to calculate uncertainty in radiochromic film dosimetry with Monte-Carlo techniques. This new approach is applied to single-channel and multichannel algorithms. Two lots of Gafchromic EBT3 are exposed in two different Varian linacs. They are read with an EPSON V800 flatbed scanner. The Monte-Carlo techniques in uncertainty analysis provide a numerical representation of the probability density functions of the output magnitudes. From this numerical representation, traditional parameters of uncertainty analysis as the standard deviations and bias are calculated. Moreover, these numerical representations are used to investigate the shape of the probability density functions of the output magnitudes. Also, another calibration film is read in four EPSON scanners (two V800 and two 10000XL) and the uncertainty analysis is carried out with the four images. The dose estimates of single-channel and multichannel algorithms show a Gaussian behavior and low bias. The multichannel algorithms lead to less uncertainty in the final dose estimates when the EPSON V800 is employed as reading device. In the case of the EPSON 10000XL, the single-channel algorithms provide less uncertainty in the dose estimates for doses higher than four Gy. A multi-stage model has been presented. With the aid of this model and the use of the Monte-Carlo techniques, the uncertainty of dose estimates for single-channel and multichannel algorithms are estimated. The application of the model together with Monte-Carlo techniques leads to a complete characterization of the uncertainties in radiochromic film dosimetry. Copyright © 2018 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier–Stokes simulations: A data-driven, physics-informed Bayesian approach

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

Xiao, H., E-mail: hengxiao@vt.edu; Wu, J.-L.; Wang, J.-X.

Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations.more » Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has potential implications in many fields in which the governing equations are well understood but the model uncertainty comes from unresolved physical processes. - Highlights: • Proposed a physics–informed framework to quantify uncertainty in RANS simulations. • Framework incorporates physical prior knowledge and observation data. • Based on a rigorous Bayesian framework yet fully utilizes physical model. • Applicable for many complex physical systems beyond turbulent flows.« 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.

A Novel Uncertainty Framework for Improving Discharge Data Quality Using Hydraulic Modelling.

NASA Astrophysics Data System (ADS)

Mansanarez, V.; Westerberg, I.; Lyon, S. W.; Lam, N.

2017-12-01

Flood risk assessments rely on accurate discharge data records. Establishing a reliable stage-discharge (SD) rating curve for calculating discharge from stage at a gauging station normally takes years of data collection efforts. Estimation of high flows is particularly difficult as high flows occur rarely and are often practically difficult to gauge. Hydraulically-modelled rating curves can be derived based on as few as two concurrent stage-discharge and water-surface slope measurements at different flow conditions. This means that a reliable rating curve can, potentially, be derived much faster than a traditional rating curve based on numerous stage-discharge gaugings. We introduce an uncertainty framework using hydraulic modelling for developing SD rating curves and estimating their uncertainties. The proposed framework incorporates information from both the hydraulic configuration (bed slope, roughness, vegetation) and the information available in the stage-discharge observation data (gaugings). This method provides a direct estimation of the hydraulic configuration (slope, bed roughness and vegetation roughness). Discharge time series are estimated propagating stage records through posterior rating curve results.We applied this novel method to two Swedish hydrometric stations, accounting for uncertainties in the gaugings for the hydraulic model. Results from these applications were compared to discharge measurements and official discharge estimations.Sensitivity analysis was performed. We focused analyses on high-flow uncertainty and the factors that could reduce this uncertainty. In particular, we investigated which data uncertainties were most important, and at what flow conditions the gaugings should preferably be taken.

Calibration of Predictor Models Using Multiple Validation Experiments

NASA Technical Reports Server (NTRS)

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

2015-01-01

This paper presents a framework for calibrating computational models using data from several and possibly dissimilar validation experiments. The offset between model predictions and observations, which might be caused by measurement noise, model-form uncertainty, and numerical error, drives the process by which uncertainty in the models parameters is characterized. The resulting description of uncertainty along with the computational model constitute a predictor model. Two types of predictor models are studied: Interval Predictor Models (IPMs) and Random Predictor Models (RPMs). IPMs use sets to characterize uncertainty, whereas RPMs use random vectors. The propagation of a set through a model makes the response an interval valued function of the state, whereas the propagation of a random vector yields a random process. Optimization-based strategies for calculating both types of predictor models are proposed. Whereas the formulations used to calculate IPMs target solutions leading to the interval value function of minimal spread containing all observations, those for RPMs seek to maximize the models' ability to reproduce the distribution of observations. Regarding RPMs, we choose a structure for the random vector (i.e., the assignment of probability to points in the parameter space) solely dependent on the prediction error. As such, the probabilistic description of uncertainty is not a subjective assignment of belief, nor is it expected to asymptotically converge to a fixed value, but instead it casts the model's ability to reproduce the experimental data. This framework enables evaluating the spread and distribution of the predicted response of target applications depending on the same parameters beyond the validation domain.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

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

Xie, Fei; Huang, Yongxi

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A geostatistics-informed hierarchical sensitivity analysis method for complex groundwater flow and transport modeling: GEOSTATISTICAL SENSITIVITY ANALYSIS

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

Dai, Heng; Chen, Xingyuan; Ye, Ming

Sensitivity analysis is an important tool for quantifying uncertainty in the outputs of mathematical models, especially for complex systems with a high dimension of spatially correlated parameters. Variance-based global sensitivity analysis has gained popularity because it can quantify the relative contribution of uncertainty from different sources. However, its computational cost increases dramatically with the complexity of the considered model and the dimension of model parameters. In this study we developed a hierarchical sensitivity analysis method that (1) constructs an uncertainty hierarchy by analyzing the input uncertainty sources, and (2) accounts for the spatial correlation among parameters at each level ofmore » the hierarchy using geostatistical tools. The contribution of uncertainty source at each hierarchy level is measured by sensitivity indices calculated using the variance decomposition method. Using this methodology, we identified the most important uncertainty source for a dynamic groundwater flow and solute transport in model at the Department of Energy (DOE) Hanford site. The results indicate that boundary conditions and permeability field contribute the most uncertainty to the simulated head field and tracer plume, respectively. The relative contribution from each source varied spatially and temporally as driven by the dynamic interaction between groundwater and river water at the site. By using a geostatistical approach to reduce the number of realizations needed for the sensitivity analysis, the computational cost of implementing the developed method was reduced to a practically manageable level. The developed sensitivity analysis method is generally applicable to a wide range of hydrologic and environmental problems that deal with high-dimensional spatially-distributed parameters.« less

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

DOE PAGES

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-15

In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

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

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

In Hezaveh et al. (2017) we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data,more » as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single hyperparameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that neural networks can be a fast alternative to Monte Carlo Markov Chains for parameter uncertainty estimation in many practical applications, allowing more than seven orders of magnitude improvement in speed.« less

Approach for validating actinide and fission product compositions for burnup credit criticality safety analyses

DOE PAGES

Radulescu, Georgeta; Gauld, Ian C.; Ilas, Germina; ...

2014-11-01

This paper describes a depletion code validation approach for criticality safety analysis using burnup credit for actinide and fission product nuclides in spent nuclear fuel (SNF) compositions. The technical basis for determining the uncertainties in the calculated nuclide concentrations is comparison of calculations to available measurements obtained from destructive radiochemical assay of SNF samples. Probability distributions developed for the uncertainties in the calculated nuclide concentrations were applied to the SNF compositions of a criticality safety analysis model by the use of a Monte Carlo uncertainty sampling method to determine bias and bias uncertainty in effective neutron multiplication factor. Application ofmore » the Monte Carlo uncertainty sampling approach is demonstrated for representative criticality safety analysis models of pressurized water reactor spent fuel pool storage racks and transportation packages using burnup-dependent nuclide concentrations calculated with SCALE 6.1 and the ENDF/B-VII nuclear data. Furthermore, the validation approach and results support a recent revision of the U.S. Nuclear Regulatory Commission Interim Staff Guidance 8.« less

A generalized fuzzy linear programming approach for environmental management problem under uncertainty.

PubMed

Fan, Yurui; Huang, Guohe; Veawab, Amornvadee

2012-01-01

In this study, a generalized fuzzy linear programming (GFLP) method was developed to deal with uncertainties expressed as fuzzy sets that exist in the constraints and objective function. A stepwise interactive algorithm (SIA) was advanced to solve GFLP model and generate solutions expressed as fuzzy sets. To demonstrate its application, the developed GFLP method was applied to a regional sulfur dioxide (SO2) control planning model to identify effective SO2 mitigation polices with a minimized system performance cost under uncertainty. The results were obtained to represent the amount of SO2 allocated to different control measures from different sources. Compared with the conventional interval-parameter linear programming (ILP) approach, the solutions obtained through GFLP were expressed as fuzzy sets, which can provide intervals for the decision variables and objective function, as well as related possibilities. Therefore, the decision makers can make a tradeoff between model stability and the plausibility based on solutions obtained through GFLP and then identify desired policies for SO2-emission control under uncertainty.

On the Determination of Uncertainty and Limit of Detection in Label-Free Biosensors.

PubMed

Lavín, Álvaro; Vicente, Jesús de; Holgado, Miguel; Laguna, María F; Casquel, Rafael; Santamaría, Beatriz; Maigler, María Victoria; Hernández, Ana L; Ramírez, Yolanda

2018-06-26

A significant amount of noteworthy articles reviewing different label-free biosensors are being published in the last years. Most of the times, the comparison among the different biosensors is limited by the procedure used of calculating the limit of detection and the measurement uncertainty. This article clarifies and establishes a simple procedure to determine the calibration function and the uncertainty of the concentration measured at any point of the measuring interval of a generic label-free biosensor. The value of the limit of detection arises naturally from this model as the limit at which uncertainty tends when the concentration tends to zero. The need to provide additional information, such as the measurement interval and its linearity, among others, on the analytical systems and biosensor in addition to the detection limit is pointed out. Finally, the model is applied to curves that are typically obtained in immunoassays and a discussion is made on the application validity of the model and its limitations.

A fractional factorial probabilistic collocation method for uncertainty propagation of hydrologic model parameters in a reduced dimensional space

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Huang, W.; Fan, Y. R.; Li, Z.

2015-10-01

In this study, a fractional factorial probabilistic collocation method is proposed to reveal statistical significance of hydrologic model parameters and their multi-level interactions affecting model outputs, facilitating uncertainty propagation in a reduced dimensional space. The proposed methodology is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability, as well as its capability of revealing complex and dynamic parameter interactions. A set of reduced polynomial chaos expansions (PCEs) only with statistically significant terms can be obtained based on the results of factorial analysis of variance (ANOVA), achieving a reduction of uncertainty in hydrologic predictions. The predictive performance of reduced PCEs is verified by comparing against standard PCEs and the Monte Carlo with Latin hypercube sampling (MC-LHS) method in terms of reliability, sharpness, and Nash-Sutcliffe efficiency (NSE). Results reveal that the reduced PCEs are able to capture hydrologic behaviors of the Xiangxi River watershed, and they are efficient functional representations for propagating uncertainties in hydrologic predictions.

A constrained robust least squares approach for contaminant release history identification

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Painter, Scott L.; Wittmeyer, Gordon W.

2006-04-01

Contaminant source identification is an important type of inverse problem in groundwater modeling and is subject to both data and model uncertainty. Model uncertainty was rarely considered in the previous studies. In this work, a robust framework for solving contaminant source recovery problems is introduced. The contaminant source identification problem is first cast into one of solving uncertain linear equations, where the response matrix is constructed using a superposition technique. The formulation presented here is general and is applicable to any porous media flow and transport solvers. The robust least squares (RLS) estimator, which originated in the field of robust identification, directly accounts for errors arising from model uncertainty and has been shown to significantly reduce the sensitivity of the optimal solution to perturbations in model and data. In this work, a new variant of RLS, the constrained robust least squares (CRLS), is formulated for solving uncertain linear equations. CRLS allows for additional constraints, such as nonnegativity, to be imposed. The performance of CRLS is demonstrated through one- and two-dimensional test problems. When the system is ill-conditioned and uncertain, it is found that CRLS gave much better performance than its classical counterpart, the nonnegative least squares. The source identification framework developed in this work thus constitutes a reliable tool for recovering source release histories in real applications.

An ensemble constrained variational analysis of atmospheric forcing data and its application to evaluate clouds in CAM5: Ensemble 3DCVA and Its Application

DOE PAGES

Tang, Shuaiqi; Zhang, Minghua; Xie, Shaocheng

2016-01-05

Large-scale atmospheric forcing data can greatly impact the simulations of atmospheric process models including Large Eddy Simulations (LES), Cloud Resolving Models (CRMs) and Single-Column Models (SCMs), and impact the development of physical parameterizations in global climate models. This study describes the development of an ensemble variationally constrained objective analysis of atmospheric large-scale forcing data and its application to evaluate the cloud biases in the Community Atmospheric Model (CAM5). Sensitivities of the variational objective analysis to background data, error covariance matrix and constraint variables are described and used to quantify the uncertainties in the large-scale forcing data. Application of the ensemblemore » forcing in the CAM5 SCM during March 2000 intensive operational period (IOP) at the Southern Great Plains (SGP) of the Atmospheric Radiation Measurement (ARM) program shows systematic biases in the model simulations that cannot be explained by the uncertainty of large-scale forcing data, which points to the deficiencies of physical parameterizations. The SCM is shown to overestimate high clouds and underestimate low clouds. These biases are found to also exist in the global simulation of CAM5 when it is compared with satellite data.« less

An ensemble constrained variational analysis of atmospheric forcing data and its application to evaluate clouds in CAM5: Ensemble 3DCVA and Its Application

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

Tang, Shuaiqi; Zhang, Minghua; Xie, Shaocheng

Large-scale atmospheric forcing data can greatly impact the simulations of atmospheric process models including Large Eddy Simulations (LES), Cloud Resolving Models (CRMs) and Single-Column Models (SCMs), and impact the development of physical parameterizations in global climate models. This study describes the development of an ensemble variationally constrained objective analysis of atmospheric large-scale forcing data and its application to evaluate the cloud biases in the Community Atmospheric Model (CAM5). Sensitivities of the variational objective analysis to background data, error covariance matrix and constraint variables are described and used to quantify the uncertainties in the large-scale forcing data. Application of the ensemblemore » forcing in the CAM5 SCM during March 2000 intensive operational period (IOP) at the Southern Great Plains (SGP) of the Atmospheric Radiation Measurement (ARM) program shows systematic biases in the model simulations that cannot be explained by the uncertainty of large-scale forcing data, which points to the deficiencies of physical parameterizations. The SCM is shown to overestimate high clouds and underestimate low clouds. These biases are found to also exist in the global simulation of CAM5 when it is compared with satellite data.« less

Parameter-induced uncertainty quantification of a regional N2O and NO3 inventory using the biogeochemical model LandscapeDNDC

NASA Astrophysics Data System (ADS)

Haas, Edwin; Klatt, Steffen; Kraus, David; Werner, Christian; Ruiz, Ignacio Santa Barbara; Kiese, Ralf; Butterbach-Bahl, Klaus

2014-05-01

Numerical simulation models are increasingly used to estimate greenhouse gas emissions at site to regional and national scales and are outlined as the most advanced methodology (Tier 3) for national emission inventory in the framework of UNFCCC reporting. Process-based models incorporate the major processes of the carbon and nitrogen cycle of terrestrial ecosystems like arable land and grasslands and are thus thought to be widely applicable at various spatial and temporal scales. The high complexity of ecosystem processes mirrored by such models requires a large number of model parameters. Many of those parameters are lumped parameters describing simultaneously the effect of environmental drivers on e.g. microbial community activity and individual processes. Thus, the precise quantification of true parameter states is often difficult or even impossible. As a result model uncertainty is not solely originating from input uncertainty but also subject to parameter-induced uncertainty. In this study we quantify regional parameter-induced model uncertainty on nitrous oxide (N2O) emissions and nitrate (NO3) leaching from arable soils of Saxony (Germany) using the biogeochemical model LandscapeDNDC. For this we calculate a regional inventory using a joint parameter distribution for key parameters describing microbial C and N turnover processes as obtained by a Bayesian calibration study. We representatively sampled 400 different parameter vectors from the discrete joint parameter distribution comprising approximately 400,000 parameter combinations and used these to calculate 400 individual realizations of the regional inventory. The spatial domain (represented by 4042 polygons) is set up with spatially explicit soil and climate information and a region-typical 3-year crop rotation consisting of winter wheat, rape- seed, and winter barley. Average N2O emission from arable soils in the state of Saxony across all 400 realizations was 1.43 ± 1.25 [kg N / ha] with a median value of 1.05 [kg N / ha]. Using the default IPCC emission factor approach (Tier 1) for direct emissions reveal a higher average N2O emission of 1.51 [kg N / ha] due to fertilizer use. In the regional uncertainty quantification the 20% likelihood range for N2O emissions is 0.79 - 1.37 [kg N / ha] (50% likelihood: 0.46 - 2.05 [kg N / ha]; 90% likelihood: 0.11 - 4.03 [kg N / ha]). Respective quantities were calculated for nitrate leaching. The method has proven its applicability to quantify parameter-induced uncertainty of simulated regional greenhouse gas emission and nitrate leaching inventories using process based biogeochemical models.

Probabilistic migration modelling focused on functional barrier efficiency and low migration concepts in support of risk assessment.

PubMed

Brandsch, Rainer

2017-10-01

Migration modelling provides reliable migration estimates from food-contact materials (FCM) to food or food simulants based on mass-transfer parameters like diffusion and partition coefficients related to individual materials. In most cases, mass-transfer parameters are not readily available from the literature and for this reason are estimated with a given uncertainty. Historically, uncertainty was accounted for by introducing upper limit concepts first, turning out to be of limited applicability due to highly overestimated migration results. Probabilistic migration modelling gives the possibility to consider uncertainty of the mass-transfer parameters as well as other model inputs. With respect to a functional barrier, the most important parameters among others are the diffusion properties of the functional barrier and its thickness. A software tool that accepts distribution as inputs and is capable of applying Monte Carlo methods, i.e., random sampling from the input distributions of the relevant parameters (i.e., diffusion coefficient and layer thickness), predicts migration results with related uncertainty and confidence intervals. The capabilities of probabilistic migration modelling are presented in the view of three case studies (1) sensitivity analysis, (2) functional barrier efficiency and (3) validation by experimental testing. Based on the predicted migration by probabilistic migration modelling and related exposure estimates, safety evaluation of new materials in the context of existing or new packaging concepts is possible. Identifying associated migration risk and potential safety concerns in the early stage of packaging development is possible. Furthermore, dedicated material selection exhibiting required functional barrier efficiency under application conditions becomes feasible. Validation of the migration risk assessment by probabilistic migration modelling through a minimum of dedicated experimental testing is strongly recommended.

Effect of Temporal and Spatial Rainfall Resolution on HSPF Predictive Performance and Parameter Estimation

EPA Science Inventory

Watershed scale rainfall‐runoff models are used for environmental management and regulatory modeling applications, but their effectiveness are limited by predictive uncertainties associated with model input data. This study evaluated the effect of temporal and spatial rainfall re...

Equilibrium Tuition, Applications, Admissions and Enrollment in the College Market

ERIC Educational Resources Information Center

Fu, Chao

2010-01-01

I develop and structurally estimate an equilibrium model of the college market. Students, who are heterogeneous in both abilities and preferences, make college application decisions, subject to uncertainty and application costs. Colleges observe only noisy measures of student ability and set up tuition and admissions policies to compete for more…

Application of Probabilistic Analysis to Aircraft Impact Dynamics

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Padula, Sharon L.; Stockwell, Alan E.

2003-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stressstrain behaviors, laminated composites, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the uncertainty in the simulated responses. Several criteria are used to determine that a response surface method is the most appropriate probabilistic approach. The work is extended to compare optimization results with and without probabilistic constraints.

Adapting Covariance Propagation to Account for the Presence of Modeled and Unmodeled Maneuvers

NASA Technical Reports Server (NTRS)

Schiff, Conrad

2006-01-01

This paper explores techniques that can be used to adapt the standard linearized propagation of an orbital covariance matrix to the case where there is a maneuver and an associated execution uncertainty. A Monte Carlo technique is used to construct a final orbital covariance matrix for a 'prop-burn-prop' process that takes into account initial state uncertainty and execution uncertainties in the maneuver magnitude. This final orbital covariance matrix is regarded as 'truth' and comparisons are made with three methods using modified linearized covariance propagation. The first method accounts for the maneuver by modeling its nominal effect within the state transition matrix but excludes the execution uncertainty by omitting a process noise matrix from the computation. The second method does not model the maneuver but includes a process noise matrix to account for the uncertainty in its magnitude. The third method, which is essentially a hybrid of the first two, includes the nominal portion of the maneuver via the state transition matrix and uses a process noise matrix to account for the magnitude uncertainty. The first method is unable to produce the final orbit covariance except in the case of zero maneuver uncertainty. The second method yields good accuracy for the final covariance matrix but fails to model the final orbital state accurately. Agreement between the simulated covariance data produced by this method and the Monte Carlo truth data fell within 0.5-2.5 percent over a range of maneuver sizes that span two orders of magnitude (0.1-20 m/s). The third method, which yields a combination of good accuracy in the computation of the final covariance matrix and correct accounting for the presence of the maneuver in the nominal orbit, is the best method for applications involving the computation of times of closest approach and the corresponding probability of collision, PC. However, applications for the two other methods exist and are briefly discussed. Although the process model ("prop-burn-prop") that was studied is very simple - point-mass gravitational effects due to the Earth combined with an impulsive delta-V in the velocity direction for the maneuver - generalizations to more complex scenarios, including high fidelity force models, finite duration maneuvers, and maneuver pointing errors, are straightforward and are discussed in the conclusion.

The method of belief scales as a means for dealing with uncertainty in tough regulatory decisions.

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

Pilch, Martin M.

Modeling and simulation is playing an increasing role in supporting tough regulatory decisions, which are typically characterized by variabilities and uncertainties in the scenarios, input conditions, failure criteria, model parameters, and even model form. Variability exists when there is a statistically significant database that is fully relevant to the application. Uncertainty, on the other hand, is characterized by some degree of ignorance. A simple algebraic problem was used to illustrate how various risk methodologies address variability and uncertainty in a regulatory context. These traditional risk methodologies include probabilistic methods (including frequensic and Bayesian perspectives) and second-order methods where variabilities andmore » uncertainties are treated separately. Representing uncertainties with (subjective) probability distributions and using probabilistic methods to propagate subjective distributions can lead to results that are not logically consistent with available knowledge and that may not be conservative. The Method of Belief Scales (MBS) is developed as a means to logically aggregate uncertain input information and to propagate that information through the model to a set of results that are scrutable, easily interpretable by the nonexpert, and logically consistent with the available input information. The MBS, particularly in conjunction with sensitivity analyses, has the potential to be more computationally efficient than other risk methodologies. The regulatory language must be tailored to the specific risk methodology if ambiguity and conflict are to be avoided.« less

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.

Monitoring and modeling as a continuing learning process: the use of hydrological models in a general probabilistic framework.

NASA Astrophysics Data System (ADS)

Baroni, G.; Gräff, T.; Reinstorf, F.; Oswald, S. E.

2012-04-01

Nowadays uncertainty and sensitivity analysis are considered basic tools for the assessment of hydrological models and the evaluation of the most important sources of uncertainty. In this context, in the last decades several methods have been developed and applied in different hydrological conditions. However, in most of the cases, the studies have been done by investigating mainly the influence of the parameter uncertainty on the simulated outputs and few approaches tried to consider also other sources of uncertainty i.e. input and model structure. Moreover, several constrains arise when spatially distributed parameters are involved. To overcome these limitations a general probabilistic framework based on Monte Carlo simulations and the Sobol method has been proposed. In this study, the general probabilistic framework was applied at field scale using a 1D physical-based hydrological model (SWAP). Furthermore, the framework was extended at catchment scale in combination with a spatially distributed hydrological model (SHETRAN). The models are applied in two different experimental sites in Germany: a relatively flat cropped field close to Potsdam (Brandenburg) and a small mountainous catchment with agricultural land use (Schaefertal, Harz Mountains). For both cases, input and parameters are considered as major sources of uncertainty. Evaluation of the models was based on soil moisture detected at plot scale in different depths and, for the catchment site, also with daily discharge values. The study shows how the framework can take into account all the various sources of uncertainty i.e. input data, parameters (either in scalar or spatially distributed form) and model structures. The framework can be used in a loop in order to optimize further monitoring activities used to improve the performance of the model. In the particular applications, the results show how the sources of uncertainty are specific for each process considered. The influence of the input data as well as the presence of compensating errors become clear by the different processes simulated.

An Approach to Forecasting Health Expenditures, with Application to the U.S. Medicare System

PubMed Central

Lee, Ronald; Miller, Timothy

2002-01-01

Objective To quantify uncertainty in forecasts of health expenditures. Study Design Stochastic time series models are estimated for historical variations in fertility, mortality, and health spending per capita in the United States, and used to generate stochastic simulations of the growth of Medicare expenditures. Individual health spending is modeled to depend on the number of years until death. Data Sources/Study Setting A simple accounting model is developed for forecasting health expenditures, using the U.S. Medicare system as an example. Principal Findings Medicare expenditures are projected to rise from 2.2 percent of GDP (gross domestic product) to about 8 percent of GDP by 2075. This increase is due in equal measure to increasing health spending per beneficiary and to population aging. The traditional projection method constructs high, medium, and low scenarios to assess uncertainty, an approach that has many problems. Using stochastic forecasting, we find a 95 percent probability that Medicare spending in 2075 will fall between 4 percent and 18 percent of GDP, indicating a wide band of uncertainty. Although there is substantial uncertainty about future mortality decline, it contributed little to uncertainty about future Medicare spending, since lower mortality both raises the number of elderly, tending to raise spending, and is associated with improved health of the elderly, tending to reduce spending. Uncertainty about fertility, by contrast, leads to great uncertainty about the future size of the labor force, and therefore adds importantly to uncertainty about the health-share of GDP. In the shorter term, the major source of uncertainty is health spending per capita. Conclusions History is a valuable guide for quantifying our uncertainty about future health expenditures. The probabilistic model we present has several advantages over the high–low scenario approach to forecasting. It indicates great uncertainty about future Medicare expenditures relative to GDP. PMID:12479501

Orientation Uncertainty of Structures Measured in Cored Boreholes: Methodology and Case Study of Swedish Crystalline Rock

NASA Astrophysics Data System (ADS)

Stigsson, Martin

2016-11-01

Many engineering applications in fractured crystalline rocks use measured orientations of structures such as rock contact and fractures, and lineated objects such as foliation and rock stress, mapped in boreholes as their foundation. Despite that these measurements are afflicted with uncertainties, very few attempts to quantify their magnitudes and effects on the inferred orientations have been reported. Only relying on the specification of tool imprecision may considerably underestimate the actual uncertainty space. The present work identifies nine sources of uncertainties, develops inference models of their magnitudes, and points out possible implications for the inference on orientation models and thereby effects on downstream models. The uncertainty analysis in this work builds on a unique data set from site investigations, performed by the Swedish Nuclear Fuel and Waste Management Co. (SKB). During these investigations, more than 70 boreholes with a maximum depth of 1 km were drilled in crystalline rock with a cumulative length of more than 34 km including almost 200,000 single fracture intercepts. The work presented, hence, relies on orientation of fractures. However, the techniques to infer the magnitude of orientation uncertainty may be applied to all types of structures and lineated objects in boreholes. The uncertainties are not solely detrimental, but can be valuable, provided that the reason for their presence is properly understood and the magnitudes correctly inferred. The main findings of this work are as follows: (1) knowledge of the orientation uncertainty is crucial in order to be able to infer correct orientation model and parameters coupled to the fracture sets; (2) it is important to perform multiple measurements to be able to infer the actual uncertainty instead of relying on the theoretical uncertainty provided by the manufacturers; (3) it is important to use the most appropriate tool for the prevailing circumstances; and (4) the single most important parameter to decrease the uncertainty space is to avoid drilling steeper than about -80°.

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; Hooper, Russell W.

2016-10-04

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. More specifically, the CASL VUQ Strategy [33] prescribes the use of Predictive Capability Maturity Model (PCMM) assessments [37]. PCMM is an expert elicitation tool designed to characterize and communicate completeness of the approaches used for computational model definition, verification, validation, and uncertainty quantification associated with an intended application. Exercising a computational model with the methodsmore » in Dakota will yield, in part, evidence for a predictive capability maturity model (PCMM) assessment. Table 1.1 summarizes some key predictive maturity related activities (see details in [33]), with examples of how Dakota fits in. This manual offers CASL partners a guide to conducting Dakota-based VUQ studies for CASL problems. It motivates various classes of Dakota methods and includes examples of their use on representative application problems. On reading, a CASL analyst should understand why and how to apply Dakota to a simulation problem.« less

Model-Averaged ℓ1 Regularization using Markov Chain Monte Carlo Model Composition

PubMed Central

Fraley, Chris; Percival, Daniel

2014-01-01

Bayesian Model Averaging (BMA) is an effective technique for addressing model uncertainty in variable selection problems. However, current BMA approaches have computational difficulty dealing with data in which there are many more measurements (variables) than samples. This paper presents a method for combining ℓ1 regularization and Markov chain Monte Carlo model composition techniques for BMA. By treating the ℓ1 regularization path as a model space, we propose a method to resolve the model uncertainty issues arising in model averaging from solution path point selection. We show that this method is computationally and empirically effective for regression and classification in high-dimensional datasets. We apply our technique in simulations, as well as to some applications that arise in genomics. PMID:25642001

Role of Imaging Specrometer Data for Model-based Cross-calibration of Imaging Sensors

NASA Technical Reports Server (NTRS)

Thome, Kurtis John

2014-01-01

Site characterization benefits from imaging spectrometry to determine spectral bi-directional reflectance of a well-understood surface. Cross calibration approaches, uncertainties, role of imaging spectrometry, model-based site characterization, and application to product validation.

Uncertainties in Forecasting Streamflow using Entropy Theory

NASA Astrophysics Data System (ADS)

Cui, H.; Singh, V. P.

2017-12-01

Streamflow forecasting is essential in river restoration, reservoir operation, power generation, irrigation, navigation, and water management. However, there is always uncertainties accompanied in forecast, which may affect the forecasting results and lead to large variations. Therefore, uncertainties must be considered and be assessed properly when forecasting streamflow for water management. The aim of our work is to quantify the uncertainties involved in forecasting streamflow and provide reliable streamflow forecast. Despite that streamflow time series are stochastic, they exhibit seasonal and periodic patterns. Therefore, streamflow forecasting entails modeling seasonality, periodicity, and its correlation structure, and assessing uncertainties. This study applies entropy theory to forecast streamflow and measure uncertainties during the forecasting process. To apply entropy theory for streamflow forecasting, spectral analysis is combined to time series analysis, as spectral analysis can be employed to characterize patterns of streamflow variation and identify the periodicity of streamflow. That is, it permits to extract significant information for understanding the streamflow process and prediction thereof. Application of entropy theory for streamflow forecasting involves determination of spectral density, determination of parameters, and extension of autocorrelation function. The uncertainties brought by precipitation input, forecasting model and forecasted results are measured separately using entropy. With information theory, how these uncertainties transported and aggregated during these processes will be described.

Uncertainty analysis in vulnerability estimations for elements at risk- a review of concepts and some examples on landslides

NASA Astrophysics Data System (ADS)

Ciurean, R. L.; Glade, T.

2012-04-01

Decision under uncertainty is a constant of everyday life and an important component of risk management and governance. Recently, experts have emphasized the importance of quantifying uncertainty in all phases of landslide risk analysis. Due to its multi-dimensional and dynamic nature, (physical) vulnerability is inherently complex and the "degree of loss" estimates imprecise and to some extent even subjective. Uncertainty analysis introduces quantitative modeling approaches that allow for a more explicitly objective output, improving the risk management process as well as enhancing communication between various stakeholders for better risk governance. This study presents a review of concepts for uncertainty analysis in vulnerability of elements at risk to landslides. Different semi-quantitative and quantitative methods are compared based on their feasibility in real-world situations, hazard dependency, process stage in vulnerability assessment (i.e. input data, model, output), and applicability within an integrated landslide hazard and risk framework. The resulted observations will help to identify current gaps and future needs in vulnerability assessment, including estimation of uncertainty propagation, transferability of the methods, development of visualization tools, but also address basic questions like what is uncertainty and how uncertainty can be quantified or treated in a reliable and reproducible way.

Integrating chronological uncertainties for annually laminated lake sediments using layer counting, independent chronologies and Bayesian age modelling (Lake Ohau, South Island, New Zealand)

NASA Astrophysics Data System (ADS)

Vandergoes, Marcus J.; Howarth, Jamie D.; Dunbar, Gavin B.; Turnbull, Jocelyn C.; Roop, Heidi A.; Levy, Richard H.; Li, Xun; Prior, Christine; Norris, Margaret; Keller, Liz D.; Baisden, W. Troy; Ditchburn, Robert; Fitzsimons, Sean J.; Bronk Ramsey, Christopher

2018-05-01

Annually resolved (varved) lake sequences are important palaeoenvironmental archives as they offer a direct incremental dating technique for high-frequency reconstruction of environmental and climate change. Despite the importance of these records, establishing a robust chronology and quantifying its precision and accuracy (estimations of error) remains an essential but challenging component of their development. We outline an approach for building reliable independent chronologies, testing the accuracy of layer counts and integrating all chronological uncertainties to provide quantitative age and error estimates for varved lake sequences. The approach incorporates (1) layer counts and estimates of counting precision; (2) radiometric and biostratigrapic dating techniques to derive independent chronology; and (3) the application of Bayesian age modelling to produce an integrated age model. This approach is applied to a case study of an annually resolved sediment record from Lake Ohau, New Zealand. The most robust age model provides an average error of 72 years across the whole depth range. This represents a fractional uncertainty of ∼5%, higher than the <3% quoted for most published varve records. However, the age model and reported uncertainty represent the best fit between layer counts and independent chronology and the uncertainties account for both layer counting precision and the chronological accuracy of the layer counts. This integrated approach provides a more representative estimate of age uncertainty and therefore represents a statistically more robust chronology.

Robust Design Optimization via Failure Domain Bounding

NASA Technical Reports Server (NTRS)

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

2007-01-01

This paper extends and applies the strategies recently developed by the authors for handling constraints under uncertainty to robust design optimization. For the scope of this paper, robust optimization is a methodology aimed at problems for which some parameters are uncertain and are only known to belong to some uncertainty set. This set can be described by either a deterministic or a probabilistic model. In the methodology developed herein, optimization-based strategies are used to bound the constraint violation region using hyper-spheres and hyper-rectangles. By comparing the resulting bounding sets with any given uncertainty model, it can be determined whether the constraints are satisfied for all members of the uncertainty model (i.e., constraints are feasible) or not (i.e., constraints are infeasible). If constraints are infeasible and a probabilistic uncertainty model is available, upper bounds to the probability of constraint violation can be efficiently calculated. The tools developed enable approximating not only the set of designs that make the constraints feasible but also, when required, the set of designs for which the probability of constraint violation is below a prescribed admissible value. When constraint feasibility is possible, several design criteria can be used to shape the uncertainty model of performance metrics of interest. Worst-case, least-second-moment, and reliability-based design criteria are considered herein. Since the problem formulation is generic and the tools derived only require standard optimization algorithms for their implementation, these strategies are easily applicable to a broad range of engineering problems.

Application of FUN3D and CFL3D to the Third Workshop on CFD Uncertainty Analysis

NASA Technical Reports Server (NTRS)

Rumsey, C. L.; Thomas, J. L.

2008-01-01

Two Reynolds-averaged Navier-Stokes computer codes - one unstructured and one structured - are applied to two workshop cases (for the 3rd Workshop on CFD Uncertainty Analysis, held at Instituto Superior Tecnico, Lisbon, in October 2008) for the purpose of uncertainty analysis. The Spalart-Allmaras turbulence model is employed. The first case uses the method of manufactured solution and is intended as a verification case. In other words, the CFD solution is expected to approach the exact solution as the grid is refined. The second case is a validation case (comparison against experiment), for which modeling errors inherent in the turbulence model and errors/uncertainty in the experiment may prevent close agreement. The results from the two computer codes are also compared. This exercise verifies that the codes are consistent both with the exact manufactured solution and with each other. In terms of order property, both codes behave as expected for the manufactured solution. For the backward facing step, CFD uncertainty on the finest grid is computed and is generally very low for both codes (whose results are nearly identical). Agreement with experiment is good at some locations for particular variables, but there are also many areas where the CFD and experimental uncertainties do not overlap.

A Model-Based Prognostics Approach Applied to Pneumatic Valves

NASA Technical Reports Server (NTRS)

Daigle, Matthew J.; Goebel, Kai

2011-01-01

Within the area of systems health management, the task of prognostics centers on predicting when components will fail. Model-based prognostics exploits domain knowledge of the system, its components, and how they fail by casting the underlying physical phenomena in a physics-based model that is derived from first principles. Uncertainty cannot be avoided in prediction, therefore, algorithms are employed that help in managing these uncertainties. The particle filtering algorithm has become a popular choice for model-based prognostics due to its wide applicability, ease of implementation, and support for uncertainty management. We develop a general model-based prognostics methodology within a robust probabilistic framework using particle filters. As a case study, we consider a pneumatic valve from the Space Shuttle cryogenic refueling system. We develop a detailed physics-based model of the pneumatic valve, and perform comprehensive simulation experiments to illustrate our prognostics approach and evaluate its effectiveness and robustness. The approach is demonstrated using historical pneumatic valve data from the refueling system.

An info-gap application to robust design of a prestressed space structure under epistemic uncertainties

NASA Astrophysics Data System (ADS)

Hot, Aurélien; Weisser, Thomas; Cogan, Scott

2017-07-01

Uncertainty quantification is an integral part of the model validation process and is important to take into account during the design of mechanical systems. Sources of uncertainty are diverse but generally fall into two categories: aleatory due to random process and epistemic resulting from a lack of knowledge. This work focuses on the behavior of solar arrays in their stowed configuration. To avoid impacts during launch, snubbers are used to prestress the panels. Since the mechanical properties of the snubbers and the associated preload configurations are difficult to characterize precisely, an info-gap approach is proposed to investigate the influence of such uncertainties on design configurations obtained for different values of safety factors. This eventually allows to revise the typical values of these factors and to reevaluate them with respect to a targeted robustness level. The proposed methodology is illustrated using a simplified finite element model of a solar array.

Uncertain dynamical systems: A differential game approach

NASA Technical Reports Server (NTRS)

Gutman, S.

1976-01-01

A class of dynamical systems in a conflict situation is formulated and discussed, and the formulation is applied to the study of an important class of systems in the presence of uncertainty. The uncertainty is deterministic and the only assumption is that its value belongs to a known compact set. Asymptotic stability is fully discussed with application to variable structure and model reference control systems.

Global and Regional 3D Tomography for Improved Seismic Event Location and Uncertainty in Explosion Monitoring

NASA Astrophysics Data System (ADS)

Downey, N.; Begnaud, M. L.; Hipp, J. R.; Ballard, S.; Young, C. S.; Encarnacao, A. V.

2017-12-01

The SALSA3D global 3D velocity model of the Earth was developed to improve the accuracy and precision of seismic travel time predictions for a wide suite of regional and teleseismic phases. Recently, the global SALSA3D model was updated to include additional body wave phases including mantle phases, core phases, reflections off the core-mantle boundary and underside reflections off the surface of the Earth. We show that this update improves travel time predictions and leads directly to significant improvements in the accuracy and precision of seismic event locations as compared to locations computed using standard 1D velocity models like ak135, or 2½D models like RSTT. A key feature of our inversions is that path-specific model uncertainty of travel time predictions are calculated using the full 3D model covariance matrix computed during tomography, which results in more realistic uncertainty ellipses that directly reflect tomographic data coverage. Application of this method can also be done at a regional scale: we present a velocity model with uncertainty obtained using data obtained from the University of Utah Seismograph Stations. These results show a reduction in travel-time residuals for re-located events compared with those obtained using previously published models.

Data Applicability of Heritage and New Hardware For Launch Vehicle Reliability Models

NASA Technical Reports Server (NTRS)

Al Hassan, Mohammad; Novack, Steven

2015-01-01

Bayesian reliability requires the development of a prior distribution to represent degree of belief about the value of a parameter (such as a component's failure rate) before system specific data become available from testing or operations. Generic failure data are often provided in reliability databases as point estimates (mean or median). A component's failure rate is considered a random variable where all possible values are represented by a probability distribution. The applicability of the generic data source is a significant source of uncertainty that affects the spread of the distribution. This presentation discusses heuristic guidelines for quantifying uncertainty due to generic data applicability when developing prior distributions mainly from reliability predictions.

Assessing uncertain human exposure to ambient air pollution using environmental models in the Web

NASA Astrophysics Data System (ADS)

Gerharz, L. E.; Pebesma, E.; Denby, B.

2012-04-01

Ambient air quality can have significant impact on human health by causing respiratory and cardio-vascular diseases. Thereby, the pollutant concentration a person is exposed to can differ considerably between individuals depending on their daily routine and movement patterns. Using a straight forward approach this exposure can be estimated by integration of individual space-time paths and spatio-temporally resolved ambient air quality data. To allow a realistic exposure assessment, it is furthermore important to consider uncertainties due to input and model errors. In this work, we present a generic, web-based approach for estimating individual exposure by integration of uncertain position and air quality information implemented as a web service. Following the Model Web initiative envisioning an infrastructure for deploying, executing and chaining environmental models as services, existing models and data sources for e.g. air quality, can be used to assess exposure. Therefore, the service needs to deal with different formats, resolutions and uncertainty representations provided by model or data services. Potential mismatch can be accounted for by transformation of uncertainties and (dis-)aggregation of data under consideration of changes in the uncertainties using components developed in the UncertWeb project. In UncertWeb, the Model Web vision is extended to an Uncertainty-enabled Model Web, where services can process and communicate uncertainties in the data and models. The propagation of uncertainty to the exposure results is quantified using Monte Carlo simulation by combining different realisations of positions and ambient concentrations. Two case studies were used to evaluate the developed exposure assessment service. In a first study, GPS tracks with a positional uncertainty of a few meters, collected in the urban area of Münster, Germany were used to assess exposure to PM10 (particulate matter smaller 10 µm). Air quality data was provided by an uncertainty-enabled air quality model system which provided realisations of concentrations per hour on a 250 m x 250 m resolved grid over Münster. The second case study uses modelled human trajectories in Rotterdam, The Netherlands. The trajectories were provided as realisations in 15 min resolution per 4 digit postal code from an activity model. Air quality estimates were provided for different pollutants as ensembles by a coupled meteorology and air quality model system on a 1 km x 1 km grid with hourly resolution. Both case studies show the successful application of the service to different resolutions and uncertainty representations.

PREDICTIVE UNCERTAINTY IN HYDROLOGIC AND WATER QUALITY MODELING: APPROACHES, APPLICATION TO ENVIRONMENTAL MANAGEMENT, AND FUTURE CHALLENGES (PRESENTATION)

EPA Science Inventory

Extant process-based hydrologic and water quality models are indispensable to water resources planning and environmental management. However, models are only approximations of real systems and often calibrated with incomplete and uncertain data. Reliable estimates, or perhaps f...

PREDICTIVE UNCERTAINTY IN HYDROLOGIC AND WATER QUALITY MODELING: APPROACHES, APPLICATION TO ENVIRONMENTAL MANAGEMENT, AND FUTURE CHALLENGES

EPA Science Inventory

Extant process-based hydrologic and water quality models are indispensable to water resources planning and environmental management. However, models are only approximations of real systems and often calibrated with incomplete and uncertain data. Reliable estimates, or perhaps f...

An open-source Java-based Toolbox for environmental model evaluation: The MOUSE Software Application

USDA-ARS?s Scientific Manuscript database

A consequence of environmental model complexity is that the task of understanding how environmental models work and identifying their sensitivities/uncertainties, etc. becomes progressively more difficult. Comprehensive numerical and visual evaluation tools have been developed such as the Monte Carl...

Uncertainties in the Antarctic Ice Sheet Contribution to Sea Level Rise: Exploration of Model Response to Errors in Climate Forcing, Boundary Conditions, and Internal Parameters

NASA Astrophysics Data System (ADS)

Schlegel, N.; Seroussi, H. L.; Boening, C.; Larour, E. Y.; Limonadi, D.; Schodlok, M.; Watkins, M. M.

2017-12-01

The Jet Propulsion Laboratory-University of California at Irvine Ice Sheet System Model (ISSM) is a thermo-mechanical 2D/3D parallelized finite element software used to physically model the continental-scale flow of ice at high resolutions. Embedded into ISSM are uncertainty quantification (UQ) tools, based on the Design Analysis Kit for Optimization and Terascale Applications (DAKOTA) software. ISSM-DAKOTA offers various UQ methods for the investigation of how errors in model input impact uncertainty in simulation results. We utilize these tools to regionally sample model input and key parameters, based on specified bounds of uncertainty, and run a suite of continental-scale 100-year ISSM forward simulations of the Antarctic Ice Sheet. Resulting diagnostics (e.g., spread in local mass flux and regional mass balance) inform our conclusion about which parameters and/or forcing has the greatest impact on century-scale model simulations of ice sheet evolution. The results allow us to prioritize the key datasets and measurements that are critical for the minimization of ice sheet model uncertainty. Overall, we find that Antartica's total sea level contribution is strongly affected by grounding line retreat, which is driven by the magnitude of ice shelf basal melt rates and by errors in bedrock topography. In addition, results suggest that after 100 years of simulation, Thwaites glacier is the most significant source of model uncertainty, and its drainage basin has the largest potential for future sea level contribution. This work is performed at and supported by the California Institute of Technology's Jet Propulsion Laboratory. Supercomputing time is also supported through a contract with the National Aeronautics and Space Administration's Cryosphere program.

Uncertainty in projected point precipitation extremes for hydrological impact analysis of climate change

NASA Astrophysics Data System (ADS)

Van Uytven, Els; Willems, Patrick

2017-04-01

Current trends in the hydro-meteorological variables indicate the potential impact of climate change on hydrological extremes. Therefore, they trigger an increased importance climate adaptation strategies in water management. The impact of climate change on hydro-meteorological and hydrological extremes is, however, highly uncertain. This is due to uncertainties introduced by the climate models, the internal variability inherent to the climate system, the greenhouse gas scenarios and the statistical downscaling methods. In view of the need to define sustainable climate adaptation strategies, there is a need to assess these uncertainties. This is commonly done by means of ensemble approaches. Because more and more climate models and statistical downscaling methods become available, there is a need to facilitate the climate impact and uncertainty analysis. A Climate Perturbation Tool has been developed for that purpose, which combines a set of statistical downscaling methods including weather typing, weather generator, transfer function and advanced perturbation based approaches. By use of an interactive interface, climate impact modelers can apply these statistical downscaling methods in a semi-automatic way to an ensemble of climate model runs. The tool is applicable to any region, but has been demonstrated so far to cases in Belgium, Suriname, Vietnam and Bangladesh. Time series representing future local-scale precipitation, temperature and potential evapotranspiration (PET) conditions were obtained, starting from time series of historical observations. Uncertainties on the future meteorological conditions are represented in two different ways: through an ensemble of time series, and a reduced set of synthetic scenarios. The both aim to span the full uncertainty range as assessed from the ensemble of climate model runs and downscaling methods. For Belgium, for instance, use was made of 100-year time series of 10-minutes precipitation observations and daily temperature and PET observations at Uccle and a large ensemble of 160 global climate model runs (CMIP5). They cover all four representative concentration pathway based greenhouse gas scenarios. While evaluating the downscaled meteorological series, particular attention was given to the performance of extreme value metrics (e.g. for precipitation, by means of intensity-duration-frequency statistics). Moreover, the total uncertainty was decomposed in the fractional uncertainties for each of the uncertainty sources considered. Research assessing the additional uncertainty due to parameter and structural uncertainties of the hydrological impact model is ongoing.

Assessing concentration uncertainty estimates from passive microwave sea ice products

NASA Astrophysics Data System (ADS)

Meier, W.; Brucker, L.; Miller, J. A.

2017-12-01

Sea ice concentration is an essential climate variable and passive microwave derived estimates of concentration are one of the longest satellite-derived climate records. However, until recently uncertainty estimates were not provided. Numerous validation studies provided insight into general error characteristics, but the studies have found that concentration error varied greatly depending on sea ice conditions. Thus, an uncertainty estimate from each observation is desired, particularly for initialization, assimilation, and validation of models. Here we investigate three sea ice products that include an uncertainty for each concentration estimate: the NASA Team 2 algorithm product, the EUMETSAT Ocean and Sea Ice Satellite Application Facility (OSI-SAF) product, and the NOAA/NSIDC Climate Data Record (CDR) product. Each product estimates uncertainty with a completely different approach. The NASA Team 2 product derives uncertainty internally from the algorithm method itself. The OSI-SAF uses atmospheric reanalysis fields and a radiative transfer model. The CDR uses spatial variability from two algorithms. Each approach has merits and limitations. Here we evaluate the uncertainty estimates by comparing the passive microwave concentration products with fields derived from the NOAA VIIRS sensor. The results show that the relationship between the product uncertainty estimates and the concentration error (relative to VIIRS) is complex. This may be due to the sea ice conditions, the uncertainty methods, as well as the spatial and temporal variability of the passive microwave and VIIRS products.

Sensitivity analysis of respiratory parameter uncertainties: impact of criterion function form and constraints.

PubMed

Lutchen, K R

1990-08-01

A sensitivity analysis based on weighted least-squares regression is presented to evaluate alternative methods for fitting lumped-parameter models to respiratory impedance data. The goal is to maintain parameter accuracy simultaneously with practical experiment design. The analysis focuses on predicting parameter uncertainties using a linearized approximation for joint confidence regions. Applications are with four-element parallel and viscoelastic models for 0.125- to 4-Hz data and a six-element model with separate tissue and airway properties for input and transfer impedance data from 2-64 Hz. The criterion function form was evaluated by comparing parameter uncertainties when data are fit as magnitude and phase, dynamic resistance and compliance, or real and imaginary parts of input impedance. The proper choice of weighting can make all three criterion variables comparable. For the six-element model, parameter uncertainties were predicted when both input impedance and transfer impedance are acquired and fit simultaneously. A fit to both data sets from 4 to 64 Hz could reduce parameter estimate uncertainties considerably from those achievable by fitting either alone. For the four-element models, use of an independent, but noisy, measure of static compliance was assessed as a constraint on model parameters. This may allow acceptable parameter uncertainties for a minimum frequency of 0.275-0.375 Hz rather than 0.125 Hz. This reduces data acquisition requirements from a 16- to a 5.33- to 8-s breath holding period. These results are approximations, and the impact of using the linearized approximation for the confidence regions is discussed.

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

Forecasting Hourly Water Demands With Seasonal Autoregressive Models for Real-Time Application

NASA Astrophysics Data System (ADS)

Chen, Jinduan; Boccelli, Dominic L.

2018-02-01

Consumer water demands are not typically measured at temporal or spatial scales adequate to support real-time decision making, and recent approaches for estimating unobserved demands using observed hydraulic measurements are generally not capable of forecasting demands and uncertainty information. While time series modeling has shown promise for representing total system demands, these models have generally not been evaluated at spatial scales appropriate for representative real-time modeling. This study investigates the use of a double-seasonal time series model to capture daily and weekly autocorrelations to both total system demands and regional aggregated demands at a scale that would capture demand variability across a distribution system. Emphasis was placed on the ability to forecast demands and quantify uncertainties with results compared to traditional time series pattern-based demand models as well as nonseasonal and single-seasonal time series models. Additional research included the implementation of an adaptive-parameter estimation scheme to update the time series model when unobserved changes occurred in the system. For two case studies, results showed that (1) for the smaller-scale aggregated water demands, the log-transformed time series model resulted in improved forecasts, (2) the double-seasonal model outperformed other models in terms of forecasting errors, and (3) the adaptive adjustment of parameters during forecasting improved the accuracy of the generated prediction intervals. These results illustrate the capabilities of time series modeling to forecast both water demands and uncertainty estimates at spatial scales commensurate for real-time modeling applications and provide a foundation for developing a real-time integrated demand-hydraulic model.

Two-dimensional probabilistic inversion of plane-wave electromagnetic data: methodology, model constraints and joint inversion with electrical resistivity data

NASA Astrophysics Data System (ADS)

Rosas-Carbajal, Marina; Linde, Niklas; Kalscheuer, Thomas; Vrugt, Jasper A.

2014-03-01

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraints.

The Bebig Valencia-type skin applicators: Dosimetric study and implementation of a dosimetric hybrid technique.

PubMed

Anagnostopoulos, Georgios; Andrássy, Michael; Baltas, Dimos

To determine the relative dose rate distribution in water for the Bebig 20 mm and 30 mm skin applicators and report results in a form suitable for potential clinical use. Results for both skin applicators are also provided in the form of a hybrid Task Group 43 (TG-43) dosimetry technique. Furthermore, the radiation leakage around both skin applicators from the radiation protection point of view and the impact of the geometrical source position uncertainties are studied and reported. Monte Carlo simulations were performed using the MCNP 6.1 general purpose code, which was benchmarked against published dosimetry data for the Bebig Ir2.A85-2 high-dose-rate iridium-192 source, as well as the dosimetry data for the two Elekta skin applicators. Both Bebig skin applicators were modeled, and the dose rate distributions in a water phantom were calculated. The dosimetric quantities derived according to a hybrid TG-43 dosimetry technique are provided with their corresponding uncertainty values. The air kerma rate in air was simulated in the vicinity of each skin applicator to assess the radiation leakage. Results from the Monte Carlo simulations of both skin applicators are presented in the form of figures and relative dose rate tables, and additionally with the aid of the quantities defined in the hybrid TG-43 dosimetry technique and their corresponding uncertainty values. Their output factors, flatness, and penumbra values were found comparable to the Elekta skin applicators. The radiation shielding was evaluated to be adequate. The effect of potential uncertainties in source positioning on dosimetry should be investigated as part of applicator commissioning. Copyright © 2017 American Brachytherapy Society. Published by Elsevier Inc. All rights reserved.

Aeroelastic Uncertainty Quantification Studies Using the S4T Wind Tunnel Model

NASA Technical Reports Server (NTRS)

Nikbay, Melike; Heeg, Jennifer

2017-01-01

This paper originates from the joint efforts of an aeroelastic study team in the Applied Vehicle Technology Panel from NATO Science and Technology Organization, with the Task Group number AVT-191, titled "Application of Sensitivity Analysis and Uncertainty Quantification to Military Vehicle Design." We present aeroelastic uncertainty quantification studies using the SemiSpan Supersonic Transport wind tunnel model at the NASA Langley Research Center. The aeroelastic study team decided treat both structural and aerodynamic input parameters as uncertain and represent them as samples drawn from statistical distributions, propagating them through aeroelastic analysis frameworks. Uncertainty quantification processes require many function evaluations to asses the impact of variations in numerous parameters on the vehicle characteristics, rapidly increasing the computational time requirement relative to that required to assess a system deterministically. The increased computational time is particularly prohibitive if high-fidelity analyses are employed. As a remedy, the Istanbul Technical University team employed an Euler solver in an aeroelastic analysis framework, and implemented reduced order modeling with Polynomial Chaos Expansion and Proper Orthogonal Decomposition to perform the uncertainty propagation. The NASA team chose to reduce the prohibitive computational time by employing linear solution processes. The NASA team also focused on determining input sample distributions.

Background sampling and transferability of species distribution model ensembles under climate change

NASA Astrophysics Data System (ADS)

Iturbide, Maialen; Bedia, Joaquín; Gutiérrez, José Manuel

2018-07-01

Species Distribution Models (SDMs) constitute an important tool to assist decision-making in environmental conservation and planning. A popular application of these models is the projection of species distributions under climate change conditions. Yet there are still a range of methodological SDM factors which limit the transferability of these models, contributing significantly to the overall uncertainty of the resulting projections. An important source of uncertainty often neglected in climate change studies comes from the use of background data (a.k.a. pseudo-absences) for model calibration. Here, we study the sensitivity to pseudo-absence sampling as a determinant factor for SDM stability and transferability under climate change conditions, focusing on European wide projections of Quercus robur as an illustrative case study. We explore the uncertainty in future projections derived from ten pseudo-absence realizations and three popular SDMs (GLM, Random Forest and MARS). The contribution of the pseudo-absence realization to the uncertainty was higher in peripheral regions and clearly differed among the tested SDMs in the whole study domain, being MARS the most sensitive - with projections differing up to a 40% for different realizations - and GLM the most stable. As a result we conclude that parsimonious SDMs are preferable in this context, avoiding complex methods (such as MARS) which may exhibit poor model transferability. Accounting for this new source of SDM-dependent uncertainty is crucial when forming multi-model ensembles to undertake climate change projections.

Quantification of source uncertainties in Seismic Probabilistic Tsunami Hazard Analysis (SPTHA)

NASA Astrophysics Data System (ADS)

Selva, J.; Tonini, R.; Molinari, I.; Tiberti, M. M.; Romano, F.; Grezio, A.; Melini, D.; Piatanesi, A.; Basili, R.; Lorito, S.

2016-06-01

We propose a procedure for uncertainty quantification in Probabilistic Tsunami Hazard Analysis (PTHA), with a special emphasis on the uncertainty related to statistical modelling of the earthquake source in Seismic PTHA (SPTHA), and on the separate treatment of subduction and crustal earthquakes (treated as background seismicity). An event tree approach and ensemble modelling are used in spite of more classical approaches, such as the hazard integral and the logic tree. This procedure consists of four steps: (1) exploration of aleatory uncertainty through an event tree, with alternative implementations for exploring epistemic uncertainty; (2) numerical computation of tsunami generation and propagation up to a given offshore isobath; (3) (optional) site-specific quantification of inundation; (4) simultaneous quantification of aleatory and epistemic uncertainty through ensemble modelling. The proposed procedure is general and independent of the kind of tsunami source considered; however, we implement step 1, the event tree, specifically for SPTHA, focusing on seismic source uncertainty. To exemplify the procedure, we develop a case study considering seismic sources in the Ionian Sea (central-eastern Mediterranean Sea), using the coasts of Southern Italy as a target zone. The results show that an efficient and complete quantification of all the uncertainties is feasible even when treating a large number of potential sources and a large set of alternative model formulations. We also find that (i) treating separately subduction and background (crustal) earthquakes allows for optimal use of available information and for avoiding significant biases; (ii) both subduction interface and crustal faults contribute to the SPTHA, with different proportions that depend on source-target position and tsunami intensity; (iii) the proposed framework allows sensitivity and deaggregation analyses, demonstrating the applicability of the method for operational assessments.

A multiphysical ensemble system of numerical snow modelling

NASA Astrophysics Data System (ADS)

Lafaysse, Matthieu; Cluzet, Bertrand; Dumont, Marie; Lejeune, Yves; Vionnet, Vincent; Morin, Samuel

2017-05-01

Physically based multilayer snowpack models suffer from various modelling errors. To represent these errors, we built the new multiphysical ensemble system ESCROC (Ensemble System Crocus) by implementing new representations of different physical processes in the deterministic coupled multilayer ground/snowpack model SURFEX/ISBA/Crocus. This ensemble was driven and evaluated at Col de Porte (1325 m a.s.l., French alps) over 18 years with a high-quality meteorological and snow data set. A total number of 7776 simulations were evaluated separately, accounting for the uncertainties of evaluation data. The ability of the ensemble to capture the uncertainty associated to modelling errors is assessed for snow depth, snow water equivalent, bulk density, albedo and surface temperature. Different sub-ensembles of the ESCROC system were studied with probabilistic tools to compare their performance. Results show that optimal members of the ESCROC system are able to explain more than half of the total simulation errors. Integrating members with biases exceeding the range corresponding to observational uncertainty is necessary to obtain an optimal dispersion, but this issue can also be a consequence of the fact that meteorological forcing uncertainties were not accounted for. The ESCROC system promises the integration of numerical snow-modelling errors in ensemble forecasting and ensemble assimilation systems in support of avalanche hazard forecasting and other snowpack-modelling applications.

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.

2003-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.

2007-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.

Modelling impacts of climate change on arable crop diseases: progress, challenges and applications.

PubMed

Newbery, Fay; Qi, Aiming; Fitt, Bruce Dl

2016-08-01

Combining climate change, crop growth and crop disease models to predict impacts of climate change on crop diseases can guide planning of climate change adaptation strategies to ensure future food security. This review summarises recent developments in modelling climate change impacts on crop diseases, emphasises some major challenges and highlights recent trends. The use of multi-model ensembles in climate change modelling and crop modelling is contributing towards measures of uncertainty in climate change impact projections but other aspects of uncertainty remain largely unexplored. Impact assessments are still concentrated on few crops and few diseases but are beginning to investigate arable crop disease dynamics at the landscape level. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Characterizing bias correction uncertainty in wheat yield predictions

NASA Astrophysics Data System (ADS)

Ortiz, Andrea Monica; Jones, Julie; Freckleton, Robert; Scaife, Adam

2017-04-01

Farming systems are under increased pressure due to current and future climate change, variability and extremes. Research on the impacts of climate change on crop production typically rely on the output of complex Global and Regional Climate Models, which are used as input to crop impact models. Yield predictions from these top-down approaches can have high uncertainty for several reasons, including diverse model construction and parameterization, future emissions scenarios, and inherent or response uncertainty. These uncertainties propagate down each step of the 'cascade of uncertainty' that flows from climate input to impact predictions, leading to yield predictions that may be too complex for their intended use in practical adaptation options. In addition to uncertainty from impact models, uncertainty can also stem from the intermediate steps that are used in impact studies to adjust climate model simulations to become more realistic when compared to observations, or to correct the spatial or temporal resolution of climate simulations, which are often not directly applicable as input into impact models. These important steps of bias correction or calibration also add uncertainty to final yield predictions, given the various approaches that exist to correct climate model simulations. In order to address how much uncertainty the choice of bias correction method can add to yield predictions, we use several evaluation runs from Regional Climate Models from the Coordinated Regional Downscaling Experiment over Europe (EURO-CORDEX) at different resolutions together with different bias correction methods (linear and variance scaling, power transformation, quantile-quantile mapping) as input to a statistical crop model for wheat, a staple European food crop. The objective of our work is to compare the resulting simulation-driven hindcasted wheat yields to climate observation-driven wheat yield hindcasts from the UK and Germany in order to determine ranges of yield uncertainty that result from different climate model simulation input and bias correction methods. We simulate wheat yields using a General Linear Model that includes the effects of seasonal maximum temperatures and precipitation, since wheat is sensitive to heat stress during important developmental stages. We use the same statistical model to predict future wheat yields using the recently available bias-corrected simulations of EURO-CORDEX-Adjust. While statistical models are often criticized for their lack of complexity, an advantage is that we are here able to consider only the effect of the choice of climate model, resolution or bias correction method on yield. Initial results using both past and future bias-corrected climate simulations with a process-based model will also be presented. Through these methods, we make recommendations in preparing climate model output for crop models.

Are Subject-Specific Musculoskeletal Models Robust to the Uncertainties in Parameter Identification?

PubMed Central

Valente, Giordano; Pitto, Lorenzo; Testi, Debora; Seth, Ajay; Delp, Scott L.; Stagni, Rita; Viceconti, Marco; Taddei, Fulvia

2014-01-01

Subject-specific musculoskeletal modeling can be applied to study musculoskeletal disorders, allowing inclusion of personalized anatomy and properties. Independent of the tools used for model creation, there are unavoidable uncertainties associated with parameter identification, whose effect on model predictions is still not fully understood. The aim of the present study was to analyze the sensitivity of subject-specific model predictions (i.e., joint angles, joint moments, muscle and joint contact forces) during walking to the uncertainties in the identification of body landmark positions, maximum muscle tension and musculotendon geometry. To this aim, we created an MRI-based musculoskeletal model of the lower limbs, defined as a 7-segment, 10-degree-of-freedom articulated linkage, actuated by 84 musculotendon units. We then performed a Monte-Carlo probabilistic analysis perturbing model parameters according to their uncertainty, and solving a typical inverse dynamics and static optimization problem using 500 models that included the different sets of perturbed variable values. Model creation and gait simulations were performed by using freely available software that we developed to standardize the process of model creation, integrate with OpenSim and create probabilistic simulations of movement. The uncertainties in input variables had a moderate effect on model predictions, as muscle and joint contact forces showed maximum standard deviation of 0.3 times body-weight and maximum range of 2.1 times body-weight. In addition, the output variables significantly correlated with few input variables (up to 7 out of 312) across the gait cycle, including the geometry definition of larger muscles and the maximum muscle tension in limited gait portions. Although we found subject-specific models not markedly sensitive to parameter identification, researchers should be aware of the model precision in relation to the intended application. In fact, force predictions could be affected by an uncertainty in the same order of magnitude of its value, although this condition has low probability to occur. PMID:25390896

Stochastic Analysis and Probabilistic Downscaling of Soil Moisture

NASA Astrophysics Data System (ADS)

Deshon, J. P.; Niemann, J. D.; Green, T. R.; Jones, A. S.

2017-12-01

Soil moisture is a key variable for rainfall-runoff response estimation, ecological and biogeochemical flux estimation, and biodiversity characterization, each of which is useful for watershed condition assessment. These applications require not only accurate, fine-resolution soil-moisture estimates but also confidence limits on those estimates and soil-moisture patterns that exhibit realistic statistical properties (e.g., variance and spatial correlation structure). The Equilibrium Moisture from Topography, Vegetation, and Soil (EMT+VS) model downscales coarse-resolution (9-40 km) soil moisture from satellite remote sensing or land-surface models to produce fine-resolution (10-30 m) estimates. The model was designed to produce accurate deterministic soil-moisture estimates at multiple points, but the resulting patterns do not reproduce the variance or spatial correlation of observed soil-moisture patterns. The primary objective of this research is to generalize the EMT+VS model to produce a probability density function (pdf) for soil moisture at each fine-resolution location and time. Each pdf has a mean that is equal to the deterministic soil-moisture estimate, and the pdf can be used to quantify the uncertainty in the soil-moisture estimates and to simulate soil-moisture patterns. Different versions of the generalized model are hypothesized based on how uncertainty enters the model, whether the uncertainty is additive or multiplicative, and which distributions describe the uncertainty. These versions are then tested by application to four catchments with detailed soil-moisture observations (Tarrawarra, Satellite Station, Cache la Poudre, and Nerrigundah). The performance of the generalized models is evaluated by comparing the statistical properties of the simulated soil-moisture patterns to those of the observations and the deterministic EMT+VS model. The versions of the generalized EMT+VS model with normally distributed stochastic components produce soil-moisture patterns with more realistic statistical properties than the deterministic model. Additionally, the results suggest that the variance and spatial correlation of the stochastic soil-moisture variations do not vary consistently with the spatial-average soil moisture.

CALCULATION OF NONLINEAR CONFIDENCE AND PREDICTION INTERVALS FOR GROUND-WATER FLOW MODELS.

USGS Publications Warehouse

Cooley, Richard L.; Vecchia, Aldo V.

1987-01-01

A method is derived to efficiently compute nonlinear confidence and prediction intervals on any function of parameters derived as output from a mathematical model of a physical system. The method is applied to the problem of obtaining confidence and prediction intervals for manually-calibrated ground-water flow models. To obtain confidence and prediction intervals resulting from uncertainties in parameters, the calibrated model and information on extreme ranges and ordering of the model parameters within one or more independent groups are required. If random errors in the dependent variable are present in addition to uncertainties in parameters, then calculation of prediction intervals also requires information on the extreme range of error expected. A simple Monte Carlo method is used to compute the quantiles necessary to establish probability levels for the confidence and prediction intervals. Application of the method to a hypothetical example showed that inclusion of random errors in the dependent variable in addition to uncertainties in parameters can considerably widen the prediction intervals.

Application of plurigaussian simulation to delineate the layout of alteration domains in Sungun copper deposit

NASA Astrophysics Data System (ADS)

Talebi, Hassan; Asghari, Omid; Emery, Xavier

2013-12-01

An accurate estimation of mineral grades in ore deposits with heterogeneous spatial variations requires defining geological domains that differentiate the types of mineralogy, alteration and lithology. Deterministic models define the layout of the domains based on the interpretation of the drill holes and do not take into account the uncertainty in areas with fewer data. Plurigaussian simulation (PGS) can be an alternative to generate multiple numerical models of the ore body, with the aim of assessing the uncertainty in the domain boundaries and improving the geological controls in the characterization of quantitative attributes. This study addresses the application of PGS to Sungun porphyry copper deposit (Iran), in order to simulate the layout of four hypogene alteration zones: potassic, phyllic, propylitic and argillic. The aim of this study is to construct numerical models in which the alteration structures reflect the evolution observed in the geology.

A Software Toolkit to Study Systematic Uncertainties of the Physics Models of the Geant4 Simulation Package

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

Genser, Krzysztof; Hatcher, Robert; Kelsey, Michael

The Geant4 simulation toolkit is used to model interactions between particles and matter. Geant4 employs a set of validated physics models that span a wide range of interaction energies. These models rely on measured cross-sections and phenomenological models with the physically motivated parameters that are tuned to cover many application domains. To study what uncertainties are associated with the Geant4 physics models we have designed and implemented a comprehensive, modular, user-friendly software toolkit that allows the variation of one or more parameters of one or more Geant4 physics models involved in simulation studies. It also enables analysis of multiple variantsmore » of the resulting physics observables of interest in order to estimate the uncertainties associated with the simulation model choices. Based on modern event-processing infrastructure software, the toolkit offers a variety of attractive features, e.g. exible run-time con gurable work ow, comprehensive bookkeeping, easy to expand collection of analytical components. Design, implementation technology, and key functionalities of the toolkit are presented in this paper and illustrated with selected results.« less

An approach to quantifying the efficiency of a Bayesian filter

USDA-ARS?s Scientific Manuscript database

Data assimilation is defined as the Bayesian conditioning of uncertain model simulations on observations for the purpose of reducing uncertainty about model states. Practical data assimilation applications require that simplifying assumptions be made about the prior and posterior state distributions...

Maximum Entropy/Optimal Projection (MEOP) control design synthesis: Optimal quantification of the major design tradeoffs

NASA Technical Reports Server (NTRS)

Hyland, D. C.; Bernstein, D. S.

1987-01-01

The underlying philosophy and motivation of the optimal projection/maximum entropy (OP/ME) stochastic modeling and reduced control design methodology for high order systems with parameter uncertainties are discussed. The OP/ME design equations for reduced-order dynamic compensation including the effect of parameter uncertainties are reviewed. The application of the methodology to several Large Space Structures (LSS) problems of representative complexity is illustrated.

A Summary of Lightpipe Radiation Thermometry Research at NIST

PubMed Central

Tsai, Benjamin K.

2006-01-01

During the last 10 years, research in light-pipe radiation thermometry has significantly reduced the uncertainties for temperature measurements in semiconductor processing. The National Institute of Standards and Technology (NIST) has improved the calibration of lightpipe radiation thermometers (LPRTs), the characterization procedures for LPRTs, the in situ calibration of LPRTs using thin-film thermocouple (TFTC) test wafers, and the application of model-based corrections to improve LPRT spectral radiance temperatures. Collaboration with industry on implementing techniques and ideas established at NIST has led to improvements in temperature measurements in semiconductor processing. LPRTs have been successfully calibrated at NIST for rapid thermal processing (RTP) applications using a sodium heat-pipe blackbody between 700 °C and 900 °C with an uncertainty of about 0.3 °C (k = 1) traceable to the International Temperature Scale of 1990. Employing appropriate effective emissivity models, LPRTs have been used to determine the wafer temperature in the NIST RTP Test Bed with an uncertainty of 3.5 °C. Using a TFTC wafer for calibration, the LPRT can measure the wafer temperature in the NIST RTP Test Bed with an uncertainty of 2.3 °C. Collaborations with industry in characterizing and calibrating LPRTs will be summarized, and future directions for LPRT research will be discussed. PMID:27274914

A Summary of Lightpipe Radiation Thermometry Research at NIST.

PubMed

Tsai, Benjamin K

2006-01-01

During the last 10 years, research in light-pipe radiation thermometry has significantly reduced the uncertainties for temperature measurements in semiconductor processing. The National Institute of Standards and Technology (NIST) has improved the calibration of lightpipe radiation thermometers (LPRTs), the characterization procedures for LPRTs, the in situ calibration of LPRTs using thin-film thermocouple (TFTC) test wafers, and the application of model-based corrections to improve LPRT spectral radiance temperatures. Collaboration with industry on implementing techniques and ideas established at NIST has led to improvements in temperature measurements in semiconductor processing. LPRTs have been successfully calibrated at NIST for rapid thermal processing (RTP) applications using a sodium heat-pipe blackbody between 700 °C and 900 °C with an uncertainty of about 0.3 °C (k = 1) traceable to the International Temperature Scale of 1990. Employing appropriate effective emissivity models, LPRTs have been used to determine the wafer temperature in the NIST RTP Test Bed with an uncertainty of 3.5 °C. Using a TFTC wafer for calibration, the LPRT can measure the wafer temperature in the NIST RTP Test Bed with an uncertainty of 2.3 °C. Collaborations with industry in characterizing and calibrating LPRTs will be summarized, and future directions for LPRT research will be discussed.

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.

How Reliable is Bayesian Model Averaging Under Noisy Data? Statistical Assessment and Implications for Robust Model Selection

NASA Astrophysics Data System (ADS)

Schöniger, Anneli; Wöhling, Thomas; Nowak, Wolfgang

2014-05-01

Bayesian model averaging ranks the predictive capabilities of alternative conceptual models based on Bayes' theorem. The individual models are weighted with their posterior probability to be the best one in the considered set of models. Finally, their predictions are combined into a robust weighted average and the predictive uncertainty can be quantified. This rigorous procedure does, however, not yet account for possible instabilities due to measurement noise in the calibration data set. This is a major drawback, since posterior model weights may suffer a lack of robustness related to the uncertainty in noisy data, which may compromise the reliability of model ranking. We present a new statistical concept to account for measurement noise as source of uncertainty for the weights in Bayesian model averaging. Our suggested upgrade reflects the limited information content of data for the purpose of model selection. It allows us to assess the significance of the determined posterior model weights, the confidence in model selection, and the accuracy of the quantified predictive uncertainty. Our approach rests on a brute-force Monte Carlo framework. We determine the robustness of model weights against measurement noise by repeatedly perturbing the observed data with random realizations of measurement error. Then, we analyze the induced variability in posterior model weights and introduce this "weighting variance" as an additional term into the overall prediction uncertainty analysis scheme. We further determine the theoretical upper limit in performance of the model set which is imposed by measurement noise. As an extension to the merely relative model ranking, this analysis provides a measure of absolute model performance. To finally decide, whether better data or longer time series are needed to ensure a robust basis for model selection, we resample the measurement time series and assess the convergence of model weights for increasing time series length. We illustrate our suggested approach with an application to model selection between different soil-plant models following up on a study by Wöhling et al. (2013). Results show that measurement noise compromises the reliability of model ranking and causes a significant amount of weighting uncertainty, if the calibration data time series is not long enough to compensate for its noisiness. This additional contribution to the overall predictive uncertainty is neglected without our approach. Thus, we strongly advertise to include our suggested upgrade in the Bayesian model averaging routine.

When Models and Observations Collide: Journeying towards an Integrated Snow Depth Product

NASA Astrophysics Data System (ADS)

Webster, M.; Petty, A.; Boisvert, L.; Markus, T.; Kurtz, N. T.; Kwok, R.; Perovich, D. K.

2017-12-01

Knowledge of snow depth is essential for assessing changes in sea ice mass balance due to snow's insulating and reflective properties. In remote sensing applications, the accuracy of sea ice thickness retrievals from altimetry crucially depends on snow depth. Despite the need for snow depth data, we currently lack continuous observations that capture the basin-scale snow depth distribution and its seasonal evolution. Recent in situ and remote sensing observations are sparse in space and time, and contain uncertainties, caveats, and/or biases that often require careful interpretation. Likewise, using model output for remote sensing applications is limited due to uncertainties in atmospheric forcing and different treatments of snow processes. Here, we summarize our efforts in bringing observational and model data together to develop an approach for an integrated snow depth product. We start with a snow budget model and incrementally incorporate snow processes to determine the effects on snow depth and to assess model sensitivity. We discuss lessons learned in model-observation integration and ideas for potential improvements to the treatment of snow in models.

Uncertainty Quantification given Discontinuous Climate Model Response and a Limited Number of Model Runs

NASA Astrophysics Data System (ADS)

Sargsyan, K.; Safta, C.; Debusschere, B.; Najm, H.

2010-12-01

Uncertainty quantification in complex climate models is challenged by the sparsity of available climate model predictions due to the high computational cost of model runs. Another feature that prevents classical uncertainty analysis from being readily applicable is bifurcative behavior in climate model response with respect to certain input parameters. A typical example is the Atlantic Meridional Overturning Circulation. The predicted maximum overturning stream function exhibits discontinuity across a curve in the space of two uncertain parameters, namely climate sensitivity and CO2 forcing. We outline a methodology for uncertainty quantification given discontinuous model response and a limited number of model runs. Our approach is two-fold. First we detect the discontinuity with Bayesian inference, thus obtaining a probabilistic representation of the discontinuity curve shape and location for arbitrarily distributed input parameter values. Then, we construct spectral representations of uncertainty, using Polynomial Chaos (PC) expansions on either side of the discontinuity curve, leading to an averaged-PC representation of the forward model that allows efficient uncertainty quantification. The approach is enabled by a Rosenblatt transformation that maps each side of the discontinuity to regular domains where desirable orthogonality properties for the spectral bases hold. We obtain PC modes by either orthogonal projection or Bayesian inference, and argue for a hybrid approach that targets a balance between the accuracy provided by the orthogonal projection and the flexibility provided by the Bayesian inference - where the latter allows obtaining reasonable expansions without extra forward model runs. The model output, and its associated uncertainty at specific design points, are then computed by taking an ensemble average over PC expansions corresponding to possible realizations of the discontinuity curve. The methodology is tested on synthetic examples of discontinuous model data with adjustable sharpness and structure. This work was supported by the Sandia National Laboratories Seniors’ Council LDRD (Laboratory Directed Research and Development) program. Sandia National Laboratories is a multi-program laboratory operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Company, for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-AC04-94AL85000.

Frontal Theta Reflects Uncertainty and Unexpectedness during Exploration and Exploitation

PubMed Central

Figueroa, Christina M.; Cohen, Michael X; Frank, Michael J.

2012-01-01

In order to understand the exploitation/exploration trade-off in reinforcement learning, previous theoretical and empirical accounts have suggested that increased uncertainty may precede the decision to explore an alternative option. To date, the neural mechanisms that support the strategic application of uncertainty-driven exploration remain underspecified. In this study, electroencephalography (EEG) was used to assess trial-to-trial dynamics relevant to exploration and exploitation. Theta-band activities over middle and lateral frontal areas have previously been implicated in EEG studies of reinforcement learning and strategic control. It was hypothesized that these areas may interact during top-down strategic behavioral control involved in exploratory choices. Here, we used a dynamic reward–learning task and an associated mathematical model that predicted individual response times. This reinforcement-learning model generated value-based prediction errors and trial-by-trial estimates of exploration as a function of uncertainty. Mid-frontal theta power correlated with unsigned prediction error, although negative prediction errors had greater power overall. Trial-to-trial variations in response-locked frontal theta were linearly related to relative uncertainty and were larger in individuals who used uncertainty to guide exploration. This finding suggests that theta-band activities reflect prefrontal-directed strategic control during exploratory choices. PMID:22120491

Novel patch modelling method for efficient simulation and prediction uncertainty analysis of multi-scale groundwater flow and transport processes

NASA Astrophysics Data System (ADS)

Sreekanth, J.; Moore, Catherine

2018-04-01

The application of global sensitivity and uncertainty analysis techniques to groundwater models of deep sedimentary basins are typically challenged by large computational burdens combined with associated numerical stability issues. The highly parameterized approaches required for exploring the predictive uncertainty associated with the heterogeneous hydraulic characteristics of multiple aquifers and aquitards in these sedimentary basins exacerbate these issues. A novel Patch Modelling Methodology is proposed for improving the computational feasibility of stochastic modelling analysis of large-scale and complex groundwater models. The method incorporates a nested groundwater modelling framework that enables efficient simulation of groundwater flow and transport across multiple spatial and temporal scales. The method also allows different processes to be simulated within different model scales. Existing nested model methodologies are extended by employing 'joining predictions' for extrapolating prediction-salient information from one model scale to the next. This establishes a feedback mechanism supporting the transfer of information from child models to parent models as well as parent models to child models in a computationally efficient manner. This feedback mechanism is simple and flexible and ensures that while the salient small scale features influencing larger scale prediction are transferred back to the larger scale, this does not require the live coupling of models. This method allows the modelling of multiple groundwater flow and transport processes using separate groundwater models that are built for the appropriate spatial and temporal scales, within a stochastic framework, while also removing the computational burden associated with live model coupling. The utility of the method is demonstrated by application to an actual large scale aquifer injection scheme in Australia.

Hydrological simulation and uncertainty analysis using the improved TOPMODEL in the arid Manas River basin, China.

PubMed

Xue, Lianqing; Yang, Fan; Yang, Changbing; Wei, Guanghui; Li, Wenqian; He, Xinlin

2018-01-11

Understanding the mechanism of complicated hydrological processes is important for sustainable management of water resources in an arid area. This paper carried out the simulations of water movement for the Manas River Basin (MRB) using the improved semi-distributed Topographic hydrologic model (TOPMODEL) with a snowmelt model and topographic index algorithm. A new algorithm is proposed to calculate the curve of topographic index using internal tangent circle on a conical surface. Based on the traditional model, the improved indicator of temperature considered solar radiation is used to calculate the amount of snowmelt. The uncertainty of parameters for the TOPMODEL model was analyzed using the generalized likelihood uncertainty estimation (GLUE) method. The proposed model shows that the distribution of the topographic index is concentrated in high mountains, and the accuracy of runoff simulation has certain enhancement by considering radiation. Our results revealed that the performance of the improved TOPMODEL is acceptable and comparable to runoff simulation in the MRB. The uncertainty of the simulations resulted from the parameters and structures of model, climatic and anthropogenic factors. This study is expected to serve as a valuable complement for widely application of TOPMODEL and identify the mechanism of hydrological processes in arid area.

A software tool to assess uncertainty in transient-storage model parameters using Monte Carlo simulations

USGS Publications Warehouse

Ward, Adam S.; Kelleher, Christa A.; Mason, Seth J. K.; Wagener, Thorsten; McIntyre, Neil; McGlynn, Brian L.; Runkel, Robert L.; Payn, Robert A.

2017-01-01

Researchers and practitioners alike often need to understand and characterize how water and solutes move through a stream in terms of the relative importance of in-stream and near-stream storage and transport processes. In-channel and subsurface storage processes are highly variable in space and time and difficult to measure. Storage estimates are commonly obtained using transient-storage models (TSMs) of the experimentally obtained solute-tracer test data. The TSM equations represent key transport and storage processes with a suite of numerical parameters. Parameter values are estimated via inverse modeling, in which parameter values are iteratively changed until model simulations closely match observed solute-tracer data. Several investigators have shown that TSM parameter estimates can be highly uncertain. When this is the case, parameter values cannot be used reliably to interpret stream-reach functioning. However, authors of most TSM studies do not evaluate or report parameter certainty. Here, we present a software tool linked to the One-dimensional Transport with Inflow and Storage (OTIS) model that enables researchers to conduct uncertainty analyses via Monte-Carlo parameter sampling and to visualize uncertainty and sensitivity results. We demonstrate application of our tool to 2 case studies and compare our results to output obtained from more traditional implementation of the OTIS model. We conclude by suggesting best practices for transient-storage modeling and recommend that future applications of TSMs include assessments of parameter certainty to support comparisons and more reliable interpretations of transport processes.

The Inherent Uncertainty of In-Situ Observations and its Implications for Modeling Evapotranspiration

NASA Astrophysics Data System (ADS)

Alfieri, J. G.

2012-12-01

In-situ observations are essential to a broad range of applications including the development, calibration, and validation of both the numerical and remote sensing-based models. For example, observational data is requisite in order to evaluate the skill of these models both to represent the complex biogeophysical processes regulating evapotranspiration (ET) and to predict the magnitude of the moisture flux. As such, by propagating into these subsequent activities, any uncertainty or errors associated with the observational data have the potential to adversely impact the accuracy and utility of these models. It is, therefore, critical that the factors driving measurement uncertainty are fully understood so that the steps can be taken to account for its effects and mitigate its impact on subsequent analyses. Field measurements of ET can be collected using a variety of techniques including eddy covariance (EC), lysimetry (LY), and scintillometry (SC). Each of these methods is underpinned by a unique set of theoretical considerations and practical constraints; and, as a result, each method is susceptible to differing types of systematic and random error. Since the uncertainty associated with the field measurements is predicated on how well numerous factors - for example, environmental conditions - adhere to those prescribed by the underlying assumptions, the quality of in-situ observations collected via the differing methods can vary significantly both over time and from site-to-site. Using data from both site studies and large field campaigns, such as IHOP_2002 and BEAREX08, the sources of uncertainty in field observations will be discussed. The impact of measurement uncertainty on model validation will also be illustrated.

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE PAGES

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...

2016-11-21

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

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

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

Assessing the reliability of dose coefficients for exposure to radioiodine by members of the public, accounting for dosimetric and risk model uncertainties.

PubMed

Puncher, M; Zhang, W; Harrison, J D; Wakeford, R

2017-06-26

Assessments of risk to a specific population group resulting from internal exposure to a particular radionuclide can be used to assess the reliability of the appropriate International Commission on Radiological Protection (ICRP) dose coefficients used as a radiation protection device for the specified exposure pathway. An estimate of the uncertainty on the associated risk is important for informing judgments on reliability; a derived uncertainty factor, UF, is an estimate of the 95% probable geometric difference between the best risk estimate and the nominal risk and is a useful tool for making this assessment. This paper describes the application of parameter uncertainty analysis to quantify uncertainties resulting from internal exposures to radioiodine by members of the public, specifically 1, 10 and 20-year old females from the population of England and Wales. Best estimates of thyroid cancer incidence risk (lifetime attributable risk) are calculated for ingestion or inhalation of 129 I and 131 I, accounting for uncertainties in biokinetic model and cancer risk model parameter values. These estimates are compared with the equivalent ICRP derived nominal age-, sex- and population-averaged estimates of excess thyroid cancer incidence to obtain UFs. Derived UF values for ingestion or inhalation of 131 I for 1 year, 10-year and 20-year olds are around 28, 12 and 6, respectively, when compared with ICRP Publication 103 nominal values, and 9, 7 and 14, respectively, when compared with ICRP Publication 60 values. Broadly similar results were obtained for 129 I. The uncertainties on risk estimates are largely determined by uncertainties on risk model parameters rather than uncertainties on biokinetic model parameters. An examination of the sensitivity of the results to the risk models and populations used in the calculations show variations in the central estimates of risk of a factor of around 2-3. It is assumed that the direct proportionality of excess thyroid cancer risk and dose observed at low to moderate acute doses and incorporated in the risk models also applies to very small doses received at very low dose rates; the uncertainty in this assumption is considerable, but largely unquantifiable. The UF values illustrate the need for an informed approach to the use of ICRP dose and risk coefficients.

Towards Characterization, Modeling, and Uncertainty Quantification in Multi-scale Mechanics of Oragnic-rich Shales

NASA Astrophysics Data System (ADS)

Abedi, S.; Mashhadian, M.; Noshadravan, A.

2015-12-01

Increasing the efficiency and sustainability in operation of hydrocarbon recovery from organic-rich shales requires a fundamental understanding of chemomechanical properties of organic-rich shales. This understanding is manifested in form of physics-bases predictive models capable of capturing highly heterogeneous and multi-scale structure of organic-rich shale materials. In this work we present a framework of experimental characterization, micromechanical modeling, and uncertainty quantification that spans from nanoscale to macroscale. Application of experiments such as coupled grid nano-indentation and energy dispersive x-ray spectroscopy and micromechanical modeling attributing the role of organic maturity to the texture of the material, allow us to identify unique clay mechanical properties among different samples that are independent of maturity of shale formations and total organic content. The results can then be used to inform the physically-based multiscale model for organic rich shales consisting of three levels that spans from the scale of elementary building blocks (e.g. clay minerals in clay-dominated formations) of organic rich shales to the scale of the macroscopic inorganic/organic hard/soft inclusion composite. Although this approach is powerful in capturing the effective properties of organic-rich shale in an average sense, it does not account for the uncertainty in compositional and mechanical model parameters. Thus, we take this model one step forward by systematically incorporating the main sources of uncertainty in modeling multiscale behavior of organic-rich shales. In particular we account for the uncertainty in main model parameters at different scales such as porosity, elastic properties and mineralogy mass percent. To that end, we use Maximum Entropy Principle and random matrix theory to construct probabilistic descriptions of model inputs based on available information. The Monte Carlo simulation is then carried out to propagate the uncertainty and consequently construct probabilistic descriptions of properties at multiple length-scales. The combination of experimental characterization and stochastic multi-scale modeling presented in this work improves the robustness in the prediction of essential subsurface parameters in engineering scale.

Model Selection for Monitoring CO2 Plume during Sequestration

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

2014-12-31

The model selection method developed as part of this project mainly includes four steps: (1) assessing the connectivity/dynamic characteristics of a large prior ensemble of models, (2) model clustering using multidimensional scaling coupled with k-mean clustering, (3) model selection using the Bayes' rule in the reduced model space, (4) model expansion using iterative resampling of the posterior models. The fourth step expresses one of the advantages of the method: it provides a built-in means of quantifying the uncertainty in predictions made with the selected models. In our application to plume monitoring, by expanding the posterior space of models, the finalmore » ensemble of representations of geological model can be used to assess the uncertainty in predicting the future displacement of the CO2 plume. The software implementation of this approach is attached here.« less

Computational intelligence in earth sciences and environmental applications: issues and challenges.

PubMed

Cherkassky, V; Krasnopolsky, V; Solomatine, D P; Valdes, J

2006-03-01

This paper introduces a generic theoretical framework for predictive learning, and relates it to data-driven and learning applications in earth and environmental sciences. The issues of data quality, selection of the error function, incorporation of the predictive learning methods into the existing modeling frameworks, expert knowledge, model uncertainty, and other application-domain specific problems are discussed. A brief overview of the papers in the Special Issue is provided, followed by discussion of open issues and directions for future research.

Setting the most robust effluent level under severe uncertainty: application of information-gap decision theory to chemical management.

PubMed

Yokomizo, Hiroyuki; Naito, Wataru; Tanaka, Yoshinari; Kamo, Masashi

2013-11-01

Decisions in ecological risk management for chemical substances must be made based on incomplete information due to uncertainties. To protect the ecosystems from the adverse effect of chemicals, a precautionary approach is often taken. The precautionary approach, which is based on conservative assumptions about the risks of chemical substances, can be applied selecting management models and data. This approach can lead to an adequate margin of safety for ecosystems by reducing exposure to harmful substances, either by reducing the use of target chemicals or putting in place strict water quality criteria. However, the reduction of chemical use or effluent concentrations typically entails a financial burden. The cost effectiveness of the precautionary approach may be small. Hence, we need to develop a formulaic methodology in chemical risk management that can sufficiently protect ecosystems in a cost-effective way, even when we do not have sufficient information for chemical management. Information-gap decision theory can provide the formulaic methodology. Information-gap decision theory determines which action is the most robust to uncertainty by guaranteeing an acceptable outcome under the largest degree of uncertainty without requiring information about the extent of parameter uncertainty at the outset. In this paper, we illustrate the application of information-gap decision theory to derive a framework for setting effluent limits of pollutants for point sources under uncertainty. Our application incorporates a cost for reduction in pollutant emission and a cost to wildlife species affected by the pollutant. Our framework enables us to settle upon actions to deal with severe uncertainty in ecological risk management of chemicals. Copyright © 2013 Elsevier Ltd. All rights reserved.

Conceptual uncertainty in crystalline bedrock: Is simple evaluation the only practical approach?

USGS Publications Warehouse

Geier, J.; Voss, C.I.; Dverstorp, B.

2002-01-01

A simple evaluation can be used to characterize the capacity of crystalline bedrock to act as a barrier to release radionuclides from a nuclear waste repository. Physically plausible bounds on groundwater flow and an effective transport-resistance parameter are estimated based on fundamental principles and idealized models of pore geometry. Application to an intensively characterized site in Sweden shows that, due to high spatial variability and uncertainty regarding properties of transport paths, the uncertainty associated with the geological barrier is too high to allow meaningful discrimination between good and poor performance. Application of more complex (stochastic-continuum and discrete-fracture-network) models does not yield a significant improvement in the resolution of geological barrier performance. Comparison with seven other less intensively characterized crystalline study sites in Sweden leads to similar results, raising a question as to what extent the geological barrier function can be characterized by state-of-the art site investigation methods prior to repository construction. A simple evaluation provides a simple and robust practical approach for inclusion in performance assessment.

Conceptual uncertainty in crystalline bedrock: Is simple evaluation the only practical approach?

USGS Publications Warehouse

Geier, J.; Voss, C.I.; Dverstorp, B.

2002-01-01

A simple evaluation can be used to characterise the capacity of crystalline bedrock to act as a barrier to releases of radionuclides from a nuclear waste repository. Physically plausible bounds on groundwater flow and an effective transport-resistance parameter are estimated based on fundamental principles and idealised models of pore geometry. Application to an intensively characterised site in Sweden shows that, due to high spatial variability and uncertainty regarding properties of transport paths, the uncertainty associated with the geological barrier is too high to allow meaningful discrimination between good and poor performance. Application of more complex (stochastic-continuum and discrete-fracture-network) models does not yield a significant improvement in the resolution of geologic-barrier performance. Comparison with seven other less intensively characterised crystalline study sites in Sweden leads to similar results, raising a question as to what extent the geological barrier function can be characterised by state-of-the art site investigation methods prior to repository construction. A simple evaluation provides a simple and robust practical approach for inclusion in performance assessment.

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

Condition trees as a mechanism for communicating the meaning of uncertainties

NASA Astrophysics Data System (ADS)

Beven, Keith

2015-04-01

Uncertainty communication for environmental problems is fraught with difficulty for good epistemic reasons. The fact that most sources of uncertainty are subject to, and often dominated by, epistemic uncertainties means that the unthinking use of probability theory might actually be misleading and lead to false inference (even in some cases where the assumptions of a probabilistic error model might seem to be reasonably valid). This therefore creates problems in communicating the meaning of probabilistic uncertainties of model predictions to potential users (there are many examples in hydrology, hydraulics, climate change and other domains). It is suggested that one way of being more explicit about the meaning of uncertainties is to associate each type of application with a condition tree of assumptions that need to be made in producing an estimate of uncertainty. The condition tree then provides a basis for discussion and communication of assumptions about uncertainties with users. Agreement of assumptions (albeit generally at some institutional level) will provide some buy-in on the part of users, and a basis for commissioning of future studies. Even in some relatively well-defined problems, such as mapping flood risk, such a condition tree can be rather extensive, but by making each step in the tree explicit then an audit trail is established for future reference. This can act to provide focus in the exercise of agreeing more realistic assumptions.

The Geothermal Probabilistic Cost Model with an Application to a Geothermal Reservoir at Heber, California

NASA Technical Reports Server (NTRS)

Orren, L. H.; Ziman, G. M.; Jones, S. C.

1981-01-01

A financial accounting model that incorporates physical and institutional uncertainties was developed for geothermal projects. Among the uncertainties it can handle are well depth, flow rate, fluid temperature, and permit and construction times. The outputs of the model are cumulative probability distributions of financial measures such as capital cost, levelized cost, and profit. These outputs are well suited for use in an investment decision incorporating risk. The model has the powerful feature that conditional probability distribution can be used to account for correlations among any of the input variables. The model has been applied to a geothermal reservoir at Heber, California, for a 45-MW binary electric plant. Under the assumptions made, the reservoir appears to be economically viable.

Analytical Algorithms to Quantify the Uncertainty in Remaining Useful Life Prediction

NASA Technical Reports Server (NTRS)

Sankararaman, Shankar; Saxena, Abhinav; Daigle, Matthew; Goebel, Kai

2013-01-01

This paper investigates the use of analytical algorithms to quantify the uncertainty in the remaining useful life (RUL) estimate of components used in aerospace applications. The prediction of RUL is affected by several sources of uncertainty and it is important to systematically quantify their combined effect by computing the uncertainty in the RUL prediction in order to aid risk assessment, risk mitigation, and decisionmaking. While sampling-based algorithms have been conventionally used for quantifying the uncertainty in RUL, analytical algorithms are computationally cheaper and sometimes, are better suited for online decision-making. While exact analytical algorithms are available only for certain special cases (for e.g., linear models with Gaussian variables), effective approximations can be made using the the first-order second moment method (FOSM), the first-order reliability method (FORM), and the inverse first-order reliability method (Inverse FORM). These methods can be used not only to calculate the entire probability distribution of RUL but also to obtain probability bounds on RUL. This paper explains these three methods in detail and illustrates them using the state-space model of a lithium-ion battery.

MODFLOW 2000 Head Uncertainty, a First-Order Second Moment Method

USGS Publications Warehouse

Glasgow, H.S.; Fortney, M.D.; Lee, J.; Graettinger, A.J.; Reeves, H.W.

2003-01-01

A computationally efficient method to estimate the variance and covariance in piezometric head results computed through MODFLOW 2000 using a first-order second moment (FOSM) approach is presented. This methodology employs a first-order Taylor series expansion to combine model sensitivity with uncertainty in geologic data. MODFLOW 2000 is used to calculate both the ground water head and the sensitivity of head to changes in input data. From a limited number of samples, geologic data are extrapolated and their associated uncertainties are computed through a conditional probability calculation. Combining the spatially related sensitivity and input uncertainty produces the variance-covariance matrix, the diagonal of which is used to yield the standard deviation in MODFLOW 2000 head. The variance in piezometric head can be used for calibrating the model, estimating confidence intervals, directing exploration, and evaluating the reliability of a design. A case study illustrates the approach, where aquifer transmissivity is the spatially related uncertain geologic input data. The FOSM methodology is shown to be applicable for calculating output uncertainty for (1) spatially related input and output data, and (2) multiple input parameters (transmissivity and recharge).

Sequential simulation approach to modeling of multi-seam coal deposits with an application to the assessment of a Louisiana lignite

USGS Publications Warehouse

Olea, Ricardo A.; Luppens, James A.

2012-01-01

There are multiple ways to characterize uncertainty in the assessment of coal resources, but not all of them are equally satisfactory. Increasingly, the tendency is toward borrowing from the statistical tools developed in the last 50 years for the quantitative assessment of other mineral commodities. Here, we briefly review the most recent of such methods and formulate a procedure for the systematic assessment of multi-seam coal deposits taking into account several geological factors, such as fluctuations in thickness, erosion, oxidation, and bed boundaries. A lignite deposit explored in three stages is used for validating models based on comparing a first set of drill holes against data from infill and development drilling. Results were fully consistent with reality, providing a variety of maps, histograms, and scatterplots characterizing the deposit and associated uncertainty in the assessments. The geostatistical approach was particularly informative in providing a probability distribution modeling deposit wide uncertainty about total resources and a cumulative distribution of coal tonnage as a function of local uncertainty.

An uncertainty model of acoustic metamaterials with random parameters

NASA Astrophysics Data System (ADS)

He, Z. C.; Hu, J. Y.; Li, Eric

2018-01-01

Acoustic metamaterials (AMs) are man-made composite materials. However, the random uncertainties are unavoidable in the application of AMs due to manufacturing and material errors which lead to the variance of the physical responses of AMs. In this paper, an uncertainty model based on the change of variable perturbation stochastic finite element method (CVPS-FEM) is formulated to predict the probability density functions of physical responses of AMs with random parameters. Three types of physical responses including the band structure, mode shapes and frequency response function of AMs are studied in the uncertainty model, which is of great interest in the design of AMs. In this computation, the physical responses of stochastic AMs are expressed as linear functions of the pre-defined random parameters by using the first-order Taylor series expansion and perturbation technique. Then, based on the linear function relationships of parameters and responses, the probability density functions of the responses can be calculated by the change-of-variable technique. Three numerical examples are employed to demonstrate the effectiveness of the CVPS-FEM for stochastic AMs, and the results are validated by Monte Carlo method successfully.

Neutron multiplicity counting: Confidence intervals for reconstruction parameters

DOE PAGES

Verbeke, Jerome M.

2016-03-09

From nuclear materials accountability to homeland security, the need for improved nuclear material detection, assay, and authentication has grown over the past decades. Starting in the 1940s, neutron multiplicity counting techniques have enabled quantitative evaluation of masses and multiplications of fissile materials. In this paper, we propose a new method to compute uncertainties on these parameters using a model-based sequential Bayesian processor, resulting in credible regions in the fissile material mass and multiplication space. These uncertainties will enable us to evaluate quantitatively proposed improvements to the theoretical fission chain model. Additionally, because the processor can calculate uncertainties in real time,more » it is a useful tool in applications such as portal monitoring: monitoring can stop as soon as a preset confidence of non-threat is reached.« less

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

NASA Astrophysics Data System (ADS)

Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

Improvement of Modeling HTGR Neutron Physics by Uncertainty Analysis with the Use of Cross-Section Covariance Information

NASA Astrophysics Data System (ADS)

Boyarinov, V. F.; Grol, A. V.; Fomichenko, P. A.; Ternovykh, M. Yu

2017-01-01

This work is aimed at improvement of HTGR neutron physics design calculations by application of uncertainty analysis with the use of cross-section covariance information. Methodology and codes for preparation of multigroup libraries of covariance information for individual isotopes from the basic 44-group library of SCALE-6 code system were developed. A 69-group library of covariance information in a special format for main isotopes and elements typical for high temperature gas cooled reactors (HTGR) was generated. This library can be used for estimation of uncertainties, associated with nuclear data, in analysis of HTGR neutron physics with design codes. As an example, calculations of one-group cross-section uncertainties for fission and capture reactions for main isotopes of the MHTGR-350 benchmark, as well as uncertainties of the multiplication factor (k∞) for the MHTGR-350 fuel compact cell model and fuel block model were performed. These uncertainties were estimated by the developed technology with the use of WIMS-D code and modules of SCALE-6 code system, namely, by TSUNAMI, KENO-VI and SAMS. Eight most important reactions on isotopes for MHTGR-350 benchmark were identified, namely: 10B(capt), 238U(n,γ), ν5, 235U(n,γ), 238U(el), natC(el), 235U(fiss)-235U(n,γ), 235U(fiss).

Evaluation of thermal cameras in quality systems according to ISO 9000 or EN 45000 standards

NASA Astrophysics Data System (ADS)

Chrzanowski, Krzysztof

2001-03-01

According to the international standards ISO 9001-9004 and EN 45001-45003 the industrial plants and the accreditation laboratories that implemented the quality systems according to these standards are required to evaluate an uncertainty of measurements. Manufacturers of thermal cameras do not offer any data that could enable estimation of measurement uncertainty of these imagers. Difficulties in determining the measurement uncertainty is an important limitation of thermal cameras for applications in the industrial plants and the cooperating accreditation laboratories that have implemented these quality systems. A set of parameters for characterization of commercial thermal cameras, a measuring set, some results of testing of these cameras, a mathematical model of uncertainty, and a software that enables quick calculation of uncertainty of temperature measurements with thermal cameras are presented in this paper.

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

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.

A Model for Determining Optimal Governance Structure in DoD Acquisition Projects in a Performance-Based Environment

DTIC Science & Technology

2011-03-09

task stability, technology application certainty, risk, and transaction-specific investments impact the selection of the optimal mode of governance...technology application certainty, risk, and transaction-specific investments impact the selection of the optimal mode of governance. Our model views...U.S. Defense Industry. The 1990s were a perfect storm of technological change, consolidation , budget downturns, environmental uncertainty, and the

Uncertainty propagation by using spectral methods: A practical application to a two-dimensional turbulence fluid model

NASA Astrophysics Data System (ADS)

Riva, Fabio; Milanese, Lucio; Ricci, Paolo

2017-10-01

To reduce the computational cost of the uncertainty propagation analysis, which is used to study the impact of input parameter variations on the results of a simulation, a general and simple to apply methodology based on decomposing the solution to the model equations in terms of Chebyshev polynomials is discussed. This methodology, based on the work by Scheffel [Am. J. Comput. Math. 2, 173-193 (2012)], approximates the model equation solution with a semi-analytic expression that depends explicitly on time, spatial coordinates, and input parameters. By employing a weighted residual method, a set of nonlinear algebraic equations for the coefficients appearing in the Chebyshev decomposition is then obtained. The methodology is applied to a two-dimensional Braginskii model used to simulate plasma turbulence in basic plasma physics experiments and in the scrape-off layer of tokamaks, in order to study the impact on the simulation results of the input parameter that describes the parallel losses. The uncertainty that characterizes the time-averaged density gradient lengths, time-averaged densities, and fluctuation density level are evaluated. A reasonable estimate of the uncertainty of these distributions can be obtained with a single reduced-cost simulation.

Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

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

Marzouk, Youssef; Conrad, Patrick; Bigoni, Daniele

QUEST (\\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a historymore » of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT Uncertainty Quantification library, called MUQ (\\url{muq.mit.edu}).« less

Fuzzy Stochastic Petri Nets for Modeling Biological Systems with Uncertain Kinetic Parameters

PubMed Central

Liu, Fei; Heiner, Monika; Yang, Ming

2016-01-01

Stochastic Petri nets (SPNs) have been widely used to model randomness which is an inherent feature of biological systems. However, for many biological systems, some kinetic parameters may be uncertain due to incomplete, vague or missing kinetic data (often called fuzzy uncertainty), or naturally vary, e.g., between different individuals, experimental conditions, etc. (often called variability), which has prevented a wider application of SPNs that require accurate parameters. Considering the strength of fuzzy sets to deal with uncertain information, we apply a specific type of stochastic Petri nets, fuzzy stochastic Petri nets (FSPNs), to model and analyze biological systems with uncertain kinetic parameters. FSPNs combine SPNs and fuzzy sets, thereby taking into account both randomness and fuzziness of biological systems. For a biological system, SPNs model the randomness, while fuzzy sets model kinetic parameters with fuzzy uncertainty or variability by associating each parameter with a fuzzy number instead of a crisp real value. We introduce a simulation-based analysis method for FSPNs to explore the uncertainties of outputs resulting from the uncertainties associated with input parameters, which works equally well for bounded and unbounded models. We illustrate our approach using a yeast polarization model having an infinite state space, which shows the appropriateness of FSPNs in combination with simulation-based analysis for modeling and analyzing biological systems with uncertain information. PMID:26910830

Spatial uncertainty analysis: Propagation of interpolation errors in spatially distributed models

USGS Publications Warehouse

Phillips, D.L.; Marks, D.G.

1996-01-01

In simulation modelling, it is desirable to quantify model uncertainties and provide not only point estimates for output variables but confidence intervals as well. Spatially distributed physical and ecological process models are becoming widely used, with runs being made over a grid of points that represent the landscape. This requires input values at each grid point, which often have to be interpolated from irregularly scattered measurement sites, e.g., weather stations. Interpolation introduces spatially varying errors which propagate through the model We extended established uncertainty analysis methods to a spatial domain for quantifying spatial patterns of input variable interpolation errors and how they propagate through a model to affect the uncertainty of the model output. We applied this to a model of potential evapotranspiration (PET) as a demonstration. We modelled PET for three time periods in 1990 as a function of temperature, humidity, and wind on a 10-km grid across the U.S. portion of the Columbia River Basin. Temperature, humidity, and wind speed were interpolated using kriging from 700- 1000 supporting data points. Kriging standard deviations (SD) were used to quantify the spatially varying interpolation uncertainties. For each of 5693 grid points, 100 Monte Carlo simulations were done, using the kriged values of temperature, humidity, and wind, plus random error terms determined by the kriging SDs and the correlations of interpolation errors among the three variables. For the spring season example, kriging SDs averaged 2.6??C for temperature, 8.7% for relative humidity, and 0.38 m s-1 for wind. The resultant PET estimates had coefficients of variation (CVs) ranging from 14% to 27% for the 10-km grid cells. Maps of PET means and CVs showed the spatial patterns of PET with a measure of its uncertainty due to interpolation of the input variables. This methodology should be applicable to a variety of spatially distributed models using interpolated inputs.

Evaluating the impacts of agricultural land management practices on water resources: A probabilistic hydrologic modeling approach.

PubMed

Prada, A F; Chu, M L; Guzman, J A; Moriasi, D N

2017-05-15

Evaluating the effectiveness of agricultural land management practices in minimizing environmental impacts using models is challenged by the presence of inherent uncertainties during the model development stage. One issue faced during the model development stage is the uncertainty involved in model parameterization. Using a single optimized set of parameters (one snapshot) to represent baseline conditions of the system limits the applicability and robustness of the model to properly represent future or alternative scenarios. The objective of this study was to develop a framework that facilitates model parameter selection while evaluating uncertainty to assess the impacts of land management practices at the watershed scale. The model framework was applied to the Lake Creek watershed located in southwestern Oklahoma, USA. A two-step probabilistic approach was implemented to parameterize the Agricultural Policy/Environmental eXtender (APEX) model using global uncertainty and sensitivity analysis to estimate the full spectrum of total monthly water yield (WYLD) and total monthly Nitrogen loads (N) in the watershed under different land management practices. Twenty-seven models were found to represent the baseline scenario in which uncertainty of up to 29% and 400% in WYLD and N, respectively, is plausible. Changing the land cover to pasture manifested the highest decrease in N to up to 30% for a full pasture coverage while changing to full winter wheat cover can increase the N up to 11%. The methodology developed in this study was able to quantify the full spectrum of system responses, the uncertainty associated with them, and the most important parameters that drive their variability. Results from this study can be used to develop strategic decisions on the risks and tradeoffs associated with different management alternatives that aim to increase productivity while also minimizing their environmental impacts. Copyright © 2017 Elsevier Ltd. All rights reserved.

Dealing with unquantifiable uncertainties in landslide modelling for urban risk reduction in developing countries

NASA Astrophysics Data System (ADS)

Almeida, Susana; Holcombe, Liz; Pianosi, Francesca; Wagener, Thorsten

2016-04-01

Landslides have many negative economic and societal impacts, including the potential for significant loss of life and damage to infrastructure. Slope stability assessment can be used to guide decisions about the management of landslide risk, but its usefulness can be challenged by high levels of uncertainty in predicting landslide occurrence. Prediction uncertainty may be associated with the choice of model that is used to assess slope stability, the quality of the available input data, or a lack of knowledge of how future climatic and socio-economic changes may affect future landslide risk. While some of these uncertainties can be characterised by relatively well-defined probability distributions, for other uncertainties, such as those linked to climate change, no probability distribution is available to characterise them. This latter type of uncertainty, often referred to as deep uncertainty, means that robust policies need to be developed that are expected to perform acceptably well over a wide range of future conditions. In our study the impact of deep uncertainty on slope stability predictions is assessed in a quantitative and structured manner using Global Sensitivity Analysis (GSA) and the Combined Hydrology and Stability Model (CHASM). In particular, we use several GSA methods including the Method of Morris, Regional Sensitivity Analysis and Classification and Regression Trees (CART), as well as advanced visualization tools, to assess the combination of conditions that may lead to slope failure. Our example application is a slope in the Caribbean, an area that is naturally susceptible to landslides due to a combination of high rainfall rates during the hurricane season, steep slopes, and highly weathered residual soils. Rapid unplanned urbanisation and changing climate may further exacerbate landslide risk in the future. Our example shows how we can gain useful information in the presence of deep uncertainty by combining physically based models with GSA in a scenario discovery framework.

Alchemy and uncertainty: What good are models?

Treesearch

F.L. Bunnell

1989-01-01

Wildlife-habitat models are increasing in abundance, diversity, and use, but symptoms of failure are evident in their application, including misuse, disuse, failure to test, and litigation. Reasons for failure often relate to the different purposes managers and researchers have for using the models to predict and to aid understanding. This paper examines these two...

Comparison of two perturbation methods to estimate the land surface modeling uncertainty

NASA Astrophysics Data System (ADS)

Su, H.; Houser, P.; Tian, Y.; Kumar, S.; Geiger, J.; Belvedere, D.

2007-12-01

In land surface modeling, it is almost impossible to simulate the land surface processes without any error because the earth system is highly complex and the physics of the land processes has not yet been understood sufficiently. In most cases, people want to know not only the model output but also the uncertainty in the modeling, to estimate how reliable the modeling is. Ensemble perturbation is an effective way to estimate the uncertainty in land surface modeling, since land surface models are highly nonlinear which makes the analytical approach not applicable in this estimation. The ideal perturbation noise is zero mean Gaussian distribution, however, this requirement can't be satisfied if the perturbed variables in land surface model have physical boundaries because part of the perturbation noises has to be removed to feed the land surface models properly. Two different perturbation methods are employed in our study to investigate their impact on quantifying land surface modeling uncertainty base on the Land Information System (LIS) framework developed by NASA/GSFC land team. One perturbation method is the built-in algorithm named "STATIC" in LIS version 5; the other is a new perturbation algorithm which was recently developed to minimize the overall bias in the perturbation by incorporating additional information from the whole time series for the perturbed variable. The statistical properties of the perturbation noise generated by the two different algorithms are investigated thoroughly by using a large ensemble size on a NASA supercomputer and then the corresponding uncertainty estimates based on the two perturbation methods are compared. Their further impacts on data assimilation are also discussed. Finally, an optimal perturbation method is suggested.

Estimation of uncertainty in pKa values determined by potentiometric titration.

PubMed

Koort, Eve; Herodes, Koit; Pihl, Viljar; Leito, Ivo

2004-06-01

A procedure is presented for estimation of uncertainty in measurement of the pK(a) of a weak acid by potentiometric titration. The procedure is based on the ISO GUM. The core of the procedure is a mathematical model that involves 40 input parameters. A novel approach is used for taking into account the purity of the acid, the impurities are not treated as inert compounds only, their possible acidic dissociation is also taken into account. Application to an example of practical pK(a) determination is presented. Altogether 67 different sources of uncertainty are identified and quantified within the example. The relative importance of different uncertainty sources is discussed. The most important source of uncertainty (with the experimental set-up of the example) is the uncertainty of pH measurement followed by the accuracy of the burette and the uncertainty of weighing. The procedure gives uncertainty separately for each point of the titration curve. The uncertainty depends on the amount of titrant added, being lowest in the central part of the titration curve. The possibilities of reducing the uncertainty and interpreting the drift of the pK(a) values obtained from the same curve are discussed.

Evaluating measurement uncertainty in fluid phase equilibrium calculations

NASA Astrophysics Data System (ADS)

van der Veen, Adriaan M. H.

2018-04-01

The evaluation of measurement uncertainty in accordance with the ‘Guide to the expression of uncertainty in measurement’ (GUM) has not yet become widespread in physical chemistry. With only the law of the propagation of uncertainty from the GUM, many of these uncertainty evaluations would be cumbersome, as models are often non-linear and require iterative calculations. The methods from GUM supplements 1 and 2 enable the propagation of uncertainties under most circumstances. Experimental data in physical chemistry are used, for example, to derive reference property data and support trade—all applications where measurement uncertainty plays an important role. This paper aims to outline how the methods for evaluating and propagating uncertainty can be applied to some specific cases with a wide impact: deriving reference data from vapour pressure data, a flash calculation, and the use of an equation-of-state to predict the properties of both phases in a vapour-liquid equilibrium. The three uncertainty evaluations demonstrate that the methods of GUM and its supplements are a versatile toolbox that enable us to evaluate the measurement uncertainty of physical chemical measurements, including the derivation of reference data, such as the equilibrium thermodynamical properties of fluids.

Application of a Cognitive Model for Army Training: Handbook for Strategic Intelligence Analysis

DTIC Science & Technology

1984-10-01

sources of uncertainty. By reducing uncertainty, information, in accordance with consumers of ITAC products are able to requirements validated by the...plan would have to beil designed and integrated with these * Know the envronment.I goals in mind. According to the SBDP, *Dvlpamtoia prah .4Soviet...political climate, and the cultural history each of which can revise and append of the country or countries implicated in the message according to

Probabilistic Analysis Techniques Applied to Complex Spacecraft Power System Modeling

NASA Technical Reports Server (NTRS)

Hojnicki, Jeffrey S.; Rusick, Jeffrey J.

2005-01-01

Electric power system performance predictions are critical to spacecraft, such as the International Space Station (ISS), to ensure that sufficient power is available to support all the spacecraft s power needs. In the case of the ISS power system, analyses to date have been deterministic, meaning that each analysis produces a single-valued result for power capability because of the complexity and large size of the model. As a result, the deterministic ISS analyses did not account for the sensitivity of the power capability to uncertainties in model input variables. Over the last 10 years, the NASA Glenn Research Center has developed advanced, computationally fast, probabilistic analysis techniques and successfully applied them to large (thousands of nodes) complex structural analysis models. These same techniques were recently applied to large, complex ISS power system models. This new application enables probabilistic power analyses that account for input uncertainties and produce results that include variations caused by these uncertainties. Specifically, N&R Engineering, under contract to NASA, integrated these advanced probabilistic techniques with Glenn s internationally recognized ISS power system model, System Power Analysis for Capability Evaluation (SPACE).

Improving Air Quality (and Weather) Predictions using Advanced Data Assimilation Techniques Applied to Coupled Models during KORUS-AQ

NASA Astrophysics Data System (ADS)

Carmichael, G. R.; Saide, P. E.; Gao, M.; Streets, D. G.; Kim, J.; Woo, J. H.

2017-12-01

Ambient aerosols are important air pollutants with direct impacts on human health and on the Earth's weather and climate systems through their interactions with radiation and clouds. Their role is dependent on their distributions of size, number, phase and composition, which vary significantly in space and time. There remain large uncertainties in simulated aerosol distributions due to uncertainties in emission estimates and in chemical and physical processes associated with their formation and removal. These uncertainties lead to large uncertainties in weather and air quality predictions and in estimates of health and climate change impacts. Despite these uncertainties and challenges, regional-scale coupled chemistry-meteorological models such as WRF-Chem have significant capabilities in predicting aerosol distributions and explaining aerosol-weather interactions. We explore the hypothesis that new advances in on-line, coupled atmospheric chemistry/meteorological models, and new emission inversion and data assimilation techniques applicable to such coupled models, can be applied in innovative ways using current and evolving observation systems to improve predictions of aerosol distributions at regional scales. We investigate the impacts of assimilating AOD from geostationary satellite (GOCI) and surface PM2.5 measurements on predictions of AOD and PM in Korea during KORUS-AQ through a series of experiments. The results suggest assimilating datasets from multiple platforms can improve the predictions of aerosol temporal and spatial distributions.

Two-Stage Fracturing Wastewater Management in Shale Gas Development

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

Zhang, Xiaodong; Sun, Alexander Y.; Duncan, Ian J.

Here, management of shale gas wastewater treatment, disposal, and reuse has become a significant environmental challenge, driven by an ongoing boom in development of U.S. shale gas reservoirs. Systems-analysis based decision support is helpful for effective management of wastewater, and provision of cost-effective decision alternatives from a whole-system perspective. Uncertainties are inherent in many modeling parameters, affecting the generated decisions. In order to effectively deal with the recourse issue in decision making, in this work a two-stage stochastic fracturing wastewater management model, named TSWM, is developed to provide decision support for wastewater management planning in shale plays. Using the TSWMmore » model, probabilistic and nonprobabilistic uncertainties are effectively handled. The TSWM model provides flexibility in generating shale gas wastewater management strategies, in which the first-stage decision predefined by decision makers before uncertainties are unfolded is corrected in the second stage to achieve the whole-system’s optimality. Application of the TSWM model to a comprehensive synthetic example demonstrates its practical applicability and feasibility. Optimal results are generated for allowable wastewater quantities, excess wastewater, and capacity expansions of hazardous wastewater treatment plants to achieve the minimized total system cost. The obtained interval solutions encompass both optimistic and conservative decisions. Trade-offs between economic and environmental objectives are made depending on decision makers’ knowledge and judgment, as well as site-specific information. In conclusion, the proposed model is helpful in forming informed decisions for wastewater management associated with shale gas development.« less

Two-Stage Fracturing Wastewater Management in Shale Gas Development

DOE PAGES

Zhang, Xiaodong; Sun, Alexander Y.; Duncan, Ian J.; ...

2017-01-19

Here, management of shale gas wastewater treatment, disposal, and reuse has become a significant environmental challenge, driven by an ongoing boom in development of U.S. shale gas reservoirs. Systems-analysis based decision support is helpful for effective management of wastewater, and provision of cost-effective decision alternatives from a whole-system perspective. Uncertainties are inherent in many modeling parameters, affecting the generated decisions. In order to effectively deal with the recourse issue in decision making, in this work a two-stage stochastic fracturing wastewater management model, named TSWM, is developed to provide decision support for wastewater management planning in shale plays. Using the TSWMmore » model, probabilistic and nonprobabilistic uncertainties are effectively handled. The TSWM model provides flexibility in generating shale gas wastewater management strategies, in which the first-stage decision predefined by decision makers before uncertainties are unfolded is corrected in the second stage to achieve the whole-system’s optimality. Application of the TSWM model to a comprehensive synthetic example demonstrates its practical applicability and feasibility. Optimal results are generated for allowable wastewater quantities, excess wastewater, and capacity expansions of hazardous wastewater treatment plants to achieve the minimized total system cost. The obtained interval solutions encompass both optimistic and conservative decisions. Trade-offs between economic and environmental objectives are made depending on decision makers’ knowledge and judgment, as well as site-specific information. In conclusion, the proposed model is helpful in forming informed decisions for wastewater management associated with shale gas development.« less

Determination of Uncertainties for +III and +IV Actinide Solubilities in the WIPP Geochemistry Model for the 2009 Compliance Recertification Application

NASA Astrophysics Data System (ADS)

Ismail, A. E.; Xiong, Y.; Nowak, E. J.; Brush, L. H.

2009-12-01

The Waste Isolation Pilot Plant (WIPP) is a U.S. Department of Energy (DOE) repository in southeast New Mexico for defense-related transuranic (TRU) waste. Every five years, the DOE is required to submit an application to the Environmental Protection Agency (EPA) demonstrating the WIPP’s continuing compliance with the applicable EPA regulations governing the repository. Part of this recertification effort involves a performance assessment—a probabilistic evaluation of the repository performance with respect to regulatory limits on the amount of releases from the repository to the accessible environment. One of the models used as part of the performance assessment process is a geochemistry model, which predicts solubilities of the radionuclides in the brines that may enter the repository in the different scenarios considered by the performance assessment. The dissolved actinide source term comprises actinide solubilities, which are input parameters for modeling the transport of radionuclides as a result of brine flow through and from the repository. During a performance assessment, the solubilities are modeled as the product of a “base” solubility determined from calculations based on the chemical conditions expected in the repository, and an uncertainty factor that describes the potential deviations of the model from expected behavior. We will focus here on a discussion of the uncertainties. To compute a cumulative distribution function (CDF) for the uncertainties, we compare published, experimentally measured solubility data to predictions made using the established WIPP geochemistry model. The differences between the solubilities observed for a given experiment and the calculated solubilities from the model are used to form the overall CDF, which is then sampled as part of the performance assessment. We will discuss the methodology used to update the CDF’s for the +III actinides, obtained from data for Nd, Am, and Cm, and the +IV actinides, obtained from data for Th, and present results for the calculations of the updated CDF’s. We compare the CDF’s to the distributions computed for the previous recertification, and discuss the potential impact of the changes on the geochemistry model. This research is funded by WIPP programs administered by the U.S. Department of Energy. Sandia is a multiprogram laboratory operated by Sandia Corporation, a Lockheed Martin Company, for the United States Department of Energy’s National Nuclear Security Administration under contract DE-AC04-94AL85000.

Memoized Online Variational Inference for Dirichlet Process Mixture Models

DTIC Science & Technology

2014-06-27

breaking process [7], which places artifically large mass on the final component. It is more efficient and broadly applicable than an alternative trunction...models. In Uncertainty in Artificial Intelligence , 2008. [13] N. Le Roux, M. Schmidt, and F. Bach. A stochastic gradient method with an exponential

Plurality of Type A evaluations of uncertainty

NASA Astrophysics Data System (ADS)

Possolo, Antonio; Pintar, Adam L.

2017-10-01

The evaluations of measurement uncertainty involving the application of statistical methods to measurement data (Type A evaluations as specified in the Guide to the Expression of Uncertainty in Measurement, GUM) comprise the following three main steps: (i) developing a statistical model that captures the pattern of dispersion or variability in the experimental data, and that relates the data either to the measurand directly or to some intermediate quantity (input quantity) that the measurand depends on; (ii) selecting a procedure for data reduction that is consistent with this model and that is fit for the purpose that the results are intended to serve; (iii) producing estimates of the model parameters, or predictions based on the fitted model, and evaluations of uncertainty that qualify either those estimates or these predictions, and that are suitable for use in subsequent uncertainty propagation exercises. We illustrate these steps in uncertainty evaluations related to the measurement of the mass fraction of vanadium in a bituminous coal reference material, including the assessment of the homogeneity of the material, and to the calibration and measurement of the amount-of-substance fraction of a hydrochlorofluorocarbon in air, and of the age of a meteorite. Our goal is to expose the plurality of choices that can reasonably be made when taking each of the three steps outlined above, and to show that different choices typically lead to different estimates of the quantities of interest, and to different evaluations of the associated uncertainty. In all the examples, the several alternatives considered represent choices that comparably competent statisticians might make, but who differ in the assumptions that they are prepared to rely on, and in their selection of approach to statistical inference. They represent also alternative treatments that the same statistician might give to the same data when the results are intended for different purposes.

Application of a baseflow filter for evaluating model structure suitability of the IHACRES CMD

NASA Astrophysics Data System (ADS)

Kim, H. S.

2015-02-01

The main objective of this study was to assess the predictive uncertainty from the rainfall-runoff model structure coupling a conceptual module (non-linear module) with a metric transfer function module (linear module). The methodology was primarily based on the comparison between the outputs of the rainfall-runoff model and those from an alternative model approach. An alternative model approach was used to minimise uncertainties arising from data and the model structure. A baseflow filter was adopted to better understand deficiencies in the forms of the rainfall-runoff model by avoiding the uncertainties related to data and the model structure. The predictive uncertainty from the model structure was investigated for representative groups of catchments having similar hydrological response characteristics in the upper Murrumbidgee Catchment. In the assessment of model structure suitability, the consistency (or variability) of catchment response over time and space in model performance and parameter values has been investigated to detect problems related to the temporal and spatial variability of the model accuracy. The predictive error caused by model uncertainty was evaluated through analysis of the variability of the model performance and parameters. A graphical comparison of model residuals, effective rainfall estimates and hydrographs was used to determine a model's ability related to systematic model deviation between simulated and observed behaviours and general behavioural differences in the timing and magnitude of peak flows. The model's predictability was very sensitive to catchment response characteristics. The linear module performs reasonably well in the wetter catchments but has considerable difficulties when applied to the drier catchments where a hydrologic response is dominated by quick flow. The non-linear module has a potential limitation in its capacity to capture non-linear processes for converting observed rainfall into effective rainfall in both the wetter and drier catchments. The comparative study based on a better quantification of the accuracy and precision of hydrological modelling predictions yields a better understanding for the potential improvement of model deficiencies.

Use of Linear Prediction Uncertainty Analysis to Guide Conditioning of Models Simulating Surface-Water/Groundwater Interactions

NASA Astrophysics Data System (ADS)

Hughes, J. D.; White, J.; Doherty, J.

2011-12-01

Linear prediction uncertainty analysis in a Bayesian framework was applied to guide the conditioning of an integrated surface water/groundwater model that will be used to predict the effects of groundwater withdrawals on surface-water and groundwater flows. Linear prediction uncertainty analysis is an effective approach for identifying (1) raw and processed data most effective for model conditioning prior to inversion, (2) specific observations and periods of time critically sensitive to specific predictions, and (3) additional observation data that would reduce model uncertainty relative to specific predictions. We present results for a two-dimensional groundwater model of a 2,186 km2 area of the Biscayne aquifer in south Florida implicitly coupled to a surface-water routing model of the actively managed canal system. The model domain includes 5 municipal well fields withdrawing more than 1 Mm3/day and 17 operable surface-water control structures that control freshwater releases from the Everglades and freshwater discharges to Biscayne Bay. More than 10 years of daily observation data from 35 groundwater wells and 24 surface water gages are available to condition model parameters. A dense parameterization was used to fully characterize the contribution of the inversion null space to predictive uncertainty and included bias-correction parameters. This approach allows better resolution of the boundary between the inversion null space and solution space. Bias-correction parameters (e.g., rainfall, potential evapotranspiration, and structure flow multipliers) absorb information that is present in structural noise that may otherwise contaminate the estimation of more physically-based model parameters. This allows greater precision in predictions that are entirely solution-space dependent, and reduces the propensity for bias in predictions that are not. Results show that application of this analysis is an effective means of identifying those surface-water and groundwater data, both raw and processed, that minimize predictive uncertainty, while simultaneously identifying the maximum solution-space dimensionality of the inverse problem supported by the data.

A New Approach in Generating Meteorological Forecasts for Ensemble Streamflow Forecasting using Multivariate Functions

NASA Astrophysics Data System (ADS)

Khajehei, S.; Madadgar, S.; Moradkhani, H.

2014-12-01

The reliability and accuracy of hydrological predictions are subject to various sources of uncertainty, including meteorological forcing, initial conditions, model parameters and model structure. To reduce the total uncertainty in hydrological applications, one approach is to reduce the uncertainty in meteorological forcing by using the statistical methods based on the conditional probability density functions (pdf). However, one of the requirements for current methods is to assume the Gaussian distribution for the marginal distribution of the observed and modeled meteorology. Here we propose a Bayesian approach based on Copula functions to develop the conditional distribution of precipitation forecast needed in deriving a hydrologic model for a sub-basin in the Columbia River Basin. Copula functions are introduced as an alternative approach in capturing the uncertainties related to meteorological forcing. Copulas are multivariate joint distribution of univariate marginal distributions, which are capable to model the joint behavior of variables with any level of correlation and dependency. The method is applied to the monthly forecast of CPC with 0.25x0.25 degree resolution to reproduce the PRISM dataset over 1970-2000. Results are compared with Ensemble Pre-Processor approach as a common procedure used by National Weather Service River forecast centers in reproducing observed climatology during a ten-year verification period (2000-2010).

A data-driven approach for modeling post-fire debris-flow volumes and their uncertainty

USGS Publications Warehouse

Friedel, Michael J.

2011-01-01

This study demonstrates the novel application of genetic programming to evolve nonlinear post-fire debris-flow volume equations from variables associated with a data-driven conceptual model of the western United States. The search space is constrained using a multi-component objective function that simultaneously minimizes root-mean squared and unit errors for the evolution of fittest equations. An optimization technique is then used to estimate the limits of nonlinear prediction uncertainty associated with the debris-flow equations. In contrast to a published multiple linear regression three-variable equation, linking basin area with slopes greater or equal to 30 percent, burn severity characterized as area burned moderate plus high, and total storm rainfall, the data-driven approach discovers many nonlinear and several dimensionally consistent equations that are unbiased and have less prediction uncertainty. Of the nonlinear equations, the best performance (lowest prediction uncertainty) is achieved when using three variables: average basin slope, total burned area, and total storm rainfall. Further reduction in uncertainty is possible for the nonlinear equations when dimensional consistency is not a priority and by subsequently applying a gradient solver to the fittest solutions. The data-driven modeling approach can be applied to nonlinear multivariate problems in all fields of study.

Data assimilation and bathymetric inversion in a two-dimensional horizontal surf zone model

NASA Astrophysics Data System (ADS)

Wilson, G. W.; Ã-Zkan-Haller, H. T.; Holman, R. A.

2010-12-01

A methodology is described for assimilating observations in a steady state two-dimensional horizontal (2-DH) model of nearshore hydrodynamics (waves and currents), using an ensemble-based statistical estimator. In this application, we treat bathymetry as a model parameter, which is subject to a specified prior uncertainty. The statistical estimator uses state augmentation to produce posterior (inverse, updated) estimates of bathymetry, wave height, and currents, as well as their posterior uncertainties. A case study is presented, using data from a 2-D array of in situ sensors on a natural beach (Duck, NC). The prior bathymetry is obtained by interpolation from recent bathymetric surveys; however, the resulting prior circulation is not in agreement with measurements. After assimilating data (significant wave height and alongshore current), the accuracy of modeled fields is improved, and this is quantified by comparing with observations (both assimilated and unassimilated). Hence, for the present data, 2-DH bathymetric uncertainty is an important source of error in the model and can be quantified and corrected using data assimilation. Here the bathymetric uncertainty is ascribed to inadequate temporal sampling; bathymetric surveys were conducted on a daily basis, but bathymetric change occurred on hourly timescales during storms, such that hydrodynamic model skill was significantly degraded. Further tests are performed to analyze the model sensitivities used in the assimilation and to determine the influence of different observation types and sampling schemes.

VizieR Online Data Catalog: SDSS-DR9 photometric redshifts (Brescia+, 2014)

NASA Astrophysics Data System (ADS)

Brescia, M.; Cavuoti, S.; Longo, G.; de Stefano, V.

2014-07-01

We present an application of a machine learning method to the estimation of photometric redshifts for the galaxies in the SDSS Data Release 9 (SDSS-DR9). Photometric redshifts for more than 143 million galaxies were produced. The MLPQNA (Multi Layer Perceptron with Quasi Newton Algorithm) model provided within the framework of the DAMEWARE (DAta Mining and Exploration Web Application REsource) is an interpolative method derived from machine learning models. The obtained redshifts have an overall uncertainty of σ=0.023 with a very small average bias of about 3x10-5 and a fraction of catastrophic outliers of about 5%. After removal of the catastrophic outliers, the uncertainty is about σ=0.017. The catalogue files report in their name the range of DEC degrees related to the included objects. (60 data files).

Modelling ecological and human exposure to POPs in Venice lagoon - Part II: Quantitative uncertainty and sensitivity analysis in coupled exposure models.

PubMed

Radomyski, Artur; Giubilato, Elisa; Ciffroy, Philippe; Critto, Andrea; Brochot, Céline; Marcomini, Antonio

2016-11-01

The study is focused on applying uncertainty and sensitivity analysis to support the application and evaluation of large exposure models where a significant number of parameters and complex exposure scenarios might be involved. The recently developed MERLIN-Expo exposure modelling tool was applied to probabilistically assess the ecological and human exposure to PCB 126 and 2,3,7,8-TCDD in the Venice lagoon (Italy). The 'Phytoplankton', 'Aquatic Invertebrate', 'Fish', 'Human intake' and PBPK models available in MERLIN-Expo library were integrated to create a specific food web to dynamically simulate bioaccumulation in various aquatic species and in the human body over individual lifetimes from 1932 until 1998. MERLIN-Expo is a high tier exposure modelling tool allowing propagation of uncertainty on the model predictions through Monte Carlo simulation. Uncertainty in model output can be further apportioned between parameters by applying built-in sensitivity analysis tools. In this study, uncertainty has been extensively addressed in the distribution functions to describe the data input and the effect on model results by applying sensitivity analysis techniques (screening Morris method, regression analysis, and variance-based method EFAST). In the exposure scenario developed for the Lagoon of Venice, the concentrations of 2,3,7,8-TCDD and PCB 126 in human blood turned out to be mainly influenced by a combination of parameters (half-lives of the chemicals, body weight variability, lipid fraction, food assimilation efficiency), physiological processes (uptake/elimination rates), environmental exposure concentrations (sediment, water, food) and eating behaviours (amount of food eaten). In conclusion, this case study demonstrated feasibility of MERLIN-Expo to be successfully employed in integrated, high tier exposure assessment. Copyright © 2016 Elsevier B.V. All rights reserved.

Governing Laws of Complex System Predictability under Co-evolving Uncertainty Sources: Theory and Nonlinear Geophysical Applications

NASA Astrophysics Data System (ADS)

Perdigão, R. A. P.

2017-12-01

Predictability assessments are traditionally made on a case-by-case basis, often by running the particular model of interest with randomly perturbed initial/boundary conditions and parameters, producing computationally expensive ensembles. These approaches provide a lumped statistical view of uncertainty evolution, without eliciting the fundamental processes and interactions at play in the uncertainty dynamics. In order to address these limitations, we introduce a systematic dynamical framework for predictability assessment and forecast, by analytically deriving governing equations of predictability in terms of the fundamental architecture of dynamical systems, independent of any particular problem under consideration. The framework further relates multiple uncertainty sources along with their coevolutionary interplay, enabling a comprehensive and explicit treatment of uncertainty dynamics along time, without requiring the actual model to be run. In doing so, computational resources are freed and a quick and effective a-priori systematic dynamic evaluation is made of predictability evolution and its challenges, including aspects in the model architecture and intervening variables that may require optimization ahead of initiating any model runs. It further brings out universal dynamic features in the error dynamics elusive to any case specific treatment, ultimately shedding fundamental light on the challenging issue of predictability. The formulated approach, framed with broad mathematical physics generality in mind, is then implemented in dynamic models of nonlinear geophysical systems with various degrees of complexity, in order to evaluate their limitations and provide informed assistance on how to optimize their design and improve their predictability in fundamental dynamical terms.

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.

Uncertainty characterization and quantification in air pollution models. Application to the ADMS-Urban model.

NASA Astrophysics Data System (ADS)

Debry, E.; Malherbe, L.; Schillinger, C.; Bessagnet, B.; Rouil, L.

2009-04-01

Evaluation of human exposure to atmospheric pollution usually requires the knowledge of pollutants concentrations in ambient air. In the framework of PAISA project, which studies the influence of socio-economical status on relationships between air pollution and short term health effects, the concentrations of gas and particle pollutants are computed over Strasbourg with the ADMS-Urban model. As for any modeling result, simulated concentrations come with uncertainties which have to be characterized and quantified. There are several sources of uncertainties related to input data and parameters, i.e. fields used to execute the model like meteorological fields, boundary conditions and emissions, related to the model formulation because of incomplete or inaccurate treatment of dynamical and chemical processes, and inherent to the stochastic behavior of atmosphere and human activities [1]. Our aim is here to assess the uncertainties of the simulated concentrations with respect to input data and model parameters. In this scope the first step consisted in bringing out the input data and model parameters that contribute most effectively to space and time variability of predicted concentrations. Concentrations of several pollutants were simulated for two months in winter 2004 and two months in summer 2004 over five areas of Strasbourg. The sensitivity analysis shows the dominating influence of boundary conditions and emissions. Among model parameters, the roughness and Monin-Obukhov lengths appear to have non neglectable local effects. Dry deposition is also an important dynamic process. The second step of the characterization and quantification of uncertainties consists in attributing a probability distribution to each input data and model parameter and in propagating the joint distribution of all data and parameters into the model so as to associate a probability distribution to the modeled concentrations. Several analytical and numerical methods exist to perform an uncertainty analysis. We chose the Monte Carlo method which has already been applied to atmospheric dispersion models [2, 3, 4]. The main advantage of this method is to be insensitive to the number of perturbed parameters but its drawbacks are its computation cost and its slow convergence. In order to speed up this one we used the method of antithetic variable which takes adavantage of the symmetry of probability laws. The air quality model simulations were carried out by the Association for study and watching of Atmospheric Pollution in Alsace (ASPA). The output concentrations distributions can then be updated with a Bayesian method. This work is part of an INERIS Research project also aiming at assessing the uncertainty of the CHIMERE dispersion model used in the Prev'Air forecasting platform (www.prevair.org) in order to deliver more accurate predictions. (1) Rao, K.S. Uncertainty Analysis in Atmospheric Dispersion Modeling, Pure and Applied Geophysics, 2005, 162, 1893-1917. (2) Beekmann, M. and Derognat, C. Monte Carlo uncertainty analysis of a regional-scale transport chemistry model constrained by measurements from the Atmospheric Pollution Over the PAris Area (ESQUIF) campaign, Journal of Geophysical Research, 2003, 108, 8559-8576. (3) Hanna, S.R. and Lu, Z. and Frey, H.C. and Wheeler, N. and Vukovich, J. and Arunachalam, S. and Fernau, M. and Hansen, D.A. Uncertainties in predicted ozone concentrations due to input uncertainties for the UAM-V photochemical grid model applied to the July 1995 OTAG domain, Atmospheric Environment, 2001, 35, 891-903. (4) Romanowicz, R. and Higson, H. and Teasdale, I. Bayesian uncertainty estimation methodology applied to air pollution modelling, Environmetrics, 2000, 11, 351-371.

Uncertainty and sensitivity assessments of an agricultural-hydrological model (RZWQM2) using the GLUE method

NASA Astrophysics Data System (ADS)

Sun, Mei; Zhang, Xiaolin; Huo, Zailin; Feng, Shaoyuan; Huang, Guanhua; Mao, Xiaomin

2016-03-01

Quantitatively ascertaining and analyzing the effects of model uncertainty on model reliability is a focal point for agricultural-hydrological models due to more uncertainties of inputs and processes. In this study, the generalized likelihood uncertainty estimation (GLUE) method with Latin hypercube sampling (LHS) was used to evaluate the uncertainty of the RZWQM-DSSAT (RZWQM2) model outputs responses and the sensitivity of 25 parameters related to soil properties, nutrient transport and crop genetics. To avoid the one-sided risk of model prediction caused by using a single calibration criterion, the combined likelihood (CL) function integrated information concerning water, nitrogen, and crop production was introduced in GLUE analysis for the predictions of the following four model output responses: the total amount of water content (T-SWC) and the nitrate nitrogen (T-NIT) within the 1-m soil profile, the seed yields of waxy maize (Y-Maize) and winter wheat (Y-Wheat). In the process of evaluating RZWQM2, measurements and meteorological data were obtained from a field experiment that involved a winter wheat and waxy maize crop rotation system conducted from 2003 to 2004 in southern Beijing. The calibration and validation results indicated that RZWQM2 model can be used to simulate the crop growth and water-nitrogen migration and transformation in wheat-maize crop rotation planting system. The results of uncertainty analysis using of GLUE method showed T-NIT was sensitive to parameters relative to nitrification coefficient, maize growth characteristics on seedling period, wheat vernalization period, and wheat photoperiod. Parameters on soil saturated hydraulic conductivity, nitrogen nitrification and denitrification, and urea hydrolysis played an important role in crop yield component. The prediction errors for RZWQM2 outputs with CL function were relatively lower and uniform compared with other likelihood functions composed of individual calibration criterion. This new and successful application of the GLUE method for determining the uncertainty and sensitivity of the RZWQM2 could provide a reference for the optimization of model parameters with different emphases according to research interests.

The application of Global Sensitivity Analysis to quantify the dominant input factors for hydraulic model simulations

NASA Astrophysics Data System (ADS)

Savage, James; Pianosi, Francesca; Bates, Paul; Freer, Jim; Wagener, Thorsten

2015-04-01

Predicting flood inundation extents using hydraulic models is subject to a number of critical uncertainties. For a specific event, these uncertainties are known to have a large influence on model outputs and any subsequent analyses made by risk managers. Hydraulic modellers often approach such problems by applying uncertainty analysis techniques such as the Generalised Likelihood Uncertainty Estimation (GLUE) methodology. However, these methods do not allow one to attribute which source of uncertainty has the most influence on the various model outputs that inform flood risk decision making. Another issue facing modellers is the amount of computational resource that is available to spend on modelling flood inundations that are 'fit for purpose' to the modelling objectives. Therefore a balance needs to be struck between computation time, realism and spatial resolution, and effectively characterising the uncertainty spread of predictions (for example from boundary conditions and model parameterisations). However, it is not fully understood how much of an impact each factor has on model performance, for example how much influence changing the spatial resolution of a model has on inundation predictions in comparison to other uncertainties inherent in the modelling process. Furthermore, when resampling fine scale topographic data in the form of a Digital Elevation Model (DEM) to coarser resolutions, there are a number of possible coarser DEMs that can be produced. Deciding which DEM is then chosen to represent the surface elevations in the model could also influence model performance. In this study we model a flood event using the hydraulic model LISFLOOD-FP and apply Sobol' Sensitivity Analysis to estimate which input factor, among the uncertainty in model boundary conditions, uncertain model parameters, the spatial resolution of the DEM and the choice of resampled DEM, have the most influence on a range of model outputs. These outputs include whole domain maximum inundation indicators and flood wave travel time in addition to temporally and spatially variable indicators. This enables us to assess whether the sensitivity of the model to various input factors is stationary in both time and space. Furthermore, competing models are assessed against observations of water depths from a historical flood event. Consequently we are able to determine which of the input factors has the most influence on model performance. Initial findings suggest the sensitivity of the model to different input factors varies depending on the type of model output assessed and at what stage during the flood hydrograph the model output is assessed. We have also found that initial decisions regarding the characterisation of the input factors, for example defining the upper and lower bounds of the parameter sample space, can be significant in influencing the implied sensitivities.

A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

DOE PAGES

Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...

2017-02-01

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

Application of Recent Advances in Forward Modeling of Emissions from Boreal and Temperate Wildfires to Real-time Forecasting of Aerosol and Trace Gas Concentrations

NASA Astrophysics Data System (ADS)

Hyer, E. J.; Reid, J. S.; Kasischke, E. S.; Allen, D. J.

2005-12-01

The magnitude of trace gas and aerosol emissions from wildfires is a scientific problem with important implications for atmospheric composition, and is also integral to understanding carbon cycling in terrestrial ecosystems. Recent ecological research on modeling wildfire emissions has integrated theoretical advances derived from ecological fieldwork with improved spatial and temporal databases to produce "post facto" estimates of emissions with high spatial and temporal resolution. These advances have been shown to improve agreement with atmospheric observations at coarse scales, but can in principle be applied to applications, such as forecasting, at finer scales. However, several of the approaches employed in these forward models are incompatible with the requirements of real-time forecasting, requiring modification of data inputs and calculation methods. Because of the differences in data inputs used for real-time and "post-facto" emissions modeling, the key uncertainties in the forward problem are not necessarily the same for these two applications. However, adaptation of these advances in forward modeling to forecasting applications has the potential to improve air quality forecasts, and also to provide a large body of experimental data which can be used to constrain crucial uncertainties in current conceptual models of wildfire emissions. This talk describes a forward modeling method developed at the University of Maryland and its application to the Fire Locating and Modeling of Burning Emissions (FLAMBE) system at the Naval Research Laboratory. Methods for applying the outputs of the NRL aerosol forecasting system to the inverse problem of constraining emissions will also be discussed. The system described can use the feedback supplied by atmospheric observations to improve the emissions source description in the forecasting model, and can also be used for hypothesis testing regarding fire behavior and data inputs.

Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem.

PubMed

Lawson, Daniel J; Holtrop, Grietje; Flint, Harry

2011-07-01

Process models specified by non-linear dynamic differential equations contain many parameters, which often must be inferred from a limited amount of data. We discuss a hierarchical Bayesian approach combining data from multiple related experiments in a meaningful way, which permits more powerful inference than treating each experiment as independent. The approach is illustrated with a simulation study and example data from experiments replicating the aspects of the human gut microbial ecosystem. A predictive model is obtained that contains prediction uncertainty caused by uncertainty in the parameters, and we extend the model to capture situations of interest that cannot easily be studied experimentally. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Evaluating the uncertainty of input quantities in measurement models

NASA Astrophysics Data System (ADS)

Possolo, Antonio; Elster, Clemens

2014-06-01

The Guide to the Expression of Uncertainty in Measurement (GUM) gives guidance about how values and uncertainties should be assigned to the input quantities that appear in measurement models. This contribution offers a concrete proposal for how that guidance may be updated in light of the advances in the evaluation and expression of measurement uncertainty that were made in the course of the twenty years that have elapsed since the publication of the GUM, and also considering situations that the GUM does not yet contemplate. Our motivation is the ongoing conversation about a new edition of the GUM. While generally we favour a Bayesian approach to uncertainty evaluation, we also recognize the value that other approaches may bring to the problems considered here, and focus on methods for uncertainty evaluation and propagation that are widely applicable, including to cases that the GUM has not yet addressed. In addition to Bayesian methods, we discuss maximum-likelihood estimation, robust statistical methods, and measurement models where values of nominal properties play the same role that input quantities play in traditional models. We illustrate these general-purpose techniques in concrete examples, employing data sets that are realistic but that also are of conveniently small sizes. The supplementary material available online lists the R computer code that we have used to produce these examples (stacks.iop.org/Met/51/3/339/mmedia). Although we strive to stay close to clause 4 of the GUM, which addresses the evaluation of uncertainty for input quantities, we depart from it as we review the classes of measurement models that we believe are generally useful in contemporary measurement science. We also considerably expand and update the treatment that the GUM gives to Type B evaluations of uncertainty: reviewing the state-of-the-art, disciplined approach to the elicitation of expert knowledge, and its encapsulation in probability distributions that are usable in uncertainty propagation exercises. In this we deviate markedly and emphatically from the GUM Supplement 1, which gives pride of place to the Principle of Maximum Entropy as a means to assign probability distributions to input quantities.

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

NASA Astrophysics Data System (ADS)

Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

2018-03-01

We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

Application of radiosonde data to VERITAS simulations

NASA Astrophysics Data System (ADS)

Daniel, M. K.

The atmosphere is a vital component of the detector in an atmospheric Cherenkov telescope. In order to understand observations from these instruments and reduce systematic uncertainties and biases in their data it is important to correctly model the atmosphere in simulations of the extensive air showers they detect. The Very High Energy Telescope Array (VERITAS) is a system of 4 such telescopes located at the Whipple Observatory in Southern Arizona. Daily radiosonde measurements from the nearby Tucson airport allow an accurate model of the atmosphere for the VERITAS experiment to be constructed. Comparison of the radiosonde data to existing atmospheric models is performed and the expected effects on the systematic uncertainties are summarised here.

Towards Improved Understanding of the Applicability of Uncertainty Forecasts in the Electric Power Industry

DOE PAGES

Bessa, Ricardo; Möhrlen, Corinna; Fundel, Vanessa; ...

2017-09-14

Around the world wind energy is starting to become a major energy provider in electricity markets, as well as participating in ancillary services markets to help maintain grid stability. The reliability of system operations and smooth integration of wind energy into electricity markets has been strongly supported by years of improvement in weather and wind power forecasting systems. Deterministic forecasts are still predominant in utility practice although truly optimal decisions and risk hedging are only possible with the adoption of uncertainty forecasts. One of the main barriers for the industrial adoption of uncertainty forecasts is the lack of understanding ofmore » its information content (e.g., its physical and statistical modeling) and standardization of uncertainty forecast products, which frequently leads to mistrust towards uncertainty forecasts and their applicability in practice. Our paper aims at improving this understanding by establishing a common terminology and reviewing the methods to determine, estimate, and communicate the uncertainty in weather and wind power forecasts. This conceptual analysis of the state of the art highlights that: (i) end-users should start to look at the forecast's properties in order to map different uncertainty representations to specific wind energy-related user requirements; (ii) a multidisciplinary team is required to foster the integration of stochastic methods in the industry sector. Furthermore, a set of recommendations for standardization and improved training of operators are provided along with examples of best practices.« less

Towards Improved Understanding of the Applicability of Uncertainty Forecasts in the Electric Power Industry

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

Bessa, Ricardo; Möhrlen, Corinna; Fundel, Vanessa

Around the world wind energy is starting to become a major energy provider in electricity markets, as well as participating in ancillary services markets to help maintain grid stability. The reliability of system operations and smooth integration of wind energy into electricity markets has been strongly supported by years of improvement in weather and wind power forecasting systems. Deterministic forecasts are still predominant in utility practice although truly optimal decisions and risk hedging are only possible with the adoption of uncertainty forecasts. One of the main barriers for the industrial adoption of uncertainty forecasts is the lack of understanding ofmore » its information content (e.g., its physical and statistical modeling) and standardization of uncertainty forecast products, which frequently leads to mistrust towards uncertainty forecasts and their applicability in practice. Our paper aims at improving this understanding by establishing a common terminology and reviewing the methods to determine, estimate, and communicate the uncertainty in weather and wind power forecasts. This conceptual analysis of the state of the art highlights that: (i) end-users should start to look at the forecast's properties in order to map different uncertainty representations to specific wind energy-related user requirements; (ii) a multidisciplinary team is required to foster the integration of stochastic methods in the industry sector. Furthermore, a set of recommendations for standardization and improved training of operators are provided along with examples of best practices.« less

Uncertainty in predicting soil hydraulic properties at the hillslope scale with indirect methods

NASA Astrophysics Data System (ADS)

Chirico, G. B.; Medina, H.; Romano, N.

2007-02-01

SummarySeveral hydrological applications require the characterisation of the soil hydraulic properties at large spatial scales. Pedotransfer functions (PTFs) are being developed as simplified methods to estimate soil hydraulic properties as an alternative to direct measurements, which are unfeasible for most practical circumstances. The objective of this study is to quantify the uncertainty in PTFs spatial predictions at the hillslope scale as related to the sampling density, due to: (i) the error in estimated soil physico-chemical properties and (ii) PTF model error. The analysis is carried out on a 2-km-long experimental hillslope in South Italy. The method adopted is based on a stochastic generation of patterns of soil variables using sequential Gaussian simulation, conditioned to the observed sample data. The following PTFs are applied: Vereecken's PTF [Vereecken, H., Diels, J., van Orshoven, J., Feyen, J., Bouma, J., 1992. Functional evaluation of pedotransfer functions for the estimation of soil hydraulic properties. Soil Sci. Soc. Am. J. 56, 1371-1378] and HYPRES PTF [Wösten, J.H.M., Lilly, A., Nemes, A., Le Bas, C., 1999. Development and use of a database of hydraulic properties of European soils. Geoderma 90, 169-185]. The two PTFs estimate reliably the soil water retention characteristic even for a relatively coarse sampling resolution, with prediction uncertainties comparable to the uncertainties in direct laboratory or field measurements. The uncertainty of soil water retention prediction due to the model error is as much as or more significant than the uncertainty associated with the estimated input, even for a relatively coarse sampling resolution. Prediction uncertainties are much more important when PTF are applied to estimate the saturated hydraulic conductivity. In this case model error dominates the overall prediction uncertainties, making negligible the effect of the input error.

Modelling the Air–Surface Exchange of Ammonia from the Field to Global Scale

EPA Science Inventory

The Working Group addressed the current understanding and uncertainties in the processes controlling ammonia (NH3) bi-directional exchange, and in the application of numerical models to describe these processes. As a starting point for the discussion, the Working Group drew on th...

Stationarity is undead: Uncertainty dominates the distribution of extremes

NASA Astrophysics Data System (ADS)

Serinaldi, Francesco; Kilsby, Chris G.

2015-03-01

The increasing effort to develop and apply nonstationary models in hydrologic frequency analyses under changing environmental conditions can be frustrated when the additional uncertainty related to the model complexity is accounted for along with the sampling uncertainty. In order to show the practical implications and possible problems of using nonstationary models and provide critical guidelines, in this study we review the main tools developed in this field (such as nonstationary distribution functions, return periods, and risk of failure) highlighting advantages and disadvantages. The discussion is supported by three case studies that revise three illustrative examples reported in the scientific and technical literature referring to the Little Sugar Creek (at Charlotte, North Carolina), Red River of the North (North Dakota/Minnesota), and the Assunpink Creek (at Trenton, New Jersey). The uncertainty of the results is assessed by complementing point estimates with confidence intervals (CIs) and emphasizing critical aspects such as the subjectivity affecting the choice of the models' structure. Our results show that (1) nonstationary frequency analyses should not only be based on at-site time series but require additional information and detailed exploratory data analyses (EDA); (2) as nonstationary models imply that the time-varying model structure holds true for the entire future design life period, an appropriate modeling strategy requires that EDA identifies a well-defined deterministic mechanism leading the examined process; (3) when the model structure cannot be inferred in a deductive manner and nonstationary models are fitted by inductive inference, model structure introduces an additional source of uncertainty so that the resulting nonstationary models can provide no practical enhancement of the credibility and accuracy of the predicted extreme quantiles, whereas possible model misspecification can easily lead to physically inconsistent results; (4) when the model structure is uncertain, stationary models and a suitable assessment of the uncertainty accounting for possible temporal persistence should be retained as more theoretically coherent and reliable options for practical applications in real-world design and management problems; (5) a clear understanding of the actual probabilistic meaning of stationary and nonstationary return periods and risk of failure is required for a correct risk assessment and communication.

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML)

PubMed Central

Lechevalier, D.; Ak, R.; Ferguson, M.; Law, K. H.; Lee, Y.-T. T.; Rachuri, S.

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain. PMID:29202125

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML).

PubMed

Park, J; Lechevalier, D; Ak, R; Ferguson, M; Law, K H; Lee, Y-T T; Rachuri, S

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain.

Model Uncertainties for Valencia RPA Effect for MINERvA

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

Gran, Richard

2017-05-08

This technical note describes the application of the Valencia RPA multi-nucleon effect and its uncertainty to QE reactions from the GENIE neutrino event generator. The analysis of MINERvA neutrino data in Rodrigues et al. PRL 116 071802 (2016) paper makes clear the need for an RPA suppression, especially at very low momentum and energy transfer. That published analysis does not constrain the magnitude of the effect; it only tests models with and without the effect against the data. Other MINERvA analyses need an expression of the model uncertainty in the RPA effect. A well-described uncertainty can be used for systematics for unfolding, for model errors in the analysis of non-QE samples, and as input for fitting exercises for model testing or constraining backgrounds. This prescription takes uncertainties on the parameters in the Valencia RPA model and adds a (not-as-tight) constraint from muon capture data. For MINERvA we apply it as a 2D (more » $$q_0$$,$$q_3$$) weight to GENIE events, in lieu of generating a full beyond-Fermi-gas quasielastic events. Because it is a weight, it can be applied to the generated and fully Geant4 simulated events used in analysis without a special GENIE sample. For some limited uses, it could be cast as a 1D $Q^2$ weight without much trouble. This procedure is a suitable starting point for NOvA and DUNE where the energy dependence is modest, but probably not adequate for T2K or MicroBooNE.« less

The Source Inversion Validation (SIV) Initiative: A Collaborative Study on Uncertainty Quantification in Earthquake Source Inversions

NASA Astrophysics Data System (ADS)

Mai, P. M.; Schorlemmer, D.; Page, M.

2012-04-01

Earthquake source inversions image the spatio-temporal rupture evolution on one or more fault planes using seismic and/or geodetic data. Such studies are critically important for earthquake seismology in general, and for advancing seismic hazard analysis in particular, as they reveal earthquake source complexity and help (i) to investigate earthquake mechanics; (ii) to develop spontaneous dynamic rupture models; (iii) to build models for generating rupture realizations for ground-motion simulations. In applications (i - iii), the underlying finite-fault source models are regarded as "data" (input information), but their uncertainties are essentially unknown. After all, source models are obtained from solving an inherently ill-posed inverse problem to which many a priori assumptions and uncertain observations are applied. The Source Inversion Validation (SIV) project is a collaborative effort to better understand the variability between rupture models for a single earthquake (as manifested in the finite-source rupture model database) and to develop robust uncertainty quantification for earthquake source inversions. The SIV project highlights the need to develop a long-standing and rigorous testing platform to examine the current state-of-the-art in earthquake source inversion, and to develop and test novel source inversion approaches. We will review the current status of the SIV project, and report the findings and conclusions of the recent workshops. We will briefly discuss several source-inversion methods, how they treat uncertainties in data, and assess the posterior model uncertainty. Case studies include initial forward-modeling tests on Green's function calculations, and inversion results for synthetic data from spontaneous dynamic crack-like strike-slip earthquake on steeply dipping fault, embedded in a layered crustal velocity-density structure.

Measurement Model Nonlinearity in Estimation of Dynamical Systems

NASA Astrophysics Data System (ADS)

Majji, Manoranjan; Junkins, J. L.; Turner, J. D.

2012-06-01

The role of nonlinearity of the measurement model and its interactions with the uncertainty of measurements and geometry of the problem is studied in this paper. An examination of the transformations of the probability density function in various coordinate systems is presented for several astrodynamics applications. Smooth and analytic nonlinear functions are considered for the studies on the exact transformation of uncertainty. Special emphasis is given to understanding the role of change of variables in the calculus of random variables. The transformation of probability density functions through mappings is shown to provide insight in to understanding the evolution of uncertainty in nonlinear systems. Examples are presented to highlight salient aspects of the discussion. A sequential orbit determination problem is analyzed, where the transformation formula provides useful insights for making the choice of coordinates for estimation of dynamic systems.

Application of Linearized Kalman Filter-Smoother to Aircraft Trajectory Estimation.

DTIC Science & Technology

1988-06-01

the report). The kinematic relationships between wind-axis Euler angles and angular rates are given below (Etkin, 1972: 150): q w OS r w s i n* * (4...I values, and those for RP-2 were chosen in order to explore less accurate range measurements combined with more accurate angular measurements. This...was of interest because of the uncertainty in position introduced by large angular measurement uncertainties at long ranges. Finally, radar models RR

Comparison of different objective functions for parameterization of simple respiration models

Treesearch

M.T. van Wijk; B. van Putten; D.Y. Hollinger; A.D. Richardson

2008-01-01

The eddy covariance measurements of carbon dioxide fluxes collected around the world offer a rich source for detailed data analysis. Simple, aggregated models are attractive tools for gap filling, budget calculation, and upscaling in space and time. Key in the application of these models is their parameterization and a robust estimate of the uncertainty and reliability...

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...

Uncertainty evaluation of nuclear reaction model parameters using integral and microscopic measurements. Covariances evaluation with CONRAD code

NASA Astrophysics Data System (ADS)

de Saint Jean, C.; Habert, B.; Archier, P.; Noguere, G.; Bernard, D.; Tommasi, J.; Blaise, P.

2010-10-01

In the [eV;MeV] energy range, modelling of the neutron induced reactions are based on nuclear reaction models having parameters. Estimation of co-variances on cross sections or on nuclear reaction model parameters is a recurrent puzzle in nuclear data evaluation. Major breakthroughs were asked by nuclear reactor physicists to assess proper uncertainties to be used in applications. In this paper, mathematical methods developped in the CONRAD code[2] will be presented to explain the treatment of all type of uncertainties, including experimental ones (statistical and systematic) and propagate them to nuclear reaction model parameters or cross sections. Marginalization procedure will thus be exposed using analytical or Monte-Carlo solutions. Furthermore, one major drawback found by reactor physicist is the fact that integral or analytical experiments (reactor mock-up or simple integral experiment, e.g. ICSBEP, …) were not taken into account sufficiently soon in the evaluation process to remove discrepancies. In this paper, we will describe a mathematical framework to take into account properly this kind of information.

Comparative evaluation of 1D and quasi-2D hydraulic models based on benchmark and real-world applications for uncertainty assessment in flood mapping

NASA Astrophysics Data System (ADS)

Dimitriadis, Panayiotis; Tegos, Aristoteles; Oikonomou, Athanasios; Pagana, Vassiliki; Koukouvinos, Antonios; Mamassis, Nikos; Koutsoyiannis, Demetris; Efstratiadis, Andreas

2016-03-01

One-dimensional and quasi-two-dimensional hydraulic freeware models (HEC-RAS, LISFLOOD-FP and FLO-2d) are widely used for flood inundation mapping. These models are tested on a benchmark test with a mixed rectangular-triangular channel cross section. Using a Monte-Carlo approach, we employ extended sensitivity analysis by simultaneously varying the input discharge, longitudinal and lateral gradients and roughness coefficients, as well as the grid cell size. Based on statistical analysis of three output variables of interest, i.e. water depths at the inflow and outflow locations and total flood volume, we investigate the uncertainty enclosed in different model configurations and flow conditions, without the influence of errors and other assumptions on topography, channel geometry and boundary conditions. Moreover, we estimate the uncertainty associated to each input variable and we compare it to the overall one. The outcomes of the benchmark analysis are further highlighted by applying the three models to real-world flood propagation problems, in the context of two challenging case studies in Greece.

Visual Basic, Excel-based fish population modeling tool - The pallid sturgeon example

USGS Publications Warehouse

Moran, Edward H.; Wildhaber, Mark L.; Green, Nicholas S.; Albers, Janice L.

2016-02-10

The model presented in this report is a spreadsheet-based model using Visual Basic for Applications within Microsoft Excel (http://dx.doi.org/10.5066/F7057D0Z) prepared in cooperation with the U.S. Army Corps of Engineers and U.S. Fish and Wildlife Service. It uses the same model structure and, initially, parameters as used by Wildhaber and others (2015) for pallid sturgeon. The difference between the model structure used for this report and that used by Wildhaber and others (2015) is that variance is not partitioned. For the model of this report, all variance is applied at the iteration and time-step levels of the model. Wildhaber and others (2015) partition variance into parameter variance (uncertainty about the value of a parameter itself) applied at the iteration level and temporal variance (uncertainty caused by random environmental fluctuations with time) applied at the time-step level. They included implicit individual variance (uncertainty caused by differences between individuals) within the time-step level.The interface developed for the model of this report is designed to allow the user the flexibility to change population model structure and parameter values and uncertainty separately for every component of the model. This flexibility makes the modeling tool potentially applicable to any fish species; however, the flexibility inherent in this modeling tool makes it possible for the user to obtain spurious outputs. The value and reliability of the model outputs are only as good as the model inputs. Using this modeling tool with improper or inaccurate parameter values, or for species for which the structure of the model is inappropriate, could lead to untenable management decisions. By facilitating fish population modeling, this modeling tool allows the user to evaluate a range of management options and implications. The goal of this modeling tool is to be a user-friendly modeling tool for developing fish population models useful to natural resource managers to inform their decision-making processes; however, as with all population models, caution is needed, and a full understanding of the limitations of a model and the veracity of user-supplied parameters should always be considered when using such model output in the management of any species.

Estimation of environment-related properties of chemicals for design of sustainable processes: development of group-contribution+ (GC+) property models and uncertainty analysis.

PubMed

Hukkerikar, Amol Shivajirao; Kalakul, Sawitree; Sarup, Bent; Young, Douglas M; Sin, Gürkan; Gani, Rafiqul

2012-11-26

The aim of this work is to develop group-contribution(+) (GC(+)) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated property values. For this purpose, a systematic methodology for property modeling and uncertainty analysis is used. The methodology includes a parameter estimation step to determine parameters of property models and an uncertainty analysis step to establish statistical information about the quality of parameter estimation, such as the parameter covariance, the standard errors in predicted properties, and the confidence intervals. For parameter estimation, large data sets of experimentally measured property values of a wide range of chemicals (hydrocarbons, oxygenated chemicals, nitrogenated chemicals, poly functional chemicals, etc.) taken from the database of the US Environmental Protection Agency (EPA) and from the database of USEtox is used. For property modeling and uncertainty analysis, the Marrero and Gani GC method and atom connectivity index method have been considered. In total, 22 environment-related properties, which include the fathead minnow 96-h LC(50), Daphnia magna 48-h LC(50), oral rat LD(50), aqueous solubility, bioconcentration factor, permissible exposure limit (OSHA-TWA), photochemical oxidation potential, global warming potential, ozone depletion potential, acidification potential, emission to urban air (carcinogenic and noncarcinogenic), emission to continental rural air (carcinogenic and noncarcinogenic), emission to continental fresh water (carcinogenic and noncarcinogenic), emission to continental seawater (carcinogenic and noncarcinogenic), emission to continental natural soil (carcinogenic and noncarcinogenic), and emission to continental agricultural soil (carcinogenic and noncarcinogenic) have been modeled and analyzed. The application of the developed property models for the estimation of environment-related properties and uncertainties of the estimated property values is highlighted through an illustrative example. The developed property models provide reliable estimates of environment-related properties needed to perform process synthesis, design, and analysis of sustainable chemical processes and allow one to evaluate the effect of uncertainties of estimated property values on the calculated performance of processes giving useful insights into quality and reliability of the design of sustainable processes.

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

NASA Astrophysics Data System (ADS)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Taxonomic and regional uncertainty in species-area relationships and the identification of richness hotspots

PubMed Central

Guilhaumon, François; Gimenez, Olivier; Gaston, Kevin J.; Mouillot, David

2008-01-01

Species-area relationships (SARs) are fundamental to the study of key and high-profile issues in conservation biology and are particularly widely used in establishing the broad patterns of biodiversity that underpin approaches to determining priority areas for biological conservation. Classically, the SAR has been argued in general to conform to a power-law relationship, and this form has been widely assumed in most applications in the field of conservation biology. Here, using nonlinear regressions within an information theoretical model selection framework, we included uncertainty regarding both model selection and parameter estimation in SAR modeling and conducted a global-scale analysis of the form of SARs for vascular plants and major vertebrate groups across 792 terrestrial ecoregions representing almost 97% of Earth's inhabited land. The results revealed a high level of uncertainty in model selection across biomes and taxa, and that the power-law model is clearly the most appropriate in only a minority of cases. Incorporating this uncertainty into a hotspots analysis using multimodel SARs led to the identification of a dramatically different set of global richness hotspots than when the power-law SAR was assumed. Our findings suggest that the results of analyses that assume a power-law model may be at severe odds with real ecological patterns, raising significant concerns for conservation priority-setting schemes and biogeographical studies. PMID:18832179

Land Surface Verification Toolkit (LVT) - A Generalized Framework for Land Surface Model Evaluation

NASA Technical Reports Server (NTRS)

Kumar, Sujay V.; Peters-Lidard, Christa D.; Santanello, Joseph; Harrison, Ken; Liu, Yuqiong; Shaw, Michael

2011-01-01

Model evaluation and verification are key in improving the usage and applicability of simulation models for real-world applications. In this article, the development and capabilities of a formal system for land surface model evaluation called the Land surface Verification Toolkit (LVT) is described. LVT is designed to provide an integrated environment for systematic land model evaluation and facilitates a range of verification approaches and analysis capabilities. LVT operates across multiple temporal and spatial scales and employs a large suite of in-situ, remotely sensed and other model and reanalysis datasets in their native formats. In addition to the traditional accuracy-based measures, LVT also includes uncertainty and ensemble diagnostics, information theory measures, spatial similarity metrics and scale decomposition techniques that provide novel ways for performing diagnostic model evaluations. Though LVT was originally designed to support the land surface modeling and data assimilation framework known as the Land Information System (LIS), it also supports hydrological data products from other, non-LIS environments. In addition, the analysis of diagnostics from various computational subsystems of LIS including data assimilation, optimization and uncertainty estimation are supported within LVT. Together, LIS and LVT provide a robust end-to-end environment for enabling the concepts of model data fusion for hydrological applications. The evolving capabilities of LVT framework are expected to facilitate rapid model evaluation efforts and aid the definition and refinement of formal evaluation procedures for the land surface modeling community.

Radar Altimetry for Hydrological Modeling and Monitoring in the Zambezi River Basin

NASA Astrophysics Data System (ADS)

Michailovsky, C. I.; Berry, P. A.; Smith, R. G.; Bauer-Gottwein, P.

2011-12-01

Hydrological model forecasts are subject to large uncertainties stemming from uncertain input data, model structure, parameterization and lack of sufficient calibration/validation data. For real-time or near-real-time applications data assimilation techniques such as the Ensemble Kalman Filter (EnKF) can be used to reduce forecast uncertainty by updating model states as new data becomes available. The use of remote sensing data is attractive for such applications as it provides wide geographical coverage and continuous time-series without the typically long delays that exist in obtaining in-situ data. River discharge is one of the main hydrological variables of interest, and while it cannot currently be directly measured remotely, water levels in rivers can be obtained from satellite based radar altimetry and converted to discharge through rating curves. This study aims to give a realistic assessment of the improvements that can be derived from the use of satellite radar altimetry measurements from the Envisat mission for discharge monitoring and modeling on the basin scale for the Zambezi River. The altimetry data used is the Radar AlTimetry (RAT) product developed at the Earth and Planetary Remote Sensing Laboratory at the De Montfort University. The first step in analyzing the data is the determination of potential altimetry targets which are the locations at which the Envisat orbit and the river network cross in order to select data points corresponding to surface water. The quality of the water level time-series is then analyzed for all targets and the exploitable targets identified. Rating curves are derived from in-situ or remotely-sensed data depending on data-availability at the various locations and discharge time-series are established. A Monte Carlo analysis is carried out to assess the uncertainties on the computed discharge. It was found that having a single cross-section and associated discharge measurement at one point in time significantly reduces discharge uncertainty. To assess improvements in model predictions, a model of the Zambezi River basin based on remote sensing data is set up with the Soil and Water Assessment Tool and calibrated with available in-situ data. The discharge data from altimetry is then used in an EnKF framework to update discharge in the model as it runs. The method showed improvements in prediction uncertainties for short lead times.

Rainfall estimates for hydrological models: Comparing rain gauge, radar and microwave link data as input for the Wageningen Lowland Runoff Simulator (WALRUS)

NASA Astrophysics Data System (ADS)

Brauer, Claudia; Overeem, Aart; Uijlenhoet, Remko

2015-04-01

Several rainfall measurement techniques are available for hydrological applications, each with its own spatial and temporal resolution. We investigated the effect of differences in rainfall estimates on discharge simulations in a lowland catchment by forcing a novel rainfall-runoff model (WALRUS) with rainfall data from gauges, radars and microwave links. The hydrological model used for this analysis is the recently developed Wageningen Lowland Runoff Simulator (WALRUS). WALRUS is a rainfall-runoff model accounting for hydrological processes relevant to areas with shallow groundwater (e.g. groundwater-surface water feedback). Here, we used WALRUS for case studies in the Hupsel Brook catchment. We used two automatic rain gauges with hourly resolution, located inside the catchment (the base run) and 30 km northeast. Operational (real-time) and climatological (gauge-adjusted) C-band radar products and country-wide rainfall maps derived from microwave link data from a cellular telecommunication network were also used. Discharges simulated with these different inputs were compared to observations. Traditionally, the precipitation research community places emphasis on quantifying spatial errors and uncertainty, but for hydrological applications, temporal errors and uncertainty should be quantified as well. Its memory makes the hydrologic system sensitive to missed or badly timed rainfall events, but also emphasizes the effect of a bias in rainfall estimates. Systematic underestimation of rainfall by the uncorrected operational radar product leads to very dry model states and an increasing underestimation of discharge. Using the rain gauge 30 km northeast of the catchment yields good results for climatological studies, but not for forecasting individual floods. Simulating discharge using the maps derived from microwave link data and the gauge-adjusted radar product yields good results for both events and climatological studies. This indicates that these products can be used in catchments without gauges in or near the catchment. Uncertainty in rainfall forcing is a major source of uncertainty in discharge predictions, both with lumped and with distributed models. For lumped rainfall-runoff models, the main source of input uncertainty is associated with the way in which (effective) catchment-average rainfall is estimated. Improving rainfall measurements can improve the performance of rainfall-runoff models, indicating their potential for reducing flood damage through real-time control.

Customization of UWB 3D-RTLS Based on the New Uncertainty Model of the AoA Ranging Technique

PubMed Central

Jachimczyk, Bartosz; Dziak, Damian; Kulesza, Wlodek J.

2017-01-01

The increased potential and effectiveness of Real-time Locating Systems (RTLSs) substantially influence their application spectrum. They are widely used, inter alia, in the industrial sector, healthcare, home care, and in logistic and security applications. The research aims to develop an analytical method to customize UWB-based RTLS, in order to improve their localization performance in terms of accuracy and precision. The analytical uncertainty model of Angle of Arrival (AoA) localization in a 3D indoor space, which is the foundation of the customization concept, is established in a working environment. Additionally, a suitable angular-based 3D localization algorithm is introduced. The paper investigates the following issues: the influence of the proposed correction vector on the localization accuracy; the impact of the system’s configuration and LS’s relative deployment on the localization precision distribution map. The advantages of the method are verified by comparing them with a reference commercial RTLS localization engine. The results of simulations and physical experiments prove the value of the proposed customization method. The research confirms that the analytical uncertainty model is the valid representation of RTLS’ localization uncertainty in terms of accuracy and precision and can be useful for its performance improvement. The research shows, that the Angle of Arrival localization in a 3D indoor space applying the simple angular-based localization algorithm and correction vector improves of localization accuracy and precision in a way that the system challenges the reference hardware advanced localization engine. Moreover, the research guides the deployment of location sensors to enhance the localization precision. PMID:28125056

Customization of UWB 3D-RTLS Based on the New Uncertainty Model of the AoA Ranging Technique.

PubMed

Jachimczyk, Bartosz; Dziak, Damian; Kulesza, Wlodek J

2017-01-25

The increased potential and effectiveness of Real-time Locating Systems (RTLSs) substantially influence their application spectrum. They are widely used, inter alia, in the industrial sector, healthcare, home care, and in logistic and security applications. The research aims to develop an analytical method to customize UWB-based RTLS, in order to improve their localization performance in terms of accuracy and precision. The analytical uncertainty model of Angle of Arrival (AoA) localization in a 3D indoor space, which is the foundation of the customization concept, is established in a working environment. Additionally, a suitable angular-based 3D localization algorithm is introduced. The paper investigates the following issues: the influence of the proposed correction vector on the localization accuracy; the impact of the system's configuration and LS's relative deployment on the localization precision distribution map. The advantages of the method are verified by comparing them with a reference commercial RTLS localization engine. The results of simulations and physical experiments prove the value of the proposed customization method. The research confirms that the analytical uncertainty model is the valid representation of RTLS' localization uncertainty in terms of accuracy and precision and can be useful for its performance improvement. The research shows, that the Angle of Arrival localization in a 3D indoor space applying the simple angular-based localization algorithm and correction vector improves of localization accuracy and precision in a way that the system challenges the reference hardware advanced localization engine. Moreover, the research guides the deployment of location sensors to enhance the localization precision.

Clarity versus complexity: land-use modeling as a practical tool for decision-makers

USGS Publications Warehouse

Sohl, Terry L.; Claggett, Peter

2013-01-01

The last decade has seen a remarkable increase in the number of modeling tools available to examine future land-use and land-cover (LULC) change. Integrated modeling frameworks, agent-based models, cellular automata approaches, and other modeling techniques have substantially improved the representation of complex LULC systems, with each method using a different strategy to address complexity. However, despite the development of new and better modeling tools, the use of these tools is limited for actual planning, decision-making, or policy-making purposes. LULC modelers have become very adept at creating tools for modeling LULC change, but complicated models and lack of transparency limit their utility for decision-makers. The complicated nature of many LULC models also makes it impractical or even impossible to perform a rigorous analysis of modeling uncertainty. This paper provides a review of land-cover modeling approaches and the issues causes by the complicated nature of models, and provides suggestions to facilitate the increased use of LULC models by decision-makers and other stakeholders. The utility of LULC models themselves can be improved by 1) providing model code and documentation, 2) through the use of scenario frameworks to frame overall uncertainties, 3) improving methods for generalizing key LULC processes most important to stakeholders, and 4) adopting more rigorous standards for validating models and quantifying uncertainty. Communication with decision-makers and other stakeholders can be improved by increasing stakeholder participation in all stages of the modeling process, increasing the transparency of model structure and uncertainties, and developing user-friendly decision-support systems to bridge the link between LULC science and policy. By considering these options, LULC science will be better positioned to support decision-makers and increase real-world application of LULC modeling results.

Feedback from uncertainties propagation research projects conducted in different hydraulic fields: outcomes for engineering projects and nuclear safety assessment.

NASA Astrophysics Data System (ADS)

Bacchi, Vito; Duluc, Claire-Marie; Bertrand, Nathalie; Bardet, Lise

2017-04-01

In recent years, in the context of hydraulic risk assessment, much effort has been put into the development of sophisticated numerical model systems able reproducing surface flow field. These numerical models are based on a deterministic approach and the results are presented in terms of measurable quantities (water depths, flow velocities, etc…). However, the modelling of surface flows involves numerous uncertainties associated both to the numerical structure of the model, to the knowledge of the physical parameters which force the system and to the randomness inherent to natural phenomena. As a consequence, dealing with uncertainties can be a difficult task for both modelers and decision-makers [Ioss, 2011]. In the context of nuclear safety, IRSN assesses studies conducted by operators for different reference flood situations (local rain, small or large watershed flooding, sea levels, etc…), that are defined in the guide ASN N°13 [ASN, 2013]. The guide provides some recommendations to deal with uncertainties, by proposing a specific conservative approach to cover hydraulic modelling uncertainties. Depending of the situation, the influencing parameter might be the Strickler coefficient, levee behavior, simplified topographic assumptions, etc. Obviously, identifying the most influencing parameter and giving it a penalizing value is challenging and usually questionable. In this context, IRSN conducted cooperative (Compagnie Nationale du Rhone, I-CiTy laboratory of Polytech'Nice, Atomic Energy Commission, Bureau de Recherches Géologiques et Minières) research activities since 2011 in order to investigate feasibility and benefits of Uncertainties Analysis (UA) and Global Sensitivity Analysis (GSA) when applied to hydraulic modelling. A specific methodology was tested by using the computational environment Promethee, developed by IRSN, which allows carrying out uncertainties propagation study. This methodology was applied with various numerical models and in different contexts, as river flooding on the Rhône River (Nguyen et al., 2015) and on the Garonne River, for the studying of local rainfall (Abily et al., 2016) or for tsunami generation, in the framework of the ANR-research project TANDEM. The feedback issued from these previous studies is analyzed (technical problems, limitations, interesting results, etc…) and the perspectives and a discussion on how a probabilistic approach of uncertainties should improve the actual deterministic methodology for risk assessment (also for other engineering applications) will be finally given.

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

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.

Uncertainty in flood forecasting: A distributed modeling approach in a sparse data catchment

NASA Astrophysics Data System (ADS)

Mendoza, Pablo A.; McPhee, James; Vargas, Ximena

2012-09-01

Data scarcity has traditionally precluded the application of advanced hydrologic techniques in developing countries. In this paper, we evaluate the performance of a flood forecasting scheme in a sparsely monitored catchment based on distributed hydrologic modeling, discharge assimilation, and numerical weather predictions with explicit validation uncertainty analysis. For the hydrologic component of our framework, we apply TopNet to the Cautin River basin, located in southern Chile, using a fully distributed a priori parameterization based on both literature-suggested values and data gathered during field campaigns. Results obtained from this step indicate that the incremental effort spent in measuring directly a set of model parameters was insufficient to represent adequately the most relevant hydrologic processes related to spatiotemporal runoff patterns. Subsequent uncertainty validation performed over a six month ensemble simulation shows that streamflow uncertainty is better represented during flood events, due to both the increase of state perturbation introduced by rainfall and the flood-oriented calibration strategy adopted here. Results from different assimilation configurations suggest that the upper part of the basin is the major source of uncertainty in hydrologic process representation and hint at the usefulness of interpreting assimilation results in terms of model input and parameterization inadequacy. Furthermore, in this case study the violation of Markovian state properties by the Ensemble Kalman filter did affect the numerical results, showing that an explicit treatment of the time delay between the generation of surface runoff and the arrival at the basin outlet is required in the assimilation scheme. Peak flow forecasting results demonstrate that there is a major problem with the Weather Research and Forecasting model outputs, which systematically overestimate precipitation over the catchment. A final analysis performed for a large flooding event that occurred in July 2006 shows that, in the absence of bias introduced by an incorrect model calibration, the updating of both model states and meteorological forecasts contributes to a better representation of streamflow uncertainty and to better hydrologic forecasts.

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.

Covariance generation and uncertainty propagation for thermal and fast neutron induced fission yields

NASA Astrophysics Data System (ADS)

Terranova, Nicholas; Serot, Olivier; Archier, Pascal; De Saint Jean, Cyrille; Sumini, Marco

2017-09-01

Fission product yields (FY) are fundamental nuclear data for several applications, including decay heat, shielding, dosimetry, burn-up calculations. To be safe and sustainable, modern and future nuclear systems require accurate knowledge on reactor parameters, with reduced margins of uncertainty. Present nuclear data libraries for FY do not provide consistent and complete uncertainty information which are limited, in many cases, to only variances. In the present work we propose a methodology to evaluate covariance matrices for thermal and fast neutron induced fission yields. The semi-empirical models adopted to evaluate the JEFF-3.1.1 FY library have been used in the Generalized Least Square Method available in CONRAD (COde for Nuclear Reaction Analysis and Data assimilation) to generate covariance matrices for several fissioning systems such as the thermal fission of U235, Pu239 and Pu241 and the fast fission of U238, Pu239 and Pu240. The impact of such covariances on nuclear applications has been estimated using deterministic and Monte Carlo uncertainty propagation techniques. We studied the effects on decay heat and reactivity loss uncertainty estimation for simplified test case geometries, such as PWR and SFR pin-cells. The impact on existing nuclear reactors, such as the Jules Horowitz Reactor under construction at CEA-Cadarache, has also been considered.

The General Ensemble Biogeochemical Modeling System (GEMS) and its applications to agricultural systems in the United States: Chapter 18

USGS Publications Warehouse

Liu, Shuguang; Tan, Zhengxi; Chen, Mingshi; Liu, Jinxun; Wein, Anne; Li, Zhengpeng; Huang, Shengli; Oeding, Jennifer; Young, Claudia; Verma, Shashi B.; Suyker, Andrew E.; Faulkner, Stephen P.

2012-01-01

The General Ensemble Biogeochemical Modeling System (GEMS) was es in individual models, it uses multiple site-scale biogeochemical models to perform model simulations. Second, it adopts Monte Carlo ensemble simulations of each simulation unit (one site/pixel or group of sites/pixels with similar biophysical conditions) to incorporate uncertainties and variability (as measured by variances and covariance) of input variables into model simulations. In this chapter, we illustrate the applications of GEMS at the site and regional scales with an emphasis on incorporating agricultural practices. Challenges in modeling soil carbon dynamics and greenhouse emissions are also discussed.

Bayesian uncertainty analysis for complex systems biology models: emulation, global parameter searches and evaluation of gene functions.

PubMed

Vernon, Ian; Liu, Junli; Goldstein, Michael; Rowe, James; Topping, Jen; Lindsey, Keith

2018-01-02

Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time relative to the needs of the analysis, and need to be compared to observed data of various forms. The correct analysis of such models usually requires a global parameter search, over a high dimensional parameter space, that incorporates and respects the most important sources of uncertainty. This can be an extremely difficult task, but it is essential for any meaningful inference or prediction to be made about any biological system. It hence represents a fundamental challenge for the whole of systems biology. Bayesian statistical methodology for the uncertainty analysis of complex models is introduced, which is designed to address the high dimensional global parameter search problem. Bayesian emulators that mimic the systems biology model but which are extremely fast to evaluate are embeded within an iterative history match: an efficient method to search high dimensional spaces within a more formal statistical setting, while incorporating major sources of uncertainty. The approach is demonstrated via application to a model of hormonal crosstalk in Arabidopsis root development, which has 32 rate parameters, for which we identify the sets of rate parameter values that lead to acceptable matches between model output and observed trend data. The multiple insights into the model's structure that this analysis provides are discussed. The methodology is applied to a second related model, and the biological consequences of the resulting comparison, including the evaluation of gene functions, are described. Bayesian uncertainty analysis for complex models using both emulators and history matching is shown to be a powerful technique that can greatly aid the study of a large class of systems biology models. It both provides insight into model behaviour and identifies the sets of rate parameters of interest.

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.

ExM:System Support for Extreme-Scale, Many-Task Applications

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

Katz, Daniel S

The ever-increasing power of supercomputer systems is both driving and enabling the emergence of new problem-solving methods that require the effi cient execution of many concurrent and interacting tasks. Methodologies such as rational design (e.g., in materials science), uncertainty quanti fication (e.g., in engineering), parameter estimation (e.g., for chemical and nuclear potential functions, and in economic energy systems modeling), massive dynamic graph pruning (e.g., in phylogenetic searches), Monte-Carlo- based iterative fi xing (e.g., in protein structure prediction), and inverse modeling (e.g., in reservoir simulation) all have these requirements. These many-task applications frequently have aggregate computing needs that demand the fastestmore » computers. For example, proposed next-generation climate model ensemble studies will involve 1,000 or more runs, each requiring 10,000 cores for a week, to characterize model sensitivity to initial condition and parameter uncertainty. The goal of the ExM project is to achieve the technical advances required to execute such many-task applications efficiently, reliably, and easily on petascale and exascale computers. In this way, we will open up extreme-scale computing to new problem solving methods and application classes. In this document, we report on combined technical progress of the collaborative ExM project, and the institutional financial status of the portion of the project at University of Chicago, over the rst 8 months (through April 30, 2011)« less

Eddington's demon: inferring galaxy mass functions and other distributions from uncertain data

NASA Astrophysics Data System (ADS)

Obreschkow, D.; Murray, S. G.; Robotham, A. S. G.; Westmeier, T.

2018-03-01

We present a general modified maximum likelihood (MML) method for inferring generative distribution functions from uncertain and biased data. The MML estimator is identical to, but easier and many orders of magnitude faster to compute than the solution of the exact Bayesian hierarchical modelling of all measurement errors. As a key application, this method can accurately recover the mass function (MF) of galaxies, while simultaneously dealing with observational uncertainties (Eddington bias), complex selection functions and unknown cosmic large-scale structure. The MML method is free of binning and natively accounts for small number statistics and non-detections. Its fast implementation in the R-package dftools is equally applicable to other objects, such as haloes, groups, and clusters, as well as observables other than mass. The formalism readily extends to multidimensional distribution functions, e.g. a Choloniewski function for the galaxy mass-angular momentum distribution, also handled by dftools. The code provides uncertainties and covariances for the fitted model parameters and approximate Bayesian evidences. We use numerous mock surveys to illustrate and test the MML method, as well as to emphasize the necessity of accounting for observational uncertainties in MFs of modern galaxy surveys.

A partial least squares based spectrum normalization method for uncertainty reduction for laser-induced breakdown spectroscopy measurements

NASA Astrophysics Data System (ADS)

Li, Xiongwei; Wang, Zhe; Lui, Siu-Lung; Fu, Yangting; Li, Zheng; Liu, Jianming; Ni, Weidou

2013-10-01

A bottleneck of the wide commercial application of laser-induced breakdown spectroscopy (LIBS) technology is its relatively high measurement uncertainty. A partial least squares (PLS) based normalization method was proposed to improve pulse-to-pulse measurement precision for LIBS based on our previous spectrum standardization method. The proposed model utilized multi-line spectral information of the measured element and characterized the signal fluctuations due to the variation of plasma characteristic parameters (plasma temperature, electron number density, and total number density) for signal uncertainty reduction. The model was validated by the application of copper concentration prediction in 29 brass alloy samples. The results demonstrated an improvement on both measurement precision and accuracy over the generally applied normalization as well as our previously proposed simplified spectrum standardization method. The average relative standard deviation (RSD), average of the standard error (error bar), the coefficient of determination (R2), the root-mean-square error of prediction (RMSEP), and average value of the maximum relative error (MRE) were 1.80%, 0.23%, 0.992, 1.30%, and 5.23%, respectively, while those for the generally applied spectral area normalization were 3.72%, 0.71%, 0.973, 1.98%, and 14.92%, respectively.

Uncertainty quantification of overpressure buildup through inverse modeling of compaction processes in sedimentary basins

NASA Astrophysics Data System (ADS)

Colombo, Ivo; Porta, Giovanni M.; Ruffo, Paolo; Guadagnini, Alberto

2017-03-01

This study illustrates a procedure conducive to a preliminary risk analysis of overpressure development in sedimentary basins characterized by alternating depositional events of sandstone and shale layers. The approach rests on two key elements: (1) forward modeling of fluid flow and compaction, and (2) application of a model-complexity reduction technique based on a generalized polynomial chaos expansion (gPCE). The forward model considers a one-dimensional vertical compaction processes. The gPCE model is then used in an inverse modeling context to obtain efficient model parameter estimation and uncertainty quantification. The methodology is applied to two field settings considered in previous literature works, i.e. the Venture Field (Scotian Shelf, Canada) and the Navarin Basin (Bering Sea, Alaska, USA), relying on available porosity and pressure information for model calibration. It is found that the best result is obtained when porosity and pressure data are considered jointly in the model calibration procedure. Uncertainty propagation from unknown input parameters to model outputs, such as pore pressure vertical distribution, is investigated and quantified. This modeling strategy enables one to quantify the relative importance of key phenomena governing the feedback between sediment compaction and fluid flow processes and driving the buildup of fluid overpressure in stratified sedimentary basins characterized by the presence of low-permeability layers. The results here illustrated (1) allow for diagnosis of the critical role played by the parameters of quantitative formulations linking porosity and permeability in compacted shales and (2) provide an explicit and detailed quantification of the effects of their uncertainty in field settings.

Application of the JENDL-4.0 nuclear data set for uncertainty analysis of the prototype FBR Monju

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

Tamagno, P.; Van Rooijen, W. F. G.; Takeda, T.

2012-07-01

This paper deals with uncertainty analysis of the Monju reactor using JENDL-4.0 and the ERANOS code 1. In 2010 the Japan Atomic Energy Agency - JAEA - released the JENDL-4.0 nuclear data set. This new evaluation contains improved values of cross-sections and emphasizes accurate covariance matrices. Also in 2010, JAEA restarted the sodium-cooled fast reactor prototype Monju after about 15 years of shutdown. The long shutdown time resulted in a build-up of {sup 241}Am by natural decay from the initially loaded Pu. As well as improved covariance matrices, JENDL-4.0 is announced to contain improved data for minor actinides 2. Themore » choice of Monju reactor as an application of the new evaluation seems then even more relevant. The uncertainty analysis requires the determination of sensitivity coefficients. The well-established ERANOS code was chosen because of its integrated modules that allow users to perform sensitivity and uncertainty analysis. A JENDL-4.0 cross-sections library is not available for ERANOS. Therefor a cross-sections library had to be made from the original ENDF files for the ECCO cell code (part of ERANOS). For confirmation of the newly made library, calculations of a benchmark core were performed. These calculations used the MZA and MZB benchmarks and showed consistent results with other libraries. Calculations for the Monju reactor were performed using hexagonal 3D geometry and PN transport theory. However, the ERANOS sensitivity modules cannot use the resulting fluxes, as these modules require finite differences based fluxes, obtained from RZ SN-transport or 3D diffusion calculations. The corresponding geometrical models have been made and the results verified with Monju restart experimental data 4. Uncertainty analysis was performed using the RZ model. JENDL-4.0 uncertainty analysis showed a significant reduction of the uncertainty related to the fission cross-section of Pu along with an increase of the uncertainty related to the capture cross-section of {sup 238}U compared with the previous JENDL-3.3 version. Covariance data recently added in JENDL-4.0 for {sup 241}Am appears to have a non-negligible contribution. (authors)« less

An efficient assisted history matching and uncertainty quantification workflow using Gaussian processes proxy models and variogram based sensitivity analysis: GP-VARS

NASA Astrophysics Data System (ADS)

Rana, Sachin; Ertekin, Turgay; King, Gregory R.

2018-05-01

Reservoir history matching is frequently viewed as an optimization problem which involves minimizing misfit between simulated and observed data. Many gradient and evolutionary strategy based optimization algorithms have been proposed to solve this problem which typically require a large number of numerical simulations to find feasible solutions. Therefore, a new methodology referred to as GP-VARS is proposed in this study which uses forward and inverse Gaussian processes (GP) based proxy models combined with a novel application of variogram analysis of response surface (VARS) based sensitivity analysis to efficiently solve high dimensional history matching problems. Empirical Bayes approach is proposed to optimally train GP proxy models for any given data. The history matching solutions are found via Bayesian optimization (BO) on forward GP models and via predictions of inverse GP model in an iterative manner. An uncertainty quantification method using MCMC sampling in conjunction with GP model is also presented to obtain a probabilistic estimate of reservoir properties and estimated ultimate recovery (EUR). An application of the proposed GP-VARS methodology on PUNQ-S3 reservoir is presented in which it is shown that GP-VARS provides history match solutions in approximately four times less numerical simulations as compared to the differential evolution (DE) algorithm. Furthermore, a comparison of uncertainty quantification results obtained by GP-VARS, EnKF and other previously published methods shows that the P50 estimate of oil EUR obtained by GP-VARS is in close agreement to the true values for the PUNQ-S3 reservoir.

Matrix approach to uncertainty assessment and reduction for modeling terrestrial carbon cycle

NASA Astrophysics Data System (ADS)

Luo, Y.; Xia, J.; Ahlström, A.; Zhou, S.; Huang, Y.; Shi, Z.; Wang, Y.; Du, Z.; Lu, X.

2017-12-01

Terrestrial ecosystems absorb approximately 30% of the anthropogenic carbon dioxide emissions. This estimate has been deduced indirectly: combining analyses of atmospheric carbon dioxide concentrations with ocean observations to infer the net terrestrial carbon flux. In contrast, when knowledge about the terrestrial carbon cycle is integrated into different terrestrial carbon models they make widely different predictions. To improve the terrestrial carbon models, we have recently developed a matrix approach to uncertainty assessment and reduction. Specifically, the terrestrial carbon cycle has been commonly represented by a series of carbon balance equations to track carbon influxes into and effluxes out of individual pools in earth system models. This representation matches our understanding of carbon cycle processes well and can be reorganized into one matrix equation without changing any modeled carbon cycle processes and mechanisms. We have developed matrix equations of several global land C cycle models, including CLM3.5, 4.0 and 4.5, CABLE, LPJ-GUESS, and ORCHIDEE. Indeed, the matrix equation is generic and can be applied to other land carbon models. This matrix approach offers a suite of new diagnostic tools, such as the 3-dimensional (3-D) parameter space, traceability analysis, and variance decomposition, for uncertainty analysis. For example, predictions of carbon dynamics with complex land models can be placed in a 3-D parameter space (carbon input, residence time, and storage potential) as a common metric to measure how much model predictions are different. The latter can be traced to its source components by decomposing model predictions to a hierarchy of traceable components. Then, variance decomposition can help attribute the spread in predictions among multiple models to precisely identify sources of uncertainty. The highly uncertain components can be constrained by data as the matrix equation makes data assimilation computationally possible. We will illustrate various applications of this matrix approach to uncertainty assessment and reduction for terrestrial carbon cycle models.

Communicating spatial uncertainty to non-experts using R

NASA Astrophysics Data System (ADS)

Luzzi, Damiano; Sawicka, Kasia; Heuvelink, Gerard; de Bruin, Sytze

2016-04-01

Effective visualisation methods are important for the efficient use of uncertainty information for various groups of users. Uncertainty propagation analysis is often used with spatial environmental models to quantify the uncertainty within the information. A challenge arises when trying to effectively communicate the uncertainty information to non-experts (not statisticians) in a wide range of cases. Due to the growing popularity and applicability of the open source programming language R, we undertook a project to develop an R package that facilitates uncertainty propagation analysis in spatial environmental modelling. The package has implemented Monte Carlo algorithms for uncertainty propagation, the output of which is represented by an ensemble of model outputs (i.e. a sample from a probability distribution). Numerous visualisation methods exist that aim to present such spatial uncertainty information both statically, dynamically and interactively. To provide the most universal visualisation tools for non-experts, we conducted a survey on a group of 20 university students and assessed the effectiveness of selected static and interactive methods for visualising uncertainty in spatial variables such as DEM and land cover. The static methods included adjacent maps and glyphs for continuous variables. Both allow for displaying maps with information about the ensemble mean, variance/standard deviation and prediction intervals. Adjacent maps were also used for categorical data, displaying maps of the most probable class, as well as its associated probability. The interactive methods included a graphical user interface, which in addition to displaying the previously mentioned variables also allowed for comparison of joint uncertainties at multiple locations. The survey indicated that users could understand the basics of the uncertainty information displayed in the static maps, with the interactive interface allowing for more in-depth information. Subsequently, the R package included a collation of the plotting functions that were evaluated in the survey. The implementation of static visualisations was done via calls to the 'ggplot2' package. This allowed the user to provide control over the content, legend, colours, axes and titles. The interactive methods were implemented using the 'shiny' package allowing users to activate the visualisation of statistical descriptions of uncertainty through interaction with a plotted map of means. This research brings uncertainty visualisation to a broader audience through the development of tools for visualising uncertainty using open source software.

Ascertainment-adjusted parameter estimation approach to improve robustness against misspecification of health monitoring methods

NASA Astrophysics Data System (ADS)

Juesas, P.; Ramasso, E.

2016-12-01

Condition monitoring aims at ensuring system safety which is a fundamental requirement for industrial applications and that has become an inescapable social demand. This objective is attained by instrumenting the system and developing data analytics methods such as statistical models able to turn data into relevant knowledge. One difficulty is to be able to correctly estimate the parameters of those methods based on time-series data. This paper suggests the use of the Weighted Distribution Theory together with the Expectation-Maximization algorithm to improve parameter estimation in statistical models with latent variables with an application to health monotonic under uncertainty. The improvement of estimates is made possible by incorporating uncertain and possibly noisy prior knowledge on latent variables in a sound manner. The latent variables are exploited to build a degradation model of dynamical system represented as a sequence of discrete states. Examples on Gaussian Mixture Models, Hidden Markov Models (HMM) with discrete and continuous outputs are presented on both simulated data and benchmarks using the turbofan engine datasets. A focus on the application of a discrete HMM to health monitoring under uncertainty allows to emphasize the interest of the proposed approach in presence of different operating conditions and fault modes. It is shown that the proposed model depicts high robustness in presence of noisy and uncertain prior.

An assessment of the carbon balance of arctic tundra: comparisons among observations, process models, and atmospheric inversions

USGS Publications Warehouse

McGuire, A.D.; Christensen, T.R.; Hayes, D.; Heroult, A.; Euskirchen, E.; Yi, Y.; Kimball, J.S.; Koven, C.; Lafleur, P.; Miller, P.A.; Oechel, W.; Peylin, P.; Williams, M.

2012-01-01

Although arctic tundra has been estimated to cover only 8% of the global land surface, the large and potentially labile carbon pools currently stored in tundra soils have the potential for large emissions of carbon (C) under a warming climate. These emissions as radiatively active greenhouse gases in the form of both CO2 and CH4 could amplify global warming. Given the potential sensitivity of these ecosystems to climate change and the expectation that the Arctic will experience appreciable warming over the next century, it is important to assess whether responses of C exchange in tundra regions are likely to enhance or mitigate warming. In this study we compared analyses of C exchange of Arctic tundra between 1990–1999 and 2000–2006 among observations, regional and global applications of process-based terrestrial biosphere models, and atmospheric inversion models. Syntheses of the compilation of flux observations and of inversion model results indicate that the annual exchange of CO2 between arctic tundra and the atmosphere has large uncertainties that cannot be distinguished from neutral balance. The mean estimate from an ensemble of process-based model simulations suggests that arctic tundra acted as a sink for atmospheric CO2 in recent decades, but based on the uncertainty estimates it cannot be determined with confidence whether these ecosystems represent a weak or a strong sink. Tundra was 0.6 °C warmer in the 2000s compared to the 1990s. The central estimates of the observations, process-based models, and inversion models each identify stronger sinks in the 2000s compared with the 1990s. Similarly, the observations and the applications of regional process-based models suggest that CH4 emissions from arctic tundra have increased from the 1990s to 2000s. Based on our analyses of the estimates from observations, process-based models, and inversion models, we estimate that arctic tundra was a sink for atmospheric CO2 of 110 Tg C yr-1 (uncertainty between a sink of 291 Tg C yr-1 and a source of 80 Tg C yr-1) and a source of CH4 to the atmosphere of 19 Tg C yr-1 (uncertainty between sources of 8 and 29 Tg C yr-1). The suite of analyses conducted in this study indicate that it is clearly important to reduce uncertainties in the observations, process-based models, and inversions in order to better understand the degree to which Arctic tundra is influencing atmospheric CO2 and CH4 concentrations. The reduction of uncertainties can be accomplished through (1) the strategic placement of more CO2 and CH4 monitoring stations to reduce uncertainties in inversions, (2) improved observation networks of ground-based measurements of CO2 and CH4 exchange to understand exchange in response to disturbance and across gradients of hydrological variability, and (3) the effective transfer of information from enhanced observation networks into process-based models to improve the simulation of CO2 and CH4 exchange from arctic tundra to the atmosphere.

Evaluation of the tau-omega model for passive microwave soil moisture retrieval using SMAPEx data sets

USDA-ARS?s Scientific Manuscript database

The parameters used for passive soil moisture retrieval algorithms reported in the literature encompass a wide range, leading to a large uncertainty in the applicability of those values. This paper presents an evaluation of the proposed parameterizations of the tau-omega model from 1) SMAP ATBD for ...

Variable Complexity Optimization of Composite Structures

NASA Technical Reports Server (NTRS)

Haftka, Raphael T.

2002-01-01

The use of several levels of modeling in design has been dubbed variable complexity modeling. The work under the grant focused on developing variable complexity modeling strategies with emphasis on response surface techniques. Applications included design of stiffened composite plates for improved damage tolerance, the use of response surfaces for fitting weights obtained by structural optimization, and design against uncertainty using response surface techniques.

Global Sensitivity of Simulated Water Balance Indicators Under Future Climate Change in the Colorado Basin

NASA Astrophysics Data System (ADS)

Bennett, Katrina E.; Urrego Blanco, Jorge R.; Jonko, Alexandra; Bohn, Theodore J.; Atchley, Adam L.; Urban, Nathan M.; Middleton, Richard S.

2018-01-01

The Colorado River Basin is a fundamentally important river for society, ecology, and energy in the United States. Streamflow estimates are often provided using modeling tools which rely on uncertain parameters; sensitivity analysis can help determine which parameters impact model results. Despite the fact that simulated flows respond to changing climate and vegetation in the basin, parameter sensitivity of the simulations under climate change has rarely been considered. In this study, we conduct a global sensitivity analysis to relate changes in runoff, evapotranspiration, snow water equivalent, and soil moisture to model parameters in the Variable Infiltration Capacity (VIC) hydrologic model. We combine global sensitivity analysis with a space-filling Latin Hypercube Sampling of the model parameter space and statistical emulation of the VIC model to examine sensitivities to uncertainties in 46 model parameters following a variance-based approach. We find that snow-dominated regions are much more sensitive to uncertainties in VIC parameters. Although baseflow and runoff changes respond to parameters used in previous sensitivity studies, we discover new key parameter sensitivities. For instance, changes in runoff and evapotranspiration are sensitive to albedo, while changes in snow water equivalent are sensitive to canopy fraction and Leaf Area Index (LAI) in the VIC model. It is critical for improved modeling to narrow uncertainty in these parameters through improved observations and field studies. This is important because LAI and albedo are anticipated to change under future climate and narrowing uncertainty is paramount to advance our application of models such as VIC for water resource management.

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.

Model output: fact or artefact?

NASA Astrophysics Data System (ADS)

Melsen, Lieke

2015-04-01

As a third-year PhD-student, I relatively recently entered the wonderful world of scientific Hydrology. A science that has many pillars that directly impact society, for example with the prediction of hydrological extremes (both floods and drought), climate change, applications in agriculture, nature conservation, drinking water supply, etcetera. Despite its demonstrable societal relevance, hydrology is often seen as a science between two stools. Like Klemeš (1986) stated: "By their academic background, hydrologists are foresters, geographers, electrical engineers, geologists, system analysts, physicists, mathematicians, botanists, and most often civil engineers." Sometimes it seems that the engineering genes are still present in current hydrological sciences, and this results in pragmatic rather than scientific approaches for some of the current problems and challenges we have in hydrology. Here, I refer to the uncertainty in hydrological modelling that is often neglected. For over thirty years, uncertainty in hydrological models has been extensively discussed and studied. But it is not difficult to find peer-reviewed articles in which it is implicitly assumed that model simulations represent the truth rather than a conceptualization of reality. For instance in trend studies, where data is extrapolated 100 years ahead. Of course one can use different forcing datasets to estimate the uncertainty of the input data, but how to prevent that the output is not a model artefact, caused by the model structure? Or how about impact studies, e.g. of a dam impacting river flow. Measurements are often available for the period after dam construction, so models are used to simulate river flow before dam construction. Both are compared in order to qualify the effect of the dam. But on what basis can we tell that the model tells us the truth? Model validation is common nowadays, but validation only (comparing observations with model output) is not sufficient to assume that a model reflects reality. E.g. due to nonuniqueness or so called equifinality; different model construction lead to same output (Oreskes et al., 1994, Beven, 2005). But also because validation only does not provide us information on whether we are 'right for the wrong reasons' (Kirchner, 2006; Oreskes et al., 1994). We can never know how right or wrong our models are, because we do not fully understand reality. But we can estimate the uncertainty from the model and the input data itself. Many techniques have been developed that help in estimating model uncertainty. E.g. model structural uncertainty, studied in the FUSE framework (Clark et al., 2008), parameter uncertainty with GLUE (Beven and Binley, 1992) and DREAM (Vrugt et al., 2008), input data uncertainty using BATEA (Kavetski et al., 2006). These are just some examples that pop-up in a first search. But somehow, these techniques are only used and applied in studies that focus on the model uncertainty itself, and hardly ever occur in studies that have a research question outside of the uncertainty-region. We know that models don't tell us the truth, but we have the tendency to claim they are, based on validation only. A model is always a simplification of reality, which by definition leads to uncertainty when model output and observations of reality are compared. The least we could do is estimate the uncertainty of the model and the data itself. My question therefore is: As a scientist, can we accept that we believe things of which we know they might not be true? And secondly: How to deal with this? How should model uncertainty change the way we communicate scientific results? References Beven, K., and A. Binley, The future of distributed models: Model calibration and uncertainty prediction, HP 6 (1992). Beven, K., A manifesto for the equifinality thesis, JoH 320 (2006). Clark, M.P., A.G. Slater, D.E. Rupp, R.A. Woods, J.A. Vrugt, H.V. Gupta, T. Wagener and L.E. Hay, Framework for Understanding Structural Errors (FUSE): A modular framework to diagnose differences between hydrological models, WRR 44 (2008). Kavetski, D., G. Kuczera and S.W. Franks, Bayesian analysis of input uncertainty in hydrological modeling: 1. Theory, WRR 42 (2006). Kirchner, J.W., Getting the right answers for the right reasons: Linking measurements, analyses, and models to advance the science of hydrology, WRR 42 (2006). Klemeš, V., Dilettantism in Hydrology: Transition or Destiny?, WRR 22-9 (1986). Oreskes, N., K. Shrader-Frechette, and K. Belitz, Verification, Validation and Confirmation of Numerical Models in Earth Sciences, SCIENCE 263 (1994). Vrugt, J.A., C.J.F. ter Braak, M.P. Clar, J.M. Hyman, and B.A. Robinson, Treatment of input uncertainty in hydrologic modeling: Doing hydrology backward with Markov chain Monte Carlo simulation, WRR 44, (2008).

Big Data Geo-Analytical Tool Development for Spatial Analysis Uncertainty Visualization and Quantification Needs

NASA Astrophysics Data System (ADS)

Rose, K.; Bauer, J. R.; Baker, D. V.

2015-12-01

As big data computing capabilities are increasingly paired with spatial analytical tools and approaches, there is a need to ensure uncertainty associated with the datasets used in these analyses is adequately incorporated and portrayed in results. Often the products of spatial analyses, big data and otherwise, are developed using discontinuous, sparse, and often point-driven data to represent continuous phenomena. Results from these analyses are generally presented without clear explanations of the uncertainty associated with the interpolated values. The Variable Grid Method (VGM) offers users with a flexible approach designed for application to a variety of analyses where users there is a need to study, evaluate, and analyze spatial trends and patterns while maintaining connection to and communicating the uncertainty in the underlying spatial datasets. The VGM outputs a simultaneous visualization representative of the spatial data analyses and quantification of underlying uncertainties, which can be calculated using data related to sample density, sample variance, interpolation error, uncertainty calculated from multiple simulations. In this presentation we will show how we are utilizing Hadoop to store and perform spatial analysis through the development of custom Spark and MapReduce applications that incorporate ESRI Hadoop libraries. The team will present custom 'Big Data' geospatial applications that run on the Hadoop cluster and integrate with ESRI ArcMap with the team's probabilistic VGM approach. The VGM-Hadoop tool has been specially built as a multi-step MapReduce application running on the Hadoop cluster for the purpose of data reduction. This reduction is accomplished by generating multi-resolution, non-overlapping, attributed topology that is then further processed using ESRI's geostatistical analyst to convey a probabilistic model of a chosen study region. Finally, we will share our approach for implementation of data reduction and topology generation via custom multi-step Hadoop applications, performance benchmarking comparisons, and Hadoop-centric opportunities for greater parallelization of geospatial operations. The presentation includes examples of the approach being applied to a range of subsurface, geospatial studies (e.g. induced seismicity risk).

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.

Comparing methods of measuring geographic patterns in temporal trends: an application to county-level heart disease mortality in the United States, 1973 to 2010.

PubMed

Vaughan, Adam S; Kramer, Michael R; Waller, Lance A; Schieb, Linda J; Greer, Sophia; Casper, Michele

2015-05-01

To demonstrate the implications of choosing analytical methods for quantifying spatiotemporal trends, we compare the assumptions, implementation, and outcomes of popular methods using county-level heart disease mortality in the United States between 1973 and 2010. We applied four regression-based approaches (joinpoint regression, both aspatial and spatial generalized linear mixed models, and Bayesian space-time model) and compared resulting inferences for geographic patterns of local estimates of annual percent change and associated uncertainty. The average local percent change in heart disease mortality from each method was -4.5%, with the Bayesian model having the smallest range of values. The associated uncertainty in percent change differed markedly across the methods, with the Bayesian space-time model producing the narrowest range of variance (0.0-0.8). The geographic pattern of percent change was consistent across methods with smaller declines in the South Central United States and larger declines in the Northeast and Midwest. However, the geographic patterns of uncertainty differed markedly between methods. The similarity of results, including geographic patterns, for magnitude of percent change across these methods validates the underlying spatial pattern of declines in heart disease mortality. However, marked differences in degree of uncertainty indicate that Bayesian modeling offers substantially more precise estimates. Copyright © 2015 Elsevier Inc. All rights reserved.

Uncertainty quantification for nuclear density functional theory and information content of new measurements.

PubMed

McDonnell, J D; Schunck, N; Higdon, D; Sarich, J; Wild, S M; Nazarewicz, W

2015-03-27

Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squares optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. The example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.

Satellite Re-entry Modeling and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Horsley, M.

2012-09-01

LEO trajectory modeling is a fundamental aerospace capability and has applications in many areas of aerospace, such as maneuver planning, sensor scheduling, re-entry prediction, collision avoidance, risk analysis, and formation flying. Somewhat surprisingly, modeling the trajectory of an object in low Earth orbit is still a challenging task. This is primarily due to the large uncertainty in the upper atmospheric density, about 15-20% (1-sigma) for most thermosphere models. Other contributions come from our inability to precisely model future solar and geomagnetic activities, the potentially unknown shape, material construction and attitude history of the satellite, and intermittent, noisy tracking data. Current methods to predict a satellite's re-entry trajectory typically involve making a single prediction, with the uncertainty dealt with in an ad-hoc manner, usually based on past experience. However, due to the extreme speed of a LEO satellite, even small uncertainties in the re-entry time translate into a very large uncertainty in the location of the re-entry event. Currently, most methods simply update the re-entry estimate on a regular basis. This results in a wide range of estimates that are literally spread over the entire globe. With no understanding of the underlying distribution of potential impact points, the sequence of impact points predicted by the current methodology are largely useless until just a few hours before re-entry. This paper will discuss the development of a set of the High Performance Computing (HPC)-based capabilities to support near real-time quantification of the uncertainty inherent in uncontrolled satellite re-entries. An appropriate management of the uncertainties is essential for a rigorous treatment of the re-entry/LEO trajectory problem. The development of HPC-based tools for re-entry analysis is important as it will allow a rigorous and robust approach to risk assessment by decision makers in an operational setting. Uncertainty quantification results from the recent uncontrolled re-entry of the Phobos-Grunt satellite will be presented and discussed. This work performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.

Uncertainty-based simulation-optimization using Gaussian process emulation: Application to coastal groundwater management

NASA Astrophysics Data System (ADS)

Rajabi, Mohammad Mahdi; Ketabchi, Hamed

2017-12-01

Combined simulation-optimization (S/O) schemes have long been recognized as a valuable tool in coastal groundwater management (CGM). However, previous applications have mostly relied on deterministic seawater intrusion (SWI) simulations. This is a questionable simplification, knowing that SWI models are inevitably prone to epistemic and aleatory uncertainty, and hence a management strategy obtained through S/O without consideration of uncertainty may result in significantly different real-world outcomes than expected. However, two key issues have hindered the use of uncertainty-based S/O schemes in CGM, which are addressed in this paper. The first issue is how to solve the computational challenges resulting from the need to perform massive numbers of simulations. The second issue is how the management problem is formulated in presence of uncertainty. We propose the use of Gaussian process (GP) emulation as a valuable tool in solving the computational challenges of uncertainty-based S/O in CGM. We apply GP emulation to the case study of Kish Island (located in the Persian Gulf) using an uncertainty-based S/O algorithm which relies on continuous ant colony optimization and Monte Carlo simulation. In doing so, we show that GP emulation can provide an acceptable level of accuracy, with no bias and low statistical dispersion, while tremendously reducing the computational time. Moreover, five new formulations for uncertainty-based S/O are presented based on concepts such as energy distances, prediction intervals and probabilities of SWI occurrence. We analyze the proposed formulations with respect to their resulting optimized solutions, the sensitivity of the solutions to the intended reliability levels, and the variations resulting from repeated optimization runs.

Scaling of Precipitation Extremes Modelled by Generalized Pareto Distribution

NASA Astrophysics Data System (ADS)

Rajulapati, C. R.; Mujumdar, P. P.

2017-12-01

Precipitation extremes are often modelled with data from annual maximum series or peaks over threshold series. The Generalized Pareto Distribution (GPD) is commonly used to fit the peaks over threshold series. Scaling of precipitation extremes from larger time scales to smaller time scales when the extremes are modelled with the GPD is burdened with difficulties arising from varying thresholds for different durations. In this study, the scale invariance theory is used to develop a disaggregation model for precipitation extremes exceeding specified thresholds. A scaling relationship is developed for a range of thresholds obtained from a set of quantiles of non-zero precipitation of different durations. The GPD parameters and exceedance rate parameters are modelled by the Bayesian approach and the uncertainty in scaling exponent is quantified. A quantile based modification in the scaling relationship is proposed for obtaining the varying thresholds and exceedance rate parameters for shorter durations. The disaggregation model is applied to precipitation datasets of Berlin City, Germany and Bangalore City, India. From both the applications, it is observed that the uncertainty in the scaling exponent has a considerable effect on uncertainty in scaled parameters and return levels of shorter durations.

Exploring dust emission responses to land cover change using an ecological land classification

NASA Astrophysics Data System (ADS)

Galloza, Magda S.; Webb, Nicholas P.; Bleiweiss, Max P.; Winters, Craig; Herrick, Jeffrey E.; Ayers, Eldon

2018-06-01

Despite efforts to quantify the impacts of land cover change on wind erosion, assessment uncertainty remains large. We address this uncertainty by evaluating the application of ecological site concepts and state-and-transition models (STMs) for detecting and quantitatively describing the impacts of land cover change on wind erosion. We apply a dust emission model over a rangeland study area in the northern Chihuahuan Desert, New Mexico, USA, and evaluate spatiotemporal patterns of modelled horizontal sediment mass flux and dust emission in the context of ecological sites and their vegetation states; representing a diversity of land cover types. Our results demonstrate how the impacts of land cover change on dust emission can be quantified, compared across land cover classes, and interpreted in the context of an ecological model that encapsulates land management intensity and change. Results also reveal the importance of established weaknesses in the dust model soil characterisation and drag partition scheme, which appeared generally insensitive to the impacts of land cover change. New models that address these weaknesses, coupled with ecological site concepts and field measurements across land cover types, could significantly reduce assessment uncertainties and provide opportunities for identifying land management options.

Bayesian analysis of rare events

NASA Astrophysics Data System (ADS)

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

Physics-based elastic image registration using splines and including landmark localization uncertainties.

PubMed

Wörz, Stefan; Rohr, Karl

2006-01-01

We introduce an elastic registration approach which is based on a physical deformation model and uses Gaussian elastic body splines (GEBS). We formulate an extended energy functional related to the Navier equation under Gaussian forces which also includes landmark localization uncertainties. These uncertainties are characterized by weight matrices representing anisotropic errors. Since the approach is based on a physical deformation model, cross-effects in elastic deformations can be taken into account. Moreover, we have a free parameter to control the locality of the transformation for improved registration of local geometric image differences. We demonstrate the applicability of our scheme based on 3D CT images from the Truth Cube experiment, 2D MR images of the brain, as well as 2D gel electrophoresis images. It turns out that the new scheme achieves more accurate results compared to previous approaches.

Fukushima Daiichi Unit 1 Uncertainty Analysis-Exploration of Core Melt Progression Uncertain Parameters-Volume II.

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

Denman, Matthew R.; Brooks, Dusty Marie

Sandia National Laboratories (SNL) has conducted an uncertainty analysi s (UA) on the Fukushima Daiichi unit (1F1) accident progression wit h the MELCOR code. Volume I of the 1F1 UA discusses the physical modeling details and time history results of the UA. Volume II of the 1F1 UA discusses the statistical viewpoint. The model used was developed for a previous accident reconstruction investigation jointly sponsored by the US Department of Energy (DOE) and Nuclear Regulatory Commission (NRC). The goal of this work was to perform a focused evaluation of uncertainty in core damage progression behavior and its effect on keymore » figures - of - merit (e.g., hydrogen production, fraction of intact fuel, vessel lower head failure) and in doing so assess the applicability of traditional sensitivity analysis techniques .« less

From cutting-edge pointwise cross-section to groupwise reaction rate: A primer

NASA Astrophysics Data System (ADS)

Sublet, Jean-Christophe; Fleming, Michael; Gilbert, Mark R.

2017-09-01

The nuclear research and development community has a history of using both integral and differential experiments to support accurate lattice-reactor, nuclear reactor criticality and shielding simulations, as well as verification and validation efforts of cross sections and emitted particle spectra. An important aspect to this type of analysis is the proper consideration of the contribution of the neutron spectrum in its entirety, with correct propagation of uncertainties and standard deviations derived from Monte Carlo simulations, to the local and total uncertainty in the simulated reactions rates (RRs), which usually only apply to one application at a time. This paper identifies deficiencies in the traditional treatment, and discusses correct handling of the RR uncertainty quantification and propagation, including details of the cross section components in the RR uncertainty estimates, which are verified for relevant applications. The methodology that rigorously captures the spectral shift and cross section contributions to the uncertainty in the RR are discussed with quantified examples that demonstrate the importance of the proper treatment of the spectrum profile and cross section contributions to the uncertainty in the RR and subsequent response functions. The recently developed inventory code FISPACT-II, when connected to the processed nuclear data libraries TENDL-2015, ENDF/B-VII.1, JENDL-4.0u or JEFF-3.2, forms an enhanced multi-physics platform providing a wide variety of advanced simulation methods for modelling activation, transmutation, burnup protocols and simulating radiation damage sources terms. The system has extended cutting-edge nuclear data forms, uncertainty quantification and propagation methods, which have been the subject of recent integral and differential, fission, fusion and accelerators validation efforts. The simulation system is used to accurately and predictively probe, understand and underpin a modern and sustainable understanding of the nuclear physics that is so important for many areas of science and technology; advanced fission and fuel systems, magnetic and inertial confinement fusion, high energy, accelerator physics, medical application, isotope production, earth exploration, astrophysics and homeland security.

From biota to chemistry and climate: towards a comprehensive description of trace gas exchange between the biosphere and atmosphere

NASA Astrophysics Data System (ADS)

Arneth, A.; Sitch, S.; Bondeau, A.; Butterbach-Bahl, K.; Foster, P.; Gedney, N.; de Noblet-Ducoudré, N.; Prentice, I. C.; Sanderson, M.; Thonicke, K.; Wania, R.; Zaehle, S.

2010-01-01

Exchange of non-CO2 trace gases between the land surface and the atmosphere plays an important role in atmospheric chemistry and climate. Recent studies have highlighted its importance for interpretation of glacial-interglacial ice-core records, the simulation of the pre-industrial and present atmosphere, and the potential for large climate-chemistry and climate-aerosol feedbacks in the coming century. However, spatial and temporal variations in trace gas emissions and the magnitude of future feedbacks are a major source of uncertainty in atmospheric chemistry, air quality and climate science. To reduce such uncertainties Dynamic Global Vegetation Models (DGVMs) are currently being expanded to mechanistically represent processes relevant to non-CO2 trace gas exchange between land biota and the atmosphere. In this paper we present a review of important non-CO2 trace gas emissions, the state-of-the-art in DGVM modelling of processes regulating these emissions, identify key uncertainties for global scale model applications, and discuss a methodology for model integration and evaluation.

From biota to chemistry and climate: towards a comprehensive description of trace gas exchange between the biosphere and atmosphere

NASA Astrophysics Data System (ADS)

Arneth, A.; Sitch, S.; Bondeau, A.; Butterbach-Bahl, K.; Foster, P.; Gedney, N.; de Noblet-Ducoudré, N.; Prentice, I. C.; Sanderson, M.; Thonicke, K.; Wania, R.; Zaehle, S.

2009-07-01

Exchange of non-CO2 trace gases between the land surface and the atmosphere plays an important role in atmospheric chemistry and climate. Recent studies have highlighted its importance for interpretation of glacial-interglacial ice-core records, the simulation of the pre-industrial and present atmosphere, and the potential for large climate-chemistry and climate-aerosol feedbacks in the coming century. However, spatial and temporal variations in trace gas emissions and the magnitude of future feedbacks are a major source of uncertainty in atmospheric chemistry, air quality and climate science. To reduce such uncertainties Dynamic Global Vegetation Models (DGVMs) are currently being expanded to mechanistically represent processes relevant to non-CO2 trace gas exchange between land biota and the atmosphere. In this paper we present a review of important non-CO2 trace gas emissions, the state-of-the-art in DGVM modelling of processes regulating these emissions, identify key uncertainties for global scale model applications, and discuss a methodology for model integration and evaluation.

Accounting for observation uncertainties in an evaluation metric of low latitude turbulent air-sea fluxes: application to the comparison of a suite of IPSL model versions

NASA Astrophysics Data System (ADS)

Servonnat, Jérôme; Găinuşă-Bogdan, Alina; Braconnot, Pascale

2017-09-01

Turbulent momentum and heat (sensible heat and latent heat) fluxes at the air-sea interface are key components of the whole energetic of the Earth's climate. The evaluation of these fluxes in the climate models is still difficult because of the large uncertainties associated with the reference products. In this paper we present an objective metric accounting for reference uncertainties to evaluate the annual cycle of the low latitude turbulent fluxes of a suite of IPSL climate models. This metric consists in a Hotelling T 2 test between the simulated and observed field in a reduce space characterized by the dominant modes of variability that are common to both the model and the reference, taking into account the observational uncertainty. The test is thus more severe when uncertainties are small as it is the case for sea surface temperature (SST). The results of the test show that for almost all variables and all model versions the model-reference differences are not zero. It is not possible to distinguish between model versions for sensible heat and meridional wind stress, certainly due to the large observational uncertainties. All model versions share similar biases for the different variables. There is no improvement between the reference versions of the IPSL model used for CMIP3 and CMIP5. The test also reveals that the higher horizontal resolution fails to improve the representation of the turbulent surface fluxes compared to the other versions. The representation of the fluxes is further degraded in a version with improved atmospheric physics with an amplification of some of the biases in the Indian Ocean and in the intertropical convergence zone. The ranking of the model versions for the turbulent fluxes is not correlated with the ranking found for SST. This highlights that despite the fact that SST gradients are important for the large-scale atmospheric circulation patterns, other factors such as wind speed, and air-sea temperature contrast play an important role in the representation of turbulent fluxes.

Simulated Annealing-based Optimal Proportional-Integral-Derivative (PID) Controller Design: A Case Study on Nonlinear Quadcopter Dynamics

NASA Astrophysics Data System (ADS)

Nemirsky, Kristofer Kevin

In this thesis, the history and evolution of rotor aircraft with simulated annealing-based PID application were reviewed and quadcopter dynamics are presented. The dynamics of a quadcopter were then modeled, analyzed, and linearized. A cascaded loop architecture with PID controllers was used to stabilize the plant dynamics, which was improved upon through the application of simulated annealing (SA). A Simulink model was developed to test the controllers and verify the functionality of the proposed control system design. In addition, the data that the Simulink model provided were compared with flight data to present the validity of derived dynamics as a proper mathematical model representing the true dynamics of the quadcopter system. Then, the SA-based global optimization procedure was applied to obtain optimized PID parameters. It was observed that the tuned gains through the SA algorithm produced a better performing PID controller than the original manually tuned one. Next, we investigated the uncertain dynamics of the quadcopter setup. After adding uncertainty to the gyroscopic effects associated with pitch-and-roll rate dynamics, the controllers were shown to be robust against the added uncertainty. A discussion follows to summarize SA-based algorithm PID controller design and performance outcomes. Lastly, future work on SA application on multi-input-multi-output (MIMO) systems is briefly discussed.

Application of Interval Predictor Models to Space Radiation Shielding

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy,Daniel P.; Norman, Ryan B.; Blattnig, Steve R.

2016-01-01

This paper develops techniques for predicting the uncertainty range of an output variable given input-output data. These models are called Interval Predictor Models (IPM) because they yield an interval valued function of the input. This paper develops IPMs having a radial basis structure. This structure enables the formal description of (i) the uncertainty in the models parameters, (ii) the predicted output interval, and (iii) the probability that a future observation would fall in such an interval. In contrast to other metamodeling techniques, this probabilistic certi cate of correctness does not require making any assumptions on the structure of the mechanism from which data are drawn. Optimization-based strategies for calculating IPMs having minimal spread while containing all the data are developed. Constraints for bounding the minimum interval spread over the continuum of inputs, regulating the IPMs variation/oscillation, and centering its spread about a target point, are used to prevent data over tting. Furthermore, we develop an approach for using expert opinion during extrapolation. This metamodeling technique is illustrated using a radiation shielding application for space exploration. In this application, we use IPMs to describe the error incurred in predicting the ux of particles resulting from the interaction between a high-energy incident beam and a target.

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.

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

Farrell, Kathryn, E-mail: kfarrell@ices.utexas.edu; Oden, J. Tinsley, E-mail: oden@ices.utexas.edu; Faghihi, Danial, E-mail: danial@ices.utexas.edu

A general adaptive modeling algorithm for selection and validation of coarse-grained models of atomistic systems is presented. A Bayesian framework is developed to address uncertainties in parameters, data, and model selection. Algorithms for computing output sensitivities to parameter variances, model evidence and posterior model plausibilities for given data, and for computing what are referred to as Occam Categories in reference to a rough measure of model simplicity, make up components of the overall approach. Computational results are provided for representative applications.

Flight assessment of the onboard propulsion system model for the Performance Seeking Control algorithm on an F-15 aircraft

NASA Technical Reports Server (NTRS)

Orme, John S.; Schkolnik, Gerard S.

1995-01-01

Performance Seeking Control (PSC), an onboard, adaptive, real-time optimization algorithm, relies upon an onboard propulsion system model. Flight results illustrated propulsion system performance improvements as calculated by the model. These improvements were subject to uncertainty arising from modeling error. Thus to quantify uncertainty in the PSC performance improvements, modeling accuracy must be assessed. A flight test approach to verify PSC-predicted increases in thrust (FNP) and absolute levels of fan stall margin is developed and applied to flight test data. Application of the excess thrust technique shows that increases of FNP agree to within 3 percent of full-scale measurements for most conditions. Accuracy to these levels is significant because uncertainty bands may now be applied to the performance improvements provided by PSC. Assessment of PSC fan stall margin modeling accuracy was completed with analysis of in-flight stall tests. Results indicate that the model overestimates the stall margin by between 5 to 10 percent. Because PSC achieves performance gains by using available stall margin, this overestimation may represent performance improvements to be recovered with increased modeling accuracy. Assessment of thrust and stall margin modeling accuracy provides a critical piece for a comprehensive understanding of PSC's capabilities and limitations.

Uncertainty information in climate data records from Earth observation

NASA Astrophysics Data System (ADS)

Merchant, Christopher J.; Paul, Frank; Popp, Thomas; Ablain, Michael; Bontemps, Sophie; Defourny, Pierre; Hollmann, Rainer; Lavergne, Thomas; Laeng, Alexandra; de Leeuw, Gerrit; Mittaz, Jonathan; Poulsen, Caroline; Povey, Adam C.; Reuter, Max; Sathyendranath, Shubha; Sandven, Stein; Sofieva, Viktoria F.; Wagner, Wolfgang

2017-07-01

The question of how to derive and present uncertainty information in climate data records (CDRs) has received sustained attention within the European Space Agency Climate Change Initiative (CCI), a programme to generate CDRs addressing a range of essential climate variables (ECVs) from satellite data. Here, we review the nature, mathematics, practicalities, and communication of uncertainty information in CDRs from Earth observations. This review paper argues that CDRs derived from satellite-based Earth observation (EO) should include rigorous uncertainty information to support the application of the data in contexts such as policy, climate modelling, and numerical weather prediction reanalysis. Uncertainty, error, and quality are distinct concepts, and the case is made that CDR products should follow international metrological norms for presenting quantified uncertainty. As a baseline for good practice, total standard uncertainty should be quantified per datum in a CDR, meaning that uncertainty estimates should clearly discriminate more and less certain data. In this case, flags for data quality should not duplicate uncertainty information, but instead describe complementary information (such as the confidence in the uncertainty estimate provided or indicators of conditions violating the retrieval assumptions). The paper discusses the many sources of error in CDRs, noting that different errors may be correlated across a wide range of timescales and space scales. Error effects that contribute negligibly to the total uncertainty in a single-satellite measurement can be the dominant sources of uncertainty in a CDR on the large space scales and long timescales that are highly relevant for some climate applications. For this reason, identifying and characterizing the relevant sources of uncertainty for CDRs is particularly challenging. The characterization of uncertainty caused by a given error effect involves assessing the magnitude of the effect, the shape of the error distribution, and the propagation of the uncertainty to the geophysical variable in the CDR accounting for its error correlation properties. Uncertainty estimates can and should be validated as part of CDR validation when possible. These principles are quite general, but the approach to providing uncertainty information appropriate to different ECVs is varied, as confirmed by a brief review across different ECVs in the CCI. User requirements for uncertainty information can conflict with each other, and a variety of solutions and compromises are possible. The concept of an ensemble CDR as a simple means of communicating rigorous uncertainty information to users is discussed. Our review concludes by providing eight concrete recommendations for good practice in providing and communicating uncertainty in EO-based climate data records.

Abschätzung des Einflusses von Parameterunsicherheiten bei der Planung und Auswertung von Tracertests unter Verwendung von Ensembleprognosen

NASA Astrophysics Data System (ADS)

Klotzsch, Stephan; Binder, Martin; Händel, Falk

2017-06-01

While planning tracer tests, uncertainties in geohydraulic parameters should be considered as an important factor. Neglecting these uncertainties can lead to missing the tracer breakthrough, for example. One way to consider uncertainties during tracer test design is the so called ensemble forecast. The applicability of this method to geohydrological problems is demonstrated by coupling the method with two analytical solute transport models. The algorithm presented in this article is suitable for prediction as well as parameter estimation. The parameter estimation function can be used in a tracer test for reducing the uncertainties in the measured data which can improve the initial prediction. The algorithm was implemented into a software tool which is freely downloadable from the website of the Institute for Groundwater Management at TU Dresden, Germany.

Risk, Uncertainty and Precaution in Science: The Threshold of the Toxicological Concern Approach in Food Toxicology.

PubMed

Bschir, Karim

2017-04-01

Environmental risk assessment is often affected by severe uncertainty. The frequently invoked precautionary principle helps to guide risk assessment and decision-making in the face of scientific uncertainty. In many contexts, however, uncertainties play a role not only in the application of scientific models but also in their development. Building on recent literature in the philosophy of science, this paper argues that precaution should be exercised at the stage when tools for risk assessment are developed as well as when they are used to inform decision-making. The relevance and consequences of this claim are discussed in the context of the threshold of the toxicological concern approach in food toxicology. I conclude that the approach does not meet the standards of an epistemic version of the precautionary principle.

Probabilistic risk assessment for a loss of coolant accident in McMaster Nuclear Reactor and application of reliability physics model for modeling human reliability

NASA Astrophysics Data System (ADS)

Ha, Taesung

A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.

Parameter and uncertainty estimation for mechanistic, spatially explicit epidemiological models

NASA Astrophysics Data System (ADS)

Finger, Flavio; Schaefli, Bettina; Bertuzzo, Enrico; Mari, Lorenzo; Rinaldo, Andrea

2014-05-01

Epidemiological models can be a crucially important tool for decision-making during disease outbreaks. The range of possible applications spans from real-time forecasting and allocation of health-care resources to testing alternative intervention mechanisms such as vaccines, antibiotics or the improvement of sanitary conditions. Our spatially explicit, mechanistic models for cholera epidemics have been successfully applied to several epidemics including, the one that struck Haiti in late 2010 and is still ongoing. Calibration and parameter estimation of such models represents a major challenge because of properties unusual in traditional geoscientific domains such as hydrology. Firstly, the epidemiological data available might be subject to high uncertainties due to error-prone diagnosis as well as manual (and possibly incomplete) data collection. Secondly, long-term time-series of epidemiological data are often unavailable. Finally, the spatially explicit character of the models requires the comparison of several time-series of model outputs with their real-world counterparts, which calls for an appropriate weighting scheme. It follows that the usual assumption of a homoscedastic Gaussian error distribution, used in combination with classical calibration techniques based on Markov chain Monte Carlo algorithms, is likely to be violated, whereas the construction of an appropriate formal likelihood function seems close to impossible. Alternative calibration methods, which allow for accurate estimation of total model uncertainty, particularly regarding the envisaged use of the models for decision-making, are thus needed. Here we present the most recent developments regarding methods for parameter and uncertainty estimation to be used with our mechanistic, spatially explicit models for cholera epidemics, based on informal measures of goodness of fit.

Methodology for quantifying uncertainty in coal assessments with an application to a Texas lignite deposit

USGS Publications Warehouse

Olea, R.A.; Luppens, J.A.; Tewalt, S.J.

2011-01-01

A common practice for characterizing uncertainty in coal resource assessments has been the itemization of tonnage at the mining unit level and the classification of such units according to distance to drilling holes. Distance criteria, such as those used in U.S. Geological Survey Circular 891, are still widely used for public disclosure. A major deficiency of distance methods is that they do not provide a quantitative measure of uncertainty. Additionally, relying on distance between data points alone does not take into consideration other factors known to have an influence on uncertainty, such as spatial correlation, type of probability distribution followed by the data, geological discontinuities, and boundary of the deposit. Several geostatistical methods have been combined to formulate a quantitative characterization for appraising uncertainty. Drill hole datasets ranging from widespread exploration drilling to detailed development drilling from a lignite deposit in Texas were used to illustrate the modeling. The results show that distance to the nearest drill hole is almost completely unrelated to uncertainty, which confirms the inadequacy of characterizing uncertainty based solely on a simple classification of resources by distance classes. The more complex statistical methods used in this study quantify uncertainty and show good agreement between confidence intervals in the uncertainty predictions and data from additional drilling. ?? 2010.

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.

How to deal with climate change uncertainty in the planning of engineering systems

NASA Astrophysics Data System (ADS)

Spackova, Olga; Dittes, Beatrice; Straub, Daniel

2016-04-01

The effect of extreme events such as floods on the infrastructure and built environment is associated with significant uncertainties: These include the uncertain effect of climate change, uncertainty on extreme event frequency estimation due to limited historic data and imperfect models, and, not least, uncertainty on future socio-economic developments, which determine the damage potential. One option for dealing with these uncertainties is the use of adaptable (flexible) infrastructure that can easily be adjusted in the future without excessive costs. The challenge is in quantifying the value of adaptability and in finding the optimal sequence of decision. Is it worth to build a (potentially more expensive) adaptable system that can be adjusted in the future depending on the future conditions? Or is it more cost-effective to make a conservative design without counting with the possible future changes to the system? What is the optimal timing of the decision to build/adjust the system? We develop a quantitative decision-support framework for evaluation of alternative infrastructure designs under uncertainties, which: • probabilistically models the uncertain future (trough a Bayesian approach) • includes the adaptability of the systems (the costs of future changes) • takes into account the fact that future decisions will be made under uncertainty as well (using pre-posterior decision analysis) • allows to identify the optimal capacity and optimal timing to build/adjust the infrastructure. Application of the decision framework will be demonstrated on an example of flood mitigation planning in Bavaria.

Uncertainty analyses of the calibrated parameter values of a water quality model

NASA Astrophysics Data System (ADS)

Rode, M.; Suhr, U.; Lindenschmidt, K.-E.

2003-04-01

For river basin management water quality models are increasingly used for the analysis and evaluation of different management measures. However substantial uncertainties exist in parameter values depending on the available calibration data. In this paper an uncertainty analysis for a water quality model is presented, which considers the impact of available model calibration data and the variance of input variables. The investigation was conducted based on four extensive flowtime related longitudinal surveys in the River Elbe in the years 1996 to 1999 with varying discharges and seasonal conditions. For the model calculations the deterministic model QSIM of the BfG (Germany) was used. QSIM is a one dimensional water quality model and uses standard algorithms for hydrodynamics and phytoplankton dynamics in running waters, e.g. Michaelis Menten/Monod kinetics, which are used in a wide range of models. The multi-objective calibration of the model was carried out with the nonlinear parameter estimator PEST. The results show that for individual flow time related measuring surveys very good agreements between model calculation and measured values can be obtained. If these parameters are applied to deviating boundary conditions, substantial errors in model calculation can occur. These uncertainties can be decreased with an increased calibration database. More reliable model parameters can be identified, which supply reasonable results for broader boundary conditions. The extension of the application of the parameter set on a wider range of water quality conditions leads to a slight reduction of the model precision for the specific water quality situation. Moreover the investigations show that highly variable water quality variables like the algal biomass always allow a smaller forecast accuracy than variables with lower coefficients of variation like e.g. nitrate.

Uncertainty quantification in application of the enrichment meter principle for nondestructive assay of special nuclear material

DOE PAGES

Burr, Tom; Croft, Stephen; Jarman, Kenneth D.

2015-09-05

The various methods of nondestructive assay (NDA) of special nuclear material (SNM) have applications in nuclear nonproliferation, including detection and identification of illicit SNM at border crossings, and quantifying SNM at nuclear facilities for safeguards. No assay method is complete without “error bars,” which provide one way of expressing confidence in the assay result. Consequently, NDA specialists typically quantify total uncertainty in terms of “random” and “systematic” components, and then specify error bars for the total mass estimate in multiple items. Uncertainty quantification (UQ) for NDA has always been important, but it is recognized that greater rigor is needed andmore » achievable using modern statistical methods. To this end, we describe the extent to which the guideline for expressing uncertainty in measurements (GUM) can be used for NDA. Also, we propose improvements over GUM for NDA by illustrating UQ challenges that it does not address, including calibration with errors in predictors, model error, and item-specific biases. A case study is presented using low-resolution NaI spectra and applying the enrichment meter principle to estimate the U-235 mass in an item. The case study illustrates how to update the current American Society for Testing and Materials guide for application of the enrichment meter principle using gamma spectra from a NaI detector.« less

Methodologies for evaluating performance and assessing uncertainty of atmospheric dispersion models

NASA Astrophysics Data System (ADS)

Chang, Joseph C.

This thesis describes methodologies to evaluate the performance and to assess the uncertainty of atmospheric dispersion models, tools that predict the fate of gases and aerosols upon their release into the atmosphere. Because of the large economic and public-health impacts often associated with the use of the dispersion model results, these models should be properly evaluated, and their uncertainty should be properly accounted for and understood. The CALPUFF, HPAC, and VLSTRACK dispersion modeling systems were applied to the Dipole Pride (DP26) field data (˜20 km in scale), in order to demonstrate the evaluation and uncertainty assessment methodologies. Dispersion model performance was found to be strongly dependent on the wind models used to generate gridded wind fields from observed station data. This is because, despite the fact that the test site was a flat area, the observed surface wind fields still showed considerable spatial variability, partly because of the surrounding mountains. It was found that the two components were comparable for the DP26 field data, with variability more important than uncertainty closer to the source, and less important farther away from the source. Therefore, reducing data errors for input meteorology may not necessarily increase model accuracy due to random turbulence. DP26 was a research-grade field experiment, where the source, meteorological, and concentration data were all well-measured. Another typical application of dispersion modeling is a forensic study where the data are usually quite scarce. An example would be the modeling of the alleged releases of chemical warfare agents during the 1991 Persian Gulf War, where the source data had to rely on intelligence reports, and where Iraq had stopped reporting weather data to the World Meteorological Organization since the 1981 Iran-Iraq-war. Therefore the meteorological fields inside Iraq must be estimated by models such as prognostic mesoscale meteorological models, based on observational data from areas outside of Iraq, and using the global fields simulated by the global meteorological models as the initial and boundary conditions for the mesoscale models. It was found that while comparing model predictions to observations in areas outside of Iraq, the predicted surface wind directions had errors between 30 to 90 deg, but the inter-model differences (or uncertainties) in the predicted surface wind directions inside Iraq, where there were no onsite data, were fairly constant at about 70 deg. (Abstract shortened by UMI.)

Nuclear Data Uncertainty Quantification: Past, Present and Future

NASA Astrophysics Data System (ADS)

Smith, D. L.

2015-01-01

An historical overview is provided of the mathematical foundations of uncertainty quantification and the roles played in the more recent past by nuclear data uncertainties in nuclear data evaluations and nuclear applications. Significant advances that have established the mathematical framework for contemporary nuclear data evaluation methods, as well as the use of uncertainty information in nuclear data evaluation and nuclear applications, are described. This is followed by a brief examination of the current status concerning nuclear data evaluation methodology, covariance data generation, and the application of evaluated nuclear data uncertainties in contemporary nuclear technology. A few possible areas for future investigation of this subject are also suggested.

iTOUGH2 V6.5

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

Finsterle, Stefan A.

2010-11-01

iTOUGH2 (inverse TOUGH2) provides inverse modeling capabilities for TOUGH2, a simulator for multi-dimensional , multi-phase, multi-component, non-isothermal flow and transport in fractured porous media. It performs sensitivity analysis, parameter estimation, and uncertainty propagation, analysis in geosciences and reservoir engineering and other application areas. It supports a number of different combination of fluids and components [equation-of-state (EOS) modules]. In addition, the optimization routines implemented in iTOUGH2 can also be used or sensitivity analysis, automatic model calibration, and uncertainty quantification of any external code that uses text-based input and output files. This link is achieved by means of the PEST application programmingmore » interface. iTOUGH2 solves the inverse problem by minimizing a non-linear objective function of the weighted differences between model output and the corresponding observations. Multiple minimization algorithms (derivative fee, gradient-based and second-order; local and global) are available. iTOUGH2 also performs Latin Hypercube Monte Carlos simulation for uncertainty propagation analysis. A detailed residual and error analysis is provided. This upgrade includes new EOS modules (specifically EOS7c, ECO2N and TMVOC), hysteretic relative permeability and capillary pressure functions and the PEST API. More details can be found at http://esd.lbl.gov/iTOUGH2 and the publications cited there. Hardware Req.: Multi-platform; Related/auxiliary software PVM (if running in parallel).« less

Characterizing hydrological hazards and trends with the NASA South Asia Land Data Assimilation System

NASA Astrophysics Data System (ADS)

Ghatak, D.; Zaitchik, B. F.; Limaye, A. S.; Searby, N. D.; Doorn, B.; Bolten, J. D.; Toll, D. L.; Lee, S.; Mourad, B.; Narula, K.; Nischal, S.; Iceland, C.; Bajracharya, B.; Kumar, S.; Shrestha, B. R.; Murthy, M.; Hain, C.; Anderson, M. C.

2015-12-01

South Asia faces severe challenges to meet the need of water for agricultural, domestic and industrial purposes while coping with the threats posed by climate and land use/cover changes on regional hydrology. South Asia is also characterized by extreme climate contrasts, remote and poorly-monitored headwaters regions, and large uncertainties in estimates of consumptive water withdrawals. Here, we present results from the South Asia Land Data Assimilation System (South Asia LDAS) that apply multiple simulations involving different combination of forcing datasets, land surface models, and satellite-derived parameter datasets to characterize the distributed water balance of the subcontinent. The South Asia LDAS ensemble of simulations provides a range of uncertainty associated with model products. The system includes customized irrigation schemes to capture water use and HYMAP streamflow routing for application to floods. This presentation focuses on two key application areas for South Asia LDAS: the representation of extreme floods in transboundary rivers, and the estimate of water use in irrigated agriculture. We show that South Asia LDAS captures important features of both phenomena, address opportunities and barriers for the use of South Asia LDAS in decision support, and review uncertainties and limitations.This work is being performed by an interdisciplinary team of scientists and decision makers, to ensure that the modeling system meets the needs of decision makers at national and regional levels.

Climate impacts on human livelihoods: where uncertainty matters in projections of water availability

NASA Astrophysics Data System (ADS)

Lissner, T. K.; Reusser, D. E.; Schewe, J.; Lakes, T.; Kropp, J. P.

2014-10-01

Climate change will have adverse impacts on many different sectors of society, with manifold consequences for human livelihoods and well-being. However, a systematic method to quantify human well-being and livelihoods across sectors is so far unavailable, making it difficult to determine the extent of such impacts. Climate impact analyses are often limited to individual sectors (e.g. food or water) and employ sector-specific target measures, while systematic linkages to general livelihood conditions remain unexplored. Further, recent multi-model assessments have shown that uncertainties in projections of climate impacts deriving from climate and impact models, as well as greenhouse gas scenarios, are substantial, posing an additional challenge in linking climate impacts with livelihood conditions. This article first presents a methodology to consistently measure what is referred to here as AHEAD (Adequate Human livelihood conditions for wEll-being And Development). Based on a trans-disciplinary sample of concepts addressing human well-being and livelihoods, the approach measures the adequacy of conditions of 16 elements. We implement the method at global scale, using results from the Inter-Sectoral Impact Model Intercomparison Project (ISI-MIP) to show how changes in water availability affect the fulfilment of AHEAD at national resolution. In addition, AHEAD allows for the uncertainty of climate and impact model projections to be identified and differentiated. We show how the approach can help to put the substantial inter-model spread into the context of country-specific livelihood conditions by differentiating where the uncertainty about water scarcity is relevant with regard to livelihood conditions - and where it is not. The results indicate that livelihood conditions are compromised by water scarcity in 34 countries. However, more often, AHEAD fulfilment is limited through other elements. The analysis shows that the water-specific uncertainty ranges of the model output are outside relevant thresholds for AHEAD for 65 out of 111 countries, and therefore do not contribute to the overall uncertainty about climate change impacts on livelihoods. In 46 of the countries in the analysis, water-specific uncertainty is relevant to AHEAD. The AHEAD method presented here, together with first results, forms an important step towards making scientific results more applicable for policy decisions.

Achieving Robustness to Uncertainty for Financial Decision-making

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

Barnum, George M.; Van Buren, Kendra L.; Hemez, Francois M.

2014-01-10

This report investigates the concept of robustness analysis to support financial decision-making. Financial models, that forecast future stock returns or market conditions, depend on assumptions that might be unwarranted and variables that might exhibit large fluctuations from their last-known values. The analysis of robustness explores these sources of uncertainty, and recommends model settings such that the forecasts used for decision-making are as insensitive as possible to the uncertainty. A proof-of-concept is presented with the Capital Asset Pricing Model. The robustness of model predictions is assessed using info-gap decision theory. Info-gaps are models of uncertainty that express the “distance,” or gapmore » of information, between what is known and what needs to be known in order to support the decision. The analysis yields a description of worst-case stock returns as a function of increasing gaps in our knowledge. The analyst can then decide on the best course of action by trading-off worst-case performance with “risk”, which is how much uncertainty they think needs to be accommodated in the future. The report also discusses the Graphical User Interface, developed using the MATLAB® programming environment, such that the user can control the analysis through an easy-to-navigate interface. Three directions of future work are identified to enhance the present software. First, the code should be re-written using the Python scientific programming software. This change will achieve greater cross-platform compatibility, better portability, allow for a more professional appearance, and render it independent from a commercial license, which MATLAB® requires. Second, a capability should be developed to allow users to quickly implement and analyze their own models. This will facilitate application of the software to the evaluation of proprietary financial models. The third enhancement proposed is to add the ability to evaluate multiple models simultaneously. When two models reflect past data with similar accuracy, the more robust of the two is preferable for decision-making because its predictions are, by definition, less sensitive to the uncertainty.« less

Some applications of uncertainty relations in quantum information

NASA Astrophysics Data System (ADS)

Majumdar, A. S.; Pramanik, T.

2016-08-01

We discuss some applications of various versions of uncertainty relations for both discrete and continuous variables in the context of quantum information theory. The Heisenberg uncertainty relation enables demonstration of the Einstein, Podolsky and Rosen (EPR) paradox. Entropic uncertainty relations (EURs) are used to reveal quantum steering for non-Gaussian continuous variable states. EURs for discrete variables are studied in the context of quantum memory where fine-graining yields the optimum lower bound of uncertainty. The fine-grained uncertainty relation is used to obtain connections between uncertainty and the nonlocality of retrieval games for bipartite and tripartite systems. The Robertson-Schrödinger (RS) uncertainty relation is applied for distinguishing pure and mixed states of discrete variables.

Building model analysis applications with the Joint Universal Parameter IdenTification and Evaluation of Reliability (JUPITER) API

USGS Publications Warehouse

Banta, E.R.; Hill, M.C.; Poeter, E.; Doherty, J.E.; Babendreier, J.

2008-01-01

The open-source, public domain JUPITER (Joint Universal Parameter IdenTification and Evaluation of Reliability) API (Application Programming Interface) provides conventions and Fortran-90 modules to develop applications (computer programs) for analyzing process models. The input and output conventions allow application users to access various applications and the analysis methods they embody with a minimum of time and effort. Process models simulate, for example, physical, chemical, and (or) biological systems of interest using phenomenological, theoretical, or heuristic approaches. The types of model analyses supported by the JUPITER API include, but are not limited to, sensitivity analysis, data needs assessment, calibration, uncertainty analysis, model discrimination, and optimization. The advantages provided by the JUPITER API for users and programmers allow for rapid programming and testing of new ideas. Application-specific coding can be in languages other than the Fortran-90 of the API. This article briefly describes the capabilities and utility of the JUPITER API, lists existing applications, and uses UCODE_2005 as an example.

Validation and uncertainty quantification of detector response functions for a 1″×2″ NaI collimated detector intended for inverse radioisotope source mapping applications

NASA Astrophysics Data System (ADS)

Nelson, N.; Azmy, Y.; Gardner, R. P.; Mattingly, J.; Smith, R.; Worrall, L. G.; Dewji, S.

2017-11-01

Detector response functions (DRFs) are often used for inverse analysis. We compute the DRF of a sodium iodide (NaI) nuclear material holdup field detector using the code named g03 developed by the Center for Engineering Applications of Radioisotopes (CEAR) at NC State University. Three measurement campaigns were performed in order to validate the DRF's constructed by g03: on-axis detection of calibration sources, off-axis measurements of a highly enriched uranium (HEU) disk, and on-axis measurements of the HEU disk with steel plates inserted between the source and the detector to provide attenuation. Furthermore, this work quantifies the uncertainty of the Monte Carlo simulations used in and with g03, as well as the uncertainties associated with each semi-empirical model employed in the full DRF representation. Overall, for the calibration source measurements, the response computed by the DRF for the prediction of the full-energy peak region of responses was good, i.e. within two standard deviations of the experimental response. In contrast, the DRF tended to overestimate the Compton continuum by about 45-65% due to inadequate tuning of the electron range multiplier fit variable that empirically represents physics associated with electron transport that is not modeled explicitly in g03. For the HEU disk measurements, computed DRF responses tended to significantly underestimate (more than 20%) the secondary full-energy peaks (any peak of lower energy than the highest-energy peak computed) due to scattering in the detector collimator and aluminum can, which is not included in the g03 model. We ran a sufficiently large number of histories to ensure for all of the Monte Carlo simulations that the statistical uncertainties were lower than their experimental counterpart's Poisson uncertainties. The uncertainties associated with least-squares fits to the experimental data tended to have parameter relative standard deviations lower than the peak channel relative standard deviation in most cases and good reduced chi-square values. The highest sources of uncertainty were identified as the energy calibration polynomial factor (due to limited source availability and NaI resolution) and the Ba-133 peak fit (only a very weak source was available), which were 20% and 10%, respectively.

Uncertainty in hydrological signatures

NASA Astrophysics Data System (ADS)

McMillan, Hilary; Westerberg, Ida

2015-04-01

Information that summarises the hydrological behaviour or flow regime of a catchment is essential for comparing responses of different catchments to understand catchment organisation and similarity, and for many other modelling and water-management applications. Such information types derived as an index value from observed data are known as hydrological signatures, and can include descriptors of high flows (e.g. mean annual flood), low flows (e.g. mean annual low flow, recession shape), the flow variability, flow duration curve, and runoff ratio. Because the hydrological signatures are calculated from observed data such as rainfall and flow records, they are affected by uncertainty in those data. Subjective choices in the method used to calculate the signatures create a further source of uncertainty. Uncertainties in the signatures may affect our ability to compare different locations, to detect changes, or to compare future water resource management scenarios. The aim of this study was to contribute to the hydrological community's awareness and knowledge of data uncertainty in hydrological signatures, including typical sources, magnitude and methods for its assessment. We proposed a generally applicable method to calculate these uncertainties based on Monte Carlo sampling and demonstrated it for a variety of commonly used signatures. The study was made for two data rich catchments, the 50 km2 Mahurangi catchment in New Zealand and the 135 km2 Brue catchment in the UK. For rainfall data the uncertainty sources included point measurement uncertainty, the number of gauges used in calculation of the catchment spatial average, and uncertainties relating to lack of quality control. For flow data the uncertainty sources included uncertainties in stage/discharge measurement and in the approximation of the true stage-discharge relation by a rating curve. The resulting uncertainties were compared across the different signatures and catchments, to quantify uncertainty magnitude and bias, and to test how uncertainty depended on the density of the raingauge network and flow gauging station characteristics. The uncertainties were sometimes large (i.e. typical intervals of ±10-40% relative uncertainty) and highly variable between signatures. Uncertainty in the mean discharge was around ±10% for both catchments, while signatures describing the flow variability had much higher uncertainties in the Mahurangi where there was a fast rainfall-runoff response and greater high-flow rating uncertainty. Event and total runoff ratios had uncertainties from ±10% to ±15% depending on the number of rain gauges used; precipitation uncertainty was related to interpolation rather than point uncertainty. Uncertainty distributions in these signatures were skewed, and meant that differences in signature values between these catchments were often not significant. We hope that this study encourages others to use signatures in a way that is robust to data uncertainty.

Hydrological Modeling in the Bull Run Watershed in Support of a Piloting Utility Modeling Applications (PUMA) Project

NASA Astrophysics Data System (ADS)

Nijssen, B.; Chiao, T. H.; Lettenmaier, D. P.; Vano, J. A.

2016-12-01

Hydrologic models with varying complexities and structures are commonly used to evaluate the impact of climate change on future hydrology. While the uncertainties in future climate projections are well documented, uncertainties in streamflow projections associated with hydrologic model structure and parameter estimation have received less attention. In this study, we implemented and calibrated three hydrologic models (the Distributed Hydrology Soil Vegetation Model (DHSVM), the Precipitation-Runoff Modeling System (PRMS), and the Variable Infiltration Capacity model (VIC)) for the Bull Run watershed in northern Oregon using consistent data sources and best practice calibration protocols. The project was part of a Piloting Utility Modeling Applications (PUMA) project with the Portland Water Bureau (PWB) under the umbrella of the Water Utility Climate Alliance (WUCA). Ultimately PWB would use the model evaluation to select a model to perform in-house climate change analysis for Bull Run Watershed. This presentation focuses on the experimental design of the comparison project, project findings and the collaboration between the team at the University of Washington and at PWB. After calibration, the three models showed similar capability to reproduce seasonal and inter-annual variations in streamflow, but differed in their ability to capture extreme events. Furthermore, the annual and seasonal hydrologic sensitivities to changes in climate forcings differed among models, potentially attributable to different model representations of snow and vegetation processes.

A Fuzzy Robust Optimization Model for Waste Allocation Planning Under Uncertainty

PubMed Central

Xu, Ye; Huang, Guohe; Xu, Ling

2014-01-01

Abstract In this study, a fuzzy robust optimization (FRO) model was developed for supporting municipal solid waste management under uncertainty. The Development Zone of the City of Dalian, China, was used as a study case for demonstration. Comparing with traditional fuzzy models, the FRO model made improvement by considering the minimization of the weighted summation among the expected objective values, the differences between two extreme possible objective values, and the penalty of the constraints violation as the objective function, instead of relying purely on the minimization of expected value. Such an improvement leads to enhanced system reliability and the model becomes especially useful when multiple types of uncertainties and complexities are involved in the management system. Through a case study, the applicability of the FRO model was successfully demonstrated. Solutions under three future planning scenarios were provided by the FRO model, including (1) priority on economic development, (2) priority on environmental protection, and (3) balanced consideration for both. The balanced scenario solution was recommended for decision makers, since it respected both system economy and reliability. The model proved valuable in providing a comprehensive profile about the studied system and helping decision makers gain an in-depth insight into system complexity and select cost-effective management strategies. PMID:25317037

A Fuzzy Robust Optimization Model for Waste Allocation Planning Under Uncertainty.

PubMed

Xu, Ye; Huang, Guohe; Xu, Ling

2014-10-01

In this study, a fuzzy robust optimization (FRO) model was developed for supporting municipal solid waste management under uncertainty. The Development Zone of the City of Dalian, China, was used as a study case for demonstration. Comparing with traditional fuzzy models, the FRO model made improvement by considering the minimization of the weighted summation among the expected objective values, the differences between two extreme possible objective values, and the penalty of the constraints violation as the objective function, instead of relying purely on the minimization of expected value. Such an improvement leads to enhanced system reliability and the model becomes especially useful when multiple types of uncertainties and complexities are involved in the management system. Through a case study, the applicability of the FRO model was successfully demonstrated. Solutions under three future planning scenarios were provided by the FRO model, including (1) priority on economic development, (2) priority on environmental protection, and (3) balanced consideration for both. The balanced scenario solution was recommended for decision makers, since it respected both system economy and reliability. The model proved valuable in providing a comprehensive profile about the studied system and helping decision makers gain an in-depth insight into system complexity and select cost-effective management strategies.

Estimating abundance in the presence of species uncertainty

USGS Publications Warehouse

Chambert, Thierry A.; Hossack, Blake R.; Fishback, LeeAnn; Davenport, Jon M.

2016-01-01

1.N-mixture models have become a popular method for estimating abundance of free-ranging animals that are not marked or identified individually. These models have been used on count data for single species that can be identified with certainty. However, co-occurring species often look similar during one or more life stages, making it difficult to assign species for all recorded captures. This uncertainty creates problems for estimating species-specific abundance and it can often limit life stages to which we can make inference. 2.We present a new extension of N-mixture models that accounts for species uncertainty. In addition to estimating site-specific abundances and detection probabilities, this model allows estimating probability of correct assignment of species identity. We implement this hierarchical model in a Bayesian framework and provide all code for running the model in BUGS-language programs. 3.We present an application of the model on count data from two sympatric freshwater fishes, the brook stickleback (Culaea inconstans) and the ninespine stickleback (Pungitius pungitius), ad illustrate implementation of covariate effects (habitat characteristics). In addition, we used a simulation study to validate the model and illustrate potential sample size issues. We also compared, for both real and simulated data, estimates provided by our model to those obtained by a simple N-mixture model when captures of unknown species identification were discarded. In the latter case, abundance estimates appeared highly biased and very imprecise, while our new model provided unbiased estimates with higher precision. 4.This extension of the N-mixture model should be useful for a wide variety of studies and taxa, as species uncertainty is a common issue. It should notably help improve investigation of abundance and vital rate characteristics of organisms’ early life stages, which are sometimes more difficult to identify than adults.

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.

Space Radiation Cancer Risks

NASA Technical Reports Server (NTRS)

Cucinotta, Francis A.

2007-01-01

Space radiation presents major challenges to astronauts on the International Space Station and for future missions to the Earth s moon or Mars. Methods used to project risks on Earth need to be modified because of the large uncertainties in projecting cancer risks from space radiation, and thus impact safety factors. We describe NASA s unique approach to radiation safety that applies uncertainty based criteria within the occupational health program for astronauts: The two terrestrial criteria of a point estimate of maximum acceptable level of risk and application of the principle of As Low As Reasonably Achievable (ALARA) are supplemented by a third requirement that protects against risk projection uncertainties using the upper 95% confidence level (CL) in the radiation cancer projection model. NASA s acceptable level of risk for ISS and their new lunar program have been set at the point-estimate of a 3-percent risk of exposure induced death (REID). Tissue-averaged organ dose-equivalents are combined with age at exposure and gender-dependent risk coefficients to project the cumulative occupational radiation risks incurred by astronauts. The 95% CL criteria in practice is a stronger criterion than ALARA, but not an absolute cut-off as is applied to a point projection of a 3% REID. We describe the most recent astronaut dose limits, and present a historical review of astronaut organ doses estimates from the Mercury through the current ISS program, and future projections for lunar and Mars missions. NASA s 95% CL criteria is linked to a vibrant ground based radiobiology program investigating the radiobiology of high-energy protons and heavy ions. The near-term goal of research is new knowledge leading to the reduction of uncertainties in projection models. Risk projections involve a product of many biological and physical factors, each of which has a differential range of uncertainty due to lack of data and knowledge. The current model for projecting space radiation cancer risk relies on the three assumptions of linearity, additivity, and scaling along with the use of population averages. We describe uncertainty estimates for this model, and new experimental data that sheds light on the accuracy of the underlying assumptions. These methods make it possible to express risk management objectives in terms of quantitative metrics, i.e., the number of days in space without exceeding a given risk level within well defined confidence limits. The resulting methodology is applied to several human space exploration mission scenarios including lunar station, deep space outpost, and a Mars mission. Factors that dominate risk projection uncertainties and application of this approach to assess candidate mitigation approaches are described.

Uncertainty analysis of gross primary production partitioned from net ecosystem exchange measurements

NASA Astrophysics Data System (ADS)

Raj, Rahul; Hamm, Nicholas Alexander Samuel; van der Tol, Christiaan; Stein, Alfred

2016-03-01

Gross primary production (GPP) can be separated from flux tower measurements of net ecosystem exchange (NEE) of CO2. This is used increasingly to validate process-based simulators and remote-sensing-derived estimates of simulated GPP at various time steps. Proper validation includes the uncertainty associated with this separation. In this study, uncertainty assessment was done in a Bayesian framework. It was applied to data from the Speulderbos forest site, The Netherlands. We estimated the uncertainty in GPP at half-hourly time steps, using a non-rectangular hyperbola (NRH) model for its separation from the flux tower measurements. The NRH model provides a robust empirical relationship between radiation and GPP. It includes the degree of curvature of the light response curve, radiation and temperature. Parameters of the NRH model were fitted to the measured NEE data for every 10-day period during the growing season (April to October) in 2009. We defined the prior distribution of each NRH parameter and used Markov chain Monte Carlo (MCMC) simulation to estimate the uncertainty in the separated GPP from the posterior distribution at half-hourly time steps. This time series also allowed us to estimate the uncertainty at daily time steps. We compared the informative with the non-informative prior distributions of the NRH parameters and found that both choices produced similar posterior distributions of GPP. This will provide relevant and important information for the validation of process-based simulators in the future. Furthermore, the obtained posterior distributions of NEE and the NRH parameters are of interest for a range of applications.

Efficient Data-Worth Analysis Using a Multilevel Monte Carlo Method Applied in Oil Reservoir Simulations

NASA Astrophysics Data System (ADS)

Lu, D.; Ricciuto, D. M.; Evans, K. J.

2017-12-01

Data-worth analysis plays an essential role in improving the understanding of the subsurface system, in developing and refining subsurface models, and in supporting rational water resources management. However, data-worth analysis is computationally expensive as it requires quantifying parameter uncertainty, prediction uncertainty, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface simulations using standard Monte Carlo (MC) sampling or advanced surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose efficient Bayesian analysis of data-worth using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce the computational cost with the use of multifidelity approximations. As the data-worth analysis involves a great deal of expectation estimations, the cost savings from MLMC in the assessment can be very outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it to a highly heterogeneous oil reservoir simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the estimation obtained from the standard MC. But compared to the standard MC, the MLMC greatly reduces the computational costs in the uncertainty reduction estimation, with up to 600 days cost savings when one processor is used.

Global Nitrous Oxide Emissions from Agricultural Soils: Magnitude and Uncertainties Associated with Input Data and Model Parameters

NASA Astrophysics Data System (ADS)

Xu, R.; Tian, H.; Pan, S.; Yang, J.; Lu, C.; Zhang, B.

2016-12-01

Human activities have caused significant perturbations of the nitrogen (N) cycle, resulting in about 21% increase of atmospheric N2O concentration since the pre-industrial era. This large increase is mainly caused by intensive agricultural activities including the application of nitrogen fertilizer and the expansion of leguminous crops. Substantial efforts have been made to quantify the global and regional N2O emission from agricultural soils in the last several decades using a wide variety of approaches, such as ground-based observation, atmospheric inversion, and process-based model. However, large uncertainties exist in those estimates as well as methods themselves. In this study, we used a coupled biogeochemical model (DLEM) to estimate magnitude, spatial, and temporal patterns of N2O emissions from global croplands in the past five decades (1961-2012). To estimate uncertainties associated with input data and model parameters, we have implemented a number of simulation experiments with DLEM, accounting for key parameter values that affect calculation of N2O fluxes (i.e., maximum nitrification and denitrification rates, N fixation rate, and the adsorption coefficient for soil ammonium and nitrate), different sets of input data including climate, land management practices (i.e., nitrogen fertilizer types, application rates and timings, with/without irrigation), N deposition, and land use and land cover change. This work provides a robust estimate of global N2O emissions from agricultural soils as well as identifies key gaps and limitations in the existing model and data that need to be investigated in the future.

A Neural Network Model for K(λ) Retrieval and Application to Global Kpar Monitoring.

PubMed

Chen, Jun; Zhu, Yuanli; Wu, Yongsheng; Cui, Tingwei; Ishizaka, Joji; Ju, Yongtao

2015-01-01

Accurate estimation of diffuse attenuation coefficients in the visible wavelengths Kd(λ) from remotely sensed data is particularly challenging in global oceanic and coastal waters. The objectives of the present study are to evaluate the applicability of a semi-analytical Kd(λ) retrieval model (SAKM) and Jamet's neural network model (JNNM), and then develop a new neural network Kd(λ) retrieval model (NNKM). Based on the comparison of Kd(λ) predicted by these models with in situ measurements taken from the global oceanic and coastal waters, all of the NNKM, SAKM, and JNNM models work well in Kd(λ) retrievals, but the NNKM model works more stable and accurate than both SAKM and JNNM models. The near-infrared band-based and shortwave infrared band-based combined model is used to remove the atmospheric effects on MODIS data. The Kd(λ) data was determined from the atmospheric corrected MODIS data using the NNKM, JNNM, and SAKM models. The results show that the NNKM model produces <30% uncertainty in deriving Kd(λ) from global oceanic and coastal waters, which is 4.88-17.18% more accurate than SAKM and JNNM models. Furthermore, we employ an empirical approach to calculate Kpar from the NNKM model-derived diffuse attenuation coefficient at visible bands (443, 488, 555, and 667 nm). The results show that our model presents a satisfactory performance in deriving Kpar from the global oceanic and coastal waters with 20.2% uncertainty. The Kpar are quantified from MODIS data atmospheric correction using our model. Comparing with field measurements, our model produces ~31.0% uncertainty in deriving Kpar from Bohai Sea. Finally, the applicability of our model for general oceanographic studies is briefly illuminated by applying it to climatological monthly mean remote sensing reflectance for time ranging from July, 2002- July 2014 at the global scale. The results indicate that the high Kd(λ) and Kpar values are usually found around the coastal zones in the high latitude regions, while low Kd(λ) and Kpar values are usually found in the open oceans around the low-latitude regions. These results could improve our knowledge about the light field under waters at either the global or basin scales, and be potentially used into general circulation models to estimate the heat flux between atmosphere and ocean.

Stochastic response surface methodology: A study in the human health area

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

Oliveira, Teresa A., E-mail: teresa.oliveira@uab.pt; Oliveira, Amílcar, E-mail: amilcar.oliveira@uab.pt; Centro de Estatística e Aplicações, Universidade de Lisboa

2015-03-10

In this paper we review Stochastic Response Surface Methodology as a tool for modeling uncertainty in the context of Risk Analysis. An application in the survival analysis in the breast cancer context is implemented with R software.

Development of a Prototype Decision Support System to Manage the Air Force Alternative Care Program

DTIC Science & Technology

1990-09-01

development model was selected to structure the development process. Since it is necessary to ensure...uncertainty. Furthermore, the SDLC model provides a specific framework "by which an application is conceived, developed , and implemented" (Davis and Olson...associated with the automation of the manual ACP procedures. The SDLC Model has three stages: (1) definition, (2) development , and (3) installation

A game theoretic controller for a linear time-invariant system with parameter uncertainty and its application to the Space Station

NASA Technical Reports Server (NTRS)

Rhee, Ihnseok; Speyer, Jason L.

1990-01-01

A game theoretic controller is developed for a linear time-invariant system with parameter uncertainties in system and input matrices. The input-output decomposition modeling for the plant uncertainty is adopted. The uncertain dynamic system is represented as an internal feedback loop in which the system is assumed forced by fictitious disturbance caused by the parameter uncertainty. By considering the input and the fictitious disturbance as two noncooperative players, a differential game problem is constructed. It is shown that the resulting time invariant controller stabilizes the uncertain system for a prescribed uncertainty bound. This game theoretic controller is applied to the momentum management and attitude control of the Space Station in the presence of uncertainties in the moments of inertia. Inclusion of the external disturbance torque to the design procedure results in a dynamical feedback controller which consists of conventional PID control and cyclic disturbance rejection filter. It is shown that the game theoretic design, comparing to the LQR design or pole placement design, improves the stability robustness with respect to inertia variations.

Uncertainty Analysis on Heat Transfer Correlations for RP-1 Fuel in Copper Tubing

NASA Technical Reports Server (NTRS)

Driscoll, E. A.; Landrum, D. B.

2004-01-01

NASA is studying kerosene (RP-1) for application in Next Generation Launch Technology (NGLT). Accurate heat transfer correlations in narrow passages at high temperatures and pressures are needed. Hydrocarbon fuels, such as RP-1, produce carbon deposition (coke) along the inside of tube walls when heated to high temperatures. A series of tests to measure the heat transfer using RP-1 fuel and examine the coking were performed in NASA Glenn Research Center's Heated Tube Facility. The facility models regenerative cooling by flowing room temperature RP-1 through resistively heated copper tubing. A Regression analysis is performed on the data to determine the heat transfer correlation for Nusselt number as a function of Reynolds and Prandtl numbers. Each measurement and calculation is analyzed to identify sources of uncertainty, including RP-1 property variations. Monte Carlo simulation is used to determine how each uncertainty source propagates through the regression and an overall uncertainty in predicted heat transfer coefficient. The implications of these uncertainties on engine design and ways to minimize existing uncertainties are discussed.