Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

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.

Uncertainty Analysis in 3D Equilibrium Reconstruction

DOE PAGES

Cianciosa, Mark R.; Hanson, James D.; Maurer, David A.

2018-02-21

Reconstruction is an inverse process where a parameter space is searched to locate a set of parameters with the highest probability of describing experimental observations. Due to systematic errors and uncertainty in experimental measurements, this optimal set of parameters will contain some associated uncertainty. This uncertainty in the optimal parameters leads to uncertainty in models derived using those parameters. V3FIT is a three-dimensional (3D) equilibrium reconstruction code that propagates uncertainty from the input signals, to the reconstructed parameters, and to the final model. Here in this paper, we describe the methods used to propagate uncertainty in V3FIT. Using the resultsmore » of whole shot 3D equilibrium reconstruction of the Compact Toroidal Hybrid, this propagated uncertainty is validated against the random variation in the resulting parameters. Two different model parameterizations demonstrate how the uncertainty propagation can indicate the quality of a reconstruction. As a proxy for random sampling, the whole shot reconstruction results in a time interval that will be used to validate the propagated uncertainty from a single time slice.« less

Uncertainty Analysis in 3D Equilibrium Reconstruction

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

Cianciosa, Mark R.; Hanson, James D.; Maurer, David A.

Reconstruction is an inverse process where a parameter space is searched to locate a set of parameters with the highest probability of describing experimental observations. Due to systematic errors and uncertainty in experimental measurements, this optimal set of parameters will contain some associated uncertainty. This uncertainty in the optimal parameters leads to uncertainty in models derived using those parameters. V3FIT is a three-dimensional (3D) equilibrium reconstruction code that propagates uncertainty from the input signals, to the reconstructed parameters, and to the final model. Here in this paper, we describe the methods used to propagate uncertainty in V3FIT. Using the resultsmore » of whole shot 3D equilibrium reconstruction of the Compact Toroidal Hybrid, this propagated uncertainty is validated against the random variation in the resulting parameters. Two different model parameterizations demonstrate how the uncertainty propagation can indicate the quality of a reconstruction. As a proxy for random sampling, the whole shot reconstruction results in a time interval that will be used to validate the propagated uncertainty from a single time slice.« less

Classifying the Sizes of Explosive Eruptions using Tephra Deposits: The Advantages of a Numerical Inversion Approach

NASA Astrophysics Data System (ADS)

Connor, C.; Connor, L.; White, J.

2015-12-01

Explosive volcanic eruptions are often classified by deposit mass and eruption column height. How well are these eruption parameters determined in older deposits, and how well can we reduce uncertainty using robust numerical and statistical methods? We describe an efficient and effective inversion and uncertainty quantification approach for estimating eruption parameters given a dataset of tephra deposit thickness and granulometry. The inversion and uncertainty quantification is implemented using the open-source PEST++ code. Inversion with PEST++ can be used with a variety of forward models and here is applied using Tephra2, a code that simulates advective and dispersive tephra transport and deposition. The Levenburg-Marquardt algorithm is combined with formal Tikhonov and subspace regularization to invert eruption parameters; a linear equation for conditional uncertainty propagation is used to estimate posterior parameter uncertainty. Both the inversion and uncertainty analysis support simultaneous analysis of the full eruption and wind-field parameterization. The combined inversion/uncertainty-quantification approach is applied to the 1992 eruption of Cerro Negro (Nicaragua), the 2011 Kirishima-Shinmoedake (Japan), and the 1913 Colima (Mexico) eruptions. These examples show that although eruption mass uncertainty is reduced by inversion against tephra isomass data, considerable uncertainty remains for many eruption and wind-field parameters, such as eruption column height. Supplementing the inversion dataset with tephra granulometry data is shown to further reduce the uncertainty of most eruption and wind-field parameters. We think the use of such robust models provides a better understanding of uncertainty in eruption parameters, and hence eruption classification, than is possible with more qualitative methods that are widely used.

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Assessing the relative importance of parameter and forcing uncertainty and their interactions in conceptual hydrological model simulations

NASA Astrophysics Data System (ADS)

Mockler, E. M.; Chun, K. P.; Sapriza-Azuri, G.; Bruen, M.; Wheater, H. S.

2016-11-01

Predictions of river flow dynamics provide vital information for many aspects of water management including water resource planning, climate adaptation, and flood and drought assessments. Many of the subjective choices that modellers make including model and criteria selection can have a significant impact on the magnitude and distribution of the output uncertainty. Hydrological modellers are tasked with understanding and minimising the uncertainty surrounding streamflow predictions before communicating the overall uncertainty to decision makers. Parameter uncertainty in conceptual rainfall-runoff models has been widely investigated, and model structural uncertainty and forcing data have been receiving increasing attention. This study aimed to assess uncertainties in streamflow predictions due to forcing data and the identification of behavioural parameter sets in 31 Irish catchments. By combining stochastic rainfall ensembles and multiple parameter sets for three conceptual rainfall-runoff models, an analysis of variance model was used to decompose the total uncertainty in streamflow simulations into contributions from (i) forcing data, (ii) identification of model parameters and (iii) interactions between the two. The analysis illustrates that, for our subjective choices, hydrological model selection had a greater contribution to overall uncertainty, while performance criteria selection influenced the relative intra-annual uncertainties in streamflow predictions. Uncertainties in streamflow predictions due to the method of determining parameters were relatively lower for wetter catchments, and more evenly distributed throughout the year when the Nash-Sutcliffe Efficiency of logarithmic values of flow (lnNSE) was the evaluation criterion.

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.

Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models

NASA Astrophysics Data System (ADS)

Ardani, S.; Kaihatu, J. M.

2012-12-01

Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC

Active subspace uncertainty quantification for a polydomain ferroelectric phase-field model

NASA Astrophysics Data System (ADS)

Leon, Lider S.; Smith, Ralph C.; Miles, Paul; Oates, William S.

2018-03-01

Quantum-informed ferroelectric phase field models capable of predicting material behavior, are necessary for facilitating the development and production of many adaptive structures and intelligent systems. Uncertainty is present in these models, given the quantum scale at which calculations take place. A necessary analysis is to determine how the uncertainty in the response can be attributed to the uncertainty in the model inputs or parameters. A second analysis is to identify active subspaces within the original parameter space, which quantify directions in which the model response varies most dominantly, thus reducing sampling effort and computational cost. In this investigation, we identify an active subspace for a poly-domain ferroelectric phase-field model. Using the active variables as our independent variables, we then construct a surrogate model and perform Bayesian inference. Once we quantify the uncertainties in the active variables, we obtain uncertainties for the original parameters via an inverse mapping. The analysis provides insight into how active subspace methodologies can be used to reduce computational power needed to perform Bayesian inference on model parameters informed by experimental or simulated data.

A design methodology for nonlinear systems containing parameter uncertainty

NASA Technical Reports Server (NTRS)

Young, G. E.; Auslander, D. M.

1983-01-01

In the present design methodology for nonlinear systems containing parameter uncertainty, a generalized sensitivity analysis is incorporated which employs parameter space sampling and statistical inference. For the case of a system with j adjustable and k nonadjustable parameters, this methodology (which includes an adaptive random search strategy) is used to determine the combination of j adjustable parameter values which maximize the probability of those performance indices which simultaneously satisfy design criteria in spite of the uncertainty due to k nonadjustable parameters.

Predictive Uncertainty And Parameter Sensitivity Of A Sediment-Flux Model: Nitrogen Flux and Sediment Oxygen Demand

EPA Science Inventory

Estimating model predictive uncertainty is imperative to informed environmental decision making and management of water resources. This paper applies the Generalized Sensitivity Analysis (GSA) to examine parameter sensitivity and the Generalized Likelihood Uncertainty Estimation...

Parameter uncertainty analysis of a biokinetic model of caesium

DOE PAGES

Li, W. B.; Klein, W.; Blanchardon, Eric; ...

2014-04-17

Parameter uncertainties for the biokinetic model of caesium (Cs) developed by Leggett et al. were inventoried and evaluated. The methods of parameter uncertainty analysis were used to assess the uncertainties of model predictions with the assumptions of model parameter uncertainties and distributions. Furthermore, the importance of individual model parameters was assessed by means of sensitivity analysis. The calculated uncertainties of model predictions were compared with human data of Cs measured in blood and in the whole body. It was found that propagating the derived uncertainties in model parameter values reproduced the range of bioassay data observed in human subjects atmore » different times after intake. The maximum ranges, expressed as uncertainty factors (UFs) (defined as a square root of ratio between 97.5th and 2.5th percentiles) of blood clearance, whole-body retention and urinary excretion of Cs predicted at earlier time after intake were, respectively: 1.5, 1.0 and 2.5 at the first day; 1.8, 1.1 and 2.4 at Day 10 and 1.8, 2.0 and 1.8 at Day 100; for the late times (1000 d) after intake, the UFs were increased to 43, 24 and 31, respectively. The model parameters of transfer rates between kidneys and blood, muscle and blood and the rate of transfer from kidneys to urinary bladder content are most influential to the blood clearance and to the whole-body retention of Cs. For the urinary excretion, the parameters of transfer rates from urinary bladder content to urine and from kidneys to urinary bladder content impact mostly. The implication and effect on the estimated equivalent and effective doses of the larger uncertainty of 43 in whole-body retention in the later time, say, after Day 500 will be explored in a successive work in the framework of EURADOS.« less

Using Predictive Uncertainty Analysis to Assess Hydrologic Model Performance for a Watershed in Oregon

NASA Astrophysics Data System (ADS)

Brannan, K. M.; Somor, A.

2016-12-01

A variety of statistics are used to assess watershed model performance but these statistics do not directly answer the question: what is the uncertainty of my prediction. Understanding predictive uncertainty is important when using a watershed model to develop a Total Maximum Daily Load (TMDL). TMDLs are a key component of the US Clean Water Act and specify the amount of a pollutant that can enter a waterbody when the waterbody meets water quality criteria. TMDL developers use watershed models to estimate pollutant loads from nonpoint sources of pollution. We are developing a TMDL for bacteria impairments in a watershed in the Coastal Range of Oregon. We setup an HSPF model of the watershed and used the calibration software PEST to estimate HSPF hydrologic parameters and then perform predictive uncertainty analysis of stream flow. We used Monte-Carlo simulation to run the model with 1,000 different parameter sets and assess predictive uncertainty. In order to reduce the chance of specious parameter sets, we accounted for the relationships among parameter values by using mathematically-based regularization techniques and an estimate of the parameter covariance when generating random parameter sets. We used a novel approach to select flow data for predictive uncertainty analysis. We set aside flow data that occurred on days that bacteria samples were collected. We did not use these flows in the estimation of the model parameters. We calculated a percent uncertainty for each flow observation based 1,000 model runs. We also used several methods to visualize results with an emphasis on making the data accessible to both technical and general audiences. We will use the predictive uncertainty estimates in the next phase of our work, simulating bacteria fate and transport in the watershed.

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.

Coupled semivariogram uncertainty of hydrogeological and geophysical data on capture zone uncertainty analysis

USGS Publications Warehouse

Rahman, A.; Tsai, F.T.-C.; White, C.D.; Willson, C.S.

2008-01-01

This study investigates capture zone uncertainty that relates to the coupled semivariogram uncertainty of hydrogeological and geophysical data. Semivariogram uncertainty is represented by the uncertainty in structural parameters (range, sill, and nugget). We used the beta distribution function to derive the prior distributions of structural parameters. The probability distributions of structural parameters were further updated through the Bayesian approach with the Gaussian likelihood functions. Cokriging of noncollocated pumping test data and electrical resistivity data was conducted to better estimate hydraulic conductivity through autosemivariograms and pseudo-cross-semivariogram. Sensitivities of capture zone variability with respect to the spatial variability of hydraulic conductivity, porosity and aquifer thickness were analyzed using ANOVA. The proposed methodology was applied to the analysis of capture zone uncertainty at the Chicot aquifer in Southwestern Louisiana, where a regional groundwater flow model was developed. MODFLOW-MODPATH was adopted to delineate the capture zone. The ANOVA results showed that both capture zone area and compactness were sensitive to hydraulic conductivity variation. We concluded that the capture zone uncertainty due to the semivariogram uncertainty is much higher than that due to the kriging uncertainty for given semivariograms. In other words, the sole use of conditional variances of kriging may greatly underestimate the flow response uncertainty. Semivariogram uncertainty should also be taken into account in the uncertainty analysis. ?? 2008 ASCE.

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

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.

Linked Sensitivity Analysis, Calibration, and Uncertainty Analysis Using a System Dynamics Model for Stroke Comparative Effectiveness Research.

PubMed

Tian, Yuan; Hassmiller Lich, Kristen; Osgood, Nathaniel D; Eom, Kirsten; Matchar, David B

2016-11-01

As health services researchers and decision makers tackle more difficult problems using simulation models, the number of parameters and the corresponding degree of uncertainty have increased. This often results in reduced confidence in such complex models to guide decision making. To demonstrate a systematic approach of linked sensitivity analysis, calibration, and uncertainty analysis to improve confidence in complex models. Four techniques were integrated and applied to a System Dynamics stroke model of US veterans, which was developed to inform systemwide intervention and research planning: Morris method (sensitivity analysis), multistart Powell hill-climbing algorithm and generalized likelihood uncertainty estimation (calibration), and Monte Carlo simulation (uncertainty analysis). Of 60 uncertain parameters, sensitivity analysis identified 29 needing calibration, 7 that did not need calibration but significantly influenced key stroke outcomes, and 24 not influential to calibration or stroke outcomes that were fixed at their best guess values. One thousand alternative well-calibrated baselines were obtained to reflect calibration uncertainty and brought into uncertainty analysis. The initial stroke incidence rate among veterans was identified as the most influential uncertain parameter, for which further data should be collected. That said, accounting for current uncertainty, the analysis of 15 distinct prevention and treatment interventions provided a robust conclusion that hypertension control for all veterans would yield the largest gain in quality-adjusted life years. For complex health care models, a mixed approach was applied to examine the uncertainty surrounding key stroke outcomes and the robustness of conclusions. We demonstrate that this rigorous approach can be practical and advocate for such analysis to promote understanding of the limits of certainty in applying models to current decisions and to guide future data collection. © The Author(s) 2016.

Matching experimental and three dimensional numerical models for structural vibration problems with uncertainties

NASA Astrophysics Data System (ADS)

Langer, P.; Sepahvand, K.; Guist, C.; Bär, J.; Peplow, A.; Marburg, S.

2018-03-01

The simulation model which examines the dynamic behavior of real structures needs to address the impact of uncertainty in both geometry and material parameters. This article investigates three-dimensional finite element models for structural dynamics problems with respect to both model and parameter uncertainties. The parameter uncertainties are determined via laboratory measurements on several beam-like samples. The parameters are then considered as random variables to the finite element model for exploring the uncertainty effects on the quality of the model outputs, i.e. natural frequencies. The accuracy of the output predictions from the model is compared with the experimental results. To this end, the non-contact experimental modal analysis is conducted to identify the natural frequency of the samples. The results show a good agreement compared with experimental data. Furthermore, it is demonstrated that geometrical uncertainties have more influence on the natural frequencies compared to material parameters and material uncertainties are about two times higher than geometrical uncertainties. This gives valuable insights for improving the finite element model due to various parameter ranges required in a modeling process involving uncertainty.

Uncertainty analysis in geospatial merit matrix–based hydropower resource assessment

DOE PAGES

Pasha, M. Fayzul K.; Yeasmin, Dilruba; Saetern, Sen; ...

2016-03-30

Hydraulic head and mean annual streamflow, two main input parameters in hydropower resource assessment, are not measured at every point along the stream. Translation and interpolation are used to derive these parameters, resulting in uncertainties. This study estimates the uncertainties and their effects on model output parameters: the total potential power and the number of potential locations (stream-reach). These parameters are quantified through Monte Carlo Simulation (MCS) linking with a geospatial merit matrix based hydropower resource assessment (GMM-HRA) Model. The methodology is applied to flat, mild, and steep terrains. Results show that the uncertainty associated with the hydraulic head ismore » within 20% for mild and steep terrains, and the uncertainty associated with streamflow is around 16% for all three terrains. Output uncertainty increases as input uncertainty increases. However, output uncertainty is around 10% to 20% of the input uncertainty, demonstrating the robustness of the GMM-HRA model. Hydraulic head is more sensitive to output parameters in steep terrain than in flat and mild terrains. Furthermore, mean annual streamflow is more sensitive to output parameters in flat terrain.« less

A multi-model assessment of terrestrial biosphere model data needs

NASA Astrophysics Data System (ADS)

Gardella, A.; Cowdery, E.; De Kauwe, M. G.; Desai, A. R.; Duveneck, M.; Fer, I.; Fisher, R.; Knox, R. G.; Kooper, R.; LeBauer, D.; McCabe, T.; Minunno, F.; Raiho, A.; Serbin, S.; Shiklomanov, A. N.; Thomas, A.; Walker, A.; Dietze, M.

2017-12-01

Terrestrial biosphere models provide us with the means to simulate the impacts of climate change and their uncertainties. Going beyond direct observation and experimentation, models synthesize our current understanding of ecosystem processes and can give us insight on data needed to constrain model parameters. In previous work, we leveraged the Predictive Ecosystem Analyzer (PEcAn) to assess the contribution of different parameters to the uncertainty of the Ecosystem Demography model v2 (ED) model outputs across various North American biomes (Dietze et al., JGR-G, 2014). While this analysis identified key research priorities, the extent to which these priorities were model- and/or biome-specific was unclear. Furthermore, because the analysis only studied one model, we were unable to comment on the effect of variability in model structure to overall predictive uncertainty. Here, we expand this analysis to all biomes globally and a wide sample of models that vary in complexity: BioCro, CABLE, CLM, DALEC, ED2, FATES, G'DAY, JULES, LANDIS, LINKAGES, LPJ-GUESS, MAESPA, PRELES, SDGVM, SIPNET, and TEM. Prior to performing uncertainty analyses, model parameter uncertainties were assessed by assimilating all available trait data from the combination of the BETYdb and TRY trait databases, using an updated multivariate version of PEcAn's Hierarchical Bayesian meta-analysis. Next, sensitivity analyses were performed for all models across a range of sites globally to assess sensitivities for a range of different outputs (GPP, ET, SH, Ra, NPP, Rh, NEE, LAI) at multiple time scales from the sub-annual to the decadal. Finally, parameter uncertainties and model sensitivities were combined to evaluate the fractional contribution of each parameter to the predictive uncertainty for a specific variable at a specific site and timescale. Facilitated by PEcAn's automated workflows, this analysis represents the broadest assessment of the sensitivities and uncertainties in terrestrial models to date, and provides a comprehensive roadmap for constraining model uncertainties through model development and data collection.

Model parameter uncertainty analysis for an annual field-scale P loss model

NASA Astrophysics Data System (ADS)

Bolster, Carl H.; Vadas, Peter A.; Boykin, Debbie

2016-08-01

Phosphorous (P) fate and transport models are important tools for developing and evaluating conservation practices aimed at reducing P losses from agricultural fields. Because all models are simplifications of complex systems, there will exist an inherent amount of uncertainty associated with their predictions. It is therefore important that efforts be directed at identifying, quantifying, and communicating the different sources of model uncertainties. In this study, we conducted an uncertainty analysis with the Annual P Loss Estimator (APLE) model. Our analysis included calculating parameter uncertainties and confidence and prediction intervals for five internal regression equations in APLE. We also estimated uncertainties of the model input variables based on values reported in the literature. We then predicted P loss for a suite of fields under different management and climatic conditions while accounting for uncertainties in the model parameters and inputs and compared the relative contributions of these two sources of uncertainty to the overall uncertainty associated with predictions of P loss. Both the overall magnitude of the prediction uncertainties and the relative contributions of the two sources of uncertainty varied depending on management practices and field characteristics. This was due to differences in the number of model input variables and the uncertainties in the regression equations associated with each P loss pathway. Inspection of the uncertainties in the five regression equations brought attention to a previously unrecognized limitation with the equation used to partition surface-applied fertilizer P between leaching and runoff losses. As a result, an alternate equation was identified that provided similar predictions with much less uncertainty. Our results demonstrate how a thorough uncertainty and model residual analysis can be used to identify limitations with a model. Such insight can then be used to guide future data collection and model development and evaluation efforts.

Robustness analysis of bogie suspension components Pareto optimised values

NASA Astrophysics Data System (ADS)

Mousavi Bideleh, Seyed Milad

2017-08-01

Bogie suspension system of high speed trains can significantly affect vehicle performance. Multiobjective optimisation problems are often formulated and solved to find the Pareto optimised values of the suspension components and improve cost efficiency in railway operations from different perspectives. Uncertainties in the design parameters of suspension system can negatively influence the dynamics behaviour of railway vehicles. In this regard, robustness analysis of a bogie dynamics response with respect to uncertainties in the suspension design parameters is considered. A one-car railway vehicle model with 50 degrees of freedom and wear/comfort Pareto optimised values of bogie suspension components is chosen for the analysis. Longitudinal and lateral primary stiffnesses, longitudinal and vertical secondary stiffnesses, as well as yaw damping are considered as five design parameters. The effects of parameter uncertainties on wear, ride comfort, track shift force, stability, and risk of derailment are studied by varying the design parameters around their respective Pareto optimised values according to a lognormal distribution with different coefficient of variations (COVs). The robustness analysis is carried out based on the maximum entropy concept. The multiplicative dimensional reduction method is utilised to simplify the calculation of fractional moments and improve the computational efficiency. The results showed that the dynamics response of the vehicle with wear/comfort Pareto optimised values of bogie suspension is robust against uncertainties in the design parameters and the probability of failure is small for parameter uncertainties with COV up to 0.1.

Quantifying the impact of the longitudinal dispersion coefficient parameter uncertainty on the physical transport processes in rivers

NASA Astrophysics Data System (ADS)

Camacho Suarez, V. V.; Shucksmith, J.; Schellart, A.

2016-12-01

Analytical and numerical models can be used to represent the advection-dispersion processes governing the transport of pollutants in rivers (Fan et al., 2015; Van Genuchten et al., 2013). Simplifications, assumptions and parameter estimations in these models result in various uncertainties within the modelling process and estimations of pollutant concentrations. In this study, we explore both: 1) the structural uncertainty due to the one dimensional simplification of the Advection Dispersion Equation (ADE) and 2) the parameter uncertainty due to the semi empirical estimation of the longitudinal dispersion coefficient. The relative significance of these uncertainties has not previously been examined. By analysing both the relative structural uncertainty of analytical solutions of the ADE, and the parameter uncertainty due to the longitudinal dispersion coefficient via a Monte Carlo analysis, an evaluation of the dominant uncertainties for a case study in the river Chillan, Chile is presented over a range of spatial scales.

The critical role of uncertainty in projections of hydrological extremes

NASA Astrophysics Data System (ADS)

Meresa, Hadush K.; Romanowicz, Renata J.

2017-08-01

This paper aims to quantify the uncertainty in projections of future hydrological extremes in the Biala Tarnowska River at Koszyce gauging station, south Poland. The approach followed is based on several climate projections obtained from the EURO-CORDEX initiative, raw and bias-corrected realizations of catchment precipitation, and flow simulations derived using multiple hydrological model parameter sets. The projections cover the 21st century. Three sources of uncertainty are considered: one related to climate projection ensemble spread, the second related to the uncertainty in hydrological model parameters and the third related to the error in fitting theoretical distribution models to annual extreme flow series. The uncertainty of projected extreme indices related to hydrological model parameters was conditioned on flow observations from the reference period using the generalized likelihood uncertainty estimation (GLUE) approach, with separate criteria for high- and low-flow extremes. Extreme (low and high) flow quantiles were estimated using the generalized extreme value (GEV) distribution at different return periods and were based on two different lengths of the flow time series. A sensitivity analysis based on the analysis of variance (ANOVA) shows that the uncertainty introduced by the hydrological model parameters can be larger than the climate model variability and the distribution fit uncertainty for the low-flow extremes whilst for the high-flow extremes higher uncertainty is observed from climate models than from hydrological parameter and distribution fit uncertainties. This implies that ignoring one of the three uncertainty sources may cause great risk to future hydrological extreme adaptations and water resource planning and management.

Ignoring correlation in uncertainty and sensitivity analysis in life cycle assessment: what is the risk?

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

Groen, E.A., E-mail: Evelyne.Groen@gmail.com; Heijungs, R.; Leiden University, Einsteinweg 2, Leiden 2333 CC

Life cycle assessment (LCA) is an established tool to quantify the environmental impact of a product. A good assessment of uncertainty is important for making well-informed decisions in comparative LCA, as well as for correctly prioritising data collection efforts. Under- or overestimation of output uncertainty (e.g. output variance) will lead to incorrect decisions in such matters. The presence of correlations between input parameters during uncertainty propagation, can increase or decrease the the output variance. However, most LCA studies that include uncertainty analysis, ignore correlations between input parameters during uncertainty propagation, which may lead to incorrect conclusions. Two approaches to include correlationsmore » between input parameters during uncertainty propagation and global sensitivity analysis were studied: an analytical approach and a sampling approach. The use of both approaches is illustrated for an artificial case study of electricity production. Results demonstrate that both approaches yield approximately the same output variance and sensitivity indices for this specific case study. Furthermore, we demonstrate that the analytical approach can be used to quantify the risk of ignoring correlations between input parameters during uncertainty propagation in LCA. We demonstrate that: (1) we can predict if including correlations among input parameters in uncertainty propagation will increase or decrease output variance; (2) we can quantify the risk of ignoring correlations on the output variance and the global sensitivity indices. Moreover, this procedure requires only little data. - Highlights: • Ignoring correlation leads to under- or overestimation of the output variance. • We demonstrated that the risk of ignoring correlation can be quantified. • The procedure proposed is generally applicable in life cycle assessment. • In some cases, ignoring correlation has a minimal effect on decision-making tools.« less

A Methodology for Robust Comparative Life Cycle Assessments Incorporating Uncertainty.

PubMed

Gregory, Jeremy R; Noshadravan, Arash; Olivetti, Elsa A; Kirchain, Randolph E

2016-06-21

We propose a methodology for conducting robust comparative life cycle assessments (LCA) by leveraging uncertainty. The method evaluates a broad range of the possible scenario space in a probabilistic fashion while simultaneously considering uncertainty in input data. The method is intended to ascertain which scenarios have a definitive environmentally preferable choice among the alternatives being compared and the significance of the differences given uncertainty in the parameters, which parameters have the most influence on this difference, and how we can identify the resolvable scenarios (where one alternative in the comparison has a clearly lower environmental impact). This is accomplished via an aggregated probabilistic scenario-aware analysis, followed by an assessment of which scenarios have resolvable alternatives. Decision-tree partitioning algorithms are used to isolate meaningful scenario groups. In instances where the alternatives cannot be resolved for scenarios of interest, influential parameters are identified using sensitivity analysis. If those parameters can be refined, the process can be iterated using the refined parameters. We also present definitions of uncertainty quantities that have not been applied in the field of LCA and approaches for characterizing uncertainty in those quantities. We then demonstrate the methodology through a case study of pavements.

Uncertainty Analysis of the Grazing Flow Impedance Tube

NASA Technical Reports Server (NTRS)

Brown, Martha C.; Jones, Michael G.; Watson, Willie R.

2012-01-01

This paper outlines a methodology to identify the measurement uncertainty of NASA Langley s Grazing Flow Impedance Tube (GFIT) over its operating range, and to identify the parameters that most significantly contribute to the acoustic impedance prediction. Two acoustic liners are used for this study. The first is a single-layer, perforate-over-honeycomb liner that is nonlinear with respect to sound pressure level. The second consists of a wire-mesh facesheet and a honeycomb core, and is linear with respect to sound pressure level. These liners allow for evaluation of the effects of measurement uncertainty on impedances educed with linear and nonlinear liners. In general, the measurement uncertainty is observed to be larger for the nonlinear liners, with the largest uncertainty occurring near anti-resonance. A sensitivity analysis of the aerodynamic parameters (Mach number, static temperature, and static pressure) used in the impedance eduction process is also conducted using a Monte-Carlo approach. This sensitivity analysis demonstrates that the impedance eduction process is virtually insensitive to each of these parameters.

Multivariate Copula Analysis Toolbox (MvCAT): Describing dependence and underlying uncertainty using a Bayesian framework

NASA Astrophysics Data System (ADS)

Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir

2017-06-01

We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.

CALIBRATION, OPTIMIZATION, AND SENSITIVITY AND UNCERTAINTY ALGORITHMS APPLICATION PROGRAMMING INTERFACE (COSU-API)

EPA Science Inventory

The Application Programming Interface (API) for Uncertainty Analysis, Sensitivity Analysis, and Parameter Estimation (UA/SA/PE API) tool development, here fore referred to as the Calibration, Optimization, and Sensitivity and Uncertainty Algorithms API (COSU-API), was initially d...

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.

Reliability of a new biokinetic model of zirconium in internal dosimetry: part I, parameter uncertainty analysis.

PubMed

Li, Wei Bo; Greiter, Matthias; Oeh, Uwe; Hoeschen, Christoph

2011-12-01

The reliability of biokinetic models is essential in internal dose assessments and radiation risk analysis for the public, occupational workers, and patients exposed to radionuclides. In this paper, a method for assessing the reliability of biokinetic models by means of uncertainty and sensitivity analysis was developed. The paper is divided into two parts. In the first part of the study published here, the uncertainty sources of the model parameters for zirconium (Zr), developed by the International Commission on Radiological Protection (ICRP), were identified and analyzed. Furthermore, the uncertainty of the biokinetic experimental measurement performed at the Helmholtz Zentrum München-German Research Center for Environmental Health (HMGU) for developing a new biokinetic model of Zr was analyzed according to the Guide to the Expression of Uncertainty in Measurement, published by the International Organization for Standardization. The confidence interval and distribution of model parameters of the ICRP and HMGU Zr biokinetic models were evaluated. As a result of computer biokinetic modelings, the mean, standard uncertainty, and confidence interval of model prediction calculated based on the model parameter uncertainty were presented and compared to the plasma clearance and urinary excretion measured after intravenous administration. It was shown that for the most important compartment, the plasma, the uncertainty evaluated for the HMGU model was much smaller than that for the ICRP model; that phenomenon was observed for other organs and tissues as well. The uncertainty of the integral of the radioactivity of Zr up to 50 y calculated by the HMGU model after ingestion by adult members of the public was shown to be smaller by a factor of two than that of the ICRP model. It was also shown that the distribution type of the model parameter strongly influences the model prediction, and the correlation of the model input parameters affects the model prediction to a certain extent depending on the strength of the correlation. In the case of model prediction, the qualitative comparison of the model predictions with the measured plasma and urinary data showed the HMGU model to be more reliable than the ICRP model; quantitatively, the uncertainty model prediction by the HMGU systemic biokinetic model is smaller than that of the ICRP model. The uncertainty information on the model parameters analyzed in this study was used in the second part of the paper regarding a sensitivity analysis of the Zr biokinetic models.

Incorporating uncertainty in RADTRAN 6.0 input files.

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

Dennis, Matthew L.; Weiner, Ruth F.; Heames, Terence John

Uncertainty may be introduced into RADTRAN analyses by distributing input parameters. The MELCOR Uncertainty Engine (Gauntt and Erickson, 2004) has been adapted for use in RADTRAN to determine the parameter shape and minimum and maximum of the distribution, to sample on the distribution, and to create an appropriate RADTRAN batch file. Coupling input parameters is not possible in this initial application. It is recommended that the analyst be very familiar with RADTRAN and able to edit or create a RADTRAN input file using a text editor before implementing the RADTRAN Uncertainty Analysis Module. Installation of the MELCOR Uncertainty Engine ismore » required for incorporation of uncertainty into RADTRAN. Gauntt and Erickson (2004) provides installation instructions as well as a description and user guide for the uncertainty engine.« less

Dynamic Modelling under Uncertainty: The Case of Trypanosoma brucei Energy Metabolism

PubMed Central

Achcar, Fiona; Kerkhoven, Eduard J.; Bakker, Barbara M.; Barrett, Michael P.; Breitling, Rainer

2012-01-01

Kinetic models of metabolism require detailed knowledge of kinetic parameters. However, due to measurement errors or lack of data this knowledge is often uncertain. The model of glycolysis in the parasitic protozoan Trypanosoma brucei is a particularly well analysed example of a quantitative metabolic model, but so far it has been studied with a fixed set of parameters only. Here we evaluate the effect of parameter uncertainty. In order to define probability distributions for each parameter, information about the experimental sources and confidence intervals for all parameters were collected. We created a wiki-based website dedicated to the detailed documentation of this information: the SilicoTryp wiki (http://silicotryp.ibls.gla.ac.uk/wiki/Glycolysis). Using information collected in the wiki, we then assigned probability distributions to all parameters of the model. This allowed us to sample sets of alternative models, accurately representing our degree of uncertainty. Some properties of the model, such as the repartition of the glycolytic flux between the glycerol and pyruvate producing branches, are robust to these uncertainties. However, our analysis also allowed us to identify fragilities of the model leading to the accumulation of 3-phosphoglycerate and/or pyruvate. The analysis of the control coefficients revealed the importance of taking into account the uncertainties about the parameters, as the ranking of the reactions can be greatly affected. This work will now form the basis for a comprehensive Bayesian analysis and extension of the model considering alternative topologies. PMID:22379410

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.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Uncertainty quantification and sensitivity analysis with CASL Core Simulator VERA-CS

DOE PAGES

Brown, C. S.; Zhang, Hongbin

2016-05-24

Uncertainty quantification and sensitivity analysis are important for nuclear reactor safety design and analysis. A 2x2 fuel assembly core design was developed and simulated by the Virtual Environment for Reactor Applications, Core Simulator (VERA-CS) coupled neutronics and thermal-hydraulics code under development by the Consortium for Advanced Simulation of Light Water Reactors (CASL). An approach to uncertainty quantification and sensitivity analysis with VERA-CS was developed and a new toolkit was created to perform uncertainty quantification and sensitivity analysis with fourteen uncertain input parameters. Furthermore, the minimum departure from nucleate boiling ratio (MDNBR), maximum fuel center-line temperature, and maximum outer clad surfacemore » temperature were chosen as the selected figures of merit. Pearson, Spearman, and partial correlation coefficients were considered for all of the figures of merit in sensitivity analysis and coolant inlet temperature was consistently the most influential parameter. We used parameters as inputs to the critical heat flux calculation with the W-3 correlation were shown to be the most influential on the MDNBR, maximum fuel center-line temperature, and maximum outer clad surface temperature.« less

Parameter uncertainty and nonstationarity in regional extreme rainfall frequency analysis in Qu River Basin, East China

NASA Astrophysics Data System (ADS)

Zhu, Q.; Xu, Y. P.; Gu, H.

2014-12-01

Traditionally, regional frequency analysis methods were developed for stationary environmental conditions. Nevertheless, recent studies have identified significant changes in hydrological records, leading to the 'death' of stationarity. Besides, uncertainty in hydrological frequency analysis is persistent. This study aims to investigate the impact of one of the most important uncertainty sources, parameter uncertainty, together with nonstationarity, on design rainfall depth in Qu River Basin, East China. A spatial bootstrap is first proposed to analyze the uncertainty of design rainfall depth estimated by regional frequency analysis based on L-moments and estimated on at-site scale. Meanwhile, a method combining the generalized additive models with 30-year moving window is employed to analyze non-stationarity existed in the extreme rainfall regime. The results show that the uncertainties of design rainfall depth with 100-year return period under stationary conditions estimated by regional spatial bootstrap can reach 15.07% and 12.22% with GEV and PE3 respectively. On at-site scale, the uncertainties can reach 17.18% and 15.44% with GEV and PE3 respectively. In non-stationary conditions, the uncertainties of maximum rainfall depth (corresponding to design rainfall depth) with 0.01 annual exceedance probability (corresponding to 100-year return period) are 23.09% and 13.83% with GEV and PE3 respectively. Comparing the 90% confidence interval, the uncertainty of design rainfall depth resulted from parameter uncertainty is less than that from non-stationarity frequency analysis with GEV, however, slightly larger with PE3. This study indicates that the spatial bootstrap can be successfully applied to analyze the uncertainty of design rainfall depth on both regional and at-site scales. And the non-stationary analysis shows that the differences between non-stationary quantiles and their stationary equivalents are important for decision makes of water resources management and risk management.

Large-Scale Transport Model Uncertainty and Sensitivity Analysis: Distributed Sources in Complex Hydrogeologic Systems

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

Sig Drellack, Lance Prothro

2007-12-01

The Underground Test Area (UGTA) Project of the U.S. Department of Energy, National Nuclear Security Administration Nevada Site Office is in the process of assessing and developing regulatory decision options based on modeling predictions of contaminant transport from underground testing of nuclear weapons at the Nevada Test Site (NTS). The UGTA Project is attempting to develop an effective modeling strategy that addresses and quantifies multiple components of uncertainty including natural variability, parameter uncertainty, conceptual/model uncertainty, and decision uncertainty in translating model results into regulatory requirements. The modeling task presents multiple unique challenges to the hydrological sciences as a result ofmore » the complex fractured and faulted hydrostratigraphy, the distributed locations of sources, the suite of reactive and non-reactive radionuclides, and uncertainty in conceptual models. Characterization of the hydrogeologic system is difficult and expensive because of deep groundwater in the arid desert setting and the large spatial setting of the NTS. Therefore, conceptual model uncertainty is partially addressed through the development of multiple alternative conceptual models of the hydrostratigraphic framework and multiple alternative models of recharge and discharge. Uncertainty in boundary conditions is assessed through development of alternative groundwater fluxes through multiple simulations using the regional groundwater flow model. Calibration of alternative models to heads and measured or inferred fluxes has not proven to provide clear measures of model quality. Therefore, model screening by comparison to independently-derived natural geochemical mixing targets through cluster analysis has also been invoked to evaluate differences between alternative conceptual models. Advancing multiple alternative flow models, sensitivity of transport predictions to parameter uncertainty is assessed through Monte Carlo simulations. The simulations are challenged by the distributed sources in each of the Corrective Action Units, by complex mass transfer processes, and by the size and complexity of the field-scale flow models. An efficient methodology utilizing particle tracking results and convolution integrals provides in situ concentrations appropriate for Monte Carlo analysis. Uncertainty in source releases and transport parameters including effective porosity, fracture apertures and spacing, matrix diffusion coefficients, sorption coefficients, and colloid load and mobility are considered. With the distributions of input uncertainties and output plume volumes, global analysis methods including stepwise regression, contingency table analysis, and classification tree analysis are used to develop sensitivity rankings of parameter uncertainties for each model considered, thus assisting a variety of decisions.« less

Modelling uncertainties and possible future trends of precipitation and temperature for 10 sub-basins in Columbia River Basin (CRB)

NASA Astrophysics Data System (ADS)

Ahmadalipour, A.; Rana, A.; Qin, Y.; Moradkhani, H.

2014-12-01

Trends and changes in future climatic parameters, such as, precipitation and temperature have been a central part of climate change studies. In the present work, we have analyzed the seasonal and yearly trends and uncertainties of prediction in all the 10 sub-basins of Columbia River Basin (CRB) for future time period of 2010-2099. The work is carried out using 2 different sets of statistically downscaled Global Climate Model (GCMs) projection datasets i.e. Bias correction and statistical downscaling (BCSD) generated at Portland State University and The Multivariate Adaptive Constructed Analogs (MACA) generated at University of Idaho. The analysis is done for with 10 GCM downscaled products each from CMIP5 daily dataset totaling to 40 different downscaled products for robust analysis. Summer, winter and yearly trend analysis is performed for all the 10 sub-basins using linear regression (significance tested by student t test) and Mann Kendall test (0.05 percent significance level), for precipitation (P), temperature maximum (Tmax) and temperature minimum (Tmin). Thereafter, all the parameters are modelled for uncertainty, across all models, in all the 10 sub-basins and across the CRB for future scenario periods. Results have indicated in varied degree of trends for all the sub-basins, mostly pointing towards a significant increase in all three climatic parameters, for all the seasons and yearly considerations. Uncertainty analysis have reveled very high change in all the parameters across models and sub-basins under consideration. Basin wide uncertainty analysis is performed to corroborate results from smaller, sub-basin scale. Similar trends and uncertainties are reported on the larger scale as well. Interestingly, both trends and uncertainties are higher during winter period than during summer, contributing to large part of the yearly change.

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

Effects of temporal and spatial resolution of calibration data on integrated hydrologic water quality model identification

NASA Astrophysics Data System (ADS)

Jiang, Sanyuan; Jomaa, Seifeddine; Büttner, Olaf; Rode, Michael

2014-05-01

Hydrological water quality modeling is increasingly used for investigating runoff and nutrient transport processes as well as watershed management but it is mostly unclear how data availablity determins model identification. In this study, the HYPE (HYdrological Predictions for the Environment) model, which is a process-based, semi-distributed hydrological water quality model, was applied in two different mesoscale catchments (Selke (463 km2) and Weida (99 km2)) located in central Germany to simulate discharge and inorganic nitrogen (IN) transport. PEST and DREAM(ZS) were combined with the HYPE model to conduct parameter calibration and uncertainty analysis. Split-sample test was used for model calibration (1994-1999) and validation (1999-2004). IN concentration and daily IN load were found to be highly correlated with discharge, indicating that IN leaching is mainly controlled by runoff. Both dynamics and balances of water and IN load were well captured with NSE greater than 0.83 during validation period. Multi-objective calibration (calibrating hydrological and water quality parameters simultaneously) was found to outperform step-wise calibration in terms of model robustness. Multi-site calibration was able to improve model performance at internal sites, decrease parameter posterior uncertainty and prediction uncertainty. Nitrogen-process parameters calibrated using continuous daily averages of nitrate-N concentration observations produced better and more robust simulations of IN concentration and load, lower posterior parameter uncertainty and IN concentration prediction uncertainty compared to the calibration against uncontinuous biweekly nitrate-N concentration measurements. Both PEST and DREAM(ZS) are efficient in parameter calibration. However, DREAM(ZS) is more sound in terms of parameter identification and uncertainty analysis than PEST because of its capability to evolve parameter posterior distributions and estimate prediction uncertainty based on global search and Bayesian inference schemes.

The Value of Information in Decision-Analytic Modeling for Malaria Vector Control in East Africa.

PubMed

Kim, Dohyeong; Brown, Zachary; Anderson, Richard; Mutero, Clifford; Miranda, Marie Lynn; Wiener, Jonathan; Kramer, Randall

2017-02-01

Decision analysis tools and mathematical modeling are increasingly emphasized in malaria control programs worldwide to improve resource allocation and address ongoing challenges with sustainability. However, such tools require substantial scientific evidence, which is costly to acquire. The value of information (VOI) has been proposed as a metric for gauging the value of reduced model uncertainty. We apply this concept to an evidenced-based Malaria Decision Analysis Support Tool (MDAST) designed for application in East Africa. In developing MDAST, substantial gaps in the scientific evidence base were identified regarding insecticide resistance in malaria vector control and the effectiveness of alternative mosquito control approaches, including larviciding. We identify four entomological parameters in the model (two for insecticide resistance and two for larviciding) that involve high levels of uncertainty and to which outputs in MDAST are sensitive. We estimate and compare a VOI for combinations of these parameters in evaluating three policy alternatives relative to a status quo policy. We find having perfect information on the uncertain parameters could improve program net benefits by up to 5-21%, with the highest VOI associated with jointly eliminating uncertainty about reproductive speed of malaria-transmitting mosquitoes and initial efficacy of larviciding at reducing the emergence of new adult mosquitoes. Future research on parameter uncertainty in decision analysis of malaria control policy should investigate the VOI with respect to other aspects of malaria transmission (such as antimalarial resistance), the costs of reducing uncertainty in these parameters, and the extent to which imperfect information about these parameters can improve payoffs. © 2016 Society for Risk Analysis.

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

NASA Astrophysics Data System (ADS)

Taverniers, Søren; Tartakovsky, Daniel M.

2017-11-01

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

Estimation and impact assessment of input and parameter uncertainty in predicting groundwater flow with a fully distributed model

NASA Astrophysics Data System (ADS)

Touhidul Mustafa, Syed Md.; Nossent, Jiri; Ghysels, Gert; Huysmans, Marijke

2017-04-01

Transient numerical groundwater flow models have been used to understand and forecast groundwater flow systems under anthropogenic and climatic effects, but the reliability of the predictions is strongly influenced by different sources of uncertainty. Hence, researchers in hydrological sciences are developing and applying methods for uncertainty quantification. Nevertheless, spatially distributed flow models pose significant challenges for parameter and spatially distributed input estimation and uncertainty quantification. In this study, we present a general and flexible approach for input and parameter estimation and uncertainty analysis of groundwater models. The proposed approach combines a fully distributed groundwater flow model (MODFLOW) with the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. To avoid over-parameterization, the uncertainty of the spatially distributed model input has been represented by multipliers. The posterior distributions of these multipliers and the regular model parameters were estimated using DREAM. The proposed methodology has been applied in an overexploited aquifer in Bangladesh where groundwater pumping and recharge data are highly uncertain. The results confirm that input uncertainty does have a considerable effect on the model predictions and parameter distributions. Additionally, our approach also provides a new way to optimize the spatially distributed recharge and pumping data along with the parameter values under uncertain input conditions. It can be concluded from our approach that considering model input uncertainty along with parameter uncertainty is important for obtaining realistic model predictions and a correct estimation of the uncertainty bounds.

Data uncertainties in material flow analysis: Municipal solid waste management system in Maputo City, Mozambique.

PubMed

Dos Muchangos, Leticia Sarmento; Tokai, Akihiro; Hanashima, Atsuko

2017-01-01

Material flow analysis can effectively trace and quantify the flows and stocks of materials such as solid wastes in urban environments. However, the integrity of material flow analysis results is compromised by data uncertainties, an occurrence that is particularly acute in low-and-middle-income study contexts. This article investigates the uncertainties in the input data and their effects in a material flow analysis study of municipal solid waste management in Maputo City, the capital of Mozambique. The analysis is based on data collected in 2007 and 2014. Initially, the uncertainties and their ranges were identified by the data classification model of Hedbrant and Sörme, followed by the application of sensitivity analysis. The average lower and upper bounds were 29% and 71%, respectively, in 2007, increasing to 41% and 96%, respectively, in 2014. This indicates higher data quality in 2007 than in 2014. Results also show that not only data are partially missing from the established flows such as waste generation to final disposal, but also that they are limited and inconsistent in emerging flows and processes such as waste generation to material recovery (hence the wider variation in the 2014 parameters). The sensitivity analysis further clarified the most influencing parameter and the degree of influence of each parameter on the waste flows and the interrelations among the parameters. The findings highlight the need for an integrated municipal solid waste management approach to avoid transferring or worsening the negative impacts among the parameters and flows.

Parametric uncertainties in global model simulations of black carbon column mass concentration

NASA Astrophysics Data System (ADS)

Pearce, Hana; Lee, Lindsay; Reddington, Carly; Carslaw, Ken; Mann, Graham

2016-04-01

Previous studies have deduced that the annual mean direct radiative forcing from black carbon (BC) aerosol may regionally be up to 5 W m-2 larger than expected due to underestimation of global atmospheric BC absorption in models. We have identified the magnitude and important sources of parametric uncertainty in simulations of BC column mass concentration from a global aerosol microphysics model (GLOMAP-Mode). A variance-based uncertainty analysis of 28 parameters has been performed, based on statistical emulators trained on model output from GLOMAP-Mode. This is the largest number of uncertain model parameters to be considered in a BC uncertainty analysis to date and covers primary aerosol emissions, microphysical processes and structural parameters related to the aerosol size distribution. We will present several recommendations for further research to improve the fidelity of simulated BC. In brief, we find that the standard deviation around the simulated mean annual BC column mass concentration varies globally between 2.5 x 10-9 g cm-2 in remote marine regions and 1.25 x 10-6 g cm-2 near emission sources due to parameter uncertainty Between 60 and 90% of the variance over source regions is due to uncertainty associated with primary BC emission fluxes, including biomass burning, fossil fuel and biofuel emissions. While the contributions to BC column uncertainty from microphysical processes, for example those related to dry and wet deposition, are increased over remote regions, we find that emissions still make an important contribution in these areas. It is likely, however, that the importance of structural model error, i.e. differences between models, is greater than parametric uncertainty. We have extended our analysis to emulate vertical BC profiles at several locations in the mid-Pacific Ocean and identify the parameters contributing to uncertainty in the vertical distribution of black carbon at these locations. We will present preliminary comparisons of emulated BC vertical profiles from the AeroCom multi-model ensemble and Hiaper Pole-to-Pole (HIPPO) observations.

Sensitivity and Uncertainty Analysis for Streamflow Prediction Using Different Objective Functions and Optimization Algorithms: San Joaquin California

NASA Astrophysics Data System (ADS)

Paul, M.; Negahban-Azar, M.

2017-12-01

The hydrologic models usually need to be calibrated against observed streamflow at the outlet of a particular drainage area through a careful model calibration. However, a large number of parameters are required to fit in the model due to their unavailability of the field measurement. Therefore, it is difficult to calibrate the model for a large number of potential uncertain model parameters. This even becomes more challenging if the model is for a large watershed with multiple land uses and various geophysical characteristics. Sensitivity analysis (SA) can be used as a tool to identify most sensitive model parameters which affect the calibrated model performance. There are many different calibration and uncertainty analysis algorithms which can be performed with different objective functions. By incorporating sensitive parameters in streamflow simulation, effects of the suitable algorithm in improving model performance can be demonstrated by the Soil and Water Assessment Tool (SWAT) modeling. In this study, the SWAT was applied in the San Joaquin Watershed in California covering 19704 km2 to calibrate the daily streamflow. Recently, sever water stress escalating due to intensified climate variability, prolonged drought and depleting groundwater for agricultural irrigation in this watershed. Therefore it is important to perform a proper uncertainty analysis given the uncertainties inherent in hydrologic modeling to predict the spatial and temporal variation of the hydrologic process to evaluate the impacts of different hydrologic variables. The purpose of this study was to evaluate the sensitivity and uncertainty of the calibrated parameters for predicting streamflow. To evaluate the sensitivity of the calibrated parameters three different optimization algorithms (Sequential Uncertainty Fitting- SUFI-2, Generalized Likelihood Uncertainty Estimation- GLUE and Parameter Solution- ParaSol) were used with four different objective functions (coefficient of determination- r2, Nash-Sutcliffe efficiency- NSE, percent bias- PBIAS, and Kling-Gupta efficiency- KGE). The preliminary results showed that using the SUFI-2 algorithm with the objective function NSE and KGE has improved significantly the calibration (e.g. R2 and NSE is found 0.52 and 0.47 respectively for daily streamflow calibration).

A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design--part I. Model development.

PubMed

He, L; Huang, G H; Lu, H W

2010-04-15

Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the "true" ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes. 2009 Elsevier B.V. All rights reserved.

Effects of Parameter Uncertainty on Long-Term Simulations of Lake Alkalinity

NASA Astrophysics Data System (ADS)

Lee, Sijin; Georgakakos, Konstantine P.; Schnoor, Jerald L.

1990-03-01

A first-order second-moment uncertainty analysis has been applied to two lakes in the Adirondack Park, New York, to assess the long-term response of lakes to acid deposition. Uncertainty due to parameter error and initial condition error was considered. Because the enhanced trickle-down (ETD) model is calibrated with only 3 years of field data and is used to simulate a 50-year period, the uncertainty in the lake alkalinity prediction is relatively large. When a best estimate of parameter uncertainty is used, the annual average alkalinity is predicted to be -11 ±28 μeq/L for Lake Woods and 142 ± 139 μeq/L for Lake Panther after 50 years. Hydrologic parameters and chemical weathering rate constants contributed most to the uncertainty of the simulations. Results indicate that the uncertainty in long-range predictions of lake alkalinity increased significantly over a 5- to 10-year period and then reached a steady state.

Uncertainty for calculating transport on Titan: A probabilistic description of bimolecular diffusion parameters

NASA Astrophysics Data System (ADS)

Plessis, S.; McDougall, D.; Mandt, K.; Greathouse, T.; Luspay-Kuti, A.

2015-11-01

Bimolecular diffusion coefficients are important parameters used by atmospheric models to calculate altitude profiles of minor constituents in an atmosphere. Unfortunately, laboratory measurements of these coefficients were never conducted at temperature conditions relevant to the atmosphere of Titan. Here we conduct a detailed uncertainty analysis of the bimolecular diffusion coefficient parameters as applied to Titan's upper atmosphere to provide a better understanding of the impact of uncertainty for this parameter on models. Because temperature and pressure conditions are much lower than the laboratory conditions in which bimolecular diffusion parameters were measured, we apply a Bayesian framework, a problem-agnostic framework, to determine parameter estimates and associated uncertainties. We solve the Bayesian calibration problem using the open-source QUESO library which also performs a propagation of uncertainties in the calibrated parameters to temperature and pressure conditions observed in Titan's upper atmosphere. Our results show that, after propagating uncertainty through the Massman model, the uncertainty in molecular diffusion is highly correlated to temperature and we observe no noticeable correlation with pressure. We propagate the calibrated molecular diffusion estimate and associated uncertainty to obtain an estimate with uncertainty due to bimolecular diffusion for the methane molar fraction as a function of altitude. Results show that the uncertainty in methane abundance due to molecular diffusion is in general small compared to eddy diffusion and the chemical kinetics description. However, methane abundance is most sensitive to uncertainty in molecular diffusion above 1200 km where the errors are nontrivial and could have important implications for scientific research based on diffusion models in this altitude range.

Not simply more of the same: distinguishing between patient heterogeneity and parameter uncertainty.

PubMed

Vemer, Pepijn; Goossens, Lucas M A; Rutten-van Mölken, Maureen P M H

2014-11-01

In cost-effectiveness (CE) Markov models, heterogeneity in the patient population is not automatically taken into account. We aimed to compare methods of dealing with heterogeneity on estimates of CE, using a case study in chronic obstructive pulmonary disease (COPD). We first present a probabilistic sensitivity analysis (PSA) in which we sampled only from distributions representing parameter uncertainty. This ignores any heterogeneity. Next, we explored heterogeneity by presenting results for subgroups, using a method that samples parameter uncertainty simultaneously with heterogeneity in a single-loop PSA. Finally, we distinguished parameter uncertainty from heterogeneity in a double-loop PSA by performing a nested simulation within each PSA iteration. Point estimates and uncertainty differed substantially between methods. The incremental CE ratio (ICER) ranged from € 4900 to € 13,800. The single-loop PSA led to a substantially different shape of the CE plane and an overestimation of the uncertainty compared with the other 3 methods. The CE plane for the double-loop PSA showed substantially less uncertainty and a stronger negative correlation between the difference in costs and the difference in effects compared with the other methods. This came at the cost of higher calculation times. Not accounting for heterogeneity, subgroup analysis and the double-loop PSA can be viable options, depending on the decision makers' information needs. The single-loop PSA should not be used in CE research. It disregards the fundamental differences between heterogeneity and sampling uncertainty and overestimates uncertainty as a result. © The Author(s) 2014.

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.

WE-D-BRE-07: Variance-Based Sensitivity Analysis to Quantify the Impact of Biological Uncertainties in Particle Therapy

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

Kamp, F.; Brueningk, S.C.; Wilkens, J.J.

Purpose: In particle therapy, treatment planning and evaluation are frequently based on biological models to estimate the relative biological effectiveness (RBE) or the equivalent dose in 2 Gy fractions (EQD2). In the context of the linear-quadratic model, these quantities depend on biological parameters (α, β) for ions as well as for the reference radiation and on the dose per fraction. The needed biological parameters as well as their dependency on ion species and ion energy typically are subject to large (relative) uncertainties of up to 20–40% or even more. Therefore it is necessary to estimate the resulting uncertainties in e.g.more » RBE or EQD2 caused by the uncertainties of the relevant input parameters. Methods: We use a variance-based sensitivity analysis (SA) approach, in which uncertainties in input parameters are modeled by random number distributions. The evaluated function is executed 10{sup 4} to 10{sup 6} times, each run with a different set of input parameters, randomly varied according to their assigned distribution. The sensitivity S is a variance-based ranking (from S = 0, no impact, to S = 1, only influential part) of the impact of input uncertainties. The SA approach is implemented for carbon ion treatment plans on 3D patient data, providing information about variations (and their origin) in RBE and EQD2. Results: The quantification enables 3D sensitivity maps, showing dependencies of RBE and EQD2 on different input uncertainties. The high number of runs allows displaying the interplay between different input uncertainties. The SA identifies input parameter combinations which result in extreme deviations of the result and the input parameter for which an uncertainty reduction is the most rewarding. Conclusion: The presented variance-based SA provides advantageous properties in terms of visualization and quantification of (biological) uncertainties and their impact. The method is very flexible, model independent, and enables a broad assessment of uncertainties. Supported by DFG grant WI 3745/1-1 and DFG cluster of excellence: Munich-Centre for Advanced Photonics.« less

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

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

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

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

Uncertainty Quantification and Regional Sensitivity Analysis of Snow-related Parameters in the Canadian LAnd Surface Scheme (CLASS)

NASA Astrophysics Data System (ADS)

Badawy, B.; Fletcher, C. G.

2017-12-01

The parameterization of snow processes in land surface models is an important source of uncertainty in climate simulations. Quantifying the importance of snow-related parameters, and their uncertainties, may therefore lead to better understanding and quantification of uncertainty within integrated earth system models. However, quantifying the uncertainty arising from parameterized snow processes is challenging due to the high-dimensional parameter space, poor observational constraints, and parameter interaction. In this study, we investigate the sensitivity of the land simulation to uncertainty in snow microphysical parameters in the Canadian LAnd Surface Scheme (CLASS) using an uncertainty quantification (UQ) approach. A set of training cases (n=400) from CLASS is used to sample each parameter across its full range of empirical uncertainty, as determined from available observations and expert elicitation. A statistical learning model using support vector regression (SVR) is then constructed from the training data (CLASS output variables) to efficiently emulate the dynamical CLASS simulations over a much larger (n=220) set of cases. This approach is used to constrain the plausible range for each parameter using a skill score, and to identify the parameters with largest influence on the land simulation in CLASS at global and regional scales, using a random forest (RF) permutation importance algorithm. Preliminary sensitivity tests indicate that snow albedo refreshment threshold and the limiting snow depth, below which bare patches begin to appear, have the highest impact on snow output variables. The results also show a considerable reduction of the plausible ranges of the parameters values and hence reducing their uncertainty ranges, which can lead to a significant reduction of the model uncertainty. The implementation and results of this study will be presented and discussed in details.

Sensitivity analysis and uncertainty estimation in ash concentration simulations and tephra deposit daily forecasted at Mt. Etna, in Italy

NASA Astrophysics Data System (ADS)

Prestifilippo, Michele; Scollo, Simona; Tarantola, Stefano

2015-04-01

The uncertainty in volcanic ash forecasts may depend on our knowledge of the model input parameters and our capability to represent the dynamic of an incoming eruption. Forecasts help governments to reduce risks associated with volcanic eruptions and for this reason different kinds of analysis that help to understand the effect that each input parameter has on model outputs are necessary. We present an iterative approach based on the sequential combination of sensitivity analysis, parameter estimation procedure and Monte Carlo-based uncertainty analysis, applied to the lagrangian volcanic ash dispersal model PUFF. We modify the main input parameters as the total mass, the total grain-size distribution, the plume thickness, the shape of the eruption column, the sedimentation models and the diffusion coefficient, perform thousands of simulations and analyze the results. The study is carried out on two different Etna scenarios: the sub-plinian eruption of 22 July 1998 that formed an eruption column rising 12 km above sea level and lasted some minutes and the lava fountain eruption having features similar to the 2011-2013 events that produced eruption column high up to several kilometers above sea level and lasted some hours. Sensitivity analyses and uncertainty estimation results help us to address the measurements that volcanologists should perform during volcanic crisis to reduce the model uncertainty.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.« less

Fukushima Daiichi unit 1 uncertainty analysis--Preliminary selection of uncertain parameters and analysis methodology

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

Cardoni, Jeffrey N.; Kalinich, Donald A.

2014-02-01

Sandia National Laboratories (SNL) plans to conduct uncertainty analyses (UA) on the Fukushima Daiichi unit (1F1) plant with the MELCOR code. The model to be used was developed for a previous accident reconstruction investigation jointly sponsored by the US Department of Energy (DOE) and Nuclear Regulatory Commission (NRC). However, that study only examined a handful of various model inputs and boundary conditions, and the predictions yielded only fair agreement with plant data and current release estimates. The goal of this uncertainty study is to perform a focused evaluation of uncertainty in core melt progression behavior and its effect on keymore » figures-of-merit (e.g., hydrogen production, vessel lower head failure, etc.). In preparation for the SNL Fukushima UA work, a scoping study has been completed to identify important core melt progression parameters for the uncertainty analysis. The study also lays out a preliminary UA methodology.« less

Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem

DOE PAGES

Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.; ...

2015-01-01

In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem

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

Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.

In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.

CXTFIT/Excel A modular adaptable code for parameter estimation, sensitivity analysis and uncertainty analysis for laboratory or field tracer experiments

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

Tang, Guoping; Mayes, Melanie; Parker, Jack C

2010-01-01

We implemented the widely used CXTFIT code in Excel to provide flexibility and added sensitivity and uncertainty analysis functions to improve transport parameter estimation and to facilitate model discrimination for multi-tracer experiments on structured soils. Analytical solutions for one-dimensional equilibrium and nonequilibrium convection dispersion equations were coded as VBA functions so that they could be used as ordinary math functions in Excel for forward predictions. Macros with user-friendly interfaces were developed for optimization, sensitivity analysis, uncertainty analysis, error propagation, response surface calculation, and Monte Carlo analysis. As a result, any parameter with transformations (e.g., dimensionless, log-transformed, species-dependent reactions, etc.) couldmore » be estimated with uncertainty and sensitivity quantification for multiple tracer data at multiple locations and times. Prior information and observation errors could be incorporated into the weighted nonlinear least squares method with a penalty function. Users are able to change selected parameter values and view the results via embedded graphics, resulting in a flexible tool applicable to modeling transport processes and to teaching students about parameter estimation. The code was verified by comparing to a number of benchmarks with CXTFIT 2.0. It was applied to improve parameter estimation for four typical tracer experiment data sets in the literature using multi-model evaluation and comparison. Additional examples were included to illustrate the flexibilities and advantages of CXTFIT/Excel. The VBA macros were designed for general purpose and could be used for any parameter estimation/model calibration when the forward solution is implemented in Excel. A step-by-step tutorial, example Excel files and the code are provided as supplemental material.« less

Relating Data and Models to Characterize Parameter and Prediction Uncertainty

EPA Science Inventory

Applying PBPK models in risk analysis requires that we realistically assess the uncertainty of relevant model predictions in as quantitative a way as possible. The reality of human variability may add a confusing feature to the overall uncertainty assessment, as uncertainty and v...

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.

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

PubMed

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

2016-01-01

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

Uncertainty, Sensitivity Analysis, and Causal Identification in the Arctic using a Perturbed Parameter Ensemble of the HiLAT Climate Model

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

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

Coupled climate models have a large number of input parameters that can affect output uncertainty. We conducted a sensitivity analysis of sea ice proper:es and Arc:c related climate variables to 5 parameters in the HiLAT climate model: air-ocean turbulent exchange parameter (C), conversion of water vapor to clouds (cldfrc_rhminl) and of ice crystals to snow (micro_mg_dcs), snow thermal conduc:vity (ksno), and maximum snow grain size (rsnw_mlt). We used an elementary effect (EE) approach to rank their importance for output uncertainty. EE is an extension of one-at-a-time sensitivity analyses, but it is more efficient in sampling multi-dimensional parameter spaces. We lookedmore » for emerging relationships among climate variables across the model ensemble, and used causal discovery algorithms to establish potential pathways for those relationships.« less

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

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

2014-01-01

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

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.

Parameter Uncertainty Analysis Using Monte Carlo Simulations for a Regional-Scale Groundwater Model

NASA Astrophysics Data System (ADS)

Zhang, Y.; Pohlmann, K.

2016-12-01

Regional-scale grid-based groundwater models for flow and transport often contain multiple types of parameters that can intensify the challenge of parameter uncertainty analysis. We propose a Monte Carlo approach to systematically quantify the influence of various types of model parameters on groundwater flux and contaminant travel times. The Monte Carlo simulations were conducted based on the steady-state conversion of the original transient model, which was then combined with the PEST sensitivity analysis tool SENSAN and particle tracking software MODPATH. Results identified hydrogeologic units whose hydraulic conductivity can significantly affect groundwater flux, and thirteen out of 173 model parameters that can cause large variation in travel times for contaminant particles originating from given source zones.

Uncertainty analysis on simple mass balance model to calculate critical loads for soil acidity.

PubMed

Li, Harbin; McNulty, Steven G

2007-10-01

Simple mass balance equations (SMBE) of critical acid loads (CAL) in forest soil were developed to assess potential risks of air pollutants to ecosystems. However, to apply SMBE reliably at large scales, SMBE must be tested for adequacy and uncertainty. Our goal was to provide a detailed analysis of uncertainty in SMBE so that sound strategies for scaling up CAL estimates to the national scale could be developed. Specifically, we wanted to quantify CAL uncertainty under natural variability in 17 model parameters, and determine their relative contributions in predicting CAL. Results indicated that uncertainty in CAL came primarily from components of base cation weathering (BC(w); 49%) and acid neutralizing capacity (46%), whereas the most critical parameters were BC(w) base rate (62%), soil depth (20%), and soil temperature (11%). Thus, improvements in estimates of these factors are crucial to reducing uncertainty and successfully scaling up SMBE for national assessments of CAL.

Computer-assisted uncertainty assessment of k0-NAA measurement results

NASA Astrophysics Data System (ADS)

Bučar, T.; Smodiš, B.

2008-10-01

In quantifying measurement uncertainty of measurement results obtained by the k0-based neutron activation analysis ( k0-NAA), a number of parameters should be considered and appropriately combined in deriving the final budget. To facilitate this process, a program ERON (ERror propagatiON) was developed, which computes uncertainty propagation factors from the relevant formulae and calculates the combined uncertainty. The program calculates uncertainty of the final result—mass fraction of an element in the measured sample—taking into account the relevant neutron flux parameters such as α and f, including their uncertainties. Nuclear parameters and their uncertainties are taken from the IUPAC database (V.P. Kolotov and F. De Corte, Compilation of k0 and related data for NAA). Furthermore, the program allows for uncertainty calculations of the measured parameters needed in k0-NAA: α (determined with either the Cd-ratio or the Cd-covered multi-monitor method), f (using the Cd-ratio or the bare method), Q0 (using the Cd-ratio or internal comparator method) and k0 (using the Cd-ratio, internal comparator or the Cd subtraction method). The results of calculations can be printed or exported to text or MS Excel format for further analysis. Special care was taken to make the calculation engine portable by having possibility of its incorporation into other applications (e.g., DLL and WWW server). Theoretical basis and the program are described in detail, and typical results obtained under real measurement conditions are presented.

Computer-Based Model Calibration and Uncertainty Analysis: Terms and Concepts

DTIC Science & Technology

2015-07-01

uncertainty analyses throughout the lifecycle of planning, designing, and operating of Civil Works flood risk management projects as described in...value 95% of the time. In the frequentist approach to PE, model parameters area regarded as having true values, and their estimate is based on the...in catchment models. 1. Evaluating parameter uncertainty. Water Resources Research 19(5):1151–1172. Lee, P. M. 2012. Bayesian statistics: An

Assessing uncertainty and sensitivity of model parameterizations and parameters in WRF affecting simulated surface fluxes and land-atmosphere coupling over the Amazon region

NASA Astrophysics Data System (ADS)

Qian, Y.; Wang, C.; Huang, M.; Berg, L. K.; Duan, Q.; Feng, Z.; Shrivastava, M. B.; Shin, H. H.; Hong, S. Y.

2016-12-01

This study aims to quantify the relative importance and uncertainties of different physical processes and parameters in affecting simulated surface fluxes and land-atmosphere coupling strength over the Amazon region. We used two-legged coupling metrics, which include both terrestrial (soil moisture to surface fluxes) and atmospheric (surface fluxes to atmospheric state or precipitation) legs, to diagnose the land-atmosphere interaction and coupling strength. Observations made using the Department of Energy's Atmospheric Radiation Measurement (ARM) Mobile Facility during the GoAmazon field campaign together with satellite and reanalysis data are used to evaluate model performance. To quantify the uncertainty in physical parameterizations, we performed a 120 member ensemble of simulations with the WRF model using a stratified experimental design including 6 cloud microphysics, 3 convection, 6 PBL and surface layer, and 3 land surface schemes. A multiple-way analysis of variance approach is used to quantitatively analyze the inter- and intra-group (scheme) means and variances. To quantify parameter sensitivity, we conducted an additional 256 WRF simulations in which an efficient sampling algorithm is used to explore the multiple-dimensional parameter space. Three uncertainty quantification approaches are applied for sensitivity analysis (SA) of multiple variables of interest to 20 selected parameters in YSU PBL and MM5 surface layer schemes. Results show consistent parameter sensitivity across different SA methods. We found that 5 out of 20 parameters contribute more than 90% total variance, and first-order effects dominate comparing to the interaction effects. Results of this uncertainty quantification study serve as guidance for better understanding the roles of different physical processes in land-atmosphere interactions, quantifying model uncertainties from various sources such as physical processes, parameters and structural errors, and providing insights for improving the model physics parameterizations.

A methodology for formulating a minimal uncertainty model for robust control system design and analysis

NASA Technical Reports Server (NTRS)

Belcastro, Christine M.; Chang, B.-C.; Fischl, Robert

1989-01-01

In the design and analysis of robust control systems for uncertain plants, the technique of formulating what is termed an M-delta model has become widely accepted and applied in the robust control literature. The M represents the transfer function matrix M(s) of the nominal system, and delta represents an uncertainty matrix acting on M(s). The uncertainty can arise from various sources, such as structured uncertainty from parameter variations or multiple unstructured uncertainties from unmodeled dynamics and other neglected phenomena. In general, delta is a block diagonal matrix, and for real parameter variations the diagonal elements are real. As stated in the literature, this structure can always be formed for any linear interconnection of inputs, outputs, transfer functions, parameter variations, and perturbations. However, very little of the literature addresses methods for obtaining this structure, and none of this literature addresses a general methodology for obtaining a minimal M-delta model for a wide class of uncertainty. Since have a delta matrix of minimum order would improve the efficiency of structured singular value (or multivariable stability margin) computations, a method of obtaining a minimal M-delta model would be useful. A generalized method of obtaining a minimal M-delta structure for systems with real parameter variations is given.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks.

PubMed

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-08-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.

Efficient Characterization of Parametric Uncertainty of Complex (Bio)chemical Networks

PubMed Central

Schillings, Claudia; Sunnåker, Mikael; Stelling, Jörg; Schwab, Christoph

2015-01-01

Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is “non-intrusive” and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design. PMID:26317784

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.

Uncertainty and sensitivity analysis of control strategies using the benchmark simulation model No1 (BSM1).

PubMed

Flores-Alsina, Xavier; Rodriguez-Roda, Ignasi; Sin, Gürkan; Gernaey, Krist V

2009-01-01

The objective of this paper is to perform an uncertainty and sensitivity analysis of the predictions of the Benchmark Simulation Model (BSM) No. 1, when comparing four activated sludge control strategies. The Monte Carlo simulation technique is used to evaluate the uncertainty in the BSM1 predictions, considering the ASM1 bio-kinetic parameters and influent fractions as input uncertainties while the Effluent Quality Index (EQI) and the Operating Cost Index (OCI) are focused on as model outputs. The resulting Monte Carlo simulations are presented using descriptive statistics indicating the degree of uncertainty in the predicted EQI and OCI. Next, the Standard Regression Coefficients (SRC) method is used for sensitivity analysis to identify which input parameters influence the uncertainty in the EQI predictions the most. The results show that control strategies including an ammonium (S(NH)) controller reduce uncertainty in both overall pollution removal and effluent total Kjeldahl nitrogen. Also, control strategies with an external carbon source reduce the effluent nitrate (S(NO)) uncertainty increasing both their economical cost and variability as a trade-off. Finally, the maximum specific autotrophic growth rate (micro(A)) causes most of the variance in the effluent for all the evaluated control strategies. The influence of denitrification related parameters, e.g. eta(g) (anoxic growth rate correction factor) and eta(h) (anoxic hydrolysis rate correction factor), becomes less important when a S(NO) controller manipulating an external carbon source addition is implemented.

How to Make Data a Blessing to Parametric Uncertainty Quantification and Reduction?

NASA Astrophysics Data System (ADS)

Ye, M.; Shi, X.; Curtis, G. P.; Kohler, M.; Wu, J.

2013-12-01

In a Bayesian point of view, probability of model parameters and predictions are conditioned on data used for parameter inference and prediction analysis. It is critical to use appropriate data for quantifying parametric uncertainty and its propagation to model predictions. However, data are always limited and imperfect. When a dataset cannot properly constrain model parameters, it may lead to inaccurate uncertainty quantification. While in this case data appears to be a curse to uncertainty quantification, a comprehensive modeling analysis may help understand the cause and characteristics of parametric uncertainty and thus turns data into a blessing. In this study, we illustrate impacts of data on uncertainty quantification and reduction using an example of surface complexation model (SCM) developed to simulate uranyl (U(VI)) adsorption. The model includes two adsorption sites, referred to as strong and weak sites. The amount of uranium adsorption on these sites determines both the mean arrival time and the long tail of the breakthrough curves. There is one reaction on the weak site but two reactions on the strong site. The unknown parameters include fractions of the total surface site density of the two sites and surface complex formation constants of the three reactions. A total of seven experiments were conducted with different geochemical conditions to estimate these parameters. The experiments with low initial concentration of U(VI) result in a large amount of parametric uncertainty. A modeling analysis shows that it is because the experiments cannot distinguish the relative adsorption affinity of the strong and weak sites on uranium adsorption. Therefore, the experiments with high initial concentration of U(VI) are needed, because in the experiments the strong site is nearly saturated and the weak site can be determined. The experiments with high initial concentration of U(VI) are a blessing to uncertainty quantification, and the experiments with low initial concentration help modelers turn a curse into a blessing. The data impacts on uncertainty quantification and reduction are quantified using probability density functions of model parameters obtained from Markov Chain Monte Carlo simulation using the DREAM algorithm. This study provides insights to model calibration, uncertainty quantification, experiment design, and data collection in groundwater reactive transport modeling and other environmental modeling.

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

NASA Astrophysics Data System (ADS)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

Uncertainty Analysis of Air Radiation for Lunar Return Shock Layers

NASA Technical Reports Server (NTRS)

Kleb, Bil; Johnston, Christopher O.

2008-01-01

By leveraging a new uncertainty markup technique, two risk analysis methods are used to compute the uncertainty of lunar-return shock layer radiation predicted by the High temperature Aerothermodynamic Radiation Algorithm (HARA). The effects of epistemic uncertainty, or uncertainty due to a lack of knowledge, is considered for the following modeling parameters: atomic line oscillator strengths, atomic line Stark broadening widths, atomic photoionization cross sections, negative ion photodetachment cross sections, molecular bands oscillator strengths, and electron impact excitation rates. First, a simplified shock layer problem consisting of two constant-property equilibrium layers is considered. The results of this simplified problem show that the atomic nitrogen oscillator strengths and Stark broadening widths in both the vacuum ultraviolet and infrared spectral regions, along with the negative ion continuum, are the dominant uncertainty contributors. Next, three variable property stagnation-line shock layer cases are analyzed: a typical lunar return case and two Fire II cases. For the near-equilibrium lunar return and Fire 1643-second cases, the resulting uncertainties are very similar to the simplified case. Conversely, the relatively nonequilibrium 1636-second case shows significantly larger influence from electron impact excitation rates of both atoms and molecules. For all cases, the total uncertainty in radiative heat flux to the wall due to epistemic uncertainty in modeling parameters is 30% as opposed to the erroneously-small uncertainty levels (plus or minus 6%) found when treating model parameter uncertainties as aleatory (due to chance) instead of epistemic (due to lack of knowledge).

Probabilistic biosphere modeling for the long-term safety assessment of geological disposal facilities for radioactive waste using first- and second-order Monte Carlo simulation.

PubMed

Ciecior, Willy; Röhlig, Klaus-Jürgen; Kirchner, Gerald

2018-10-01

In the present paper, deterministic as well as first- and second-order probabilistic biosphere modeling approaches are compared. Furthermore, the sensitivity of the influence of the probability distribution function shape (empirical distribution functions and fitted lognormal probability functions) representing the aleatory uncertainty (also called variability) of a radioecological model parameter as well as the role of interacting parameters are studied. Differences in the shape of the output distributions for the biosphere dose conversion factor from first-order Monte Carlo uncertainty analysis using empirical and fitted lognormal distribution functions for input parameters suggest that a lognormal approximation is possibly not always an adequate representation of the aleatory uncertainty of a radioecological parameter. Concerning the comparison of the impact of aleatory and epistemic parameter uncertainty on the biosphere dose conversion factor, the latter here is described using uncertain moments (mean, variance) while the distribution itself represents the aleatory uncertainty of the parameter. From the results obtained, the solution space of second-order Monte Carlo simulation is much larger than that from first-order Monte Carlo simulation. Therefore, the influence of epistemic uncertainty of a radioecological parameter on the output result is much larger than that one caused by its aleatory uncertainty. Parameter interactions are only of significant influence in the upper percentiles of the distribution of results as well as only in the region of the upper percentiles of the model parameters. Copyright © 2018 Elsevier Ltd. All rights reserved.

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.

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.

Analysis of the NAEG model of transuranic radionuclide transport and dose

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

Kercher, J.R.; Anspaugh, L.R.

We analyze the model for estimating the dose from /sup 239/Pu developed for the Nevada Applied Ecology Group (NAEG) by using sensitivity analysis and uncertainty analysis. Sensitivity analysis results suggest that the air pathway is the critical pathway for the organs receiving the highest dose. Soil concentration and the factors controlling air concentration are the most important parameters. The only organ whose dose is sensitive to parameters in the ingestion pathway is the GI tract. The air pathway accounts for 100% of the dose to lung, upper respiratory tract, and thoracic lymph nodes; and 95% of its dose via ingestion.more » Leafy vegetable ingestion accounts for 70% of the dose from the ingestion pathway regardless of organ, peeled vegetables 20%; accidental soil ingestion 5%; ingestion of beef liver 4%; beef muscle 1%. Only a handful of model parameters control the dose for any one organ. The number of important parameters is usually less than 10. Uncertainty analysis indicates that choosing a uniform distribution for the input parameters produces a lognormal distribution of the dose. The ratio of the square root of the variance to the mean is three times greater for the doses than it is for the individual parameters. As found by the sensitivity analysis, the uncertainty analysis suggests that only a few parameters control the dose for each organ. All organs have similar distributions and variance to mean ratios except for the lymph modes. 16 references, 9 figures, 13 tables.« less

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.

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

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.

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.

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 fully-stochasticized, age-structured population model for population viability analysis of fish: Lower Missouri River endangered pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Albers, Janice; Green, Nicholas; Moran, Edward H.

2017-01-01

We develop a fully-stochasticized, age-structured population model suitable for population viability analysis (PVA) of fish and demonstrate its use with the endangered pallid sturgeon (Scaphirhynchus albus) of the Lower Missouri River as an example. The model incorporates three levels of variance: parameter variance (uncertainty about the value of a parameter itself) applied at the iteration level, temporal variance (uncertainty caused by random environmental fluctuations over time) applied at the time-step level, and implicit individual variance (uncertainty caused by differences between individuals) applied within the time-step level. We found that population dynamics were most sensitive to survival rates, particularly age-2+ survival, and to fecundity-at-length. The inclusion of variance (unpartitioned or partitioned), stocking, or both generally decreased the influence of individual parameters on population growth rate. The partitioning of variance into parameter and temporal components had a strong influence on the importance of individual parameters, uncertainty of model predictions, and quasiextinction risk (i.e., pallid sturgeon population size falling below 50 age-1+ individuals). Our findings show that appropriately applying variance in PVA is important when evaluating the relative importance of parameters, and reinforce the need for better and more precise estimates of crucial life-history parameters for pallid sturgeon.

Uncertainty analysis of signal deconvolution using a measured instrument response function

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

Hartouni, E. P.; Beeman, B.; Caggiano, J. A.

2016-10-05

A common analysis procedure minimizes the ln-likelihood that a set of experimental observables matches a parameterized model of the observation. The model includes a description of the underlying physical process as well as the instrument response function (IRF). Here, we investigate the National Ignition Facility (NIF) neutron time-of-flight (nTOF) spectrometers, the IRF is constructed from measurements and models. IRF measurements have a finite precision that can make significant contributions to the uncertainty estimate of the physical model’s parameters. Finally, we apply a Bayesian analysis to properly account for IRF uncertainties in calculating the ln-likelihood function used to find the optimummore » physical parameters.« less

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

Holistic uncertainty analysis in river basin modeling for climate vulnerability assessment

NASA Astrophysics Data System (ADS)

Taner, M. U.; Wi, S.; Brown, C.

2017-12-01

The challenges posed by uncertain future climate are a prominent concern for water resources managers. A number of frameworks exist for assessing the impacts of climate-related uncertainty, including internal climate variability and anthropogenic climate change, such as scenario-based approaches and vulnerability-based approaches. While in many cases climate uncertainty may be dominant, other factors such as future evolution of the river basin, hydrologic response and reservoir operations are potentially significant sources of uncertainty. While uncertainty associated with modeling hydrologic response has received attention, very little attention has focused on the range of uncertainty and possible effects of the water resources infrastructure and management. This work presents a holistic framework that allows analysis of climate, hydrologic and water management uncertainty in water resources systems analysis with the aid of a water system model designed to integrate component models for hydrology processes and water management activities. The uncertainties explored include those associated with climate variability and change, hydrologic model parameters, and water system operation rules. A Bayesian framework is used to quantify and model the uncertainties at each modeling steps in integrated fashion, including prior and the likelihood information about model parameters. The framework is demonstrated in a case study for the St. Croix Basin located at border of United States and Canada.

Probabilistic Parameter Uncertainty Analysis of Single Input Single Output Control Systems

NASA Technical Reports Server (NTRS)

Smith, Brett A.; Kenny, Sean P.; Crespo, Luis G.

2005-01-01

The current standards for handling uncertainty in control systems use interval bounds for definition of the uncertain parameters. This approach gives no information about the likelihood of system performance, but simply gives the response bounds. When used in design, current methods of m-analysis and can lead to overly conservative controller design. With these methods, worst case conditions are weighted equally with the most likely conditions. This research explores a unique approach for probabilistic analysis of control systems. Current reliability methods are examined showing the strong areas of each in handling probability. A hybrid method is developed using these reliability tools for efficiently propagating probabilistic uncertainty through classical control analysis problems. The method developed is applied to classical response analysis as well as analysis methods that explore the effects of the uncertain parameters on stability and performance metrics. The benefits of using this hybrid approach for calculating the mean and variance of responses cumulative distribution functions are shown. Results of the probabilistic analysis of a missile pitch control system, and a non-collocated mass spring system, show the added information provided by this hybrid analysis.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Uncertainty and sensitivity analysis of fission gas behavior in engineering-scale fuel modeling

DOE PAGES

Pastore, Giovanni; Swiler, L. P.; Hales, Jason D.; ...

2014-10-12

The role of uncertainties in fission gas behavior calculations as part of engineering-scale nuclear fuel modeling is investigated using the BISON fuel performance code and a recently implemented physics-based model for the coupled fission gas release and swelling. Through the integration of BISON with the DAKOTA software, a sensitivity analysis of the results to selected model parameters is carried out based on UO2 single-pellet simulations covering different power regimes. The parameters are varied within ranges representative of the relative uncertainties and consistent with the information from the open literature. The study leads to an initial quantitative assessment of the uncertaintymore » in fission gas behavior modeling with the parameter characterization presently available. Also, the relative importance of the single parameters is evaluated. Moreover, a sensitivity analysis is carried out based on simulations of a fuel rod irradiation experiment, pointing out a significant impact of the considered uncertainties on the calculated fission gas release and cladding diametral strain. The results of the study indicate that the commonly accepted deviation between calculated and measured fission gas release by a factor of 2 approximately corresponds to the inherent modeling uncertainty at high fission gas release. Nevertheless, higher deviations may be expected for values around 10% and lower. Implications are discussed in terms of directions of research for the improved modeling of fission gas behavior for engineering purposes.« less

Robustness Analysis of Integrated LPV-FDI Filters and LTI-FTC System for a Transport Aircraft

NASA Technical Reports Server (NTRS)

Khong, Thuan H.; Shin, Jong-Yeob

2007-01-01

This paper proposes an analysis framework for robustness analysis of a nonlinear dynamics system that can be represented by a polynomial linear parameter varying (PLPV) system with constant bounded uncertainty. The proposed analysis framework contains three key tools: 1) a function substitution method which can convert a nonlinear system in polynomial form into a PLPV system, 2) a matrix-based linear fractional transformation (LFT) modeling approach, which can convert a PLPV system into an LFT system with the delta block that includes key uncertainty and scheduling parameters, 3) micro-analysis, which is a well known robust analysis tool for linear systems. The proposed analysis framework is applied to evaluating the performance of the LPV-fault detection and isolation (FDI) filters of the closed-loop system of a transport aircraft in the presence of unmodeled actuator dynamics and sensor gain uncertainty. The robustness analysis results are compared with nonlinear time simulations.

The Importance of Behavioral Thresholds and Objective Functions in Contaminant Transport Uncertainty Analysis

NASA Astrophysics Data System (ADS)

Sykes, J. F.; Kang, M.; Thomson, N. R.

2007-12-01

The TCE release from The Lockformer Company in Lisle Illinois resulted in a plume in a confined aquifer that is more than 4 km long and impacted more than 300 residential wells. Many of the wells are on the fringe of the plume and have concentrations that did not exceed 5 ppb. The settlement for the Chapter 11 bankruptcy protection of Lockformer involved the establishment of a trust fund that compensates individuals with cancers with payments being based on cancer type, estimated TCE concentration in the well and the duration of exposure to TCE. The estimation of early arrival times and hence low likelihood events is critical in the determination of the eligibility of an individual for compensation. Thus, an emphasis must be placed on the accuracy of the leading tail region in the likelihood distribution of possible arrival times at a well. The estimation of TCE arrival time, using a three-dimensional analytical solution, involved parameter estimation and uncertainty analysis. Parameters in the model included TCE source parameters, groundwater velocities, dispersivities and the TCE decay coefficient for both the confining layer and the bedrock aquifer. Numerous objective functions, which include the well-known L2-estimator, robust estimators (L1-estimators and M-estimators), penalty functions, and dead zones, were incorporated in the parameter estimation process to treat insufficiencies in both the model and observational data due to errors, biases, and limitations. The concept of equifinality was adopted and multiple maximum likelihood parameter sets were accepted if pre-defined physical criteria were met. The criteria ensured that a valid solution predicted TCE concentrations for all TCE impacted areas. Monte Carlo samples are found to be inadequate for uncertainty analysis of this case study due to its inability to find parameter sets that meet the predefined physical criteria. Successful results are achieved using a Dynamically-Dimensioned Search sampling methodology that inherently accounts for parameter correlations and does not require assumptions regarding parameter distributions. For uncertainty analysis, multiple parameter sets were obtained using a modified Cauchy's M-estimator. Penalty functions had to be incorporated into the objective function definitions to generate a sufficient number of acceptable parameter sets. The combined effect of optimization and the application of the physical criteria perform the function of behavioral thresholds by reducing anomalies and by removing parameter sets with high objective function values. The factors that are important to the creation of an uncertainty envelope for TCE arrival at wells are outlined in the work. In general, greater uncertainty appears to be present at the tails of the distribution. For a refinement of the uncertainty envelopes, the application of additional physical criteria or behavioral thresholds is recommended.

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

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

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis ismore » conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. In conclusion, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.« less

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

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

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis ismore » conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. Finally, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.« less

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

NASA Astrophysics Data System (ADS)

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik; Geraci, Gianluca; Eldred, Michael S.; Vane, Zachary P.; Lacaze, Guilhem; Oefelein, Joseph C.; Najm, Habib N.

2018-03-01

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the systems stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. These methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.

Global Sensitivity Analysis and Estimation of Model Error, Toward Uncertainty Quantification in Scramjet Computations

DOE PAGES

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik; ...

2018-02-09

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis ismore » conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. In conclusion, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.« less

Development code for sensitivity and uncertainty analysis of input on the MCNPX for neutronic calculation in PWR core

NASA Astrophysics Data System (ADS)

Hartini, Entin; Andiwijayakusuma, Dinan

2014-09-01

This research was carried out on the development of code for uncertainty analysis is based on a statistical approach for assessing the uncertainty input parameters. In the butn-up calculation of fuel, uncertainty analysis performed for input parameters fuel density, coolant density and fuel temperature. This calculation is performed during irradiation using Monte Carlo N-Particle Transport. The Uncertainty method based on the probabilities density function. Development code is made in python script to do coupling with MCNPX for criticality and burn-up calculations. Simulation is done by modeling the geometry of PWR terrace, with MCNPX on the power 54 MW with fuel type UO2 pellets. The calculation is done by using the data library continuous energy cross-sections ENDF / B-VI. MCNPX requires nuclear data in ACE format. Development of interfaces for obtaining nuclear data in the form of ACE format of ENDF through special process NJOY calculation to temperature changes in a certain range.

Development code for sensitivity and uncertainty analysis of input on the MCNPX for neutronic calculation in PWR core

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

Hartini, Entin, E-mail: entin@batan.go.id; Andiwijayakusuma, Dinan, E-mail: entin@batan.go.id

2014-09-30

This research was carried out on the development of code for uncertainty analysis is based on a statistical approach for assessing the uncertainty input parameters. In the butn-up calculation of fuel, uncertainty analysis performed for input parameters fuel density, coolant density and fuel temperature. This calculation is performed during irradiation using Monte Carlo N-Particle Transport. The Uncertainty method based on the probabilities density function. Development code is made in python script to do coupling with MCNPX for criticality and burn-up calculations. Simulation is done by modeling the geometry of PWR terrace, with MCNPX on the power 54 MW with fuelmore » type UO2 pellets. The calculation is done by using the data library continuous energy cross-sections ENDF / B-VI. MCNPX requires nuclear data in ACE format. Development of interfaces for obtaining nuclear data in the form of ACE format of ENDF through special process NJOY calculation to temperature changes in a certain range.« less

Robustness Analysis and Reliable Flight Regime Estimation of an Integrated Resilent Control System for a Transport Aircraft

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Belcastro, Christine

2008-01-01

Formal robustness analysis of aircraft control upset prevention and recovery systems could play an important role in their validation and ultimate certification. As a part of the validation process, this paper describes an analysis method for determining a reliable flight regime in the flight envelope within which an integrated resilent control system can achieve the desired performance of tracking command signals and detecting additive faults in the presence of parameter uncertainty and unmodeled dynamics. To calculate a reliable flight regime, a structured singular value analysis method is applied to analyze the closed-loop system over the entire flight envelope. To use the structured singular value analysis method, a linear fractional transform (LFT) model of a transport aircraft longitudinal dynamics is developed over the flight envelope by using a preliminary LFT modeling software tool developed at the NASA Langley Research Center, which utilizes a matrix-based computational approach. The developed LFT model can capture original nonlinear dynamics over the flight envelope with the ! block which contains key varying parameters: angle of attack and velocity, and real parameter uncertainty: aerodynamic coefficient uncertainty and moment of inertia uncertainty. Using the developed LFT model and a formal robustness analysis method, a reliable flight regime is calculated for a transport aircraft closed-loop system.

What’s Driving Uncertainty? The Model or the Model Parameters (What’s Driving Uncertainty? The influences of model and model parameters in data analysis)

DOE PAGES

Anderson-Cook, Christine Michaela

2017-03-01

Here, one of the substantial improvements to the practice of data analysis in recent decades is the change from reporting just a point estimate for a parameter or characteristic, to now including a summary of uncertainty for that estimate. Understanding the precision of the estimate for the quantity of interest provides better understanding of what to expect and how well we are able to predict future behavior from the process. For example, when we report a sample average as an estimate of the population mean, it is good practice to also provide a confidence interval (or credible interval, if youmore » are doing a Bayesian analysis) to accompany that summary. This helps to calibrate what ranges of values are reasonable given the variability observed in the sample and the amount of data that were included in producing the summary.« less

A unified approach for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties

NASA Astrophysics Data System (ADS)

Lü, Hui; Shangguan, Wen-Bin; Yu, Dejie

2017-09-01

Automotive brake systems are always subjected to various types of uncertainties and two types of random-fuzzy uncertainties may exist in the brakes. In this paper, a unified approach is proposed for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties. In the proposed approach, two uncertainty analysis models with mixed variables are introduced to model the random-fuzzy uncertainties. The first one is the random and fuzzy model, in which random variables and fuzzy variables exist simultaneously and independently. The second one is the fuzzy random model, in which uncertain parameters are all treated as random variables while their distribution parameters are expressed as fuzzy numbers. Firstly, the fuzziness is discretized by using α-cut technique and the two uncertainty analysis models are simplified into random-interval models. Afterwards, by temporarily neglecting interval uncertainties, the random-interval models are degraded into random models, in which the expectations, variances, reliability indexes and reliability probabilities of system stability functions are calculated. And then, by reconsidering the interval uncertainties, the bounds of the expectations, variances, reliability indexes and reliability probabilities are computed based on Taylor series expansion. Finally, by recomposing the analysis results at each α-cut level, the fuzzy reliability indexes and probabilities can be obtained, by which the brake squeal instability can be evaluated. The proposed approach gives a general framework to deal with both types of random-fuzzy uncertainties that may exist in the brakes and its effectiveness is demonstrated by numerical examples. It will be a valuable supplement to the systematic study of brake squeal considering uncertainty.

New method to incorporate Type B uncertainty into least-squares procedures in radionuclide metrology.

PubMed

Han, Jubong; Lee, K B; Lee, Jong-Man; Park, Tae Soon; Oh, J S; Oh, Pil-Jei

2016-03-01

We discuss a new method to incorporate Type B uncertainty into least-squares procedures. The new method is based on an extension of the likelihood function from which a conventional least-squares function is derived. The extended likelihood function is the product of the original likelihood function with additional PDFs (Probability Density Functions) that characterize the Type B uncertainties. The PDFs are considered to describe one's incomplete knowledge on correction factors being called nuisance parameters. We use the extended likelihood function to make point and interval estimations of parameters in the basically same way as the least-squares function used in the conventional least-squares method is derived. Since the nuisance parameters are not of interest and should be prevented from appearing in the final result, we eliminate such nuisance parameters by using the profile likelihood. As an example, we present a case study for a linear regression analysis with a common component of Type B uncertainty. In this example we compare the analysis results obtained from using our procedure with those from conventional methods. Copyright © 2015. Published by Elsevier Ltd.

Evaluation of habitat suitability index models by global sensitivity and uncertainty analyses: a case study for submerged aquatic vegetation

USGS Publications Warehouse

Zajac, Zuzanna; Stith, Bradley M.; Bowling, Andrea C.; Langtimm, Catherine A.; Swain, Eric D.

2015-01-01

Habitat suitability index (HSI) models are commonly used to predict habitat quality and species distributions and are used to develop biological surveys, assess reserve and management priorities, and anticipate possible change under different management or climate change scenarios. Important management decisions may be based on model results, often without a clear understanding of the level of uncertainty associated with model outputs. We present an integrated methodology to assess the propagation of uncertainty from both inputs and structure of the HSI models on model outputs (uncertainty analysis: UA) and relative importance of uncertain model inputs and their interactions on the model output uncertainty (global sensitivity analysis: GSA). We illustrate the GSA/UA framework using simulated hydrology input data from a hydrodynamic model representing sea level changes and HSI models for two species of submerged aquatic vegetation (SAV) in southwest Everglades National Park: Vallisneria americana (tape grass) and Halodule wrightii (shoal grass). We found considerable spatial variation in uncertainty for both species, but distributions of HSI scores still allowed discrimination of sites with good versus poor conditions. Ranking of input parameter sensitivities also varied spatially for both species, with high habitat quality sites showing higher sensitivity to different parameters than low-quality sites. HSI models may be especially useful when species distribution data are unavailable, providing means of exploiting widely available environmental datasets to model past, current, and future habitat conditions. The GSA/UA approach provides a general method for better understanding HSI model dynamics, the spatial and temporal variation in uncertainties, and the parameters that contribute most to model uncertainty. Including an uncertainty and sensitivity analysis in modeling efforts as part of the decision-making framework will result in better-informed, more robust decisions.

A Global Sensitivity Analysis Method on Maximum Tsunami Wave Heights to Potential Seismic Source Parameters

NASA Astrophysics Data System (ADS)

Ren, Luchuan

2015-04-01

A Global Sensitivity Analysis Method on Maximum Tsunami Wave Heights to Potential Seismic Source Parameters Luchuan Ren, Jianwei Tian, Mingli Hong Institute of Disaster Prevention, Sanhe, Heibei Province, 065201, P.R. China It is obvious that the uncertainties of the maximum tsunami wave heights in offshore area are partly from uncertainties of the potential seismic tsunami source parameters. A global sensitivity analysis method on the maximum tsunami wave heights to the potential seismic source parameters is put forward in this paper. The tsunami wave heights are calculated by COMCOT ( the Cornell Multi-grid Coupled Tsunami Model), on the assumption that an earthquake with magnitude MW8.0 occurred at the northern fault segment along the Manila Trench and triggered a tsunami in the South China Sea. We select the simulated results of maximum tsunami wave heights at specific sites in offshore area to verify the validity of the method proposed in this paper. For ranking importance order of the uncertainties of potential seismic source parameters (the earthquake's magnitude, the focal depth, the strike angle, dip angle and slip angle etc..) in generating uncertainties of the maximum tsunami wave heights, we chose Morris method to analyze the sensitivity of the maximum tsunami wave heights to the aforementioned parameters, and give several qualitative descriptions of nonlinear or linear effects of them on the maximum tsunami wave heights. We quantitatively analyze the sensitivity of the maximum tsunami wave heights to these parameters and the interaction effects among these parameters on the maximum tsunami wave heights by means of the extended FAST method afterward. The results shows that the maximum tsunami wave heights are very sensitive to the earthquake magnitude, followed successively by the epicenter location, the strike angle and dip angle, the interactions effect between the sensitive parameters are very obvious at specific site in offshore area, and there exist differences in importance order in generating uncertainties of the maximum tsunami wave heights for same group parameters at different specific sites in offshore area. These results are helpful to deeply understand the relationship between the tsunami wave heights and the seismic tsunami source parameters. Keywords: Global sensitivity analysis; Tsunami wave height; Potential seismic tsunami source parameter; Morris method; Extended FAST method

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

NASA Technical Reports Server (NTRS)

West, Thomas K., IV; Johnston, Christopher O.; Hosder, Serhat

2016-01-01

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

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.

Uncertainty analysis and global sensitivity analysis of techno-economic assessments for biodiesel production.

PubMed

Tang, Zhang-Chun; Zhenzhou, Lu; Zhiwen, Liu; Ningcong, Xiao

2015-01-01

There are various uncertain parameters in the techno-economic assessments (TEAs) of biodiesel production, including capital cost, interest rate, feedstock price, maintenance rate, biodiesel conversion efficiency, glycerol price and operating cost. However, fewer studies focus on the influence of these parameters on TEAs. This paper investigated the effects of these parameters on the life cycle cost (LCC) and the unit cost (UC) in the TEAs of biodiesel production. The results show that LCC and UC exhibit variations when involving uncertain parameters. Based on the uncertainty analysis, three global sensitivity analysis (GSA) methods are utilized to quantify the contribution of an individual uncertain parameter to LCC and UC. The GSA results reveal that the feedstock price and the interest rate produce considerable effects on the TEAs. These results can provide a useful guide for entrepreneurs when they plan plants. Copyright © 2014 Elsevier Ltd. All rights reserved.

Proof-of-Concept Study for Uncertainty Quantification and Sensitivity Analysis using the BRL Shaped-Charge Example

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

Hughes, Justin Matthew

These are the slides for a graduate presentation at Mississippi State University. It covers the following: the BRL Shaped-Charge Geometry in PAGOSA, mesh refinement study, surrogate modeling using a radial basis function network (RBFN), ruling out parameters using sensitivity analysis (equation of state study), uncertainty quantification (UQ) methodology, and sensitivity analysis (SA) methodology. In summary, a mesh convergence study was used to ensure that solutions were numerically stable by comparing PDV data between simulations. A Design of Experiments (DOE) method was used to reduce the simulation space to study the effects of the Jones-Wilkins-Lee (JWL) Parameters for the Composition Bmore » main charge. Uncertainty was quantified by computing the 95% data range about the median of simulation output using a brute force Monte Carlo (MC) random sampling method. Parameter sensitivities were quantified using the Fourier Amplitude Sensitivity Test (FAST) spectral analysis method where it was determined that detonation velocity, initial density, C1, and B1 controlled jet tip velocity.« less

Hybrid Gibbs Sampling and MCMC for CMB Analysis at Small Angular Scales

NASA Technical Reports Server (NTRS)

Jewell, Jeffrey B.; Eriksen, H. K.; Wandelt, B. D.; Gorski, K. M.; Huey, G.; O'Dwyer, I. J.; Dickinson, C.; Banday, A. J.; Lawrence, C. R.

2008-01-01

A) Gibbs Sampling has now been validated as an efficient, statistically exact, and practically useful method for "low-L" (as demonstrated on WMAP temperature polarization data). B) We are extending Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters for the entire range of angular scales relevant for Planck. C) Made possible by inclusion of foreground model parameters in Gibbs sampling and hybrid MCMC and Gibbs sampling for the low signal to noise (high-L) regime. D) Future items to be included in the Bayesian framework include: 1) Integration with Hybrid Likelihood (or posterior) code for cosmological parameters; 2) Include other uncertainties in instrumental systematics? (I.e. beam uncertainties, noise estimation, calibration errors, other).

A detailed description of the uncertainty analysis for high area ratio rocket nozzle tests at the NASA Lewis Research Center

NASA Technical Reports Server (NTRS)

Davidian, Kenneth J.; Dieck, Ronald H.; Chuang, Isaac

1987-01-01

A preliminary uncertainty analysis was performed for the High Area Ratio Rocket Nozzle test program which took place at the altitude test capsule of the Rocket Engine Test Facility at the NASA Lewis Research Center. Results from the study establish the uncertainty of measured and calculated parameters required for the calculation of rocket engine specific impulse. A generalized description of the uncertainty methodology used is provided. Specific equations and a detailed description of the analysis is presented. Verification of the uncertainty analysis model was performed by comparison with results from the experimental program's data reduction code. Final results include an uncertainty for specific impulse of 1.30 percent. The largest contributors to this uncertainty were calibration errors from the test capsule pressure and thrust measurement devices.

A detailed description of the uncertainty analysis for High Area Ratio Rocket Nozzle tests at the NASA Lewis Research Center

NASA Technical Reports Server (NTRS)

Davidian, Kenneth J.; Dieck, Ronald H.; Chuang, Isaac

1987-01-01

A preliminary uncertainty analysis has been performed for the High Area Ratio Rocket Nozzle test program which took place at the altitude test capsule of the Rocket Engine Test Facility at the NASA Lewis Research Center. Results from the study establish the uncertainty of measured and calculated parameters required for the calculation of rocket engine specific impulse. A generalized description of the uncertainty methodology used is provided. Specific equations and a detailed description of the analysis are presented. Verification of the uncertainty analysis model was performed by comparison with results from the experimental program's data reduction code. Final results include an uncertainty for specific impulse of 1.30 percent. The largest contributors to this uncertainty were calibration errors from the test capsule pressure and thrust measurement devices.

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.

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

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

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

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

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

DOE PAGES

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

2016-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Rational selection of experimental readout and intervention sites for reducing uncertainties in computational model predictions.

PubMed

Flassig, Robert J; Migal, Iryna; der Zalm, Esther van; Rihko-Struckmann, Liisa; Sundmacher, Kai

2015-01-16

Understanding the dynamics of biological processes can substantially be supported by computational models in the form of nonlinear ordinary differential equations (ODE). Typically, this model class contains many unknown parameters, which are estimated from inadequate and noisy data. Depending on the ODE structure, predictions based on unmeasured states and associated parameters are highly uncertain, even undetermined. For given data, profile likelihood analysis has been proven to be one of the most practically relevant approaches for analyzing the identifiability of an ODE structure, and thus model predictions. In case of highly uncertain or non-identifiable parameters, rational experimental design based on various approaches has shown to significantly reduce parameter uncertainties with minimal amount of effort. In this work we illustrate how to use profile likelihood samples for quantifying the individual contribution of parameter uncertainty to prediction uncertainty. For the uncertainty quantification we introduce the profile likelihood sensitivity (PLS) index. Additionally, for the case of several uncertain parameters, we introduce the PLS entropy to quantify individual contributions to the overall prediction uncertainty. We show how to use these two criteria as an experimental design objective for selecting new, informative readouts in combination with intervention site identification. The characteristics of the proposed multi-criterion objective are illustrated with an in silico example. We further illustrate how an existing practically non-identifiable model for the chlorophyll fluorescence induction in a photosynthetic organism, D. salina, can be rendered identifiable by additional experiments with new readouts. Having data and profile likelihood samples at hand, the here proposed uncertainty quantification based on prediction samples from the profile likelihood provides a simple way for determining individual contributions of parameter uncertainties to uncertainties in model predictions. The uncertainty quantification of specific model predictions allows identifying regions, where model predictions have to be considered with care. Such uncertain regions can be used for a rational experimental design to render initially highly uncertain model predictions into certainty. Finally, our uncertainty quantification directly accounts for parameter interdependencies and parameter sensitivities of the specific prediction.

Sensitivity of land surface modeling to parameters: An uncertainty quantification method applied to the Community Land Model

NASA Astrophysics Data System (ADS)

Ricciuto, D. M.; Mei, R.; Mao, J.; Hoffman, F. M.; Kumar, J.

2015-12-01

Uncertainties in land parameters could have important impacts on simulated water and energy fluxes and land surface states, which will consequently affect atmospheric and biogeochemical processes. Therefore, quantification of such parameter uncertainties using a land surface model is the first step towards better understanding of predictive uncertainty in Earth system models. In this study, we applied a random-sampling, high-dimensional model representation (RS-HDMR) method to analyze the sensitivity of simulated photosynthesis, surface energy fluxes and surface hydrological components to selected land parameters in version 4.5 of the Community Land Model (CLM4.5). Because of the large computational expense of conducting ensembles of global gridded model simulations, we used the results of a previous cluster analysis to select one thousand representative land grid cells for simulation. Plant functional type (PFT)-specific uniform prior ranges for land parameters were determined using expert opinion and literature survey, and samples were generated with a quasi-Monte Carlo approach-Sobol sequence. Preliminary analysis of 1024 simulations suggested that four PFT-dependent parameters (including slope of the conductance-photosynthesis relationship, specific leaf area at canopy top, leaf C:N ratio and fraction of leaf N in RuBisco) are the dominant sensitive parameters for photosynthesis, surface energy and water fluxes across most PFTs, but with varying importance rankings. On the other hand, for surface ans sub-surface runoff, PFT-independent parameters, such as the depth-dependent decay factors for runoff, play more important roles than the previous four PFT-dependent parameters. Further analysis by conditioning the results on different seasons and years are being conducted to provide guidance on how climate variability and change might affect such sensitivity. This is the first step toward coupled simulations including biogeochemical processes, atmospheric processes or both to determine the full range of sensitivity of Earth system modeling to land-surface parameters. This can facilitate sampling strategies in measurement campaigns targeted at reduction of climate modeling uncertainties and can also provide guidance on land parameter calibration for simulation optimization.

Trajectory Dispersed Vehicle Process for Space Launch System

NASA Technical Reports Server (NTRS)

Statham, Tamara; Thompson, Seth

2017-01-01

The Space Launch System (SLS) vehicle is part of NASA's deep space exploration plans that includes manned missions to Mars. Manufacturing uncertainties in design parameters are key considerations throughout SLS development as they have significant effects on focus parameters such as lift-off-thrust-to-weight, vehicle payload, maximum dynamic pressure, and compression loads. This presentation discusses how the SLS program captures these uncertainties by utilizing a 3 degree of freedom (DOF) process called Trajectory Dispersed (TD) analysis. This analysis biases nominal trajectories to identify extremes in the design parameters for various potential SLS configurations and missions. This process utilizes a Design of Experiments (DOE) and response surface methodologies (RSM) to statistically sample uncertainties, and develop resulting vehicles using a Maximum Likelihood Estimate (MLE) process for targeting uncertainties bias. These vehicles represent various missions and configurations which are used as key inputs into a variety of analyses in the SLS design process, including 6 DOF dispersions, separation clearances, and engine out failure studies.

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

Parameter optimization of a hydrologic model in a snow-dominated basin using a modular Python framework

NASA Astrophysics Data System (ADS)

Volk, J. M.; Turner, M. A.; Huntington, J. L.; Gardner, M.; Tyler, S.; Sheneman, L.

2016-12-01

Many distributed models that simulate watershed hydrologic processes require a collection of multi-dimensional parameters as input, some of which need to be calibrated before the model can be applied. The Precipitation Runoff Modeling System (PRMS) is a physically-based and spatially distributed hydrologic model that contains a considerable number of parameters that often need to be calibrated. Modelers can also benefit from uncertainty analysis of these parameters. To meet these needs, we developed a modular framework in Python to conduct PRMS parameter optimization, uncertainty analysis, interactive visual inspection of parameters and outputs, and other common modeling tasks. Here we present results for multi-step calibration of sensitive parameters controlling solar radiation, potential evapo-transpiration, and streamflow in a PRMS model that we applied to the snow-dominated Dry Creek watershed in Idaho. We also demonstrate how our modular approach enables the user to use a variety of parameter optimization and uncertainty methods or easily define their own, such as Monte Carlo random sampling, uniform sampling, or even optimization methods such as the downhill simplex method or its commonly used, more robust counterpart, shuffled complex evolution.

Validation and uncertainty analysis of a pre-treatment 2D dose prediction model

NASA Astrophysics Data System (ADS)

Baeza, Jose A.; Wolfs, Cecile J. A.; Nijsten, Sebastiaan M. J. J. G.; Verhaegen, Frank

2018-02-01

Independent verification of complex treatment delivery with megavolt photon beam radiotherapy (RT) has been effectively used to detect and prevent errors. This work presents the validation and uncertainty analysis of a model that predicts 2D portal dose images (PDIs) without a patient or phantom in the beam. The prediction model is based on an exponential point dose model with separable primary and secondary photon fluence components. The model includes a scatter kernel, off-axis ratio map, transmission values and penumbra kernels for beam-delimiting components. These parameters were derived through a model fitting procedure supplied with point dose and dose profile measurements of radiation fields. The model was validated against a treatment planning system (TPS; Eclipse) and radiochromic film measurements for complex clinical scenarios, including volumetric modulated arc therapy (VMAT). Confidence limits on fitted model parameters were calculated based on simulated measurements. A sensitivity analysis was performed to evaluate the effect of the parameter uncertainties on the model output. For the maximum uncertainty, the maximum deviating measurement sets were propagated through the fitting procedure and the model. The overall uncertainty was assessed using all simulated measurements. The validation of the prediction model against the TPS and the film showed a good agreement, with on average 90.8% and 90.5% of pixels passing a (2%,2 mm) global gamma analysis respectively, with a low dose threshold of 10%. The maximum and overall uncertainty of the model is dependent on the type of clinical plan used as input. The results can be used to study the robustness of the model. A model for predicting accurate 2D pre-treatment PDIs in complex RT scenarios can be used clinically and its uncertainties can be taken into account.

Global sensitivity analysis for identifying important parameters of nitrogen nitrification and denitrification under model uncertainty and scenario uncertainty

NASA Astrophysics Data System (ADS)

Chen, Zhuowei; Shi, Liangsheng; Ye, Ming; Zhu, Yan; Yang, Jinzhong

2018-06-01

Nitrogen reactive transport modeling is subject to uncertainty in model parameters, structures, and scenarios. By using a new variance-based global sensitivity analysis method, this paper identifies important parameters for nitrogen reactive transport with simultaneous consideration of these three uncertainties. A combination of three scenarios of soil temperature and two scenarios of soil moisture creates a total of six scenarios. Four alternative models describing the effect of soil temperature and moisture content are used to evaluate the reduction functions used for calculating actual reaction rates. The results show that for nitrogen reactive transport problem, parameter importance varies substantially among different models and scenarios. Denitrification and nitrification process is sensitive to soil moisture content status rather than to the moisture function parameter. Nitrification process becomes more important at low moisture content and low temperature. However, the changing importance of nitrification activity with respect to temperature change highly relies on the selected model. Model-averaging is suggested to assess the nitrification (or denitrification) contribution by reducing the possible model error. Despite the introduction of biochemical heterogeneity or not, fairly consistent parameter importance rank is obtained in this study: optimal denitrification rate (Kden) is the most important parameter; reference temperature (Tr) is more important than temperature coefficient (Q10); empirical constant in moisture response function (m) is the least important one. Vertical distribution of soil moisture but not temperature plays predominant role controlling nitrogen reaction. This study provides insight into the nitrogen reactive transport modeling and demonstrates an effective strategy of selecting the important parameters when future temperature and soil moisture carry uncertainties or when modelers face with multiple ways of establishing nitrogen models.

Parameter uncertainty analysis for the annual phosphorus loss estimator (APLE) model

USDA-ARS?s Scientific Manuscript database

Technical abstract: Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study, we conduct an uncertainty analys...

Sensitivity analysis of TRX-2 lattice parameters with emphasis on epithermal /sup 238/U capture. Final report

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

Tomlinson, E.T.; deSaussure, G.; Weisbin, C.R.

1977-03-01

The main purpose of the study is the determination of the sensitivity of TRX-2 thermal lattice performance parameters to nuclear cross section data, particularly the epithermal resonance capture cross section of /sup 238/U. An energy-dependent sensitivity profile was generated for each of the performance parameters, to the most important cross sections of the various isotopes in the lattice. Uncertainties in the calculated values of the performance parameters due to estimated uncertainties in the basic nuclear data, deduced in this study, were shown to be small compared to the uncertainties in the measured values of the performance parameter and compared tomore » differences among calculations based upon the same data but with different methodologies.« less

Understanding identifiability as a crucial step in uncertainty assessment

NASA Astrophysics Data System (ADS)

Jakeman, A. J.; Guillaume, J. H. A.; Hill, M. C.; Seo, L.

2016-12-01

The topic of identifiability analysis offers concepts and approaches to identify why unique model parameter values cannot be identified, and can suggest possible responses that either increase uniqueness or help to understand the effect of non-uniqueness on predictions. Identifiability analysis typically involves evaluation of the model equations and the parameter estimation process. Non-identifiability can have a number of undesirable effects. In terms of model parameters these effects include: parameters not being estimated uniquely even with ideal data; wildly different values being returned for different initialisations of a parameter optimisation algorithm; and parameters not being physically meaningful in a model attempting to represent a process. This presentation illustrates some of the drastic consequences of ignoring model identifiability analysis. It argues for a more cogent framework and use of identifiability analysis as a way of understanding model limitations and systematically learning about sources of uncertainty and their importance. The presentation specifically distinguishes between five sources of parameter non-uniqueness (and hence uncertainty) within the modelling process, pragmatically capturing key distinctions within existing identifiability literature. It enumerates many of the various approaches discussed in the literature. Admittedly, improving identifiability is often non-trivial. It requires thorough understanding of the cause of non-identifiability, and the time, knowledge and resources to collect or select new data, modify model structures or objective functions, or improve conditioning. But ignoring these problems is not a viable solution. Even simple approaches such as fixing parameter values or naively using a different model structure may have significant impacts on results which are too often overlooked because identifiability analysis is neglected.

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

Brown, C. S.; Zhang, Hongbin

Uncertainty quantification and sensitivity analysis are important for nuclear reactor safety design and analysis. A 2x2 fuel assembly core design was developed and simulated by the Virtual Environment for Reactor Applications, Core Simulator (VERA-CS) coupled neutronics and thermal-hydraulics code under development by the Consortium for Advanced Simulation of Light Water Reactors (CASL). An approach to uncertainty quantification and sensitivity analysis with VERA-CS was developed and a new toolkit was created to perform uncertainty quantification and sensitivity analysis with fourteen uncertain input parameters. Furthermore, the minimum departure from nucleate boiling ratio (MDNBR), maximum fuel center-line temperature, and maximum outer clad surfacemore » temperature were chosen as the selected figures of merit. Pearson, Spearman, and partial correlation coefficients were considered for all of the figures of merit in sensitivity analysis and coolant inlet temperature was consistently the most influential parameter. We used parameters as inputs to the critical heat flux calculation with the W-3 correlation were shown to be the most influential on the MDNBR, maximum fuel center-line temperature, and maximum outer clad surface temperature.« less

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.

Experimental design for estimating parameters of rate-limited mass transfer: Analysis of stream tracer studies

USGS Publications Warehouse

Wagner, Brian J.; Harvey, Judson W.

1997-01-01

Tracer experiments are valuable tools for analyzing the transport characteristics of streams and their interactions with shallow groundwater. The focus of this work is the design of tracer studies in high-gradient stream systems subject to advection, dispersion, groundwater inflow, and exchange between the active channel and zones in surface or subsurface water where flow is stagnant or slow moving. We present a methodology for (1) evaluating and comparing alternative stream tracer experiment designs and (2) identifying those combinations of stream transport properties that pose limitations to parameter estimation and therefore a challenge to tracer test design. The methodology uses the concept of global parameter uncertainty analysis, which couples solute transport simulation with parameter uncertainty analysis in a Monte Carlo framework. Two general conclusions resulted from this work. First, the solute injection and sampling strategy has an important effect on the reliability of transport parameter estimates. We found that constant injection with sampling through concentration rise, plateau, and fall provided considerably more reliable parameter estimates than a pulse injection across the spectrum of transport scenarios likely encountered in high-gradient streams. Second, for a given tracer test design, the uncertainties in mass transfer and storage-zone parameter estimates are strongly dependent on the experimental Damkohler number, DaI, which is a dimensionless combination of the rates of exchange between the stream and storage zones, the stream-water velocity, and the stream reach length of the experiment. Parameter uncertainties are lowest at DaI values on the order of 1.0. When DaI values are much less than 1.0 (owing to high velocity, long exchange timescale, and/or short reach length), parameter uncertainties are high because only a small amount of tracer interacts with storage zones in the reach. For the opposite conditions (DaI ≫ 1.0), solute exchange rates are fast relative to stream-water velocity and all solute is exchanged with the storage zone over the experimental reach. As DaI increases, tracer dispersion caused by hyporheic exchange eventually reaches an equilibrium condition and storage-zone exchange parameters become essentially nonidentifiable.

An improved state-parameter analysis of ecosystem models using data assimilation

USGS Publications Warehouse

Chen, M.; Liu, S.; Tieszen, L.L.; Hollinger, D.Y.

2008-01-01

Much of the effort spent in developing data assimilation methods for carbon dynamics analysis has focused on estimating optimal values for either model parameters or state variables. The main weakness of estimating parameter values alone (i.e., without considering state variables) is that all errors from input, output, and model structure are attributed to model parameter uncertainties. On the other hand, the accuracy of estimating state variables may be lowered if the temporal evolution of parameter values is not incorporated. This research develops a smoothed ensemble Kalman filter (SEnKF) by combining ensemble Kalman filter with kernel smoothing technique. SEnKF has following characteristics: (1) to estimate simultaneously the model states and parameters through concatenating unknown parameters and state variables into a joint state vector; (2) to mitigate dramatic, sudden changes of parameter values in parameter sampling and parameter evolution process, and control narrowing of parameter variance which results in filter divergence through adjusting smoothing factor in kernel smoothing algorithm; (3) to assimilate recursively data into the model and thus detect possible time variation of parameters; and (4) to address properly various sources of uncertainties stemming from input, output and parameter uncertainties. The SEnKF is tested by assimilating observed fluxes of carbon dioxide and environmental driving factor data from an AmeriFlux forest station located near Howland, Maine, USA, into a partition eddy flux model. Our analysis demonstrates that model parameters, such as light use efficiency, respiration coefficients, minimum and optimum temperatures for photosynthetic activity, and others, are highly constrained by eddy flux data at daily-to-seasonal time scales. The SEnKF stabilizes parameter values quickly regardless of the initial values of the parameters. Potential ecosystem light use efficiency demonstrates a strong seasonality. Results show that the simultaneous parameter estimation procedure significantly improves model predictions. Results also show that the SEnKF can dramatically reduce the variance in state variables stemming from the uncertainty of parameters and driving variables. The SEnKF is a robust and effective algorithm in evaluating and developing ecosystem models and in improving the understanding and quantification of carbon cycle parameters and processes. ?? 2008 Elsevier B.V.

A stochastic approach to uncertainty quantification in residual moveout analysis

NASA Astrophysics Data System (ADS)

Johng-Ay, T.; Landa, E.; Dossou-Gbété, S.; Bordes, L.

2015-06-01

Oil and gas exploration and production relies usually on the interpretation of a single seismic image, which is obtained from observed data. However, the statistical nature of seismic data and the various approximations and assumptions are sources of uncertainties which may corrupt the evaluation of parameters. The quantification of these uncertainties is a major issue which supposes to help in decisions that have important social and commercial implications. The residual moveout analysis, which is an important step in seismic data processing is usually performed by a deterministic approach. In this paper we discuss a Bayesian approach to the uncertainty analysis.

A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models

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

Xu, Jin; Yu, Yaming; Van Dyk, David A.

2014-10-20

Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use amore » principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.« less

Uncertainty analysis of an inflow forecasting model: extension of the UNEEC machine learning-based method

NASA Astrophysics Data System (ADS)

Pianosi, Francesca; Lal Shrestha, Durga; Solomatine, Dimitri

2010-05-01

This research presents an extension of UNEEC (Uncertainty Estimation based on Local Errors and Clustering, Shrestha and Solomatine, 2006, 2008 & Solomatine and Shrestha, 2009) method in the direction of explicit inclusion of parameter uncertainty. UNEEC method assumes that there is an optimal model and the residuals of the model can be used to assess the uncertainty of the model prediction. It is assumed that all sources of uncertainty including input, parameter and model structure uncertainty are explicitly manifested in the model residuals. In this research, theses assumptions are relaxed, and the UNEEC method is extended to consider parameter uncertainty as well (abbreviated as UNEEC-P). In UNEEC-P, first we use Monte Carlo (MC) sampling in parameter space to generate N model realizations (each of which is a time series), estimate the prediction quantiles based on the empirical distribution functions of the model residuals considering all the residual realizations, and only then apply the standard UNEEC method that encapsulates the uncertainty of a hydrologic model (expressed by quantiles of the error distribution) in a machine learning model (e.g., ANN). UNEEC-P is applied first to a linear regression model of synthetic data, and then to a real case study of forecasting inflow to lake Lugano in northern Italy. The inflow forecasting model is a stochastic heteroscedastic model (Pianosi and Soncini-Sessa, 2009). The preliminary results show that the UNEEC-P method produces wider uncertainty bounds, which is consistent with the fact that the method considers also parameter uncertainty of the optimal model. In the future UNEEC method will be further extended to consider input and structure uncertainty which will provide more realistic estimation of model predictions.

Value of Information Analysis Applied to the Economic Evaluation of Interventions Aimed at Reducing Juvenile Delinquency: An Illustration.

PubMed

Eeren, Hester V; Schawo, Saskia J; Scholte, Ron H J; Busschbach, Jan J V; Hakkaart, Leona

2015-01-01

To investigate whether a value of information analysis, commonly applied in health care evaluations, is feasible and meaningful in the field of crime prevention. Interventions aimed at reducing juvenile delinquency are increasingly being evaluated according to their cost-effectiveness. Results of cost-effectiveness models are subject to uncertainty in their cost and effect estimates. Further research can reduce that parameter uncertainty. The value of such further research can be estimated using a value of information analysis, as illustrated in the current study. We built upon an earlier published cost-effectiveness model that demonstrated the comparison of two interventions aimed at reducing juvenile delinquency. Outcomes were presented as costs per criminal activity free year. At a societal willingness-to-pay of €71,700 per criminal activity free year, further research to eliminate parameter uncertainty was valued at €176 million. Therefore, in this illustrative analysis, the value of information analysis determined that society should be willing to spend a maximum of €176 million in reducing decision uncertainty in the cost-effectiveness of the two interventions. Moreover, the results suggest that reducing uncertainty in some specific model parameters might be more valuable than in others. Using a value of information framework to assess the value of conducting further research in the field of crime prevention proved to be feasible. The results were meaningful and can be interpreted according to health care evaluation studies. This analysis can be helpful in justifying additional research funds to further inform the reimbursement decision in regard to interventions for juvenile delinquents.

Aeroservoelastic Uncertainty Model Identification from Flight Data

NASA Technical Reports Server (NTRS)

Brenner, Martin J.

2001-01-01

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

Uncertainty Analysis of Seebeck Coefficient and Electrical Resistivity Characterization

NASA Technical Reports Server (NTRS)

Mackey, Jon; Sehirlioglu, Alp; Dynys, Fred

2014-01-01

In order to provide a complete description of a materials thermoelectric power factor, in addition to the measured nominal value, an uncertainty interval is required. The uncertainty may contain sources of measurement error including systematic bias error and precision error of a statistical nature. The work focuses specifically on the popular ZEM-3 (Ulvac Technologies) measurement system, but the methods apply to any measurement system. The analysis accounts for sources of systematic error including sample preparation tolerance, measurement probe placement, thermocouple cold-finger effect, and measurement parameters; in addition to including uncertainty of a statistical nature. Complete uncertainty analysis of a measurement system allows for more reliable comparison of measurement data between laboratories.

Characterization and Uncertainty Analysis of a Reference Pressure Measurement System for Wind Tunnels

NASA Technical Reports Server (NTRS)

Amer, Tahani; Tripp, John; Tcheng, Ping; Burkett, Cecil; Sealey, Bradley

2004-01-01

This paper presents the calibration results and uncertainty analysis of a high-precision reference pressure measurement system currently used in wind tunnels at the NASA Langley Research Center (LaRC). Sensors, calibration standards, and measurement instruments are subject to errors due to aging, drift with time, environment effects, transportation, the mathematical model, the calibration experimental design, and other factors. Errors occur at every link in the chain of measurements and data reduction from the sensor to the final computed results. At each link of the chain, bias and precision uncertainties must be separately estimated for facility use, and are combined to produce overall calibration and prediction confidence intervals for the instrument, typically at a 95% confidence level. The uncertainty analysis and calibration experimental designs used herein, based on techniques developed at LaRC, employ replicated experimental designs for efficiency, separate estimation of bias and precision uncertainties, and detection of significant parameter drift with time. Final results, including calibration confidence intervals and prediction intervals given as functions of the applied inputs, not as a fixed percentage of the full-scale value are presented. System uncertainties are propagated beginning with the initial reference pressure standard, to the calibrated instrument as a working standard in the facility. Among the several parameters that can affect the overall results are operating temperature, atmospheric pressure, humidity, and facility vibration. Effects of factors such as initial zeroing and temperature are investigated. The effects of the identified parameters on system performance and accuracy are discussed.

Analytic uncertainty and sensitivity analysis of models with input correlations

NASA Astrophysics Data System (ADS)

Zhu, Yueying; Wang, Qiuping A.; Li, Wei; Cai, Xu

2018-03-01

Probabilistic uncertainty analysis is a common means of evaluating mathematical models. In mathematical modeling, the uncertainty in input variables is specified through distribution laws. Its contribution to the uncertainty in model response is usually analyzed by assuming that input variables are independent of each other. However, correlated parameters are often happened in practical applications. In the present paper, an analytic method is built for the uncertainty and sensitivity analysis of models in the presence of input correlations. With the method, it is straightforward to identify the importance of the independence and correlations of input variables in determining the model response. This allows one to decide whether or not the input correlations should be considered in practice. Numerical examples suggest the effectiveness and validation of our analytic method in the analysis of general models. A practical application of the method is also proposed to the uncertainty and sensitivity analysis of a deterministic HIV model.

Validating an Air Traffic Management Concept of Operation Using Statistical Modeling

NASA Technical Reports Server (NTRS)

He, Yuning; Davies, Misty Dawn

2013-01-01

Validating a concept of operation for a complex, safety-critical system (like the National Airspace System) is challenging because of the high dimensionality of the controllable parameters and the infinite number of states of the system. In this paper, we use statistical modeling techniques to explore the behavior of a conflict detection and resolution algorithm designed for the terminal airspace. These techniques predict the robustness of the system simulation to both nominal and off-nominal behaviors within the overall airspace. They also can be used to evaluate the output of the simulation against recorded airspace data. Additionally, the techniques carry with them a mathematical value of the worth of each prediction-a statistical uncertainty for any robustness estimate. Uncertainty Quantification (UQ) is the process of quantitative characterization and ultimately a reduction of uncertainties in complex systems. UQ is important for understanding the influence of uncertainties on the behavior of a system and therefore is valuable for design, analysis, and verification and validation. In this paper, we apply advanced statistical modeling methodologies and techniques on an advanced air traffic management system, namely the Terminal Tactical Separation Assured Flight Environment (T-TSAFE). We show initial results for a parameter analysis and safety boundary (envelope) detection in the high-dimensional parameter space. For our boundary analysis, we developed a new sequential approach based upon the design of computer experiments, allowing us to incorporate knowledge from domain experts into our modeling and to determine the most likely boundary shapes and its parameters. We carried out the analysis on system parameters and describe an initial approach that will allow us to include time-series inputs, such as the radar track data, into the analysis

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.

Parameterization and Uncertainty Analysis of SWAT model in Hydrological Simulation of Chaohe River Basin

NASA Astrophysics Data System (ADS)

Jie, M.; Zhang, J.; Guo, B. B.

2017-12-01

As a typical distributed hydrological model, the SWAT model also has a challenge in calibrating parameters and analysis their uncertainty. This paper chooses the Chaohe River Basin China as the study area, through the establishment of the SWAT model, loading the DEM data of the Chaohe river basin, the watershed is automatically divided into several sub-basins. Analyzing the land use, soil and slope which are on the basis of the sub-basins and calculating the hydrological response unit (HRU) of the study area, after running SWAT model, the runoff simulation values in the watershed are obtained. On this basis, using weather data, known daily runoff of three hydrological stations, combined with the SWAT-CUP automatic program and the manual adjustment method are used to analyze the multi-site calibration of the model parameters. Furthermore, the GLUE algorithm is used to analyze the parameters uncertainty of the SWAT model. Through the sensitivity analysis, calibration and uncertainty study of SWAT, the results indicate that the parameterization of the hydrological characteristics of the Chaohe river is successful and feasible which can be used to simulate the Chaohe river basin.

A Monte Carlo Uncertainty Analysis of Ozone Trend Predictions in a Two Dimensional Model. Revision

NASA Technical Reports Server (NTRS)

Considine, D. B.; Stolarski, R. S.; Hollandsworth, S. M.; Jackman, C. H.; Fleming, E. L.

1998-01-01

We use Monte Carlo analysis to estimate the uncertainty in predictions of total O3 trends between 1979 and 1995 made by the Goddard Space Flight Center (GSFC) two-dimensional (2D) model of stratospheric photochemistry and dynamics. The uncertainty is caused by gas-phase chemical reaction rates, photolysis coefficients, and heterogeneous reaction parameters which are model inputs. The uncertainty represents a lower bound to the total model uncertainty assuming the input parameter uncertainties are characterized correctly. Each of the Monte Carlo runs was initialized in 1970 and integrated for 26 model years through the end of 1995. This was repeated 419 times using input parameter sets generated by Latin Hypercube Sampling. The standard deviation (a) of the Monte Carlo ensemble of total 03 trend predictions is used to quantify the model uncertainty. The 34% difference between the model trend in globally and annually averaged total O3 using nominal inputs and atmospheric trends calculated from Nimbus 7 and Meteor 3 total ozone mapping spectrometer (TOMS) version 7 data is less than the 46% calculated 1 (sigma), model uncertainty, so there is no significant difference between the modeled and observed trends. In the northern hemisphere midlatitude spring the modeled and observed total 03 trends differ by more than 1(sigma) but less than 2(sigma), which we refer to as marginal significance. We perform a multiple linear regression analysis of the runs which suggests that only a few of the model reactions contribute significantly to the variance in the model predictions. The lack of significance in these comparisons suggests that they are of questionable use as guides for continuing model development. Large model/measurement differences which are many multiples of the input parameter uncertainty are seen in the meridional gradients of the trend and the peak-to-peak variations in the trends over an annual cycle. These discrepancies unambiguously indicate model formulation problems and provide a measure of model performance which can be used in attempts to improve such models.

Uncertainty based modeling of rainfall-runoff: Combined differential evolution adaptive Metropolis (DREAM) and K-means clustering

NASA Astrophysics Data System (ADS)

Zahmatkesh, Zahra; Karamouz, Mohammad; Nazif, Sara

2015-09-01

Simulation of rainfall-runoff process in urban areas is of great importance considering the consequences and damages of extreme runoff events and floods. The first issue in flood hazard analysis is rainfall simulation. Large scale climate signals have been proved to be effective in rainfall simulation and prediction. In this study, an integrated scheme is developed for rainfall-runoff modeling considering different sources of uncertainty. This scheme includes three main steps of rainfall forecasting, rainfall-runoff simulation and future runoff prediction. In the first step, data driven models are developed and used to forecast rainfall using large scale climate signals as rainfall predictors. Due to high effect of different sources of uncertainty on the output of hydrologic models, in the second step uncertainty associated with input data, model parameters and model structure is incorporated in rainfall-runoff modeling and simulation. Three rainfall-runoff simulation models are developed for consideration of model conceptual (structural) uncertainty in real time runoff forecasting. To analyze the uncertainty of the model structure, streamflows generated by alternative rainfall-runoff models are combined, through developing a weighting method based on K-means clustering. Model parameters and input uncertainty are investigated using an adaptive Markov Chain Monte Carlo method. Finally, calibrated rainfall-runoff models are driven using the forecasted rainfall to predict future runoff for the watershed. The proposed scheme is employed in the case study of the Bronx River watershed, New York City. Results of uncertainty analysis of rainfall-runoff modeling reveal that simultaneous estimation of model parameters and input uncertainty significantly changes the probability distribution of the model parameters. It is also observed that by combining the outputs of the hydrological models using the proposed clustering scheme, the accuracy of runoff simulation in the watershed is remarkably improved up to 50% in comparison to the simulations by the individual models. Results indicate that the developed methodology not only provides reliable tools for rainfall and runoff modeling, but also adequate time for incorporating required mitigation measures in dealing with potentially extreme runoff events and flood hazard. Results of this study can be used in identification of the main factors affecting flood hazard analysis.

A structured analysis of uncertainty surrounding modeled impacts of groundwater-extraction rules

NASA Astrophysics Data System (ADS)

Guillaume, Joseph H. A.; Qureshi, M. Ejaz; Jakeman, Anthony J.

2012-08-01

Integrating economic and groundwater models for groundwater-management can help improve understanding of trade-offs involved between conflicting socioeconomic and biophysical objectives. However, there is significant uncertainty in most strategic decision-making situations, including in the models constructed to represent them. If not addressed, this uncertainty may be used to challenge the legitimacy of the models and decisions made using them. In this context, a preliminary uncertainty analysis was conducted of a dynamic coupled economic-groundwater model aimed at assessing groundwater extraction rules. The analysis demonstrates how a variety of uncertainties in such a model can be addressed. A number of methods are used including propagation of scenarios and bounds on parameters, multiple models, block bootstrap time-series sampling and robust linear regression for model calibration. These methods are described within the context of a theoretical uncertainty management framework, using a set of fundamental uncertainty management tasks and an uncertainty typology.

iSCHRUNK--In Silico Approach to Characterization and Reduction of Uncertainty in the Kinetic Models of Genome-scale Metabolic Networks.

PubMed

Andreozzi, Stefano; Miskovic, Ljubisa; Hatzimanikatis, Vassily

2016-01-01

Accurate determination of physiological states of cellular metabolism requires detailed information about metabolic fluxes, metabolite concentrations and distribution of enzyme states. Integration of fluxomics and metabolomics data, and thermodynamics-based metabolic flux analysis contribute to improved understanding of steady-state properties of metabolism. However, knowledge about kinetics and enzyme activities though essential for quantitative understanding of metabolic dynamics remains scarce and involves uncertainty. Here, we present a computational methodology that allow us to determine and quantify the kinetic parameters that correspond to a certain physiology as it is described by a given metabolic flux profile and a given metabolite concentration vector. Though we initially determine kinetic parameters that involve a high degree of uncertainty, through the use of kinetic modeling and machine learning principles we are able to obtain more accurate ranges of kinetic parameters, and hence we are able to reduce the uncertainty in the model analysis. We computed the distribution of kinetic parameters for glucose-fed E. coli producing 1,4-butanediol and we discovered that the observed physiological state corresponds to a narrow range of kinetic parameters of only a few enzymes, whereas the kinetic parameters of other enzymes can vary widely. Furthermore, this analysis suggests which are the enzymes that should be manipulated in order to engineer the reference state of the cell in a desired way. The proposed approach also sets up the foundations of a novel type of approaches for efficient, non-asymptotic, uniform sampling of solution spaces. Copyright © 2015 International Metabolic Engineering Society. Published by Elsevier Inc. All rights reserved.

An uncertainty analysis of the hydrogen source term for a station blackout accident in Sequoyah using MELCOR 1.8.5

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

Gauntt, Randall O.; Bixler, Nathan E.; Wagner, Kenneth Charles

2014-03-01

A methodology for using the MELCOR code with the Latin Hypercube Sampling method was developed to estimate uncertainty in various predicted quantities such as hydrogen generation or release of fission products under severe accident conditions. In this case, the emphasis was on estimating the range of hydrogen sources in station blackout conditions in the Sequoyah Ice Condenser plant, taking into account uncertainties in the modeled physics known to affect hydrogen generation. The method uses user-specified likelihood distributions for uncertain model parameters, which may include uncertainties of a stochastic nature, to produce a collection of code calculations, or realizations, characterizing themore » range of possible outcomes. Forty MELCOR code realizations of Sequoyah were conducted that included 10 uncertain parameters, producing a range of in-vessel hydrogen quantities. The range of total hydrogen produced was approximately 583kg 131kg. Sensitivity analyses revealed expected trends with respected to the parameters of greatest importance, however, considerable scatter in results when plotted against any of the uncertain parameters was observed, with no parameter manifesting dominant effects on hydrogen generation. It is concluded that, with respect to the physics parameters investigated, in order to further reduce predicted hydrogen uncertainty, it would be necessary to reduce all physics parameter uncertainties similarly, bearing in mind that some parameters are inherently uncertain within a range. It is suspected that some residual uncertainty associated with modeling complex, coupled and synergistic phenomena, is an inherent aspect of complex systems and cannot be reduced to point value estimates. The probabilistic analyses such as the one demonstrated in this work are important to properly characterize response of complex systems such as severe accident progression in nuclear power plants.« less

A Probabilistic Approach to Model Update

NASA Technical Reports Server (NTRS)

Horta, Lucas G.; Reaves, Mercedes C.; Voracek, David F.

2001-01-01

Finite element models are often developed for load validation, structural certification, response predictions, and to study alternate design concepts. In rare occasions, models developed with a nominal set of parameters agree with experimental data without the need to update parameter values. Today, model updating is generally heuristic and often performed by a skilled analyst with in-depth understanding of the model assumptions. Parameter uncertainties play a key role in understanding the model update problem and therefore probabilistic analysis tools, developed for reliability and risk analysis, may be used to incorporate uncertainty in the analysis. In this work, probability analysis (PA) tools are used to aid the parameter update task using experimental data and some basic knowledge of potential error sources. Discussed here is the first application of PA tools to update parameters of a finite element model for a composite wing structure. Static deflection data at six locations are used to update five parameters. It is shown that while prediction of individual response values may not be matched identically, the system response is significantly improved with moderate changes in parameter values.

An NTCP Analysis of Urethral Complications from Low Doserate Mono- and Bi-Radionuclide Brachytherapy.

PubMed

Nuttens, V E; Nahum, A E; Lucas, S

2011-01-01

Urethral NTCP has been determined for three prostates implanted with seeds based on (125)I (145 Gy), (103)Pd (125 Gy), (131)Cs (115 Gy), (103)Pd-(125)I (145 Gy), or (103)Pd-(131)Cs (115 Gy or 130 Gy). First, DU(20), meaning that 20% of the urhral volume receive a dose of at least DU(20), is converted into an I-125 LDR equivalent DU(20) in order to use the urethral NTCP model. Second, the propagation of uncertainties through the steps in the NTCP calculation was assessed in order to identify the parameters responsible for large data uncertainties. Two sets of radiobiological parameters were studied. The NTCP results all fall in the 19%-23% range and are associated with large uncertainties, making the comparison difficult. Depending on the dataset chosen, the ranking of NTCP values among the six seed implants studied changes. Moreover, the large uncertainties on the fitting parameters of the urethral NTCP model result in large uncertainty on the NTCP value. In conclusion, the use of NTCP model for permanent brachytherapy is feasible but it is essential that the uncertainties on the parameters in the model be reduced.

Underwater passive acoustic localization of Pacific walruses in the northeastern Chukchi Sea.

PubMed

Rideout, Brendan P; Dosso, Stan E; Hannay, David E

2013-09-01

This paper develops and applies a linearized Bayesian localization algorithm based on acoustic arrival times of marine mammal vocalizations at spatially-separated receivers which provides three-dimensional (3D) location estimates with rigorous uncertainty analysis. To properly account for uncertainty in receiver parameters (3D hydrophone locations and synchronization times) and environmental parameters (water depth and sound-speed correction), these quantities are treated as unknowns constrained by prior estimates and prior uncertainties. Unknown scaling factors on both the prior and arrival-time uncertainties are estimated by minimizing Akaike's Bayesian information criterion (a maximum entropy condition). Maximum a posteriori estimates for sound source locations and times, receiver parameters, and environmental parameters are calculated simultaneously using measurements of arrival times for direct and interface-reflected acoustic paths. Posterior uncertainties for all unknowns incorporate both arrival time and prior uncertainties. Monte Carlo simulation results demonstrate that, for the cases considered here, linearization errors are small and the lack of an accurate sound-speed profile does not cause significant biases in the estimated locations. A sequence of Pacific walrus vocalizations, recorded in the Chukchi Sea northwest of Alaska, is localized using this technique, yielding a track estimate and uncertainties with an estimated speed comparable to normal walrus swim speeds.

Uncertainty Quantification of Water Quality in Tamsui River in Taiwan

NASA Astrophysics Data System (ADS)

Kao, D.; Tsai, C.

2017-12-01

In Taiwan, modeling of non-point source pollution is unavoidably associated with uncertainty. The main purpose of this research is to better understand water contamination in the metropolitan Taipei area, and also to provide a new analysis method for government or companies to establish related control and design measures. In this research, three methods are utilized to carry out the uncertainty analysis step by step with Mike 21, which is widely used for hydro-dynamics and water quality modeling, and the study area is focused on Tamsui river watershed. First, a sensitivity analysis is conducted which can be used to rank the order of influential parameters and variables such as Dissolved Oxygen, Nitrate, Ammonia and Phosphorous. Then we use the First-order error method (FOEA) to determine the number of parameters that could significantly affect the variability of simulation results. Finally, a state-of-the-art method for uncertainty analysis called the Perturbance moment method (PMM) is applied in this research, which is more efficient than the Monte-Carlo simulation (MCS). For MCS, the calculations may become cumbersome when involving multiple uncertain parameters and variables. For PMM, three representative points are used for each random variable, and the statistical moments (e.g., mean value, standard deviation) for the output can be presented by the representative points and perturbance moments based on the parallel axis theorem. With the assumption of the independent parameters and variables, calculation time is significantly reduced for PMM as opposed to MCS for a comparable modeling accuracy.

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.

Manufacturing error sensitivity analysis and optimal design method of cable-network antenna structures

NASA Astrophysics Data System (ADS)

Zong, Yali; Hu, Naigang; Duan, Baoyan; Yang, Guigeng; Cao, Hongjun; Xu, Wanye

2016-03-01

Inevitable manufacturing errors and inconsistency between assumed and actual boundary conditions can affect the shape precision and cable tensions of a cable-network antenna, and even result in failure of the structure in service. In this paper, an analytical sensitivity analysis method of the shape precision and cable tensions with respect to the parameters carrying uncertainty was studied. Based on the sensitivity analysis, an optimal design procedure was proposed to alleviate the effects of the parameters that carry uncertainty. The validity of the calculated sensitivities is examined by those computed by a finite difference method. Comparison with a traditional design method shows that the presented design procedure can remarkably reduce the influence of the uncertainties on the antenna performance. Moreover, the results suggest that especially slender front net cables, thick tension ties, relatively slender boundary cables and high tension level can improve the ability of cable-network antenna structures to resist the effects of the uncertainties on the antenna performance.

Research on the effects of geometrical and material uncertainties on the band gap of the undulated beam

NASA Astrophysics Data System (ADS)

Li, Yi; Xu, Yanlong

2017-09-01

Considering uncertain geometrical and material parameters, the lower and upper bounds of the band gap of an undulated beam with periodically arched shape are studied by the Monte Carlo Simulation (MCS) and interval analysis based on the Taylor series. Given the random variations of the overall uncertain variables, scatter plots from the MCS are used to analyze the qualitative sensitivities of the band gap respect to these uncertainties. We find that the influence of uncertainty of the geometrical parameter on the band gap of the undulated beam is stronger than that of the material parameter. And this conclusion is also proved by the interval analysis based on the Taylor series. Our methodology can give a strategy to reduce the errors between the design and practical values of the band gaps by improving the accuracy of the specially selected uncertain design variables of the periodical structures.

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

NASA Astrophysics Data System (ADS)

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

2008-09-01

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

ACCOUNTING FOR CALIBRATION UNCERTAINTIES IN X-RAY ANALYSIS: EFFECTIVE AREAS IN SPECTRAL FITTING

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

Lee, Hyunsook; Kashyap, Vinay L.; Drake, Jeremy J.

2011-04-20

While considerable advance has been made to account for statistical uncertainties in astronomical analyses, systematic instrumental uncertainties have been generally ignored. This can be crucial to a proper interpretation of analysis results because instrumental calibration uncertainty is a form of systematic uncertainty. Ignoring it can underestimate error bars and introduce bias into the fitted values of model parameters. Accounting for such uncertainties currently requires extensive case-specific simulations if using existing analysis packages. Here, we present general statistical methods that incorporate calibration uncertainties into spectral analysis of high-energy data. We first present a method based on multiple imputation that can bemore » applied with any fitting method, but is necessarily approximate. We then describe a more exact Bayesian approach that works in conjunction with a Markov chain Monte Carlo based fitting. We explore methods for improving computational efficiency, and in particular detail a method of summarizing calibration uncertainties with a principal component analysis of samples of plausible calibration files. This method is implemented using recently codified Chandra effective area uncertainties for low-resolution spectral analysis and is verified using both simulated and actual Chandra data. Our procedure for incorporating effective area uncertainty is easily generalized to other types of calibration uncertainties.« less

Parametric Robust Control and System Identification: Unified Approach

NASA Technical Reports Server (NTRS)

Keel, L. H.

1996-01-01

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

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.

JUPITER PROJECT - JOINT UNIVERSAL PARAMETER IDENTIFICATION AND EVALUATION OF RELIABILITY

EPA Science Inventory

The JUPITER (Joint Universal Parameter IdenTification and Evaluation of Reliability) project builds on the technology of two widely used codes for sensitivity analysis, data assessment, calibration, and uncertainty analysis of environmental models: PEST and UCODE.

Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

PubMed Central

Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

2016-01-01

A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

Predicting uncertainty in future marine ice sheet volume using Bayesian statistical methods

NASA Astrophysics Data System (ADS)

Davis, A. D.

2015-12-01

The marine ice instability can trigger rapid retreat of marine ice streams. Recent observations suggest that marine ice systems in West Antarctica have begun retreating. However, unknown ice dynamics, computationally intensive mathematical models, and uncertain parameters in these models make predicting retreat rate and ice volume difficult. In this work, we fuse current observational data with ice stream/shelf models to develop probabilistic predictions of future grounded ice sheet volume. Given observational data (e.g., thickness, surface elevation, and velocity) and a forward model that relates uncertain parameters (e.g., basal friction and basal topography) to these observations, we use a Bayesian framework to define a posterior distribution over the parameters. A stochastic predictive model then propagates uncertainties in these parameters to uncertainty in a particular quantity of interest (QoI)---here, the volume of grounded ice at a specified future time. While the Bayesian approach can in principle characterize the posterior predictive distribution of the QoI, the computational cost of both the forward and predictive models makes this effort prohibitively expensive. To tackle this challenge, we introduce a new Markov chain Monte Carlo method that constructs convergent approximations of the QoI target density in an online fashion, yielding accurate characterizations of future ice sheet volume at significantly reduced computational cost.Our second goal is to attribute uncertainty in these Bayesian predictions to uncertainties in particular parameters. Doing so can help target data collection, for the purpose of constraining the parameters that contribute most strongly to uncertainty in the future volume of grounded ice. For instance, smaller uncertainties in parameters to which the QoI is highly sensitive may account for more variability in the prediction than larger uncertainties in parameters to which the QoI is less sensitive. We use global sensitivity analysis to help answer this question, and make the computation of sensitivity indices computationally tractable using a combination of polynomial chaos and Monte Carlo techniques.

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

Global sensitivity analysis of multiscale properties of porous materials

NASA Astrophysics Data System (ADS)

Um, Kimoon; Zhang, Xuan; Katsoulakis, Markos; Plechac, Petr; Tartakovsky, Daniel M.

2018-02-01

Ubiquitous uncertainty about pore geometry inevitably undermines the veracity of pore- and multi-scale simulations of transport phenomena in porous media. It raises two fundamental issues: sensitivity of effective material properties to pore-scale parameters and statistical parameterization of Darcy-scale models that accounts for pore-scale uncertainty. Homogenization-based maps of pore-scale parameters onto their Darcy-scale counterparts facilitate both sensitivity analysis (SA) and uncertainty quantification. We treat uncertain geometric characteristics of a hierarchical porous medium as random variables to conduct global SA and to derive probabilistic descriptors of effective diffusion coefficients and effective sorption rate. Our analysis is formulated in terms of solute transport diffusing through a fluid-filled pore space, while sorbing to the solid matrix. Yet it is sufficiently general to be applied to other multiscale porous media phenomena that are amenable to homogenization.

Uncertainty and sensitivity assessment of flood risk assessments

NASA Astrophysics Data System (ADS)

de Moel, H.; Aerts, J. C.

2009-12-01

Floods are one of the most frequent and costly natural disasters. In order to protect human lifes and valuable assets from the effect of floods many defensive structures have been build. Despite these efforts economic losses due to catastrophic flood events have, however, risen substantially during the past couple of decades because of continuing economic developments in flood prone areas. On top of that, climate change is expected to affect the magnitude and frequency of flood events. Because these ongoing trends are expected to continue, a transition can be observed in various countries to move from a protective flood management approach to a more risk based flood management approach. In a risk based approach, flood risk assessments play an important role in supporting decision making. Most flood risk assessments assess flood risks in monetary terms (damage estimated for specific situations or expected annual damage) in order to feed cost-benefit analysis of management measures. Such flood risk assessments contain, however, considerable uncertainties. This is the result from uncertainties in the many different input parameters propagating through the risk assessment and accumulating in the final estimate. Whilst common in some other disciplines, as with integrated assessment models, full uncertainty and sensitivity analyses of flood risk assessments are not so common. Various studies have addressed uncertainties regarding flood risk assessments, but have mainly focussed on the hydrological conditions. However, uncertainties in other components of the risk assessment, like the relation between water depth and monetary damage, can be substantial as well. This research therefore tries to assess the uncertainties of all components of monetary flood risk assessments, using a Monte Carlo based approach. Furthermore, the total uncertainty will also be attributed to the different input parameters using a variance based sensitivity analysis. Assessing and visualizing the uncertainties of the final risk estimate will be helpful to decision makers to make better informed decisions and attributing this uncertainty to the input parameters helps to identify which parameters are most important when it comes to uncertainty in the final estimate and should therefore deserve additional attention in further research.

Modeling of 2D diffusion processes based on microscopy data: parameter estimation and practical identifiability analysis.

PubMed

Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J

2013-01-01

Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.

Assessment of parameter uncertainty in hydrological model using a Markov-Chain-Monte-Carlo-based multilevel-factorial-analysis method

NASA Astrophysics Data System (ADS)

Zhang, Junlong; Li, Yongping; Huang, Guohe; Chen, Xi; Bao, Anming

2016-07-01

Without a realistic assessment of parameter uncertainty, decision makers may encounter difficulties in accurately describing hydrologic processes and assessing relationships between model parameters and watershed characteristics. In this study, a Markov-Chain-Monte-Carlo-based multilevel-factorial-analysis (MCMC-MFA) method is developed, which can not only generate samples of parameters from a well constructed Markov chain and assess parameter uncertainties with straightforward Bayesian inference, but also investigate the individual and interactive effects of multiple parameters on model output through measuring the specific variations of hydrological responses. A case study is conducted for addressing parameter uncertainties in the Kaidu watershed of northwest China. Effects of multiple parameters and their interactions are quantitatively investigated using the MCMC-MFA with a three-level factorial experiment (totally 81 runs). A variance-based sensitivity analysis method is used to validate the results of parameters' effects. Results disclose that (i) soil conservation service runoff curve number for moisture condition II (CN2) and fraction of snow volume corresponding to 50% snow cover (SNO50COV) are the most significant factors to hydrological responses, implying that infiltration-excess overland flow and snow water equivalent represent important water input to the hydrological system of the Kaidu watershed; (ii) saturate hydraulic conductivity (SOL_K) and soil evaporation compensation factor (ESCO) have obvious effects on hydrological responses; this implies that the processes of percolation and evaporation would impact hydrological process in this watershed; (iii) the interactions of ESCO and SNO50COV as well as CN2 and SNO50COV have an obvious effect, implying that snow cover can impact the generation of runoff on land surface and the extraction of soil evaporative demand in lower soil layers. These findings can help enhance the hydrological model's capability for simulating/predicting water resources.

New analysis strategies for micro aspheric lens metrology

NASA Astrophysics Data System (ADS)

Gugsa, Solomon Abebe

Effective characterization of an aspheric micro lens is critical for understanding and improving processing in micro-optic manufacturing. Since most microlenses are plano-convex, where the convex geometry is a conic surface, current practice is often limited to obtaining an estimate of the lens conic constant, which average out the surface geometry that departs from an exact conic surface and any addition surface irregularities. We have developed a comprehensive approach of estimating the best fit conic and its uncertainty, and in addition propose an alternative analysis that focuses on surface errors rather than best-fit conic constant. We describe our new analysis strategy based on the two most dominant micro lens metrology methods in use today, namely, scanning white light interferometry (SWLI) and phase shifting interferometry (PSI). We estimate several parameters from the measurement. The major uncertainty contributors for SWLI are the estimates of base radius of curvature, the aperture of the lens, the sag of the lens, noise in the measurement, and the center of the lens. In the case of PSI the dominant uncertainty contributors are noise in the measurement, the radius of curvature, and the aperture. Our best-fit conic procedure uses least squares minimization to extract a best-fit conic value, which is then subjected to a Monte Carlo analysis to capture combined uncertainty. In our surface errors analysis procedure, we consider the surface errors as the difference between the measured geometry and the best-fit conic surface or as the difference between the measured geometry and the design specification for the lens. We focus on a Zernike polynomial description of the surface error, and again a Monte Carlo analysis is used to estimate a combined uncertainty, which in this case is an uncertainty for each Zernike coefficient. Our approach also allows us to investigate the effect of individual uncertainty parameters and measurement noise on both the best-fit conic constant analysis and the surface errors analysis, and compare the individual contributions to the overall uncertainty.

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

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

A systematic uncertainty analysis of an evaluative fate and exposure model.

PubMed

Hertwich, E G; McKone, T E; Pease, W S

2000-08-01

Multimedia fate and exposure models are widely used to regulate the release of toxic chemicals, to set cleanup standards for contaminated sites, and to evaluate emissions in life-cycle assessment. CalTOX, one of these models, is used to calculate the potential dose, an outcome that is combined with the toxicity of the chemical to determine the Human Toxicity Potential (HTP), used to aggregate and compare emissions. The comprehensive assessment of the uncertainty in the potential dose calculation in this article serves to provide the information necessary to evaluate the reliability of decisions based on the HTP A framework for uncertainty analysis in multimedia risk assessment is proposed and evaluated with four types of uncertainty. Parameter uncertainty is assessed through Monte Carlo analysis. The variability in landscape parameters is assessed through a comparison of potential dose calculations for different regions in the United States. Decision rule uncertainty is explored through a comparison of the HTP values under open and closed system boundaries. Model uncertainty is evaluated through two case studies, one using alternative formulations for calculating the plant concentration and the other testing the steady state assumption for wet deposition. This investigation shows that steady state conditions for the removal of chemicals from the atmosphere are not appropriate and result in an underestimate of the potential dose for 25% of the 336 chemicals evaluated.

Uncertainty analysis on reactivity and discharged inventory for a pressurized water reactor fuel assembly due to {sup 235,238}U nuclear data uncertainties

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

Da Cruz, D. F.; Rochman, D.; Koning, A. J.

2012-07-01

This paper discusses the uncertainty analysis on reactivity and inventory for a typical PWR fuel element as a result of uncertainties in {sup 235,238}U nuclear data. A typical Westinghouse 3-loop fuel assembly fuelled with UO{sub 2} fuel with 4.8% enrichment has been selected. The Total Monte-Carlo method has been applied using the deterministic transport code DRAGON. This code allows the generation of the few-groups nuclear data libraries by directly using data contained in the nuclear data evaluation files. The nuclear data used in this study is from the JEFF3.1 evaluation, and the nuclear data files for {sup 238}U and {supmore » 235}U (randomized for the generation of the various DRAGON libraries) are taken from the nuclear data library TENDL. The total uncertainty (obtained by randomizing all {sup 238}U and {sup 235}U nuclear data in the ENDF files) on the reactor parameters has been split into different components (different nuclear reaction channels). Results show that the TMC method in combination with a deterministic transport code constitutes a powerful tool for performing uncertainty and sensitivity analysis of reactor physics parameters. (authors)« less

Reduction and Uncertainty Analysis of Chemical Mechanisms Based on Local and Global Sensitivities

NASA Astrophysics Data System (ADS)

Esposito, Gaetano

Numerical simulations of critical reacting flow phenomena in hypersonic propulsion devices require accurate representation of finite-rate chemical kinetics. The chemical kinetic models available for hydrocarbon fuel combustion are rather large, involving hundreds of species and thousands of reactions. As a consequence, they cannot be used in multi-dimensional computational fluid dynamic calculations in the foreseeable future due to the prohibitive computational cost. In addition to the computational difficulties, it is also known that some fundamental chemical kinetic parameters of detailed models have significant level of uncertainty due to limited experimental data available and to poor understanding of interactions among kinetic parameters. In the present investigation, local and global sensitivity analysis techniques are employed to develop a systematic approach of reducing and analyzing detailed chemical kinetic models. Unlike previous studies in which skeletal model reduction was based on the separate analysis of simple cases, in this work a novel strategy based on Principal Component Analysis of local sensitivity values is presented. This new approach is capable of simultaneously taking into account all the relevant canonical combustion configurations over different composition, temperature and pressure conditions. Moreover, the procedure developed in this work represents the first documented inclusion of non-premixed extinction phenomena, which is of great relevance in hypersonic combustors, in an automated reduction algorithm. The application of the skeletal reduction to a detailed kinetic model consisting of 111 species in 784 reactions is demonstrated. The resulting reduced skeletal model of 37--38 species showed that the global ignition/propagation/extinction phenomena of ethylene-air mixtures can be predicted within an accuracy of 2% of the full detailed model. The problems of both understanding non-linear interactions between kinetic parameters and identifying sources of uncertainty affecting relevant reaction pathways are usually addressed by resorting to Global Sensitivity Analysis (GSA) techniques. In particular, the most sensitive reactions controlling combustion phenomena are first identified using the Morris Method and then analyzed under the Random Sampling -- High Dimensional Model Representation (RS-HDMR) framework. The HDMR decomposition shows that 10% of the variance seen in the extinction strain rate of non-premixed flames is due to second-order effects between parameters, whereas the maximum concentration of acetylene, a key soot precursor, is affected by mostly only first-order contributions. Moreover, the analysis of the global sensitivity indices demonstrates that improving the accuracy of the reaction rates including the vinyl radical, C2H3, can drastically reduce the uncertainty of predicting targeted flame properties. Finally, the back-propagation of the experimental uncertainty of the extinction strain rate to the parameter space is also performed. This exercise, achieved by recycling the numerical solutions of the RS-HDMR, shows that some regions of the parameter space have a high probability of reproducing the experimental value of the extinction strain rate between its own uncertainty bounds. Therefore this study demonstrates that the uncertainty analysis of bulk flame properties can effectively provide information on relevant chemical reactions.

Uncertainty quantification of crustal scale thermo-chemical properties in Southeast Australia

NASA Astrophysics Data System (ADS)

Mather, B.; Moresi, L. N.; Rayner, P. J.

2017-12-01

The thermo-chemical properties of the crust are essential to understanding the mechanical and thermal state of the lithosphere. The uncertainties associated with these parameters are connected to the available geophysical observations and a priori information to constrain the objective function. Often, it is computationally efficient to reduce the parameter space by mapping large portions of the crust into lithologies that have assumed homogeneity. However, the boundaries of these lithologies are, in themselves, uncertain and should also be included in the inverse problem. We assimilate geological uncertainties from an a priori geological model of Southeast Australia with geophysical uncertainties from S-wave tomography and 174 heat flow observations within an adjoint inversion framework. This reduces the computational cost of inverting high dimensional probability spaces, compared to probabilistic inversion techniques that operate in the `forward' mode, but at the sacrifice of uncertainty and covariance information. We overcome this restriction using a sensitivity analysis, that perturbs our observations and a priori information within their probability distributions, to estimate the posterior uncertainty of thermo-chemical parameters in the crust.

Assessing the importance of rainfall uncertainty on hydrological models with different spatial and temporal scale

NASA Astrophysics Data System (ADS)

Nossent, Jiri; Pereira, Fernando; Bauwens, Willy

2015-04-01

Precipitation is one of the key inputs for hydrological models. As long as the values of the hydrological model parameters are fixed, a variation of the rainfall input is expected to induce a change in the model output. Given the increased awareness of uncertainty on rainfall records, it becomes more important to understand the impact of this input - output dynamic. Yet, modellers often still have the intention to mimic the observed flow, whatever the deviation of the employed records from the actual rainfall might be, by recklessly adapting the model parameter values. But is it actually possible to vary the model parameter values in such a way that a certain (observed) model output can be generated based on inaccurate rainfall inputs? Thus, how important is the rainfall uncertainty for the model output with respect to the model parameter importance? To address this question, we apply the Sobol' sensitivity analysis method to assess and compare the importance of the rainfall uncertainty and the model parameters on the output of the hydrological model. In order to be able to treat the regular model parameters and input uncertainty in the same way, and to allow a comparison of their influence, a possible approach is to represent the rainfall uncertainty by a parameter. To tackle the latter issue, we apply so called rainfall multipliers on hydrological independent storm events, as a probabilistic parameter representation of the possible rainfall variation. As available rainfall records are very often point measurements at a discrete time step (hourly, daily, monthly,…), they contain uncertainty due to a latent lack of spatial and temporal variability. The influence of the latter variability can also be different for hydrological models with different spatial and temporal scale. Therefore, we perform the sensitivity analyses on a semi-distributed model (SWAT) and a lumped model (NAM). The assessment and comparison of the importance of the rainfall uncertainty and the model parameters is achieved by considering different scenarios for the included parameters and the state of the models.

Strict Constraint Feasibility in Analysis and Design of Uncertain Systems

NASA Technical Reports Server (NTRS)

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

2006-01-01

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

A parallel calibration utility for WRF-Hydro on high performance computers

NASA Astrophysics Data System (ADS)

Wang, J.; Wang, C.; Kotamarthi, V. R.

2017-12-01

A successful modeling of complex hydrological processes comprises establishing an integrated hydrological model which simulates the hydrological processes in each water regime, calibrates and validates the model performance based on observation data, and estimates the uncertainties from different sources especially those associated with parameters. Such a model system requires large computing resources and often have to be run on High Performance Computers (HPC). The recently developed WRF-Hydro modeling system provides a significant advancement in the capability to simulate regional water cycles more completely. The WRF-Hydro model has a large range of parameters such as those in the input table files — GENPARM.TBL, SOILPARM.TBL and CHANPARM.TBL — and several distributed scaling factors such as OVROUGHRTFAC. These parameters affect the behavior and outputs of the model and thus may need to be calibrated against the observations in order to obtain a good modeling performance. Having a parameter calibration tool specifically for automate calibration and uncertainty estimates of WRF-Hydro model can provide significant convenience for the modeling community. In this study, we developed a customized tool using the parallel version of the model-independent parameter estimation and uncertainty analysis tool, PEST, to enabled it to run on HPC with PBS and SLURM workload manager and job scheduler. We also developed a series of PEST input file templates that are specifically for WRF-Hydro model calibration and uncertainty analysis. Here we will present a flood case study occurred in April 2013 over Midwest. The sensitivity and uncertainties are analyzed using the customized PEST tool we developed.

Type Ia Supernova Intrinsic Magnitude Dispersion and the Fitting of Cosmological Parameters

NASA Astrophysics Data System (ADS)

Kim, A. G.

2011-02-01

I present an analysis for fitting cosmological parameters from a Hubble diagram of a standard candle with unknown intrinsic magnitude dispersion. The dispersion is determined from the data, simultaneously with the cosmological parameters. This contrasts with the strategies used to date. The advantages of the presented analysis are that it is done in a single fit (it is not iterative), it provides a statistically founded and unbiased estimate of the intrinsic dispersion, and its cosmological-parameter uncertainties account for the intrinsic-dispersion uncertainty. Applied to Type Ia supernovae, my strategy provides a statistical measure to test for subtypes and assess the significance of any magnitude corrections applied to the calibrated candle. Parameter bias and differences between likelihood distributions produced by the presented and currently used fitters are negligibly small for existing and projected supernova data sets.

Methodology for Uncertainty Analysis of Dynamic Computational Toxicology Models

EPA Science Inventory

The task of quantifying the uncertainty in both parameter estimates and model predictions has become more important with the increased use of dynamic computational toxicology models by the EPA. Dynamic toxicological models include physiologically-based pharmacokinetic (PBPK) mode...

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.

Predicting morphological changes DS New Naga-Hammadi Barrage for extreme Nile flood flows: A Monte Carlo analysis

PubMed Central

Sattar, Ahmed M.A.; Raslan, Yasser M.

2013-01-01

While construction of the Aswan High Dam (AHD) has stopped concurrent flooding events, River Nile is still subject to low intensity flood waves resulting from controlled release of water from the dam reservoir. Analysis of flow released from New Naga-Hammadi Barrage, which is located at 3460 km downstream AHD indicated an increase in magnitude of flood released from the barrage in the past 10 years. A 2D numerical mobile bed model is utilized to investigate the possible morphological changes in the downstream of Naga-Hammadi Barrage from possible higher flood releases. Monte Carlo simulation analyses (MCS) is applied to the deterministic results of the 2D model to account for and assess the uncertainty of sediment parameters and formulations in addition to sacristy of field measurements. Results showed that the predicted volume of erosion yielded the highest uncertainty and variation from deterministic run, while navigation velocity yielded the least uncertainty. Furthermore, the error budget method is used to rank various sediment parameters for their contribution in the total prediction uncertainty. It is found that the suspended sediment contributed to output uncertainty more than other sediment parameters followed by bed load with 10% less order of magnitude. PMID:25685476

Predicting morphological changes DS New Naga-Hammadi Barrage for extreme Nile flood flows: A Monte Carlo analysis.

PubMed

Sattar, Ahmed M A; Raslan, Yasser M

2014-01-01

While construction of the Aswan High Dam (AHD) has stopped concurrent flooding events, River Nile is still subject to low intensity flood waves resulting from controlled release of water from the dam reservoir. Analysis of flow released from New Naga-Hammadi Barrage, which is located at 3460 km downstream AHD indicated an increase in magnitude of flood released from the barrage in the past 10 years. A 2D numerical mobile bed model is utilized to investigate the possible morphological changes in the downstream of Naga-Hammadi Barrage from possible higher flood releases. Monte Carlo simulation analyses (MCS) is applied to the deterministic results of the 2D model to account for and assess the uncertainty of sediment parameters and formulations in addition to sacristy of field measurements. Results showed that the predicted volume of erosion yielded the highest uncertainty and variation from deterministic run, while navigation velocity yielded the least uncertainty. Furthermore, the error budget method is used to rank various sediment parameters for their contribution in the total prediction uncertainty. It is found that the suspended sediment contributed to output uncertainty more than other sediment parameters followed by bed load with 10% less order of magnitude.

Contribution of crop model structure, parameters and climate projections to uncertainty in climate change impact assessments.

PubMed

Tao, Fulu; Rötter, Reimund P; Palosuo, Taru; Gregorio Hernández Díaz-Ambrona, Carlos; Mínguez, M Inés; Semenov, Mikhail A; Kersebaum, Kurt Christian; Nendel, Claas; Specka, Xenia; Hoffmann, Holger; Ewert, Frank; Dambreville, Anaelle; Martre, Pierre; Rodríguez, Lucía; Ruiz-Ramos, Margarita; Gaiser, Thomas; Höhn, Jukka G; Salo, Tapio; Ferrise, Roberto; Bindi, Marco; Cammarano, Davide; Schulman, Alan H

2018-03-01

Climate change impact assessments are plagued with uncertainties from many sources, such as climate projections or the inadequacies in structure and parameters of the impact model. Previous studies tried to account for the uncertainty from one or two of these. Here, we developed a triple-ensemble probabilistic assessment using seven crop models, multiple sets of model parameters and eight contrasting climate projections together to comprehensively account for uncertainties from these three important sources. We demonstrated the approach in assessing climate change impact on barley growth and yield at Jokioinen, Finland in the Boreal climatic zone and Lleida, Spain in the Mediterranean climatic zone, for the 2050s. We further quantified and compared the contribution of crop model structure, crop model parameters and climate projections to the total variance of ensemble output using Analysis of Variance (ANOVA). Based on the triple-ensemble probabilistic assessment, the median of simulated yield change was -4% and +16%, and the probability of decreasing yield was 63% and 31% in the 2050s, at Jokioinen and Lleida, respectively, relative to 1981-2010. The contribution of crop model structure to the total variance of ensemble output was larger than that from downscaled climate projections and model parameters. The relative contribution of crop model parameters and downscaled climate projections to the total variance of ensemble output varied greatly among the seven crop models and between the two sites. The contribution of downscaled climate projections was on average larger than that of crop model parameters. This information on the uncertainty from different sources can be quite useful for model users to decide where to put the most effort when preparing or choosing models or parameters for impact analyses. We concluded that the triple-ensemble probabilistic approach that accounts for the uncertainties from multiple important sources provide more comprehensive information for quantifying uncertainties in climate change impact assessments as compared to the conventional approaches that are deterministic or only account for the uncertainties from one or two of the uncertainty sources. © 2017 John Wiley & Sons Ltd.

Spectral Analysis of B Stars: An Application of Bayesian Statistics

NASA Astrophysics Data System (ADS)

Mugnes, J.-M.; Robert, C.

2012-12-01

To better understand the processes involved in stellar physics, it is necessary to obtain accurate stellar parameters (effective temperature, surface gravity, abundances…). Spectral analysis is a powerful tool for investigating stars, but it is also vital to reduce uncertainties at a decent computational cost. Here we present a spectral analysis method based on a combination of Bayesian statistics and grids of synthetic spectra obtained with TLUSTY. This method simultaneously constrains the stellar parameters by using all the lines accessible in observed spectra and thus greatly reduces uncertainties and improves the overall spectrum fitting. Preliminary results are shown using spectra from the Observatoire du Mont-Mégantic.

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

DOE Data Explorer

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

2016-02-02

This Modeling Archive is in support of an NGEE Arctic publication available at doi:10.5194/tc-10-341-2016. This dataset contains an ensemble of thermal-hydro soil parameters including porosity, thermal conductivity, thermal conductivity shape parameters, and residual saturation of peat and mineral soil. The ensemble was generated using a Null-Space Monte Carlo analysis of parameter uncertainty based on a calibration to soil temperatures collected at the Barrow Environmental Observatory site by the NGEE team. The micro-topography of ice wedge polygons present at the site is included in the analysis using three 1D column models to represent polygon center, rim and trough features. The Arctic Terrestrial Simulator (ATS) was used in the calibration to model multiphase thermal and hydrological processes in the subsurface.

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

PubMed

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

2015-01-01

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

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.

Development of a Framework for Model-Based Analysis, Uncertainty Quantification, and Robust Control Design of Nonlinear Smart Composite Systems

DTIC Science & Technology

2015-06-04

control, vibration and noise control, health monitoring, and energy harvesting . However, these advantages come at the cost of rate-dependent hysteresis...configuration used for energy harvesting . Uncertainty Quantification Uncertainty quantification is pursued in two steps: (i) determination of densities...Crews and R.C. Smith, “Quantification of parameter and model uncertainty for shape mem- ory alloy bending actuators,” Journal of Intelligent material

Robust stability for stochastic bidirectional associative memory neural networks with time delays

NASA Astrophysics Data System (ADS)

Shu, H. S.; Lv, Z. W.; Wei, G. L.

2008-02-01

In this paper, the asymptotic stability is considered for a class of uncertain stochastic bidirectional associative memory neural networks with time delays and parameter uncertainties. The delays are time-invariant and the uncertainties are norm-bounded that enter into all network parameters. The aim of this paper is to establish easily verifiable conditions under which the delayed neural network is robustly asymptotically stable in the mean square for all admissible parameter uncertainties. By employing a Lyapunov-Krasovskii functional and conducting the stochastic analysis, a linear matrix inequality matrix inequality (LMI) approach is developed to derive the stability criteria. The proposed criteria can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed criteria.

Numerical Uncertainty Analysis for Computational Fluid Dynamics using Student T Distribution -- Application of CFD Uncertainty Analysis Compared to Exact Analytical Solution

NASA Technical Reports Server (NTRS)

Groves, Curtis E.; Ilie, marcel; Shallhorn, Paul A.

2014-01-01

Computational Fluid Dynamics (CFD) is the standard numerical tool used by Fluid Dynamists to estimate solutions to many problems in academia, government, and industry. CFD is known to have errors and uncertainties and there is no universally adopted method to estimate such quantities. This paper describes an approach to estimate CFD uncertainties strictly numerically using inputs and the Student-T distribution. The approach is compared to an exact analytical solution of fully developed, laminar flow between infinite, stationary plates. It is shown that treating all CFD input parameters as oscillatory uncertainty terms coupled with the Student-T distribution can encompass the exact solution.

Spatial variability versus parameter uncertainty in freshwater fate and exposure factors of chemicals.

PubMed

Nijhof, Carl O P; Huijbregts, Mark A J; Golsteijn, Laura; van Zelm, Rosalie

2016-04-01

We compared the influence of spatial variability in environmental characteristics and the uncertainty in measured substance properties of seven chemicals on freshwater fate factors (FFs), representing the residence time in the freshwater environment, and on exposure factors (XFs), representing the dissolved fraction of a chemical. The influence of spatial variability was quantified using the SimpleBox model in which Europe was divided in 100 × 100 km regions, nested in a regional (300 × 300 km) and supra-regional (500 × 500 km) scale. Uncertainty in substance properties was quantified by means of probabilistic modelling. Spatial variability and parameter uncertainty were expressed by the ratio k of the 95%ile and 5%ile of the FF and XF. Our analysis shows that spatial variability ranges in FFs of persistent chemicals that partition predominantly into one environmental compartment was up to 2 orders of magnitude larger compared to uncertainty. For the other (less persistent) chemicals, uncertainty in the FF was up to 1 order of magnitude larger than spatial variability. Variability and uncertainty in freshwater XFs of the seven chemicals was negligible (k < 1.5). We found that, depending on the chemical and emission scenario, accounting for region-specific environmental characteristics in multimedia fate modelling, as well as accounting for parameter uncertainty, can have a significant influence on freshwater fate factor predictions. Therefore, we conclude that it is important that fate factors should not only account for parameter uncertainty, but for spatial variability as well, as this further increases the reliability of ecotoxicological impacts in LCA. Copyright © 2016 Elsevier Ltd. All rights reserved.

Verification Techniques for Parameter Selection and Bayesian Model Calibration Presented for an HIV Model

NASA Astrophysics Data System (ADS)

Wentworth, Mami Tonoe

Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification techniques for model calibration. For Bayesian model calibration, we employ adaptive Metropolis algorithms to construct densities for input parameters in the heat model and the HIV model. To quantify the uncertainty in the parameters, we employ two MCMC algorithms: Delayed Rejection Adaptive Metropolis (DRAM) [33] and Differential Evolution Adaptive Metropolis (DREAM) [66, 68]. The densities obtained using these methods are compared to those obtained through the direct numerical evaluation of the Bayes' formula. We also combine uncertainties in input parameters and measurement errors to construct predictive estimates for a model response. A significant emphasis is on the development and illustration of techniques to verify the accuracy of sampling-based Metropolis algorithms. We verify the accuracy of DRAM and DREAM by comparing chains, densities and correlations obtained using DRAM, DREAM and the direct evaluation of Bayes formula. We also perform similar analysis for credible and prediction intervals for responses. Once the parameters are estimated, we employ energy statistics test [63, 64] to compare the densities obtained by different methods for the HIV model. The energy statistics are used to test the equality of distributions. We also consider parameter selection and verification techniques for models having one or more parameters that are noninfluential in the sense that they minimally impact model outputs. We illustrate these techniques for a dynamic HIV model but note that the parameter selection and verification framework is applicable to a wide range of biological and physical models. To accommodate the nonlinear input to output relations, which are typical for such models, we focus on global sensitivity analysis techniques, including those based on partial correlations, Sobol indices based on second-order model representations, and Morris indices, as well as a parameter selection technique based on standard errors. A significant objective is to provide verification strategies to assess the accuracy of those techniques, which we illustrate in the context of the HIV model. Finally, we examine active subspace methods as an alternative to parameter subset selection techniques. The objective of active subspace methods is to determine the subspace of inputs that most strongly affect the model response, and to reduce the dimension of the input space. The major difference between active subspace methods and parameter selection techniques is that parameter selection identifies influential parameters whereas subspace selection identifies a linear combination of parameters that impacts the model responses significantly. We employ active subspace methods discussed in [22] for the HIV model and present a verification that the active subspace successfully reduces the input dimensions.

Joint analysis of epistemic and aleatory uncertainty in stability analysis for geo-hazard assessments

NASA Astrophysics Data System (ADS)

Rohmer, Jeremy; Verdel, Thierry

2017-04-01

Uncertainty analysis is an unavoidable task of stability analysis of any geotechnical systems. Such analysis usually relies on the safety factor SF (if SF is below some specified threshold), the failure is possible). The objective of the stability analysis is then to estimate the failure probability P for SF to be below the specified threshold. When dealing with uncertainties, two facets should be considered as outlined by several authors in the domain of geotechnics, namely "aleatoric uncertainty" (also named "randomness" or "intrinsic variability") and "epistemic uncertainty" (i.e. when facing "vague, incomplete or imprecise information" such as limited databases and observations or "imperfect" modelling). The benefits of separating both facets of uncertainty can be seen from a risk management perspective because: - Aleatoric uncertainty, being a property of the system under study, cannot be reduced. However, practical actions can be taken to circumvent the potentially dangerous effects of such variability; - Epistemic uncertainty, being due to the incomplete/imprecise nature of available information, can be reduced by e.g., increasing the number of tests (lab or in site survey), improving the measurement methods or evaluating calculation procedure with model tests, confronting more information sources (expert opinions, data from literature, etc.). Uncertainty treatment in stability analysis usually restricts to the probabilistic framework to represent both facets of uncertainty. Yet, in the domain of geo-hazard assessments (like landslides, mine pillar collapse, rockfalls, etc.), the validity of this approach can be debatable. In the present communication, we propose to review the major criticisms available in the literature against the systematic use of probability in situations of high degree of uncertainty. On this basis, the feasibility of using a more flexible uncertainty representation tool is then investigated, namely Possibility distributions (e.g., Baudrit et al., 2007) for geo-hazard assessments. A graphical tool is then developed to explore: 1. the contribution of both types of uncertainty, aleatoric and epistemic; 2. the regions of the imprecise or random parameters which contribute the most to the imprecision on the failure probability P. The method is applied on two case studies (a mine pillar and a steep slope stability analysis, Rohmer and Verdel, 2014) to investigate the necessity for extra data acquisition on parameters whose imprecision can hardly be modelled by probabilities due to the scarcity of the available information (respectively the extraction ratio and the cliff geometry). References Baudrit, C., Couso, I., & Dubois, D. (2007). Joint propagation of probability and possibility in risk analysis: Towards a formal framework. International Journal of Approximate Reasoning, 45(1), 82-105. Rohmer, J., & Verdel, T. (2014). Joint exploration of regional importance of possibilistic and probabilistic uncertainty in stability analysis. Computers and Geotechnics, 61, 308-315.

Parameter identification for structural dynamics based on interval analysis algorithm

NASA Astrophysics Data System (ADS)

Yang, Chen; Lu, Zixing; Yang, Zhenyu; Liang, Ke

2018-04-01

A parameter identification method using interval analysis algorithm for structural dynamics is presented in this paper. The proposed uncertain identification method is investigated by using central difference method and ARMA system. With the help of the fixed memory least square method and matrix inverse lemma, a set-membership identification technology is applied to obtain the best estimation of the identified parameters in a tight and accurate region. To overcome the lack of insufficient statistical description of the uncertain parameters, this paper treats uncertainties as non-probabilistic intervals. As long as we know the bounds of uncertainties, this algorithm can obtain not only the center estimations of parameters, but also the bounds of errors. To improve the efficiency of the proposed method, a time-saving algorithm is presented by recursive formula. At last, to verify the accuracy of the proposed method, two numerical examples are applied and evaluated by three identification criteria respectively.

Methods and Tools for Evaluating Uncertainty in Ecological Models: A Survey

EPA Science Inventory

Poster presented at the Ecological Society of America Meeting. Ecologists are familiar with a variety of uncertainty techniques, particularly in the intersection of maximum likelihood parameter estimation and Monte Carlo analysis techniques, as well as a recent increase in Baye...

PEBBED Uncertainty and Sensitivity Analysis of the CRP-5 PBMR DLOFC Transient Benchmark with the SUSA Code

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

Gerhard Strydom

2011-01-01

The need for a defendable and systematic uncertainty and sensitivity approach that conforms to the Code Scaling, Applicability, and Uncertainty (CSAU) process, and that could be used for a wide variety of software codes, was defined in 2008. The GRS (Gesellschaft für Anlagen und Reaktorsicherheit) company of Germany has developed one type of CSAU approach that is particularly well suited for legacy coupled core analysis codes, and a trial version of their commercial software product SUSA (Software for Uncertainty and Sensitivity Analyses) was acquired on May 12, 2010. This report summarized the results of the initial investigations performed with SUSA,more » utilizing a typical High Temperature Reactor benchmark (the IAEA CRP-5 PBMR 400MW Exercise 2) and the PEBBED-THERMIX suite of codes. The following steps were performed as part of the uncertainty and sensitivity analysis: 1. Eight PEBBED-THERMIX model input parameters were selected for inclusion in the uncertainty study: the total reactor power, inlet gas temperature, decay heat, and the specific heat capability and thermal conductivity of the fuel, pebble bed and reflector graphite. 2. The input parameters variations and probability density functions were specified, and a total of 800 PEBBED-THERMIX model calculations were performed, divided into 4 sets of 100 and 2 sets of 200 Steady State and Depressurized Loss of Forced Cooling (DLOFC) transient calculations each. 3. The steady state and DLOFC maximum fuel temperature, as well as the daily pebble fuel load rate data, were supplied to SUSA as model output parameters of interest. The 6 data sets were statistically analyzed to determine the 5% and 95% percentile values for each of the 3 output parameters with a 95% confidence level, and typical statistical indictors were also generated (e.g. Kendall, Pearson and Spearman coefficients). 4. A SUSA sensitivity study was performed to obtain correlation data between the input and output parameters, and to identify the primary contributors to the output data uncertainties. It was found that the uncertainties in the decay heat, pebble bed and reflector thermal conductivities were responsible for the bulk of the propagated uncertainty in the DLOFC maximum fuel temperature. It was also determined that the two standard deviation (2s) uncertainty on the maximum fuel temperature was between ±58oC (3.6%) and ±76oC (4.7%) on a mean value of 1604 oC. These values mostly depended on the selection of the distributions types, and not on the number of model calculations above the required Wilks criteria (a (95%,95%) statement would usually require 93 model runs).« less

Assessing and reporting uncertainties in dietary exposure analysis: Mapping of uncertainties in a tiered approach.

PubMed

Kettler, Susanne; Kennedy, Marc; McNamara, Cronan; Oberdörfer, Regina; O'Mahony, Cian; Schnabel, Jürgen; Smith, Benjamin; Sprong, Corinne; Faludi, Roland; Tennant, David

2015-08-01

Uncertainty analysis is an important component of dietary exposure assessments in order to understand correctly the strength and limits of its results. Often, standard screening procedures are applied in a first step which results in conservative estimates. If through those screening procedures a potential exceedance of health-based guidance values is indicated, within the tiered approach more refined models are applied. However, the sources and types of uncertainties in deterministic and probabilistic models can vary or differ. A key objective of this work has been the mapping of different sources and types of uncertainties to better understand how to best use uncertainty analysis to generate more realistic comprehension of dietary exposure. In dietary exposure assessments, uncertainties can be introduced by knowledge gaps about the exposure scenario, parameter and the model itself. With this mapping, general and model-independent uncertainties have been identified and described, as well as those which can be introduced and influenced by the specific model during the tiered approach. This analysis identifies that there are general uncertainties common to point estimates (screening or deterministic methods) and probabilistic exposure assessment methods. To provide further clarity, general sources of uncertainty affecting many dietary exposure assessments should be separated from model-specific uncertainties. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

Understanding Climate Uncertainty with an Ocean Focus

NASA Astrophysics Data System (ADS)

Tokmakian, R. T.

2009-12-01

Uncertainty in climate simulations arises from various aspects of the end-to-end process of modeling the Earth’s climate. First, there is uncertainty from the structure of the climate model components (e.g. ocean/ice/atmosphere). Even the most complex models are deficient, not only in the complexity of the processes they represent, but in which processes are included in a particular model. Next, uncertainties arise from the inherent error in the initial and boundary conditions of a simulation. Initial conditions are the state of the weather or climate at the beginning of the simulation and other such things, and typically come from observations. Finally, there is the uncertainty associated with the values of parameters in the model. These parameters may represent physical constants or effects, such as ocean mixing, or non-physical aspects of modeling and computation. The uncertainty in these input parameters propagates through the non-linear model to give uncertainty in the outputs. The models in 2020 will no doubt be better than today’s models, but they will still be imperfect, and development of uncertainty analysis technology is a critical aspect of understanding model realism and prediction capability. Smith [2002] and Cox and Stephenson [2007] discuss the need for methods to quantify the uncertainties within complicated systems so that limitations or weaknesses of the climate model can be understood. In making climate predictions, we need to have available both the most reliable model or simulation and a methods to quantify the reliability of a simulation. If quantitative uncertainty questions of the internal model dynamics are to be answered with complex simulations such as AOGCMs, then the only known path forward is based on model ensembles that characterize behavior with alternative parameter settings [e.g. Rougier, 2007]. The relevance and feasibility of using "Statistical Analysis of Computer Code Output" (SACCO) methods for examining uncertainty in ocean circulation due to parameter specification will be described and early results using the ocean/ice components of the CCSM climate model in a designed experiment framework will be shown. Cox, P. and D. Stephenson, Climate Change: A Changing Climate for Prediction, 2007, Science 317 (5835), 207, DOI: 10.1126/science.1145956. Rougier, J. C., 2007: Probabilistic Inference for Future Climate Using an Ensemble of Climate Model Evaluations, Climatic Change, 81, 247-264. Smith L., 2002, What might we learn from climate forecasts? Proc. Nat’l Academy of Sciences, Vol. 99, suppl. 1, 2487-2492 doi:10.1073/pnas.012580599.

Gradient-based model calibration with proxy-model assistance

NASA Astrophysics Data System (ADS)

Burrows, Wesley; Doherty, John

2016-02-01

Use of a proxy model in gradient-based calibration and uncertainty analysis of a complex groundwater model with large run times and problematic numerical behaviour is described. The methodology is general, and can be used with models of all types. The proxy model is based on a series of analytical functions that link all model outputs used in the calibration process to all parameters requiring estimation. In enforcing history-matching constraints during the calibration and post-calibration uncertainty analysis processes, the proxy model is run for the purposes of populating the Jacobian matrix, while the original model is run when testing parameter upgrades; the latter process is readily parallelized. Use of a proxy model in this fashion dramatically reduces the computational burden of complex model calibration and uncertainty analysis. At the same time, the effect of model numerical misbehaviour on calculation of local gradients is mitigated, this allowing access to the benefits of gradient-based analysis where lack of integrity in finite-difference derivatives calculation would otherwise have impeded such access. Construction of a proxy model, and its subsequent use in calibration of a complex model, and in analysing the uncertainties of predictions made by that model, is implemented in the PEST suite.

Uncertainty in mixing models: a blessing in disguise?

NASA Astrophysics Data System (ADS)

Delsman, J. R.; Oude Essink, G. H. P.

2012-04-01

Despite the abundance of tracer-based studies in catchment hydrology over the past decades, relatively few studies have addressed the uncertainty associated with these studies in much detail. This uncertainty stems from analytical error, spatial and temporal variance in end-member composition, and from not incorporating all relevant processes in the necessarily simplistic mixing models. Instead of applying standard EMMA methodology, we used end-member mixing model analysis within a Monte Carlo framework to quantify the uncertainty surrounding our analysis. Borrowing from the well-known GLUE methodology, we discarded mixing models that could not satisfactorily explain sample concentrations and analyzed the posterior parameter set. This use of environmental tracers aided in disentangling hydrological pathways in a Dutch polder catchment. This 10 km2 agricultural catchment is situated in the coastal region of the Netherlands. Brackish groundwater seepage, originating from Holocene marine transgressions, adversely affects water quality in this catchment. Current water management practice is aimed at improving water quality by flushing the catchment with fresh water from the river Rhine. Climate change is projected to decrease future fresh water availability, signifying the need for a more sustainable water management practice and a better understanding of the functioning of the catchment. The end-member mixing analysis increased our understanding of the hydrology of the studied catchment. The use of a GLUE-like framework for applying the end-member mixing analysis not only quantified the uncertainty associated with the analysis, the analysis of the posterior parameter set also identified the existence of catchment processes otherwise overlooked.

Probabilistic accident consequence uncertainty analysis: Dispersion and deposition uncertainty assessment, appendices A and B

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

Harper, F.T.; Young, M.L.; Miller, L.A.

The development of two new probabilistic accident consequence codes, MACCS and COSYMA, completed in 1990, estimate the risks presented by nuclear installations based on postulated frequencies and magnitudes of potential accidents. In 1991, the US Nuclear Regulatory Commission (NRC) and the Commission of the European Communities (CEC) began a joint uncertainty analysis of the two codes. The objective was to develop credible and traceable uncertainty distributions for the input variables of the codes. Expert elicitation, developed independently, was identified as the best technology available for developing a library of uncertainty distributions for the selected consequence parameters. The study was formulatedmore » jointly and was limited to the current code models and to physical quantities that could be measured in experiments. To validate the distributions generated for the wet deposition input variables, samples were taken from these distributions and propagated through the wet deposition code model along with the Gaussian plume model (GPM) implemented in the MACCS and COSYMA codes. Resulting distributions closely replicated the aggregated elicited wet deposition distributions. Project teams from the NRC and CEC cooperated successfully to develop and implement a unified process for the elaboration of uncertainty distributions on consequence code input parameters. Formal expert judgment elicitation proved valuable for synthesizing the best available information. Distributions on measurable atmospheric dispersion and deposition parameters were successfully elicited from experts involved in the many phenomenological areas of consequence analysis. This volume is the second of a three-volume document describing the project and contains two appendices describing the rationales for the dispersion and deposition data along with short biographies of the 16 experts who participated in the project.« less

Incorporating rainfall uncertainty in a SWAT model: the river Zenne basin (Belgium) case study

NASA Astrophysics Data System (ADS)

Tolessa Leta, Olkeba; Nossent, Jiri; van Griensven, Ann; Bauwens, Willy

2013-04-01

The European Union Water Framework Directive (EU-WFD) called its member countries to achieve a good ecological status for all inland and coastal water bodies by 2015. According to recent studies, the river Zenne (Belgium) is far from this objective. Therefore, an interuniversity and multidisciplinary project "Towards a Good Ecological Status in the river Zenne (GESZ)" was launched to evaluate the effects of wastewater management plans on the river. In this project, different models have been developed and integrated using the Open Modelling Interface (OpenMI). The hydrologic, semi-distributed Soil and Water Assessment Tool (SWAT) is hereby used as one of the model components in the integrated modelling chain in order to model the upland catchment processes. The assessment of the uncertainty of SWAT is an essential aspect of the decision making process, in order to design robust management strategies that take the predicted uncertainties into account. Model uncertainty stems from the uncertainties on the model parameters, the input data (e.g, rainfall), the calibration data (e.g., stream flows) and on the model structure itself. The objective of this paper is to assess the first three sources of uncertainty in a SWAT model of the river Zenne basin. For the assessment of rainfall measurement uncertainty, first, we identified independent rainfall periods, based on the daily precipitation and stream flow observations and using the Water Engineering Time Series PROcessing tool (WETSPRO). Secondly, we assigned a rainfall multiplier parameter for each of the independent rainfall periods, which serves as a multiplicative input error corruption. Finally, we treated these multipliers as latent parameters in the model optimization and uncertainty analysis (UA). For parameter uncertainty assessment, due to the high number of parameters of the SWAT model, first, we screened out its most sensitive parameters using the Latin Hypercube One-factor-At-a-Time (LH-OAT) technique. Subsequently, we only considered the most sensitive parameters for parameter optimization and UA. To explicitly account for the stream flow uncertainty, we assumed that the stream flow measurement error increases linearly with the stream flow value. To assess the uncertainty and infer posterior distributions of the parameters, we used a Markov Chain Monte Carlo (MCMC) sampler - differential evolution adaptive metropolis (DREAM) that uses sampling from an archive of past states to generate candidate points in each individual chain. It is shown that the marginal posterior distributions of the rainfall multipliers vary widely between individual events, as a consequence of rainfall measurement errors and the spatial variability of the rain. Only few of the rainfall events are well defined. The marginal posterior distributions of the SWAT model parameter values are well defined and identified by DREAM, within their prior ranges. The posterior distributions of output uncertainty parameter values also show that the stream flow data is highly uncertain. The approach of using rainfall multipliers to treat rainfall uncertainty for a complex model has an impact on the model parameter marginal posterior distributions and on the model results Corresponding author: Tel.: +32 (0)2629 3027; fax: +32(0)2629 3022. E-mail: otolessa@vub.ac.be

Assessing the Uncertainties on Seismic Source Parameters: Towards Realistic Estimates of Moment Tensor Determinations

NASA Astrophysics Data System (ADS)

Magnoni, F.; Scognamiglio, L.; Tinti, E.; Casarotti, E.

2014-12-01

Seismic moment tensor is one of the most important source parameters defining the earthquake dimension and style of the activated fault. Moment tensor catalogues are ordinarily used by geoscientists, however, few attempts have been done to assess possible impacts of moment magnitude uncertainties upon their own analysis. The 2012 May 20 Emilia mainshock is a representative event since it is defined in literature with a moment magnitude value (Mw) spanning between 5.63 and 6.12. An uncertainty of ~0.5 units in magnitude leads to a controversial knowledge of the real size of the event. The possible uncertainty associated to this estimate could be critical for the inference of other seismological parameters, suggesting caution for seismic hazard assessment, coulomb stress transfer determination and other analyses where self-consistency is important. In this work, we focus on the variability of the moment tensor solution, highlighting the effect of four different velocity models, different types and ranges of filtering, and two different methodologies. Using a larger dataset, to better quantify the source parameter uncertainty, we also analyze the variability of the moment tensor solutions depending on the number, the epicentral distance and the azimuth of used stations. We endorse that the estimate of seismic moment from moment tensor solutions, as well as the estimate of the other kinematic source parameters, cannot be considered an absolute value and requires to come out with the related uncertainties and in a reproducible framework characterized by disclosed assumptions and explicit processing workflows.

Statistical analysis of modal parameters of a suspension bridge based on Bayesian spectral density approach and SHM data

NASA Astrophysics Data System (ADS)

Li, Zhijun; Feng, Maria Q.; Luo, Longxi; Feng, Dongming; Xu, Xiuli

2018-01-01

Uncertainty of modal parameters estimation appear in structural health monitoring (SHM) practice of civil engineering to quite some significant extent due to environmental influences and modeling errors. Reasonable methodologies are needed for processing the uncertainty. Bayesian inference can provide a promising and feasible identification solution for the purpose of SHM. However, there are relatively few researches on the application of Bayesian spectral method in the modal identification using SHM data sets. To extract modal parameters from large data sets collected by SHM system, the Bayesian spectral density algorithm was applied to address the uncertainty of mode extraction from output-only response of a long-span suspension bridge. The posterior most possible values of modal parameters and their uncertainties were estimated through Bayesian inference. A long-term variation and statistical analysis was performed using the sensor data sets collected from the SHM system of the suspension bridge over a one-year period. The t location-scale distribution was shown to be a better candidate function for frequencies of lower modes. On the other hand, the burr distribution provided the best fitting to the higher modes which are sensitive to the temperature. In addition, wind-induced variation of modal parameters was also investigated. It was observed that both the damping ratios and modal forces increased during the period of typhoon excitations. Meanwhile, the modal damping ratios exhibit significant correlation with the spectral intensities of the corresponding modal forces.

'spup' - an R package for uncertainty propagation analysis in spatial environmental modelling

NASA Astrophysics Data System (ADS)

Sawicka, Kasia; Heuvelink, Gerard

2017-04-01

Computer models have become a crucial tool in engineering and environmental sciences for simulating the behaviour of complex static and dynamic systems. However, while many models are deterministic, the uncertainty in their predictions needs to be estimated before they are used for decision support. Currently, advances in uncertainty propagation and assessment have been paralleled by a growing number of software tools for uncertainty analysis, but none has gained recognition for a universal applicability and being able to deal with case studies with spatial models and spatial model inputs. Due to the growing popularity and applicability of the open source R programming language we undertook a project to develop an R package that facilitates uncertainty propagation analysis in spatial environmental modelling. In particular, the 'spup' package provides functions for examining the uncertainty propagation starting from input data and model parameters, via the environmental model onto model predictions. The functions include uncertainty model specification, stochastic simulation and propagation of uncertainty using Monte Carlo (MC) techniques, as well as several uncertainty visualization functions. Uncertain environmental variables are represented in the package as objects whose attribute values may be uncertain and described by probability distributions. Both numerical and categorical data types are handled. Spatial auto-correlation within an attribute and cross-correlation between attributes is also accommodated for. For uncertainty propagation the package has implemented the MC approach with efficient sampling algorithms, i.e. stratified random sampling and Latin hypercube sampling. The design includes facilitation of parallel computing to speed up MC computation. The MC realizations may be used as an input to the environmental models called from R, or externally. Selected visualization methods that are understandable by non-experts with limited background in statistics can be used to summarize and visualize uncertainty about the measured input, model parameters and output of the uncertainty propagation. We demonstrate that the 'spup' package is an effective and easy tool to apply and can be used in multi-disciplinary research and model-based decision support.

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

NASA Astrophysics Data System (ADS)

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

2006-12-01

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

Harnessing the theoretical foundations of the exponential and beta-Poisson dose-response models to quantify parameter uncertainty using Markov Chain Monte Carlo.

PubMed

Schmidt, Philip J; Pintar, Katarina D M; Fazil, Aamir M; Topp, Edward

2013-09-01

Dose-response models are the essential link between exposure assessment and computed risk values in quantitative microbial risk assessment, yet the uncertainty that is inherent to computed risks because the dose-response model parameters are estimated using limited epidemiological data is rarely quantified. Second-order risk characterization approaches incorporating uncertainty in dose-response model parameters can provide more complete information to decisionmakers by separating variability and uncertainty to quantify the uncertainty in computed risks. Therefore, the objective of this work is to develop procedures to sample from posterior distributions describing uncertainty in the parameters of exponential and beta-Poisson dose-response models using Bayes's theorem and Markov Chain Monte Carlo (in OpenBUGS). The theoretical origins of the beta-Poisson dose-response model are used to identify a decomposed version of the model that enables Bayesian analysis without the need to evaluate Kummer confluent hypergeometric functions. Herein, it is also established that the beta distribution in the beta-Poisson dose-response model cannot address variation among individual pathogens, criteria to validate use of the conventional approximation to the beta-Poisson model are proposed, and simple algorithms to evaluate actual beta-Poisson probabilities of infection are investigated. The developed MCMC procedures are applied to analysis of a case study data set, and it is demonstrated that an important region of the posterior distribution of the beta-Poisson dose-response model parameters is attributable to the absence of low-dose data. This region includes beta-Poisson models for which the conventional approximation is especially invalid and in which many beta distributions have an extreme shape with questionable plausibility. © Her Majesty the Queen in Right of Canada 2013. Reproduced with the permission of the Minister of the Public Health Agency of Canada.

Buy now, saved later? The critical impact of time-to-pandemic uncertainty on pandemic cost-effectiveness analyses.

PubMed

Drake, Tom; Chalabi, Zaid; Coker, Richard

2015-02-01

Investment in pandemic preparedness is a long-term gamble, with the return on investment coming at an unknown point in the future. Many countries have chosen to stockpile key resources, and the number of pandemic economic evaluations has risen sharply since 2009. We assess the importance of uncertainty in time-to-pandemic (and associated discounting) in pandemic economic evaluation, a factor frequently neglected in the literature to-date. We use a probability tree model and Monte Carlo parameter sampling to consider the cost effectiveness of antiviral stockpiling in Cambodia under parameter uncertainty. Mean elasticity and mutual information (MI) are used to assess the importance of time-to-pandemic compared with other parameters. We also consider the sensitivity to choice of sampling distribution used to model time-to-pandemic uncertainty. Time-to-pandemic and discount rate are the primary drivers of sensitivity and uncertainty in pandemic cost effectiveness models. Base case cost effectiveness of antiviral stockpiling ranged between is US$112 and US$3599 per DALY averted using historical pandemic intervals for time-to-pandemic. The mean elasticities for time-to-pandemic and discount rate were greater than all other parameters. Similarly, the MI scores for time to pandemic and discount rate were greater than other parameters. Time-to-pandemic and discount rate were key drivers of uncertainty in cost-effectiveness results regardless of time-to-pandemic sampling distribution choice. Time-to-pandemic assumptions can "substantially" affect cost-effectiveness results and, in our model, is a greater contributor to uncertainty in cost-effectiveness results than any other parameter. We strongly recommend that cost-effectiveness models include probabilistic analysis of time-to-pandemic uncertainty. Published by Oxford University Press in association with The London School of Hygiene and Tropical Medicine © The Author 2013; all rights reserved.

Robust Flutter Margin Analysis that Incorporates Flight Data

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Martin J.

1998-01-01

An approach for computing worst-case flutter margins has been formulated in a robust stability framework. Uncertainty operators are included with a linear model to describe modeling errors and flight variations. The structured singular value, mu, computes a stability margin that directly accounts for these uncertainties. This approach introduces a new method of computing flutter margins and an associated new parameter for describing these margins. The mu margins are robust margins that indicate worst-case stability estimates with respect to the defined uncertainty. Worst-case flutter margins are computed for the F/A-18 Systems Research Aircraft using uncertainty sets generated by flight data analysis. The robust margins demonstrate flight conditions for flutter may lie closer to the flight envelope than previously estimated by p-k analysis.

Estimation of parameter uncertainty for an activated sludge model using Bayesian inference: a comparison with the frequentist method.

PubMed

Zonta, Zivko J; Flotats, Xavier; Magrí, Albert

2014-08-01

The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.

Stochastic capture zone analysis of an arsenic-contaminated well using the generalized likelihood uncertainty estimator (GLUE) methodology

NASA Astrophysics Data System (ADS)

Morse, Brad S.; Pohll, Greg; Huntington, Justin; Rodriguez Castillo, Ramiro

2003-06-01

In 1992, Mexican researchers discovered concentrations of arsenic in excess of World Heath Organization (WHO) standards in several municipal wells in the Zimapan Valley of Mexico. This study describes a method to delineate a capture zone for one of the most highly contaminated wells to aid in future well siting. A stochastic approach was used to model the capture zone because of the high level of uncertainty in several input parameters. Two stochastic techniques were performed and compared: "standard" Monte Carlo analysis and the generalized likelihood uncertainty estimator (GLUE) methodology. The GLUE procedure differs from standard Monte Carlo analysis in that it incorporates a goodness of fit (termed a likelihood measure) in evaluating the model. This allows for more information (in this case, head data) to be used in the uncertainty analysis, resulting in smaller prediction uncertainty. Two likelihood measures are tested in this study to determine which are in better agreement with the observed heads. While the standard Monte Carlo approach does not aid in parameter estimation, the GLUE methodology indicates best fit models when hydraulic conductivity is approximately 10-6.5 m/s, with vertically isotropic conditions and large quantities of interbasin flow entering the basin. Probabilistic isochrones (capture zone boundaries) are then presented, and as predicted, the GLUE-derived capture zones are significantly smaller in area than those from the standard Monte Carlo approach.

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

PubMed

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

2010-03-01

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

Pinatubo Emulation in Multiple Models (POEMs): co-ordinated experiments in the ISA-MIP model intercomparison activity component of the SPARC Stratospheric Sulphur and it's Role in Climate initiative (SSiRC)

NASA Astrophysics Data System (ADS)

Lee, Lindsay; Mann, Graham; Carslaw, Ken; Toohey, Matthew; Aquila, Valentina

2016-04-01

The World Climate Research Program's SPARC initiative has a new international activity "Stratospheric Sulphur and its Role in Climate" (SSiRC) to better understand changes in stratospheric aerosol and precursor gaseous sulphur species. One component of SSiRC involves an intercomparison "ISA-MIP" of composition-climate models that simulate the stratospheric aerosol layer interactively. Within PoEMS each modelling group will run a "perturbed physics ensemble" (PPE) of interactive stratospheric aerosol (ISA) simulations of the Pinatubo eruption, varying several uncertain parameters associated with the eruption's SO2 emissions and model processes. A powerful new technique to quantify and attribute sources of uncertainty in complex global models is described by Lee et al. (2011, ACP). The analysis uses Gaussian emulation to derive a probability density function (pdf) of predicted quantities, essentially interpolating the PPE results in multi-dimensional parameter space. Once trained on the ensemble, a Monte Carlo simulation with the fast Gaussian emulator enabling a full variance-based sensitivity analysis. The approach has already been used effectively by Carslaw et al., (2013, Nature) to quantify the uncertainty in the cloud albedo effect forcing from a 3D global aerosol-microphysics model allowing to compare the sensitivy of different predicted quantities to uncertainties in natural and anthropogenic emissions types, and structural parameters in the models. Within ISA-MIP, each group will carry out a PPE of runs, with the subsequent analysis with the emulator assessing the uncertainty in the volcanic forcings predicted by each model. In this poster presentation we will give an outline of the "PoEMS" analysis, describing the uncertain parameters to be varied and the relevance to further understanding differences identified in previous international stratospheric aerosol assessments.

Quantifying the Uncertainty in Discharge Data Using Hydraulic Knowledge and Uncertain Gaugings

NASA Astrophysics Data System (ADS)

Renard, B.; Le Coz, J.; Bonnifait, L.; Branger, F.; Le Boursicaud, R.; Horner, I.; Mansanarez, V.; Lang, M.

2014-12-01

River discharge is a crucial variable for Hydrology: as the output variable of most hydrologic models, it is used for sensitivity analyses, model structure identification, parameter estimation, data assimilation, prediction, etc. A major difficulty stems from the fact that river discharge is not measured continuously. Instead, discharge time series used by hydrologists are usually based on simple stage-discharge relations (rating curves) calibrated using a set of direct stage-discharge measurements (gaugings). In this presentation, we present a Bayesian approach to build such hydrometric rating curves, to estimate the associated uncertainty and to propagate this uncertainty to discharge time series. The three main steps of this approach are described: (1) Hydraulic analysis: identification of the hydraulic controls that govern the stage-discharge relation, identification of the rating curve equation and specification of prior distributions for the rating curve parameters; (2) Rating curve estimation: Bayesian inference of the rating curve parameters, accounting for the individual uncertainties of available gaugings, which often differ according to the discharge measurement procedure and the flow conditions; (3) Uncertainty propagation: quantification of the uncertainty in discharge time series, accounting for both the rating curve uncertainties and the uncertainty of recorded stage values. In addition, we also discuss current research activities, including the treatment of non-univocal stage-discharge relationships (e.g. due to hydraulic hysteresis, vegetation growth, sudden change of the geometry of the section, etc.).

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.

Using Uncertainty Quantification to Guide Development and Improvements of a Regional-Scale Model of the Coastal Lowlands Aquifer System Spanning Texas, Louisiana, Mississippi, Alabama and Florida

NASA Astrophysics Data System (ADS)

Foster, L. K.; Clark, B. R.; Duncan, L. L.; Tebo, D. T.; White, J.

2017-12-01

Several historical groundwater models exist within the Coastal Lowlands Aquifer System (CLAS), which spans the Gulf Coastal Plain in Texas, Louisiana, Mississippi, Alabama, and Florida. The largest of these models, called the Gulf Coast Regional Aquifer System Analysis (RASA) model, has been brought into a new framework using the Newton formulation for MODFLOW-2005 (MODFLOW-NWT) and serves as the starting point of a new investigation underway by the U.S. Geological Survey to improve understanding of the CLAS and provide predictions of future groundwater availability within an uncertainty quantification (UQ) framework. The use of an UQ framework will not only provide estimates of water-level observation worth, hydraulic parameter uncertainty, boundary-condition uncertainty, and uncertainty of future potential predictions, but it will also guide the model development process. Traditionally, model development proceeds from dataset construction to the process of deterministic history matching, followed by deterministic predictions using the model. This investigation will combine the use of UQ with existing historical models of the study area to assess in a quantitative framework the effect model package and property improvements have on the ability to represent past-system states, as well as the effect on the model's ability to make certain predictions of water levels, water budgets, and base-flow estimates. Estimates of hydraulic property information and boundary conditions from the existing models and literature, forming the prior, will be used to make initial estimates of model forecasts and their corresponding uncertainty, along with an uncalibrated groundwater model run within an unconstrained Monte Carlo analysis. First-Order Second-Moment (FOSM) analysis will also be used to investigate parameter and predictive uncertainty, and guide next steps in model development prior to rigorous history matching by using PEST++ parameter estimation code.

Quantifying Groundwater Model Uncertainty

NASA Astrophysics Data System (ADS)

Hill, M. C.; Poeter, E.; Foglia, L.

2007-12-01

Groundwater models are characterized by the (a) processes simulated, (b) boundary conditions, (c) initial conditions, (d) method of solving the equation, (e) parameterization, and (f) parameter values. Models are related to the system of concern using data, some of which form the basis of observations used most directly, through objective functions, to estimate parameter values. Here we consider situations in which parameter values are determined by minimizing an objective function. Other methods of model development are not considered because their ad hoc nature generally prohibits clear quantification of uncertainty. Quantifying prediction uncertainty ideally includes contributions from (a) to (f). The parameter values of (f) tend to be continuous with respect to both the simulated equivalents of the observations and the predictions, while many aspects of (a) through (e) are discrete. This fundamental difference means that there are options for evaluating the uncertainty related to parameter values that generally do not exist for other aspects of a model. While the methods available for (a) to (e) can be used for the parameter values (f), the inferential methods uniquely available for (f) generally are less computationally intensive and often can be used to considerable advantage. However, inferential approaches require calculation of sensitivities. Whether the numerical accuracy and stability of the model solution required for accurate sensitivities is more broadly important to other model uses is an issue that needs to be addressed. Alternative global methods can require 100 or even 1,000 times the number of runs needed by inferential methods, though methods of reducing the number of needed runs are being developed and tested. Here we present three approaches for quantifying model uncertainty and investigate their strengths and weaknesses. (1) Represent more aspects as parameters so that the computationally efficient methods can be broadly applied. This approach is attainable through universal model analysis software such as UCODE-2005, PEST, and joint use of these programs, which allow many aspects of a model to be defined as parameters. (2) Use highly parameterized models to quantify aspects of (e). While promising, this approach implicitly includes parameterizations that may be considered unreasonable if investigated explicitly, so that resulting measures of uncertainty may be too large. (3) Use a combination of inferential and global methods that can be facilitated using the new software MMA (Multi-Model Analysis), which is constructed using the JUPITER API. Here we consider issues related to the model discrimination criteria calculated by MMA.

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

Hardin, Ernest; Hadgu, Teklu; Greenberg, Harris

This report is one follow-on to a study of reference geologic disposal design concepts (Hardin et al. 2011a). Based on an analysis of maximum temperatures, that study concluded that certain disposal concepts would require extended decay storage prior to emplacement, or the use of small waste packages, or both. The study used nominal values for thermal properties of host geologic media and engineered materials, demonstrating the need for uncertainty analysis to support the conclusions. This report is a first step that identifies the input parameters of the maximum temperature calculation, surveys published data on measured values, uses an analytical approachmore » to determine which parameters are most important, and performs an example sensitivity analysis. Using results from this first step, temperature calculations planned for FY12 can focus on only the important parameters, and can use the uncertainty ranges reported here. The survey of published information on thermal properties of geologic media and engineered materials, is intended to be sufficient for use in generic calculations to evaluate the feasibility of reference disposal concepts. A full compendium of literature data is beyond the scope of this report. The term “uncertainty” is used here to represent both measurement uncertainty and spatial variability, or variability across host geologic units. For the most important parameters (e.g., buffer thermal conductivity) the extent of literature data surveyed samples these different forms of uncertainty and variability. Finally, this report is intended to be one chapter or section of a larger FY12 deliverable summarizing all the work on design concepts and thermal load management for geologic disposal (M3FT-12SN0804032, due 15Aug2012).« less

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

DOE PAGES

Harp, Dylan R.; Atchley, Adam L.; Painter, Scott L.; ...

2016-02-11

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

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

DOE PAGES

Harp, D. R.; Atchley, A. L.; Painter, S. L.; ...

2015-06-29

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

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

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

A methodology for global-sensitivity analysis of time-dependent outputs in systems biology modelling.

PubMed

Sumner, T; Shephard, E; Bogle, I D L

2012-09-07

One of the main challenges in the development of mathematical and computational models of biological systems is the precise estimation of parameter values. Understanding the effects of uncertainties in parameter values on model behaviour is crucial to the successful use of these models. Global sensitivity analysis (SA) can be used to quantify the variability in model predictions resulting from the uncertainty in multiple parameters and to shed light on the biological mechanisms driving system behaviour. We present a new methodology for global SA in systems biology which is computationally efficient and can be used to identify the key parameters and their interactions which drive the dynamic behaviour of a complex biological model. The approach combines functional principal component analysis with established global SA techniques. The methodology is applied to a model of the insulin signalling pathway, defects of which are a major cause of type 2 diabetes and a number of key features of the system are identified.

Uncertainty analysis of vegetation distribution in the northern high latitudes during the 21st century with a dynamic vegetation model.

PubMed

Jiang, Yueyang; Zhuang, Qianlai; Schaphoff, Sibyll; Sitch, Stephen; Sokolov, Andrei; Kicklighter, David; Melillo, Jerry

2012-03-01

This study aims to assess how high-latitude vegetation may respond under various climate scenarios during the 21st century with a focus on analyzing model parameters induced uncertainty and how this uncertainty compares to the uncertainty induced by various climates. The analysis was based on a set of 10,000 Monte Carlo ensemble Lund-Potsdam-Jena (LPJ) simulations for the northern high latitudes (45(o)N and polewards) for the period 1900-2100. The LPJ Dynamic Global Vegetation Model (LPJ-DGVM) was run under contemporary and future climates from four Special Report Emission Scenarios (SRES), A1FI, A2, B1, and B2, based on the Hadley Centre General Circulation Model (GCM), and six climate scenarios, X901M, X902L, X903H, X904M, X905L, and X906H from the Integrated Global System Model (IGSM) at the Massachusetts Institute of Technology (MIT). In the current dynamic vegetation model, some parameters are more important than others in determining the vegetation distribution. Parameters that control plant carbon uptake and light-use efficiency have the predominant influence on the vegetation distribution of both woody and herbaceous plant functional types. The relative importance of different parameters varies temporally and spatially and is influenced by climate inputs. In addition to climate, these parameters play an important role in determining the vegetation distribution in the region. The parameter-based uncertainties contribute most to the total uncertainty. The current warming conditions lead to a complexity of vegetation responses in the region. Temperate trees will be more sensitive to climate variability, compared with boreal forest trees and C3 perennial grasses. This sensitivity would result in a unanimous northward greenness migration due to anomalous warming in the northern high latitudes. Temporally, boreal needleleaved evergreen plants are projected to decline considerably, and a large portion of C3 perennial grass is projected to disappear by the end of the 21st century. In contrast, the area of temperate trees would increase, especially under the most extreme A1FI scenario. As the warming continues, the northward greenness expansion in the Arctic region could continue.

Parameter Uncertainty on AGCM-simulated Tropical Cyclones

NASA Astrophysics Data System (ADS)

He, F.

2015-12-01

This work studies the parameter uncertainty on tropical cyclone (TC) simulations in Atmospheric General Circulation Models (AGCMs) using the Reed-Jablonowski TC test case, which is illustrated in Community Atmosphere Model (CAM). It examines the impact from 24 parameters across the physical parameterization schemes that represent the convection, turbulence, precipitation and cloud processes in AGCMs. The one-at-a-time (OAT) sensitivity analysis method first quantifies their relative importance on TC simulations and identifies the key parameters to the six different TC characteristics: intensity, precipitation, longwave cloud radiative forcing (LWCF), shortwave cloud radiative forcing (SWCF), cloud liquid water path (LWP) and ice water path (IWP). Then, 8 physical parameters are chosen and perturbed using the Latin-Hypercube Sampling (LHS) method. The comparison between OAT ensemble run and LHS ensemble run shows that the simulated TC intensity is mainly affected by the parcel fractional mass entrainment rate in Zhang-McFarlane (ZM) deep convection scheme. The nonlinear interactive effect among different physical parameters is negligible on simulated TC intensity. In contrast, this nonlinear interactive effect plays a significant role in other simulated tropical cyclone characteristics (precipitation, LWCF, SWCF, LWP and IWP) and greatly enlarge their simulated uncertainties. The statistical emulator Extended Multivariate Adaptive Regression Splines (EMARS) is applied to characterize the response functions for nonlinear effect. Last, we find that the intensity uncertainty caused by physical parameters is in a degree comparable to uncertainty caused by model structure (e.g. grid) and initial conditions (e.g. sea surface temperature, atmospheric moisture). These findings suggest the importance of using the perturbed physics ensemble (PPE) method to revisit tropical cyclone prediction under climate change scenario.

A python framework for environmental model uncertainty analysis

USGS Publications Warehouse

White, Jeremy; Fienen, Michael N.; Doherty, John E.

2016-01-01

We have developed pyEMU, a python framework for Environmental Modeling Uncertainty analyses, open-source tool that is non-intrusive, easy-to-use, computationally efficient, and scalable to highly-parameterized inverse problems. The framework implements several types of linear (first-order, second-moment (FOSM)) and non-linear uncertainty analyses. The FOSM-based analyses can also be completed prior to parameter estimation to help inform important modeling decisions, such as parameterization and objective function formulation. Complete workflows for several types of FOSM-based and non-linear analyses are documented in example notebooks implemented using Jupyter that are available in the online pyEMU repository. Example workflows include basic parameter and forecast analyses, data worth analyses, and error-variance analyses, as well as usage of parameter ensemble generation and management capabilities. These workflows document the necessary steps and provides insights into the results, with the goal of educating users not only in how to apply pyEMU, but also in the underlying theory of applied uncertainty quantification.

Using dry and wet year hydroclimatic extremes to guide future hydrologic projections

NASA Astrophysics Data System (ADS)

Oni, Stephen; Futter, Martyn; Ledesma, Jose; Teutschbein, Claudia; Buttle, Jim; Laudon, Hjalmar

2016-07-01

There are growing numbers of studies on climate change impacts on forest hydrology, but limited attempts have been made to use current hydroclimatic variabilities to constrain projections of future climatic conditions. Here we used historical wet and dry years as a proxy for expected future extreme conditions in a boreal catchment. We showed that runoff could be underestimated by at least 35 % when dry year parameterizations were used for wet year conditions. Uncertainty analysis showed that behavioural parameter sets from wet and dry years separated mainly on precipitation-related parameters and to a lesser extent on parameters related to landscape processes, while uncertainties inherent in climate models (as opposed to differences in calibration or performance metrics) appeared to drive the overall uncertainty in runoff projections under dry and wet hydroclimatic conditions. Hydrologic model calibration for climate impact studies could be based on years that closely approximate anticipated conditions to better constrain uncertainty in projecting extreme conditions in boreal and temperate regions.

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.

Uncertainty analysis and robust trajectory linearization control of a flexible air-breathing hypersonic vehicle

NASA Astrophysics Data System (ADS)

Pu, Zhiqiang; Tan, Xiangmin; Fan, Guoliang; Yi, Jianqiang

2014-08-01

Flexible air-breathing hypersonic vehicles feature significant uncertainties which pose huge challenges to robust controller designs. In this paper, four major categories of uncertainties are analyzed, that is, uncertainties associated with flexible effects, aerodynamic parameter variations, external environmental disturbances, and control-oriented modeling errors. A uniform nonlinear uncertainty model is explored for the first three uncertainties which lumps all uncertainties together and consequently is beneficial for controller synthesis. The fourth uncertainty is additionally considered in stability analysis. Based on these analyses, the starting point of the control design is to decompose the vehicle dynamics into five functional subsystems. Then a robust trajectory linearization control (TLC) scheme consisting of five robust subsystem controllers is proposed. In each subsystem controller, TLC is combined with the extended state observer (ESO) technique for uncertainty compensation. The stability of the overall closed-loop system with the four aforementioned uncertainties and additional singular perturbations is analyzed. Particularly, the stability of nonlinear ESO is also discussed from a Liénard system perspective. At last, simulations demonstrate the great control performance and the uncertainty rejection ability of the robust scheme.

Parameter uncertainty and variability in evaluative fate and exposure models

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

Hertwich, E.G.; McKone, T.E.; Pease, W.S.

The human toxicity potential, a weighting scheme used to evaluate toxic emissions for life cycle assessment and toxics release inventories, is based on potential dose calculations and toxicity factors. This paper evaluates the variance in potential dose calculations that can be attributed to the uncertainty in chemical-specific input parameters as well as the variability in exposure factors and landscape parameters. A knowledge of the uncertainty allows us to assess the robustness of a decision based on the toxicity potential; a knowledge of the sources of uncertainty allows one to focus resources if the uncertainty is to be reduced. The potentialmore » does of 236 chemicals was assessed. The chemicals were grouped by dominant exposure route, and a Monte Carlo analysis was conducted for one representative chemical in each group. The variance is typically one to two orders of magnitude. For comparison, the point estimates in potential dose for 236 chemicals span ten orders of magnitude. Most of the variance in the potential dose is due to chemical-specific input parameters, especially half-lives, although exposure factors such as fish intake and the source of drinking water can be important for chemicals whose dominant exposure is through indirect routes. Landscape characteristics are generally of minor importance.« less

Quantifying uncertainty in NDSHA estimates due to earthquake catalogue

NASA Astrophysics Data System (ADS)

Magrin, Andrea; Peresan, Antonella; Vaccari, Franco; Panza, Giuliano

2014-05-01

The procedure for the neo-deterministic seismic zoning, NDSHA, is based on the calculation of synthetic seismograms by the modal summation technique. This approach makes use of information about the space distribution of large magnitude earthquakes, which can be defined based on seismic history and seismotectonics, as well as incorporating information from a wide set of geological and geophysical data (e.g., morphostructural features and ongoing deformation processes identified by earth observations). Hence the method does not make use of attenuation models (GMPE), which may be unable to account for the complexity of the product between seismic source tensor and medium Green function and are often poorly constrained by the available observations. NDSHA defines the hazard from the envelope of the values of ground motion parameters determined considering a wide set of scenario earthquakes; accordingly, the simplest outcome of this method is a map where the maximum of a given seismic parameter is associated to each site. In NDSHA uncertainties are not statistically treated as in PSHA, where aleatory uncertainty is traditionally handled with probability density functions (e.g., for magnitude and distance random variables) and epistemic uncertainty is considered by applying logic trees that allow the use of alternative models and alternative parameter values of each model, but the treatment of uncertainties is performed by sensitivity analyses for key modelling parameters. To fix the uncertainty related to a particular input parameter is an important component of the procedure. The input parameters must account for the uncertainty in the prediction of fault radiation and in the use of Green functions for a given medium. A key parameter is the magnitude of sources used in the simulation that is based on catalogue informations, seismogenic zones and seismogenic nodes. Because the largest part of the existing catalogues is based on macroseismic intensity, a rough estimate of ground motion error can therefore be the factor of 2, intrinsic in MCS scale. We tested this hypothesis by the analysis of uncertainty in ground motion maps due to the catalogue random errors in magnitude and localization.

Assessment of Spatial Transferability of Process-Based Hydrological Model Parameters in Two Neighboring Catchments in the Himalayan Region

NASA Astrophysics Data System (ADS)

Nepal, S.

2016-12-01

The spatial transferability of the model parameters of the process-oriented distributed J2000 hydrological model was investigated in two glaciated sub-catchments of the Koshi river basin in eastern Nepal. The basins had a high degree of similarity with respect to their static landscape features. The model was first calibrated (1986-1991) and validated (1992-1997) in the Dudh Koshi sub-catchment. The calibrated and validated model parameters were then transferred to the nearby Tamor catchment (2001-2009). A sensitivity and uncertainty analysis was carried out for both sub-catchments to discover the sensitivity range of the parameters in the two catchments. The model represented the overall hydrograph well in both sub-catchments, including baseflow and medium range flows (rising and recession limbs). The efficiency results according to both Nash-Sutcliffe and the coefficient of determination was above 0.84 in both cases. The sensitivity analysis showed that the same parameter was most sensitive for Nash-Sutcliffe (ENS) and Log Nash-Sutcliffe (LNS) efficiencies in both catchments. However, there were some differences in sensitivity to ENS and LNS for moderate and low sensitive parameters, although the majority (13 out of 16 for ENS and 16 out of 16 for LNS) had a sensitivity response in a similar range. A generalized likelihood uncertainty estimation (GLUE) result suggest that most of the time the observed runoff is within the parameter uncertainty range, although occasionally the values lie outside the uncertainty range, especially during flood peaks and more in the Tamor. This may be due to the limited input data resulting from the small number of precipitation stations and lack of representative stations in high-altitude areas, as well as to model structural uncertainty. The results indicate that transfer of the J2000 parameters to a neighboring catchment in the Himalayan region with similar physiographic landscape characteristics is viable. This indicates the possibility of applying process-based J2000 model be to the ungauged catchments in the Himalayan region, which could provide important insights into the hydrological system dynamics and provide much needed information to support water resources planning and management.

Uncertainty analysis of multi-rate kinetics of uranium desorption from sediments

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

Zhang, Xiaoying; Liu, Chongxuan; Hu, Bill X.

2014-01-01

A multi-rate expression for uranyl [U(VI)] surface complexation reactions has been proposed to describe diffusion-limited U(VI) sorption/desorption in heterogeneous subsurface sediments. An important assumption in the rate expression is that its rate constants follow a certain type probability distribution. In this paper, a Bayes-based, Differential Evolution Markov Chain method was used to assess the distribution assumption and to analyze parameter and model structure uncertainties. U(VI) desorption from a contaminated sediment at the US Hanford 300 Area, Washington was used as an example for detail analysis. The results indicated that: 1) the rate constants in the multi-rate expression contain uneven uncertaintiesmore » with slower rate constants having relative larger uncertainties; 2) the lognormal distribution is an effective assumption for the rate constants in the multi-rate model to simualte U(VI) desorption; 3) however, long-term prediction and its uncertainty may be significantly biased by the lognormal assumption for the smaller rate constants; and 4) both parameter and model structure uncertainties can affect the extrapolation of the multi-rate model with a larger uncertainty from the model structure. The results provide important insights into the factors contributing to the uncertainties of the multi-rate expression commonly used to describe the diffusion or mixing-limited sorption/desorption of both organic and inorganic contaminants in subsurface sediments.« less

Two-Stage Modeling of Formaldehyde-Induced Tumor Incidence in the Rat—analysis of Uncertainties

EPA Science Inventory

This works extends the 2-stage cancer modeling of tumor incidence in formaldehyde-exposed rats carried out at the CIIT Centers for Health Research. We modify key assumptions, evaluate the effect of selected uncertainties, and develop confidence bounds on parameter estimates. Th...

The Impact of Uncertain Physical Parameters on HVAC Demand Response

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

Sun, Yannan; Elizondo, Marcelo A.; Lu, Shuai

HVAC units are currently one of the major resources providing demand response (DR) in residential buildings. Models of HVAC with DR function can improve understanding of its impact on power system operations and facilitate the deployment of DR technologies. This paper investigates the importance of various physical parameters and their distributions to the HVAC response to DR signals, which is a key step to the construction of HVAC models for a population of units with insufficient data. These parameters include the size of floors, insulation efficiency, the amount of solid mass in the house, and efficiency of the HVAC units.more » These parameters are usually assumed to follow Gaussian or Uniform distributions. We study the effect of uncertainty in the chosen parameter distributions on the aggregate HVAC response to DR signals, during transient phase and in steady state. We use a quasi-Monte Carlo sampling method with linear regression and Prony analysis to evaluate sensitivity of DR output to the uncertainty in the distribution parameters. The significance ranking on the uncertainty sources is given for future guidance in the modeling of HVAC demand response.« less

Sensitivity analysis of a sediment dynamics model applied in a Mediterranean river basin: global change and management implications.

PubMed

Sánchez-Canales, M; López-Benito, A; Acuña, V; Ziv, G; Hamel, P; Chaplin-Kramer, R; Elorza, F J

2015-01-01

Climate change and land-use change are major factors influencing sediment dynamics. Models can be used to better understand sediment production and retention by the landscape, although their interpretation is limited by large uncertainties, including model parameter uncertainties. The uncertainties related to parameter selection may be significant and need to be quantified to improve model interpretation for watershed management. In this study, we performed a sensitivity analysis of the InVEST (Integrated Valuation of Environmental Services and Tradeoffs) sediment retention model in order to determine which model parameters had the greatest influence on model outputs, and therefore require special attention during calibration. The estimation of the sediment loads in this model is based on the Universal Soil Loss Equation (USLE). The sensitivity analysis was performed in the Llobregat basin (NE Iberian Peninsula) for exported and retained sediment, which support two different ecosystem service benefits (avoided reservoir sedimentation and improved water quality). Our analysis identified the model parameters related to the natural environment as the most influential for sediment export and retention. Accordingly, small changes in variables such as the magnitude and frequency of extreme rainfall events could cause major changes in sediment dynamics, demonstrating the sensitivity of these dynamics to climate change in Mediterranean basins. Parameters directly related to human activities and decisions (such as cover management factor, C) were also influential, especially for sediment exported. The importance of these human-related parameters in the sediment export process suggests that mitigation measures have the potential to at least partially ameliorate climate-change driven changes in sediment exportation. Copyright © 2014 Elsevier B.V. All rights reserved.

Influence analysis of fluctuation parameters on flow stability based on uncertainty method

NASA Astrophysics Data System (ADS)

Meng, Tao; Fan, Shangchun; Wang, Chi; Shi, Huichao

2018-05-01

The relationship between flow fluctuation and pressure in a flow facility is studied theoretically and experimentally in this paper, and a method for measuring the flow fluctuation is proposed. According to the synchronicity of pressure and flow fluctuation, the amplitude of the flow fluctuation is calculated using the pressure measured in the flow facility and measurement of the flow fluctuation in a wide range of frequency is realized. Based on the method proposed, uncertainty analysis is used to evaluate the influences of different parameters on the flow fluctuation by the help of a sample-based stochastic model established and the parameters that have great influence are found, which can be a reference for the optimization design and the stability improvement of the flow facility.

Identification of sensitive parameters in the modeling of SVOC reemission processes from soil to atmosphere.

PubMed

Loizeau, Vincent; Ciffroy, Philippe; Roustan, Yelva; Musson-Genon, Luc

2014-09-15

Semi-volatile organic compounds (SVOCs) are subject to Long-Range Atmospheric Transport because of transport-deposition-reemission successive processes. Several experimental data available in the literature suggest that soil is a non-negligible contributor of SVOCs to atmosphere. Then coupling soil and atmosphere in integrated coupled models and simulating reemission processes can be essential for estimating atmospheric concentration of several pollutants. However, the sources of uncertainty and variability are multiple (soil properties, meteorological conditions, chemical-specific parameters) and can significantly influence the determination of reemissions. In order to identify the key parameters in reemission modeling and their effect on global modeling uncertainty, we conducted a sensitivity analysis targeted on the 'reemission' output variable. Different parameters were tested, including soil properties, partition coefficients and meteorological conditions. We performed EFAST sensitivity analysis for four chemicals (benzo-a-pyrene, hexachlorobenzene, PCB-28 and lindane) and different spatial scenari (regional and continental scales). Partition coefficients between air, solid and water phases are influent, depending on the precision of data and global behavior of the chemical. Reemissions showed a lower variability to soil parameters (soil organic matter and water contents at field capacity and wilting point). A mapping of these parameters at a regional scale is sufficient to correctly estimate reemissions when compared to other sources of uncertainty. Copyright © 2014 Elsevier B.V. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Kewlani, Gaurav; Crawford, Justin; Iagnemma, Karl

2012-05-01

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

Life support technology investment strategies for flight programs: An application of decision analysis

NASA Technical Reports Server (NTRS)

Schlater, Nelson J.; Simonds, Charles H.; Ballin, Mark G.

1993-01-01

Applied research and technology development (R&TD) is often characterized by uncertainty, risk, and significant delays before tangible returns are obtained. Given the increased awareness of limitations in resources, effective R&TD today needs a method for up-front assessment of competing technologies to help guide technology investment decisions. Such an assessment approach must account for uncertainties in system performance parameters, mission requirements and architectures, and internal and external events influencing a development program. The methodology known as decision analysis has the potential to address these issues. It was evaluated by performing a case study assessment of alternative carbon dioxide removal technologies for NASA"s proposed First Lunar Outpost program. An approach was developed that accounts for the uncertainties in each technology's cost and performance parameters as well as programmatic uncertainties such as mission architecture. Life cycle cost savings relative to a baseline, adjusted for the cost of money, was used as a figure of merit to evaluate each of the alternative carbon dioxide removal technology candidates. The methodology was found to provide a consistent decision-making strategy for the develpoment of new life support technology. The case study results provided insight that was not possible from more traditional analysis approaches.

Life support technology investment strategies for flight programs: An application of decision analysis

NASA Technical Reports Server (NTRS)

Schlater, Nelson J.; Simonds, Charles H.; Ballin, Mark G.

1993-01-01

Applied research and technology development (R&TD) is often characterized by uncertainty, risk, and significant delays before tangible returns are obtained. Given the increased awareness of limitations in resources, effective R&TD today needs a method for up-front assessment of competing technologies to help guide technology investment decisions. Such an assessment approach must account for uncertainties in system performance parameters, mission requirements and architectures, and internal and external events influencing a development program. The methodology known as decision analysis has the potential to address these issues. It was evaluated by performing a case study assessment of alternative carbon dioxide removal technologies for NASA's proposed First Lunar Outpost program. An approach was developed that accounts for the uncertainties in each technology's cost and performance parameters as well as programmatic uncertainties such as mission architecture. Life cycle cost savings relative to a baseline, adjusted for the cost of money, was used as a figure of merit to evaluate each of the alternative carbon dioxide removal technology candidates. The methodology was found to provide a consistent decision-making strategy for development of new life support technology. The case study results provided insight that was not possible from more traditional analysis approaches.

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.

Failure probability under parameter uncertainty.

PubMed

Gerrard, R; Tsanakas, A

2011-05-01

In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.

Forecasting Responses of a Northern Peatland Carbon Cycle to Elevated CO2 and a Gradient of Experimental Warming

NASA Astrophysics Data System (ADS)

Jiang, Jiang; Huang, Yuanyuan; Ma, Shuang; Stacy, Mark; Shi, Zheng; Ricciuto, Daniel M.; Hanson, Paul J.; Luo, Yiqi

2018-03-01

The ability to forecast ecological carbon cycling is imperative to land management in a world where past carbon fluxes are no longer a clear guide in the Anthropocene. However, carbon-flux forecasting has not been practiced routinely like numerical weather prediction. This study explored (1) the relative contributions of model forcing data and parameters to uncertainty in forecasting flux- versus pool-based carbon cycle variables and (2) the time points when temperature and CO2 treatments may cause statistically detectable differences in those variables. We developed an online forecasting workflow (Ecological Platform for Assimilation of Data (EcoPAD)), which facilitates iterative data-model integration. EcoPAD automates data transfer from sensor networks, data assimilation, and ecological forecasting. We used the Spruce and Peatland Responses Under Changing Experiments data collected from 2011 to 2014 to constrain the parameters in the Terrestrial Ecosystem Model, forecast carbon cycle responses to elevated CO2 and a gradient of warming from 2015 to 2024, and specify uncertainties in the model output. Our results showed that data assimilation substantially reduces forecasting uncertainties. Interestingly, we found that the stochasticity of future external forcing contributed more to the uncertainty of forecasting future dynamics of C flux-related variables than model parameters. However, the parameter uncertainty primarily contributes to the uncertainty in forecasting C pool-related response variables. Given the uncertainties in forecasting carbon fluxes and pools, our analysis showed that statistically different responses of fast-turnover pools to various CO2 and warming treatments were observed sooner than slow-turnover pools. Our study has identified the sources of uncertainties in model prediction and thus leads to improve ecological carbon cycling forecasts in the future.

An imprecise probability approach for squeal instability analysis based on evidence theory

NASA Astrophysics Data System (ADS)

Lü, Hui; Shangguan, Wen-Bin; Yu, Dejie

2017-01-01

An imprecise probability approach based on evidence theory is proposed for squeal instability analysis of uncertain disc brakes in this paper. First, the squeal instability of the finite element (FE) model of a disc brake is investigated and its dominant unstable eigenvalue is detected by running two typical numerical simulations, i.e., complex eigenvalue analysis (CEA) and transient dynamical analysis. Next, the uncertainty mainly caused by contact and friction is taken into account and some key parameters of the brake are described as uncertain parameters. All these uncertain parameters are usually involved with imprecise data such as incomplete information and conflict information. Finally, a squeal instability analysis model considering imprecise uncertainty is established by integrating evidence theory, Taylor expansion, subinterval analysis and surrogate model. In the proposed analysis model, the uncertain parameters with imprecise data are treated as evidence variables, and the belief measure and plausibility measure are employed to evaluate system squeal instability. The effectiveness of the proposed approach is demonstrated by numerical examples and some interesting observations and conclusions are summarized from the analyses and discussions. The proposed approach is generally limited to the squeal problems without too many investigated parameters. It can be considered as a potential method for squeal instability analysis, which will act as the first step to reduce squeal noise of uncertain brakes with imprecise information.

“Stringy” coherent states inspired by generalized uncertainty principle

NASA Astrophysics Data System (ADS)

Ghosh, Subir; Roy, Pinaki

2012-05-01

Coherent States with Fractional Revival property, that explicitly satisfy the Generalized Uncertainty Principle (GUP), have been constructed in the context of Generalized Harmonic Oscillator. The existence of such states is essential in motivating the GUP based phenomenological results present in the literature which otherwise would be of purely academic interest. The effective phase space is Non-Canonical (or Non-Commutative in popular terminology). Our results have a smooth commutative limit, equivalent to Heisenberg Uncertainty Principle. The Fractional Revival time analysis yields an independent bound on the GUP parameter. Using this and similar bounds obtained here, we derive the largest possible value of the (GUP induced) minimum length scale. Mandel parameter analysis shows that the statistics is Sub-Poissonian. Correspondence Principle is deformed in an interesting way. Our computational scheme is very simple as it requires only first order corrected energy values and undeformed basis states.

Effect of Small Numbers of Test Results on Accuracy of Hoek-Brown Strength Parameter Estimations: A Statistical Simulation Study

NASA Astrophysics Data System (ADS)

Bozorgzadeh, Nezam; Yanagimura, Yoko; Harrison, John P.

2017-12-01

The Hoek-Brown empirical strength criterion for intact rock is widely used as the basis for estimating the strength of rock masses. Estimations of the intact rock H-B parameters, namely the empirical constant m and the uniaxial compressive strength σc, are commonly obtained by fitting the criterion to triaxial strength data sets of small sample size. This paper investigates how such small sample sizes affect the uncertainty associated with the H-B parameter estimations. We use Monte Carlo (MC) simulation to generate data sets of different sizes and different combinations of H-B parameters, and then investigate the uncertainty in H-B parameters estimated from these limited data sets. We show that the uncertainties depend not only on the level of variability but also on the particular combination of parameters being investigated. As particular combinations of H-B parameters can informally be considered to represent specific rock types, we discuss that as the minimum number of required samples depends on rock type it should correspond to some acceptable level of uncertainty in the estimations. Also, a comparison of the results from our analysis with actual rock strength data shows that the probability of obtaining reliable strength parameter estimations using small samples may be very low. We further discuss the impact of this on ongoing implementation of reliability-based design protocols and conclude with suggestions for improvements in this respect.

Measurements for liquid rocket engine performance code verification

NASA Technical Reports Server (NTRS)

Praharaj, Sarat C.; Palko, Richard L.

1986-01-01

The goal of the rocket engine performance code verification tests is to obtain the I sub sp with an accuracy of 0.25% or less. This needs to be done during the sequence of four related tests (two reactive and two hot gas simulation) to best utilize the loss separation technique recommended in this study. In addition to I sub sp, the measurements of the input and output parameters for the codes are needed. This study has shown two things in regard to obtaining the I sub sp uncertainty within the 0.25% target. First, this target is generally not being realized at the present time, and second, the instrumentation and testing technology does exist to obtain this 0.25% uncertainty goal. However, to achieve this goal will require carefully planned, designed, and conducted testing. In addition, the test-stand (or system) dynamics must be evaluated in the pre-test and post-test phases of the design of the experiment and data analysis, respectively always keeping in mind that a .25% overall uncertainty in I sub sp is targeted. A table gives the maximum allowable uncertainty required for obtaining I sub sp with 0.25% uncertainty, the currently-quoted instrument specification, and present test uncertainty for the parameters. In general, it appears that measurement of the mass flow parameter within the required uncertainty may be the most difficult.

Modeling sugar cane yield with a process-based model from site to continental scale: uncertainties arising from model structure and parameter values

NASA Astrophysics Data System (ADS)

Valade, A.; Ciais, P.; Vuichard, N.; Viovy, N.; Huth, N.; Marin, F.; Martiné, J.-F.

2014-01-01

Agro-Land Surface Models (agro-LSM) have been developed from the integration of specific crop processes into large-scale generic land surface models that allow calculating the spatial distribution and variability of energy, water and carbon fluxes within the soil-vegetation-atmosphere continuum. When developing agro-LSM models, a particular attention must be given to the effects of crop phenology and management on the turbulent fluxes exchanged with the atmosphere, and the underlying water and carbon pools. A part of the uncertainty of Agro-LSM models is related to their usually large number of parameters. In this study, we quantify the parameter-values uncertainty in the simulation of sugar cane biomass production with the agro-LSM ORCHIDEE-STICS, using a multi-regional approach with data from sites in Australia, La Réunion and Brazil. In ORCHIDEE-STICS, two models are chained: STICS, an agronomy model that calculates phenology and management, and ORCHIDEE, a land surface model that calculates biomass and other ecosystem variables forced by STICS' phenology. First, the parameters that dominate the uncertainty of simulated biomass at harvest date are determined through a screening of 67 different parameters of both STICS and ORCHIDEE on a multi-site basis. Secondly, the uncertainty of harvested biomass attributable to those most sensitive parameters is quantified and specifically attributed to either STICS (phenology, management) or to ORCHIDEE (other ecosystem variables including biomass) through distinct Monte-Carlo runs. The uncertainty on parameter values is constrained using observations by calibrating the model independently at seven sites. In a third step, a sensitivity analysis is carried out by varying the most sensitive parameters to investigate their effects at continental scale. A Monte-Carlo sampling method associated with the calculation of Partial Ranked Correlation Coefficients is used to quantify the sensitivity of harvested biomass to input parameters on a continental scale across the large regions of intensive sugar cane cultivation in Australia and Brazil. Ten parameters driving most of the uncertainty in the ORCHIDEE-STICS modeled biomass at the 7 sites are identified by the screening procedure. We found that the 10 most sensitive parameters control phenology (maximum rate of increase of LAI) and root uptake of water and nitrogen (root profile and root growth rate, nitrogen stress threshold) in STICS, and photosynthesis (optimal temperature of photosynthesis, optimal carboxylation rate), radiation interception (extinction coefficient), and transpiration and respiration (stomatal conductance, growth and maintenance respiration coefficients) in ORCHIDEE. We find that the optimal carboxylation rate and photosynthesis temperature parameters contribute most to the uncertainty in harvested biomass simulations at site scale. The spatial variation of the ranked correlation between input parameters and modeled biomass at harvest is well explained by rain and temperature drivers, suggesting climate-mediated different sensitivities of modeled sugar cane yield to the model parameters, for Australia and Brazil. This study reveals the spatial and temporal patterns of uncertainty variability for a highly parameterized agro-LSM and calls for more systematic uncertainty analyses of such models.

Modeling sugarcane yield with a process-based model from site to continental scale: uncertainties arising from model structure and parameter values

NASA Astrophysics Data System (ADS)

Valade, A.; Ciais, P.; Vuichard, N.; Viovy, N.; Caubel, A.; Huth, N.; Marin, F.; Martiné, J.-F.

2014-06-01

Agro-land surface models (agro-LSM) have been developed from the integration of specific crop processes into large-scale generic land surface models that allow calculating the spatial distribution and variability of energy, water and carbon fluxes within the soil-vegetation-atmosphere continuum. When developing agro-LSM models, particular attention must be given to the effects of crop phenology and management on the turbulent fluxes exchanged with the atmosphere, and the underlying water and carbon pools. A part of the uncertainty of agro-LSM models is related to their usually large number of parameters. In this study, we quantify the parameter-values uncertainty in the simulation of sugarcane biomass production with the agro-LSM ORCHIDEE-STICS, using a multi-regional approach with data from sites in Australia, La Réunion and Brazil. In ORCHIDEE-STICS, two models are chained: STICS, an agronomy model that calculates phenology and management, and ORCHIDEE, a land surface model that calculates biomass and other ecosystem variables forced by STICS phenology. First, the parameters that dominate the uncertainty of simulated biomass at harvest date are determined through a screening of 67 different parameters of both STICS and ORCHIDEE on a multi-site basis. Secondly, the uncertainty of harvested biomass attributable to those most sensitive parameters is quantified and specifically attributed to either STICS (phenology, management) or to ORCHIDEE (other ecosystem variables including biomass) through distinct Monte Carlo runs. The uncertainty on parameter values is constrained using observations by calibrating the model independently at seven sites. In a third step, a sensitivity analysis is carried out by varying the most sensitive parameters to investigate their effects at continental scale. A Monte Carlo sampling method associated with the calculation of partial ranked correlation coefficients is used to quantify the sensitivity of harvested biomass to input parameters on a continental scale across the large regions of intensive sugarcane cultivation in Australia and Brazil. The ten parameters driving most of the uncertainty in the ORCHIDEE-STICS modeled biomass at the 7 sites are identified by the screening procedure. We found that the 10 most sensitive parameters control phenology (maximum rate of increase of LAI) and root uptake of water and nitrogen (root profile and root growth rate, nitrogen stress threshold) in STICS, and photosynthesis (optimal temperature of photosynthesis, optimal carboxylation rate), radiation interception (extinction coefficient), and transpiration and respiration (stomatal conductance, growth and maintenance respiration coefficients) in ORCHIDEE. We find that the optimal carboxylation rate and photosynthesis temperature parameters contribute most to the uncertainty in harvested biomass simulations at site scale. The spatial variation of the ranked correlation between input parameters and modeled biomass at harvest is well explained by rain and temperature drivers, suggesting different climate-mediated sensitivities of modeled sugarcane yield to the model parameters, for Australia and Brazil. This study reveals the spatial and temporal patterns of uncertainty variability for a highly parameterized agro-LSM and calls for more systematic uncertainty analyses of such models.

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.

Wave-height hazard analysis in Eastern Coast of Spain - Bayesian approach using generalized Pareto distribution

NASA Astrophysics Data System (ADS)

Egozcue, J. J.; Pawlowsky-Glahn, V.; Ortego, M. I.

2005-03-01

Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large events happen, the hazard assessment should change accordingly. However, uncertainty of the hazard estimates is normally able to hide the effect of those large events. This is illustrated using data from the Mediterranean coast of Spain, where the last years have been extremely disastrous. Thus, it is possible to compare the hazard assessment based on data previous to those years with the analysis including them. With our approach, no significant change is detected when the statistical uncertainty is taken into account. The hazard analysis is carried out with a standard model. Time-occurrence of events is assumed Poisson distributed. The wave-height of each event is modelled as a random variable which upper tail follows a Generalized Pareto Distribution (GPD). Moreover, wave-heights are assumed independent from event to event and also independent of their occurrence in time. A threshold for excesses is assessed empirically. The other three parameters (Poisson rate, shape and scale parameters of GPD) are jointly estimated using Bayes' theorem. Prior distribution accounts for physical features of ocean waves in the Mediterranean sea and experience with these phenomena. Posterior distribution of the parameters allows to obtain posterior distributions of other derived parameters like occurrence probabilities and return periods. Predictives are also available. Computations are carried out using the program BGPE v2.0.

Risk analysis of gravity dam instability using credibility theory Monte Carlo simulation model.

PubMed

Xin, Cao; Chongshi, Gu

2016-01-01

Risk analysis of gravity dam stability involves complicated uncertainty in many design parameters and measured data. Stability failure risk ratio described jointly by probability and possibility has deficiency in characterization of influence of fuzzy factors and representation of the likelihood of risk occurrence in practical engineering. In this article, credibility theory is applied into stability failure risk analysis of gravity dam. Stability of gravity dam is viewed as a hybrid event considering both fuzziness and randomness of failure criterion, design parameters and measured data. Credibility distribution function is conducted as a novel way to represent uncertainty of influence factors of gravity dam stability. And combining with Monte Carlo simulation, corresponding calculation method and procedure are proposed. Based on a dam section, a detailed application of the modeling approach on risk calculation of both dam foundation and double sliding surfaces is provided. The results show that, the present method is feasible to be applied on analysis of stability failure risk for gravity dams. The risk assessment obtained can reflect influence of both sorts of uncertainty, and is suitable as an index value.

A Bayesian-based multilevel factorial analysis method for analyzing parameter uncertainty of hydrological model

NASA Astrophysics Data System (ADS)

Liu, Y. R.; Li, Y. P.; Huang, G. H.; Zhang, J. L.; Fan, Y. R.

2017-10-01

In this study, a Bayesian-based multilevel factorial analysis (BMFA) method is developed to assess parameter uncertainties and their effects on hydrological model responses. In BMFA, Differential Evolution Adaptive Metropolis (DREAM) algorithm is employed to approximate the posterior distributions of model parameters with Bayesian inference; factorial analysis (FA) technique is used for measuring the specific variations of hydrological responses in terms of posterior distributions to investigate the individual and interactive effects of parameters on model outputs. BMFA is then applied to a case study of the Jinghe River watershed in the Loess Plateau of China to display its validity and applicability. The uncertainties of four sensitive parameters, including soil conservation service runoff curve number to moisture condition II (CN2), soil hydraulic conductivity (SOL_K), plant available water capacity (SOL_AWC), and soil depth (SOL_Z), are investigated. Results reveal that (i) CN2 has positive effect on peak flow, implying that the concentrated rainfall during rainy season can cause infiltration-excess surface flow, which is an considerable contributor to peak flow in this watershed; (ii) SOL_K has positive effect on average flow, implying that the widely distributed cambisols can lead to medium percolation capacity; (iii) the interaction between SOL_AWC and SOL_Z has noticeable effect on the peak flow and their effects are dependent upon each other, which discloses that soil depth can significant influence the processes of plant uptake of soil water in this watershed. Based on the above findings, the significant parameters and the relationship among uncertain parameters can be specified, such that hydrological model's capability for simulating/predicting water resources of the Jinghe River watershed can be improved.

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.

Dynamic identification of axial force and boundary restraints in tie rods and cables with uncertainty quantification using Set Inversion Via Interval Analysis

NASA Astrophysics Data System (ADS)

Kernicky, Timothy; Whelan, Matthew; Al-Shaer, Ehab

2018-06-01

A methodology is developed for the estimation of internal axial force and boundary restraints within in-service, prismatic axial force members of structural systems using interval arithmetic and contractor programming. The determination of the internal axial force and end restraints in tie rods and cables using vibration-based methods has been a long standing problem in the area of structural health monitoring and performance assessment. However, for structural members with low slenderness where the dynamics are significantly affected by the boundary conditions, few existing approaches allow for simultaneous identification of internal axial force and end restraints and none permit for quantifying the uncertainties in the parameter estimates due to measurement uncertainties. This paper proposes a new technique for approaching this challenging inverse problem that leverages the Set Inversion Via Interval Analysis algorithm to solve for the unknown axial forces and end restraints using natural frequency measurements. The framework developed offers the ability to completely enclose the feasible solutions to the parameter identification problem, given specified measurement uncertainties for the natural frequencies. This ability to propagate measurement uncertainty into the parameter space is critical towards quantifying the confidence in the individual parameter estimates to inform decision-making within structural health diagnosis and prognostication applications. The methodology is first verified with simulated data for a case with unknown rotational end restraints and then extended to a case with unknown translational and rotational end restraints. A laboratory experiment is then presented to demonstrate the application of the methodology to an axially loaded rod with progressively increased end restraint at one end.

Modelling irrigated maize with a combination of coupled-model simulation and uncertainty analysis, in the northwest of China

NASA Astrophysics Data System (ADS)

Li, Y.; Kinzelbach, W.; Zhou, J.; Cheng, G. D.; Li, X.

2012-05-01

The hydrologic model HYDRUS-1-D and the crop growth model WOFOST are coupled to efficiently manage water resources in agriculture and improve the prediction of crop production. The results of the coupled model are validated by experimental studies of irrigated-maize done in the middle reaches of northwest China's Heihe River, a semi-arid to arid region. Good agreement is achieved between the simulated evapotranspiration, soil moisture and crop production and their respective field measurements made under current maize irrigation and fertilization. Based on the calibrated model, the scenario analysis reveals that the most optimal amount of irrigation is 500-600 mm in this region. However, for regions without detailed observation, the results of the numerical simulation can be unreliable for irrigation decision making owing to the shortage of calibrated model boundary conditions and parameters. So, we develop a method of combining model ensemble simulations and uncertainty/sensitivity analysis to speculate the probability of crop production. In our studies, the uncertainty analysis is used to reveal the risk of facing a loss of crop production as irrigation decreases. The global sensitivity analysis is used to test the coupled model and further quantitatively analyse the impact of the uncertainty of coupled model parameters and environmental scenarios on crop production. This method can be used for estimation in regions with no or reduced data availability.

Development of an Uncertainty Quantification Predictive Chemical Reaction Model for Syngas Combustion

DOE PAGES

Slavinskaya, N. A.; Abbasi, M.; Starcke, J. H.; ...

2017-01-24

An automated data-centric infrastructure, Process Informatics Model (PrIMe), was applied to validation and optimization of a syngas combustion model. The Bound-to-Bound Data Collaboration (B2BDC) module of PrIMe was employed to discover the limits of parameter modifications based on uncertainty quantification (UQ) and consistency analysis of the model–data system and experimental data, including shock-tube ignition delay times and laminar flame speeds. Existing syngas reaction models are reviewed, and the selected kinetic data are described in detail. Empirical rules were developed and applied to evaluate the uncertainty bounds of the literature experimental data. Here, the initial H 2/CO reaction model, assembled frommore » 73 reactions and 17 species, was subjected to a B2BDC analysis. For this purpose, a dataset was constructed that included a total of 167 experimental targets and 55 active model parameters. Consistency analysis of the composed dataset revealed disagreement between models and data. Further analysis suggested that removing 45 experimental targets, 8 of which were self-inconsistent, would lead to a consistent dataset. This dataset was subjected to a correlation analysis, which highlights possible directions for parameter modification and model improvement. Additionally, several methods of parameter optimization were applied, some of them unique to the B2BDC framework. The optimized models demonstrated improved agreement with experiments compared to the initially assembled model, and their predictions for experiments not included in the initial dataset (i.e., a blind prediction) were investigated. The results demonstrate benefits of applying the B2BDC methodology for developing predictive kinetic models.« less

Development of an Uncertainty Quantification Predictive Chemical Reaction Model for Syngas Combustion

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

Slavinskaya, N. A.; Abbasi, M.; Starcke, J. H.

An automated data-centric infrastructure, Process Informatics Model (PrIMe), was applied to validation and optimization of a syngas combustion model. The Bound-to-Bound Data Collaboration (B2BDC) module of PrIMe was employed to discover the limits of parameter modifications based on uncertainty quantification (UQ) and consistency analysis of the model–data system and experimental data, including shock-tube ignition delay times and laminar flame speeds. Existing syngas reaction models are reviewed, and the selected kinetic data are described in detail. Empirical rules were developed and applied to evaluate the uncertainty bounds of the literature experimental data. Here, the initial H 2/CO reaction model, assembled frommore » 73 reactions and 17 species, was subjected to a B2BDC analysis. For this purpose, a dataset was constructed that included a total of 167 experimental targets and 55 active model parameters. Consistency analysis of the composed dataset revealed disagreement between models and data. Further analysis suggested that removing 45 experimental targets, 8 of which were self-inconsistent, would lead to a consistent dataset. This dataset was subjected to a correlation analysis, which highlights possible directions for parameter modification and model improvement. Additionally, several methods of parameter optimization were applied, some of them unique to the B2BDC framework. The optimized models demonstrated improved agreement with experiments compared to the initially assembled model, and their predictions for experiments not included in the initial dataset (i.e., a blind prediction) were investigated. The results demonstrate benefits of applying the B2BDC methodology for developing predictive kinetic models.« less

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.

A geostatistics-informed hierarchical sensitivity analysis method for complex groundwater flow and transport modeling

NASA Astrophysics Data System (ADS)

Dai, Heng; Chen, Xingyuan; Ye, Ming; Song, Xuehang; Zachara, John M.

2017-05-01

Sensitivity analysis is an important tool for development and improvement 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 new sensitivity analysis method that integrates the concept of variance-based method with a hierarchical uncertainty quantification framework. Different uncertain inputs are grouped and organized into a multilayer framework based on their characteristics and dependency relationships to reduce the dimensionality of the sensitivity analysis. A set of new sensitivity indices are defined for the grouped inputs using the variance decomposition method. Using this methodology, we identified the most important uncertainty source for a dynamic groundwater flow and solute transport 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. 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 input variables.

A Geostatistics-Informed Hierarchical Sensitivity Analysis Method for Complex Groundwater Flow and Transport Modeling

NASA Astrophysics Data System (ADS)

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

2017-12-01

Sensitivity analysis is an important tool for development and improvement 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 new sensitivity analysis method that integrates the concept of variance-based method with a hierarchical uncertainty quantification framework. Different uncertain inputs are grouped and organized into a multi-layer framework based on their characteristics and dependency relationships to reduce the dimensionality of the sensitivity analysis. A set of new sensitivity indices are defined for the grouped inputs using the variance decomposition method. Using this methodology, we identified the most important uncertainty source for a dynamic groundwater flow and solute transport 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. 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 input variables.

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.

Uncertainty analysis of scintillometers methods in measuring sensible heat fluxes of forest ecosystem

NASA Astrophysics Data System (ADS)

Zheng, N.

2017-12-01

Sensible heat flux (H) is one of the driving factors of surface turbulent motion and energy exchange. Therefore, it is particularly important to measure sensible heat flux accurately at the regional scale. However, due to the heterogeneity of the underlying surface, hydrothermal regime, and different weather conditions, it is difficult to estimate the represented flux at the kilometer scale. The scintillometer have been developed into an effective and universal equipment for deriving heat flux at the regional-scale which based on the turbulence effect of light in the atmosphere since the 1980s. The parameter directly obtained by the scintillometer is the structure parameter of the refractive index of air based on the changes of light intensity fluctuation. Combine with parameters such as temperature structure parameter, zero-plane displacement, surface roughness, wind velocity, air temperature and the other meteorological data heat fluxes can be derived. These additional parameters increase the uncertainties of flux because the difference between the actual feature of turbulent motion and the applicable conditions of turbulence theory. Most previous studies often focused on the constant flux layers that are above the rough sub-layers and homogeneous flat surfaces underlying surfaces with suitable weather conditions. Therefore, the criteria and modified forms of key parameters are invariable. In this study, we conduct investment over the hilly area of northern China with different plants, such as cork oak, cedar-black and locust. On the basis of key research on the threshold and modified forms of saturation with different turbulence intensity, modified forms of Bowen ratio with different drying-and-wetting conditions, universal function for the temperature structure parameter under different atmospheric stability, the dominant sources of uncertainty will be determined. The above study is significant to reveal influence mechanism of uncertainty and explore influence degree of uncertainty with quantitative analysis. The study can provide theoretical basis and technical support for accurately measuring sensible heat fluxes of forest ecosystem with scintillometer method, and can also provide work foundation for further study on role of forest ecosystem in energy balance and climate change.

Impact of uncertainties in free stream conditions on the aerodynamics of a rectangular cylinder

NASA Astrophysics Data System (ADS)

Mariotti, Alessandro; Shoeibi Omrani, Pejman; Witteveen, Jeroen; Salvetti, Maria Vittoria

2015-11-01

The BARC benchmark deals with the flow around a rectangular cylinder with chord-to-depth ratio equal to 5. This flow configuration is of practical interest for civil and industrial structures and it is characterized by massively separated flow and unsteadiness. In a recent review of BARC results, significant dispersion was observed both in experimental and numerical predictions of some flow quantities, which are extremely sensitive to various uncertainties, which may be present in experiments and simulations. Besides modeling and numerical errors, in simulations it is difficult to exactly reproduce the experimental conditions due to uncertainties in the set-up parameters, which sometimes cannot be exactly controlled or characterized. Probabilistic methods and URANS simulations are used to investigate the impact of the uncertainties in the following set-up parameters: the angle of incidence, the free stream longitudinal turbulence intensity and length scale. Stochastic collocation is employed to perform the probabilistic propagation of the uncertainty. The discretization and modeling errors are estimated by repeating the same analysis for different grids and turbulence models. The results obtained for different assumed PDF of the set-up parameters are also compared.

Inferring pathological states in cortical neuron microcircuits.

PubMed

Rydzewski, Jakub; Nowak, Wieslaw; Nicosia, Giuseppe

2015-12-07

The brain activity is to a large extent determined by states of neural cortex microcircuits. Unfortunately, accuracy of results from neural circuits׳ mathematical models is often biased by the presence of uncertainties in underlying experimental data. Moreover, due to problems with uncertainties identification in a multidimensional parameters space, it is almost impossible to classify states of the neural cortex, which correspond to a particular set of the parameters. Here, we develop a complete methodology for determining uncertainties and the novel protocol for classifying all states in any neuroinformatic model. Further, we test this protocol on the mathematical, nonlinear model of such a microcircuit developed by Giugliano et al. (2008) and applied in the experimental data analysis of Huntington׳s disease. Up to now, the link between parameter domains in the mathematical model of Huntington׳s disease and the pathological states in cortical microcircuits has remained unclear. In this paper we precisely identify all the uncertainties, the most crucial input parameters and domains that drive the system into an unhealthy state. The scheme proposed here is general and can be easily applied to other mathematical models of biological phenomena. Copyright © 2015 Elsevier Ltd. All rights reserved.

Global sensitivity and uncertainty analysis of the nitrate leaching and crop yield simulation under different water and nitrogen management practices

USDA-ARS?s Scientific Manuscript database

Agricultural system models have become important tools in studying water and nitrogen (N) dynamics, as well as crop growth, under different management practices. Complexity in input parameters often leads to significant uncertainty when simulating dynamic processes such as nitrate leaching or crop y...

Optimization for minimum sensitivity to uncertain parameters

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Dispersion analysis for baseline reference mission 2

NASA Technical Reports Server (NTRS)

Snow, L. S.

1975-01-01

A dispersion analysis considering uncertainties (or perturbations) in platform, vehicle, and environmental parameters was performed for baseline reference mission (BRM) 2. The dispersion analysis is based on the nominal trajectory for BRM 2. The analysis was performed to determine state vector and performance dispersions (or variations) which result from the indicated uncertainties. The dispersions are determined at major mission events and fixed times from liftoff (time slices). The dispersion results will be used to evaluate the capability of the vehicle to perform the mission within a specified level of confidence and to determine flight performance reserves.

Constraints on CDM cosmology from galaxy power spectrum, CMB and SNIa evolution

NASA Astrophysics Data System (ADS)

Ferramacho, L. D.; Blanchard, A.; Zolnierowski, Y.

2009-05-01

Aims: We examine the constraints that can be obtained on standard cold dark matter models from the most currently used data set: CMB anisotropies, type Ia supernovae and the SDSS luminous red galaxies. We also examine how these constraints are widened when the equation of state parameter w and the curvature parameter Ωk are left as free parameters. Finally, we investigate the impact on these constraints of a possible form of evolution in SNIa intrinsic luminosity. Methods: We obtained our results from MCMC analysis using the full likelihood of each data set. Results: For the ΛCDM model, our “vanilla” model, cosmological parameters are tightly constrained and consistent with current estimates from various methods. When the dark energy parameter w is free we find that the constraints remain mostly unchanged, i.e. changes are smaller than the 1 sigma uncertainties. Similarly, relaxing the assumption of a flat universe leads to nearly identical constraints on the dark energy density parameter of the universe Ω_Λ , baryon density of the universe Ω_b, the optical depth τ, the index of the power spectrum of primordial fluctuations n_S, with most one sigma uncertainties better than 5%. More significant changes appear on other parameters: while preferred values are almost unchanged, uncertainties for the physical dark matter density Ω_ch^2, Hubble constant H0 and σ8 are typically twice as large. The constraint on the age of the Universe, which is very accurate for the vanilla model, is the most degraded. We found that different methodological approaches on large scale structure estimates lead to appreciable differences in preferred values and uncertainty widths. We found that possible evolution in SNIa intrinsic luminosity does not alter these constraints by much, except for w, for which the uncertainty is twice as large. At the same time, this possible evolution is severely constrained. Conclusions: We conclude that systematic uncertainties for some estimated quantities are similar or larger than statistical ones.

Evaluation of measurement uncertainty of glucose in clinical chemistry.

PubMed

Berçik Inal, B; Koldas, M; Inal, H; Coskun, C; Gümüs, A; Döventas, Y

2007-04-01

The definition of the uncertainty of measurement used in the International Vocabulary of Basic and General Terms in Metrology (VIM) is a parameter associated with the result of a measurement, which characterizes the dispersion of the values that could reasonably be attributed to the measurand. Uncertainty of measurement comprises many components. In addition to every parameter, the measurement uncertainty is that a value should be given by all institutions that have been accredited. This value shows reliability of the measurement. GUM, published by NIST, contains uncertainty directions. Eurachem/CITAC Guide CG4 was also published by Eurachem/CITAC Working Group in the year 2000. Both of them offer a mathematical model, for uncertainty can be calculated. There are two types of uncertainty in measurement. Type A is the evaluation of uncertainty through the statistical analysis and type B is the evaluation of uncertainty through other means, for example, certificate reference material. Eurachem Guide uses four types of distribution functions: (1) rectangular distribution that gives limits without specifying a level of confidence (u(x)=a/ radical3) to a certificate; (2) triangular distribution that values near to the same point (u(x)=a/ radical6); (3) normal distribution in which an uncertainty is given in the form of a standard deviation s, a relative standard deviation s/ radicaln, or a coefficient of variance CV% without specifying the distribution (a = certificate value, u = standard uncertainty); and (4) confidence interval.

Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems

NASA Technical Reports Server (NTRS)

He, Yuning; Davies, Misty Dawn

2014-01-01

The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.

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

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.

Reduction of low frequency vibration of truck driver and seating system through system parameter identification, sensitivity analysis and active control

NASA Astrophysics Data System (ADS)

Wang, Xu; Bi, Fengrong; Du, Haiping

2018-05-01

This paper aims to develop an 5-degree-of-freedom driver and seating system model for optimal vibration control. A new method for identification of the driver seating system parameters from experimental vibration measurement has been developed. The parameter sensitivity analysis has been conducted considering the random excitation frequency and system parameter uncertainty. The most and least sensitive system parameters for the transmissibility ratio have been identified. The optimised PID controllers have been developed to reduce the driver's body vibration.

Uncertainty quantification of reaction mechanisms accounting for correlations introduced by rate rules and fitted Arrhenius parameters

DOE PAGES

Prager, Jens; Najm, Habib N.; Sargsyan, Khachik; ...

2013-02-23

We study correlations among uncertain Arrhenius rate parameters in a chemical model for hydrocarbon fuel-air combustion. We consider correlations induced by the use of rate rules for modeling reaction rate constants, as well as those resulting from fitting rate expressions to empirical measurements arriving at a joint probability density for all Arrhenius parameters. We focus on homogeneous ignition in a fuel-air mixture at constant-pressure. We also outline a general methodology for this analysis using polynomial chaos and Bayesian inference methods. Finally, we examine the uncertainties in both the Arrhenius parameters and in predicted ignition time, outlining the role of correlations,more » and considering both accuracy and computational efficiency.« less

Effects of correlated parameters and uncertainty in electronic-structure-based chemical kinetic modelling

NASA Astrophysics Data System (ADS)

Sutton, Jonathan E.; Guo, Wei; Katsoulakis, Markos A.; Vlachos, Dionisios G.

2016-04-01

Kinetic models based on first principles are becoming common place in heterogeneous catalysis because of their ability to interpret experimental data, identify the rate-controlling step, guide experiments and predict novel materials. To overcome the tremendous computational cost of estimating parameters of complex networks on metal catalysts, approximate quantum mechanical calculations are employed that render models potentially inaccurate. Here, by introducing correlative global sensitivity analysis and uncertainty quantification, we show that neglecting correlations in the energies of species and reactions can lead to an incorrect identification of influential parameters and key reaction intermediates and reactions. We rationalize why models often underpredict reaction rates and show that, despite the uncertainty being large, the method can, in conjunction with experimental data, identify influential missing reaction pathways and provide insights into the catalyst active site and the kinetic reliability of a model. The method is demonstrated in ethanol steam reforming for hydrogen production for fuel cells.

Stabilization and synchronization for a mechanical system via adaptive sliding mode control.

PubMed

Song, Zhankui; Sun, Kaibiao; Ling, Shuai

2017-05-01

In this paper, we investigate the synchronization problem of chaotic centrifugal flywheel governor with parameters uncertainty and lumped disturbances. A slave centrifugal flywheel governor system is considered as an underactuated following-system which a control input is designed to follow a master centrifugal flywheel governor system. To tackle lumped disturbances and uncertainty parameters, a novel synchronization control law is developed by employing sliding mode control strategy and Nussbaum gain technique. Adaptation updating algorithms are derived in the sense of Lyapunov stability analysis such that the lumped disturbances can be suppressed and the adverse effect caused by uncertainty parameters can be compensated. In addition, the synchronization tracking-errors are proven to converge to a small neighborhood of the origin. Finally, simulation results demonstrate the effectiveness of the proposed control scheme. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Hard and Soft Constraints in Reliability-Based Design Optimization

NASA Technical Reports Server (NTRS)

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

2006-01-01

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

Effects of uncertainties in hydrological modelling. A case study of a mountainous catchment in Southern Norway

NASA Astrophysics Data System (ADS)

Engeland, Kolbjørn; Steinsland, Ingelin; Johansen, Stian Solvang; Petersen-Øverleir, Asgeir; Kolberg, Sjur

2016-05-01

In this study, we explore the effect of uncertainty and poor observation quality on hydrological model calibration and predictions. The Osali catchment in Western Norway was selected as case study and an elevation distributed HBV-model was used. We systematically evaluated the effect of accounting for uncertainty in parameters, precipitation input, temperature input and streamflow observations. For precipitation and temperature we accounted for the interpolation uncertainty, and for streamflow we accounted for rating curve uncertainty. Further, the effects of poorer quality of precipitation input and streamflow observations were explored. Less information about precipitation was obtained by excluding the nearest precipitation station from the analysis, while reduced information about the streamflow was obtained by omitting the highest and lowest streamflow observations when estimating the rating curve. The results showed that including uncertainty in the precipitation and temperature inputs has a negligible effect on the posterior distribution of parameters and for the Nash-Sutcliffe (NS) efficiency for the predicted flows, while the reliability and the continuous rank probability score (CRPS) improves. Less information in precipitation input resulted in a shift in the water balance parameter Pcorr, a model producing smoother streamflow predictions, giving poorer NS and CRPS, but higher reliability. The effect of calibrating the hydrological model using streamflow observations based on different rating curves is mainly seen as variability in the water balance parameter Pcorr. When evaluating predictions, the best evaluation scores were not achieved for the rating curve used for calibration, but for rating curves giving smoother streamflow observations. Less information in streamflow influenced the water balance parameter Pcorr, and increased the spread in evaluation scores by giving both better and worse scores.

Uncertainty analysis in 3D global models: Aerosol representation in MOZART-4

NASA Astrophysics Data System (ADS)

Gasore, J.; Prinn, R. G.

2012-12-01

The Probabilistic Collocation Method (PCM) has been proven to be an efficient general method of uncertainty analysis in atmospheric models (Tatang et al 1997, Cohen&Prinn 2011). However, its application has been mainly limited to urban- and regional-scale models and chemical source-sink models, because of the drastic increase in computational cost when the dimension of uncertain parameters increases. Moreover, the high-dimensional output of global models has to be reduced to allow a computationally reasonable number of polynomials to be generated. This dimensional reduction has been mainly achieved by grouping the model grids into a few regions based on prior knowledge and expectations; urban versus rural for instance. As the model output is used to estimate the coefficients of the polynomial chaos expansion (PCE), the arbitrariness in the regional aggregation can generate problems in estimating uncertainties. To address these issues in a complex model, we apply the probabilistic collocation method of uncertainty analysis to the aerosol representation in MOZART-4, which is a 3D global chemical transport model (Emmons et al., 2010). Thereafter, we deterministically delineate the model output surface into regions of homogeneous response using the method of Principal Component Analysis. This allows the quantification of the uncertainty associated with the dimensional reduction. Because only a bulk mass is calculated online in Mozart-4, a lognormal number distribution is assumed with a priori fixed scale and location parameters, to calculate the surface area for heterogeneous reactions involving tropospheric oxidants. We have applied the PCM to the six parameters of the lognormal number distributions of Black Carbon, Organic Carbon and Sulfate. We have carried out a Monte-Carlo sampling from the probability density functions of the six uncertain parameters, using the reduced PCE model. The global mean concentration of major tropospheric oxidants did not show a significant variation in response to the variation in input parameters. However, a substantial variation at regional and temporal scale has been found. Tatang M. A., Pan W., Prinn R G., McRae G. J., An efficient method for parametric uncertainty analysis of numerical geophysical models, J. Gephys. Res., 102, 21925-21932, 1997. Cohen, J.B., and R.G. Prinn, Development of a fast, urban chemistry metamodel for inclusion in global models,Atmos. Chem. Phys., 11, 7629-7656, doi:10.5194/acp-11-7629-2011, 2011. Emmons L. K., Walters S., Hess P. G., Lamarque J. -F., P_ster G. G., Fillmore D., Granier C., Guenther A., Kinnison D., Laepple T., Orlando J., Tie X., Tyndall G., Wiedinmyer C., Baughcum S. L., Kloster J. S., Description and evaluation of the Model for Ozone and Related chemical Tracers, version 4 (MOZART-4). Geosci. Model Dev., 3, 4367, 2010.

Development and comparison in uncertainty assessment based Bayesian modularization method in hydrological modeling

NASA Astrophysics Data System (ADS)

Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn

2013-04-01

SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.

An Integrated Uncertainty Analysis and Ensemble-based Data Assimilation Framework for Operational Snow Predictions

NASA Astrophysics Data System (ADS)

He, M.; Hogue, T. S.; Franz, K.; Margulis, S. A.; Vrugt, J. A.

2009-12-01

The National Weather Service (NWS), the agency responsible for short- and long-term streamflow predictions across the nation, primarily applies the SNOW17 model for operational forecasting of snow accumulation and melt. The SNOW17-forecasted snowmelt serves as an input to a rainfall-runoff model for streamflow forecasts in snow-dominated areas. The accuracy of streamflow predictions in these areas largely relies on the accuracy of snowmelt. However, no direct snowmelt measurements are available to validate the SNOW17 predictions. Instead, indirect measurements such as snow water equivalent (SWE) measurements or discharge are typically used to calibrate SNOW17 parameters. In addition, the forecast practice is inherently deterministic, lacking tools to systematically address forecasting uncertainties (e.g., uncertainties in parameters, forcing, SWE and discharge observations, etc.). The current research presents an Integrated Uncertainty analysis and Ensemble-based data Assimilation (IUEA) framework to improve predictions of snowmelt and discharge while simultaneously providing meaningful estimates of the associated uncertainty. The IUEA approach uses the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) to simultaneously estimate uncertainties in model parameters, forcing, and observations. The robustness and usefulness of the IUEA-SNOW17 framework is evaluated for snow-dominated watersheds in the northern Sierra Mountains, using the coupled IUEA-SNOW17 and an operational soil moisture accounting model (SAC-SMA). Preliminary results are promising and indicate successful performance of the coupled IUEA-SNOW17 framework. Implementation of the SNOW17 with the IUEA is straightforward and requires no major modification to the SNOW17 model structure. The IUEA-SNOW17 framework is intended to be modular and transferable and should assist the NWS in advancing the current forecasting system and reinforcing current operational forecasting skill.

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.

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

Finite-time robust stabilization of uncertain delayed neural networks with discontinuous activations via delayed feedback control.

PubMed

Wang, Leimin; Shen, Yi; Sheng, Yin

2016-04-01

This paper is concerned with the finite-time robust stabilization of delayed neural networks (DNNs) in the presence of discontinuous activations and parameter uncertainties. By using the nonsmooth analysis and control theory, a delayed controller is designed to realize the finite-time robust stabilization of DNNs with discontinuous activations and parameter uncertainties, and the upper bound of the settling time functional for stabilization is estimated. Finally, two examples are provided to demonstrate the effectiveness of the theoretical results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Bayesian operational modal analysis with asynchronous data, Part II: Posterior uncertainty

NASA Astrophysics Data System (ADS)

Zhu, Yi-Chen; Au, Siu-Kui

2018-01-01

A Bayesian modal identification method has been proposed in the companion paper that allows the most probable values of modal parameters to be determined using asynchronous ambient vibration data. This paper investigates the identification uncertainty of modal parameters in terms of their posterior covariance matrix. Computational issues are addressed. Analytical expressions are derived to allow the posterior covariance matrix to be evaluated accurately and efficiently. Synthetic, laboratory and field data examples are presented to verify the consistency, investigate potential modelling error and demonstrate practical applications.

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.

Good Models Gone Bad: Quantifying and Predicting Parameter-Induced Climate Model Simulation Failures

NASA Astrophysics Data System (ADS)

Lucas, D. D.; Klein, R.; Tannahill, J.; Brandon, S.; Covey, C. C.; Domyancic, D.; Ivanova, D. P.

2012-12-01

Simulations using IPCC-class climate models are subject to fail or crash for a variety of reasons. Statistical analysis of the failures can yield useful insights to better understand and improve the models. During the course of uncertainty quantification (UQ) ensemble simulations to assess the effects of ocean model parameter uncertainties on climate simulations, we experienced a series of simulation failures of the Parallel Ocean Program (POP2). About 8.5% of our POP2 runs failed for numerical reasons at certain combinations of parameter values. We apply support vector machine (SVM) classification from the fields of pattern recognition and machine learning to quantify and predict the probability of failure as a function of the values of 18 POP2 parameters. The SVM classifiers readily predict POP2 failures in an independent validation ensemble, and are subsequently used to determine the causes of the failures via a global sensitivity analysis. Four parameters related to ocean mixing and viscosity are identified as the major sources of POP2 failures. Our method can be used to improve the robustness of complex scientific models to parameter perturbations and to better steer UQ ensembles. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344 and was funded by the Uncertainty Quantification Strategic Initiative Laboratory Directed Research and Development Project at LLNL under project tracking code 10-SI-013 (UCRL LLNL-ABS-569112).

Robust H∞ control of active vehicle suspension under non-stationary running

NASA Astrophysics Data System (ADS)

Guo, Li-Xin; Zhang, Li-Ping

2012-12-01

Due to complexity of the controlled objects, the selection of control strategies and algorithms in vehicle control system designs is an important task. Moreover, the control problem of automobile active suspensions has been become one of the important relevant investigations due to the constrained peculiarity and parameter uncertainty of mathematical models. In this study, after establishing the non-stationary road surface excitation model, a study on the active suspension control for non-stationary running condition was conducted using robust H∞ control and linear matrix inequality optimization. The dynamic equation of a two-degree-of-freedom quarter car model with parameter uncertainty was derived. The H∞ state feedback control strategy with time-domain hard constraints was proposed, and then was used to design the active suspension control system of the quarter car model. Time-domain analysis and parameter robustness analysis were carried out to evaluate the proposed controller stability. Simulation results show that the proposed control strategy has high systemic stability on the condition of non-stationary running and parameter uncertainty (including suspension mass, suspension stiffness and tire stiffness). The proposed control strategy can achieve a promising improvement on ride comfort and satisfy the requirements of dynamic suspension deflection, dynamic tire loads and required control forces within given constraints, as well as non-stationary running condition.

Reliability analysis of a robotic system using hybridized technique

NASA Astrophysics Data System (ADS)

Kumar, Naveen; Komal; Lather, J. S.

2017-09-01

In this manuscript, the reliability of a robotic system has been analyzed using the available data (containing vagueness, uncertainty, etc). Quantification of involved uncertainties is done through data fuzzification using triangular fuzzy numbers with known spreads as suggested by system experts. With fuzzified data, if the existing fuzzy lambda-tau (FLT) technique is employed, then the computed reliability parameters have wide range of predictions. Therefore, decision-maker cannot suggest any specific and influential managerial strategy to prevent unexpected failures and consequently to improve complex system performance. To overcome this problem, the present study utilizes a hybridized technique. With this technique, fuzzy set theory is utilized to quantify uncertainties, fault tree is utilized for the system modeling, lambda-tau method is utilized to formulate mathematical expressions for failure/repair rates of the system, and genetic algorithm is utilized to solve established nonlinear programming problem. Different reliability parameters of a robotic system are computed and the results are compared with the existing technique. The components of the robotic system follow exponential distribution, i.e., constant. Sensitivity analysis is also performed and impact on system mean time between failures (MTBF) is addressed by varying other reliability parameters. Based on analysis some influential suggestions are given to improve the system performance.

Optimization Under Uncertainty for Electronics Cooling Design

NASA Astrophysics Data System (ADS)

Bodla, Karthik K.; Murthy, Jayathi Y.; Garimella, Suresh V.

Optimization under uncertainty is a powerful methodology used in design and optimization to produce robust, reliable designs. Such an optimization methodology, employed when the input quantities of interest are uncertain, produces output uncertainties, helping the designer choose input parameters that would result in satisfactory thermal solutions. Apart from providing basic statistical information such as mean and standard deviation in the output quantities, auxiliary data from an uncertainty based optimization, such as local and global sensitivities, help the designer decide the input parameter(s) to which the output quantity of interest is most sensitive. This helps the design of experiments based on the most sensitive input parameter(s). A further crucial output of such a methodology is the solution to the inverse problem - finding the allowable uncertainty range in the input parameter(s), given an acceptable uncertainty range in the output quantity of interest...

Uncertainty quantification and propagation in nuclear density functional theory

DOE PAGES

Schunck, N.; McDonnell, J. D.; Higdon, D.; ...

2015-12-23

Nuclear density functional theory (DFT) is one of the main theoretical tools used to study the properties of heavy and superheavy elements, or to describe the structure of nuclei far from stability. While on-going eff orts seek to better root nuclear DFT in the theory of nuclear forces, energy functionals remain semi-phenomenological constructions that depend on a set of parameters adjusted to experimental data in fi nite nuclei. In this study, we review recent eff orts to quantify the related uncertainties, and propagate them to model predictions. In particular, we cover the topics of parameter estimation for inverse problems, statisticalmore » analysis of model uncertainties and Bayesian inference methods. Illustrative examples are taken from the literature.« less

Traceable measurements of the electrical parameters of solid-state lighting products

NASA Astrophysics Data System (ADS)

Zhao, D.; Rietveld, G.; Braun, J.-P.; Overney, F.; Lippert, T.; Christensen, A.

2016-12-01

In order to perform traceable measurements of the electrical parameters of solid-state lighting (SSL) products, it is necessary to technically adequately define the measurement procedures and to identify the relevant uncertainty sources. The present published written standard for SSL products specifies test conditions, but it lacks an explanation of how adequate these test conditions are. More specifically, both an identification of uncertainty sources and a quantitative uncertainty analysis are absent. This paper fills the related gap in the present written standard. New uncertainty sources with respect to conventional lighting sources are determined and their effects are quantified. It shows that for power measurements, the main uncertainty sources are temperature deviation, power supply voltage distortion, and instability of the SSL product. For current RMS measurements, the influence of bandwidth, shunt resistor, power supply source impedance and ac frequency flatness are significant as well. The measurement uncertainty depends not only on the test equipment but is also a function of the characteristics of the device under test (DUT), for example, current harmonics spectrum and input impedance. Therefore, an online calculation tool is provided to help non-electrical experts. Following our procedures, unrealistic uncertainty estimations, unnecessary procedures and expensive equipment can be prevented.

The integrated effects of future climate and hydrologic uncertainty on sustainable flood risk management

NASA Astrophysics Data System (ADS)

Steinschneider, S.; Wi, S.; Brown, C. M.

2013-12-01

Flood risk management performance is investigated within the context of integrated climate and hydrologic modeling uncertainty to explore system robustness. The research question investigated is whether structural and hydrologic parameterization uncertainties are significant relative to other uncertainties such as climate change when considering water resources system performance. Two hydrologic models are considered, a conceptual, lumped parameter model that preserves the water balance and a physically-based model that preserves both water and energy balances. In the conceptual model, parameter and structural uncertainties are quantified and propagated through the analysis using a Bayesian modeling framework with an innovative error model. Mean climate changes and internal climate variability are explored using an ensemble of simulations from a stochastic weather generator. The approach presented can be used to quantify the sensitivity of flood protection adequacy to different sources of uncertainty in the climate and hydrologic system, enabling the identification of robust projects that maintain adequate performance despite the uncertainties. The method is demonstrated in a case study for the Coralville Reservoir on the Iowa River, where increased flooding over the past several decades has raised questions about potential impacts of climate change on flood protection adequacy.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

'spup' - an R package for uncertainty propagation in spatial environmental modelling

NASA Astrophysics Data System (ADS)

Sawicka, Kasia; Heuvelink, Gerard

2016-04-01

Computer models have become a crucial tool in engineering and environmental sciences for simulating the behaviour of complex static and dynamic systems. However, while many models are deterministic, the uncertainty in their predictions needs to be estimated before they are used for decision support. Currently, advances in uncertainty propagation and assessment have been paralleled by a growing number of software tools for uncertainty analysis, but none has gained recognition for a universal applicability, including case studies with spatial models and spatial model inputs. Due to the growing popularity and applicability of the open source R programming language we undertook a project to develop an R package that facilitates uncertainty propagation analysis in spatial environmental modelling. In particular, the 'spup' package provides functions for examining the uncertainty propagation starting from input data and model parameters, via the environmental model onto model predictions. The functions include uncertainty model specification, stochastic simulation and propagation of uncertainty using Monte Carlo (MC) techniques, as well as several uncertainty visualization functions. Uncertain environmental variables are represented in the package as objects whose attribute values may be uncertain and described by probability distributions. Both numerical and categorical data types are handled. Spatial auto-correlation within an attribute and cross-correlation between attributes is also accommodated for. For uncertainty propagation the package has implemented the MC approach with efficient sampling algorithms, i.e. stratified random sampling and Latin hypercube sampling. The design includes facilitation of parallel computing to speed up MC computation. The MC realizations may be used as an input to the environmental models called from R, or externally. Selected static and interactive visualization methods that are understandable by non-experts with limited background in statistics can be used to summarize and visualize uncertainty about the measured input, model parameters and output of the uncertainty propagation. We demonstrate that the 'spup' package is an effective and easy tool to apply and can be used in multi-disciplinary research and model-based decision support.

Reliability of a new biokinetic model of zirconium in internal dosimetry: part II, parameter sensitivity analysis.

PubMed

Li, Wei Bo; Greiter, Matthias; Oeh, Uwe; Hoeschen, Christoph

2011-12-01

The reliability of biokinetic models is essential for the assessment of internal doses and a radiation risk analysis for the public and occupational workers exposed to radionuclides. In the present study, a method for assessing the reliability of biokinetic models by means of uncertainty and sensitivity analysis was developed. In the first part of the paper, the parameter uncertainty was analyzed for two biokinetic models of zirconium (Zr); one was reported by the International Commission on Radiological Protection (ICRP), and one was developed at the Helmholtz Zentrum München-German Research Center for Environmental Health (HMGU). In the second part of the paper, the parameter uncertainties and distributions of the Zr biokinetic models evaluated in Part I are used as the model inputs for identifying the most influential parameters in the models. Furthermore, the most influential model parameter on the integral of the radioactivity of Zr over 50 y in source organs after ingestion was identified. The results of the systemic HMGU Zr model showed that over the first 10 d, the parameters of transfer rates between blood and other soft tissues have the largest influence on the content of Zr in the blood and the daily urinary excretion; however, after day 1,000, the transfer rate from bone to blood becomes dominant. For the retention in bone, the transfer rate from blood to bone surfaces has the most influence out to the endpoint of the simulation; the transfer rate from blood to the upper larger intestine contributes a lot in the later days; i.e., after day 300. The alimentary tract absorption factor (fA) influences mostly the integral of radioactivity of Zr in most source organs after ingestion.

Uncertainty in predictions of forest carbon dynamics: separating driver error from model error.

PubMed

Spadavecchia, L; Williams, M; Law, B E

2011-07-01

We present an analysis of the relative magnitude and contribution of parameter and driver uncertainty to the confidence intervals on estimates of net carbon fluxes. Model parameters may be difficult or impractical to measure, while driver fields are rarely complete, with data gaps due to sensor failure and sparse observational networks. Parameters are generally derived through some optimization method, while driver fields may be interpolated from available data sources. For this study, we used data from a young ponderosa pine stand at Metolius, Central Oregon, and a simple daily model of coupled carbon and water fluxes (DALEC). An ensemble of acceptable parameterizations was generated using an ensemble Kalman filter and eddy covariance measurements of net C exchange. Geostatistical simulations generated an ensemble of meteorological driving variables for the site, consistent with the spatiotemporal autocorrelations inherent in the observational data from 13 local weather stations. Simulated meteorological data were propagated through the model to derive the uncertainty on the CO2 flux resultant from driver uncertainty typical of spatially extensive modeling studies. Furthermore, the model uncertainty was partitioned between temperature and precipitation. With at least one meteorological station within 25 km of the study site, driver uncertainty was relatively small ( 10% of the total net flux), while parameterization uncertainty was larger, 50% of the total net flux. The largest source of driver uncertainty was due to temperature (8% of the total flux). The combined effect of parameter and driver uncertainty was 57% of the total net flux. However, when the nearest meteorological station was > 100 km from the study site, uncertainty in net ecosystem exchange (NEE) predictions introduced by meteorological drivers increased by 88%. Precipitation estimates were a larger source of bias in NEE estimates than were temperature estimates, although the biases partly compensated for each other. The time scales on which precipitation errors occurred in the simulations were shorter than the temporal scales over which drought developed in the model, so drought events were reasonably simulated. The approach outlined here provides a means to assess the uncertainty and bias introduced by meteorological drivers in regional-scale ecological forecasting.

Tolerance and UQ4SIM: Nimble Uncertainty Documentation and Analysis Software

NASA Technical Reports Server (NTRS)

Kleb, Bil

2008-01-01

Ultimately, scientific numerical models need quantified output uncertainties so that modeling can evolve to better match reality. Documenting model input uncertainties and variabilities is a necessary first step toward that goal. Without known input parameter uncertainties, model sensitivities are all one can determine, and without code verification, output uncertainties are simply not reliable. The basic premise of uncertainty markup is to craft a tolerance and tagging mini-language that offers a natural, unobtrusive presentation and does not depend on parsing each type of input file format. Each file is marked up with tolerances and optionally, associated tags that serve to label the parameters and their uncertainties. The evolution of such a language, often called a Domain Specific Language or DSL, is given in [1], but in final form it parallels tolerances specified on an engineering drawing, e.g., 1 +/- 0.5, 5 +/- 10%, 2 +/- 10 where % signifies percent and o signifies order of magnitude. Tags, necessary for error propagation, can be added by placing a quotation-mark-delimited tag after the tolerance, e.g., 0.7 +/- 20% 'T_effective'. In addition, tolerances might have different underlying distributions, e.g., Uniform, Normal, or Triangular, or the tolerances may merely be intervals due to lack of knowledge (uncertainty). Finally, to address pragmatic considerations such as older models that require specific number-field formats, C-style format specifiers can be appended to the tolerance like so, 1.35 +/- 10U_3.2f. As an example of use, consider figure 1, where a chemical reaction input file is has been marked up to include tolerances and tags per table 1. Not only does the technique provide a natural method of specifying tolerances, but it also servers as in situ documentation of model uncertainties. This tolerance language comes with a utility to strip the tolerances (and tags), to provide a path to the nominal model parameter file. And, as shown in [1], having the ability to quickly mark and identify model parameter uncertainties facilitates error propagation, which in turn yield output uncertainties.

Uncertainty analysis of least-cost modeling for designing wildlife linkages.

PubMed

Beier, Paul; Majka, Daniel R; Newell, Shawn L

2009-12-01

Least-cost models for focal species are widely used to design wildlife corridors. To evaluate the least-cost modeling approach used to develop 15 linkage designs in southern California, USA, we assessed robustness of the largest and least constrained linkage. Species experts parameterized models for eight species with weights for four habitat factors (land cover, topographic position, elevation, road density) and resistance values for each class within a factor (e.g., each class of land cover). Each model produced a proposed corridor for that species. We examined the extent to which uncertainty in factor weights and class resistance values affected two key conservation-relevant outputs, namely, the location and modeled resistance to movement of each proposed corridor. To do so, we compared the proposed corridor to 13 alternative corridors created with parameter sets that spanned the plausible ranges of biological uncertainty in these parameters. Models for five species were highly robust (mean overlap 88%, little or no increase in resistance). Although the proposed corridors for the other three focal species overlapped as little as 0% (mean 58%) of the alternative corridors, resistance in the proposed corridors for these three species was rarely higher than resistance in the alternative corridors (mean difference was 0.025 on a scale of 1 10; worst difference was 0.39). As long as the model had the correct rank order of resistance values and factor weights, our results suggest that the predicted corridor is robust to uncertainty. The three carnivore focal species, alone or in combination, were not effective umbrellas for the other focal species. The carnivore corridors failed to overlap the predicted corridors of most other focal species and provided relatively high resistance for the other focal species (mean increase of 2.7 resistance units). Least-cost modelers should conduct uncertainty analysis so that decision-makers can appreciate the potential impact of model uncertainty on conservation decisions. Our approach to uncertainty analysis (which can be called a worst-case scenario approach) is appropriate for complex models in which distribution of the input parameters cannot be specified.

Transient flow conditions change how we should think about WHPA delineation: a joint frequency and probability analysis

NASA Astrophysics Data System (ADS)

Rodriguez Pretelin (1), Abelardo; Nowak (1), Wolfgang

2017-04-01

Well head protection areas (WHPAs) are frequently used as safety measures for drinking water wells, preventing them from being polluted by restricting land use activities in their proximities. Two sources of uncertainty are involved during delineation: 1) uncertainty in aquifer parameters and 2) time-varying groundwater flow scenarios and their own inherent uncertainties. The former has been studied by Enzenhoefer et al (2012 [1] and 2014 [2]) as probabilistic risk version of WHPA delineation. The latter is frequently neglected and replaced by steady-state assumptions; thereby ignoring time-variant flow conditions triggered either by anthropogenic causes or climatic conditions. In this study we analyze the influence of transient flow considerations in WHPA delineation, following annual seasonality behavior; with transiency represented by four transient conditions: (I) regional groundwater flow direction, (II) strength of the regional hydraulic gradient, (III) natural recharge to the groundwater and (IV) pumping rate. Addressing WHPA delineation in transient flow scenarios is computationally expensive. Thus, we develop an efficient method using a dynamic superposition of steady-state flow solutions coupled with a reversed formulation of advective-dispersive transport based on a Lagrangian particle tracking with continuous injection. This analysis results in a time-frequency map of pixel-wise membership to the well catchment. Additional to transient flow conditions, we recognize two sources of uncertainty, inexact knowledge of transient drivers and parameters. The uncertainties are accommodated through Monte Carlo simulation. With the help of a global sensitivity analysis, we investigate the impact of transiency in WHPA solutions. In particular, we evaluate: (1) Among all considered transients, which ones are the most influential. (2) How influential in WHPA delineation is the transience-related uncertainty compared to aquifer parameter uncertainty. Literature [1] R. Enzenhoefer, W. Nowak, and R. Helmig. Probabilistic exposure risk assessment with advective-dispersive well vulnerability criteria. Advances in Water Resources, 36:121-132, 2012. [2] R. Enzenhoefer, T. Bunk, and W. Nowak. Nine steps to risk-informed wellhead protection and management: a case study. Ground water, 52:161-174, 2014.

Predictive uncertainty analysis of a saltwater intrusion model using null-space Monte Carlo

USGS Publications Warehouse

Herckenrath, Daan; Langevin, Christian D.; Doherty, John

2011-01-01

Because of the extensive computational burden and perhaps a lack of awareness of existing methods, rigorous uncertainty analyses are rarely conducted for variable-density flow and transport models. For this reason, a recently developed null-space Monte Carlo (NSMC) method for quantifying prediction uncertainty was tested for a synthetic saltwater intrusion model patterned after the Henry problem. Saltwater intrusion caused by a reduction in fresh groundwater discharge was simulated for 1000 randomly generated hydraulic conductivity distributions, representing a mildly heterogeneous aquifer. From these 1000 simulations, the hydraulic conductivity distribution giving rise to the most extreme case of saltwater intrusion was selected and was assumed to represent the "true" system. Head and salinity 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. The NSMC method was used to calculate 1000 calibration-constrained parameter fields. If the dimensionality of the solution space was set appropriately, the estimated uncertainty range from the NSMC analysis encompassed the truth. Several variants of the method were implemented to investigate their effect on the efficiency of the NSMC method. Reducing the dimensionality of the null-space for the processing of the random parameter sets did not result in any significant gains in efficiency and compromised the ability of the NSMC method to encompass the true prediction value. The addition of intrapilot point heterogeneity to the NSMC process was also tested. According to a variogram comparison, this provided the same scale of heterogeneity that was used to generate the truth. However, incorporation of intrapilot point variability did not make a noticeable difference to the uncertainty of the prediction. With this higher level of heterogeneity, however, the computational burden of generating calibration-constrained parameter fields approximately doubled. Predictive uncertainty variance computed through the NSMC method was compared with that computed through linear analysis. The results were in good agreement, with the NSMC method estimate showing a slightly smaller range of prediction uncertainty than was calculated by the linear method. Copyright 2011 by the American Geophysical Union.

Validation of Bayesian analysis of compartmental kinetic models in medical imaging.

PubMed

Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M

2016-10-01

Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Uncertainty analysis of vegetation distribution in the northern high latitudes during the 21st century with a dynamic vegetation model

PubMed Central

Jiang, Yueyang; Zhuang, Qianlai; Schaphoff, Sibyll; Sitch, Stephen; Sokolov, Andrei; Kicklighter, David; Melillo, Jerry

2012-01-01

This study aims to assess how high-latitude vegetation may respond under various climate scenarios during the 21st century with a focus on analyzing model parameters induced uncertainty and how this uncertainty compares to the uncertainty induced by various climates. The analysis was based on a set of 10,000 Monte Carlo ensemble Lund-Potsdam-Jena (LPJ) simulations for the northern high latitudes (45oN and polewards) for the period 1900–2100. The LPJ Dynamic Global Vegetation Model (LPJ-DGVM) was run under contemporary and future climates from four Special Report Emission Scenarios (SRES), A1FI, A2, B1, and B2, based on the Hadley Centre General Circulation Model (GCM), and six climate scenarios, X901M, X902L, X903H, X904M, X905L, and X906H from the Integrated Global System Model (IGSM) at the Massachusetts Institute of Technology (MIT). In the current dynamic vegetation model, some parameters are more important than others in determining the vegetation distribution. Parameters that control plant carbon uptake and light-use efficiency have the predominant influence on the vegetation distribution of both woody and herbaceous plant functional types. The relative importance of different parameters varies temporally and spatially and is influenced by climate inputs. In addition to climate, these parameters play an important role in determining the vegetation distribution in the region. The parameter-based uncertainties contribute most to the total uncertainty. The current warming conditions lead to a complexity of vegetation responses in the region. Temperate trees will be more sensitive to climate variability, compared with boreal forest trees and C3 perennial grasses. This sensitivity would result in a unanimous northward greenness migration due to anomalous warming in the northern high latitudes. Temporally, boreal needleleaved evergreen plants are projected to decline considerably, and a large portion of C3 perennial grass is projected to disappear by the end of the 21st century. In contrast, the area of temperate trees would increase, especially under the most extreme A1FI scenario. As the warming continues, the northward greenness expansion in the Arctic region could continue. PMID:22822437

Accounting for control mislabeling in case-control biomarker studies.

PubMed

Rantalainen, Mattias; Holmes, Chris C

2011-12-02

In biomarker discovery studies, uncertainty associated with case and control labels is often overlooked. By omitting to take into account label uncertainty, model parameters and the predictive risk can become biased, sometimes severely. The most common situation is when the control set contains an unknown number of undiagnosed, or future, cases. This has a marked impact in situations where the model needs to be well-calibrated, e.g., when the prediction performance of a biomarker panel is evaluated. Failing to account for class label uncertainty may lead to underestimation of classification performance and bias in parameter estimates. This can further impact on meta-analysis for combining evidence from multiple studies. Using a simulation study, we outline how conventional statistical models can be modified to address class label uncertainty leading to well-calibrated prediction performance estimates and reduced bias in meta-analysis. We focus on the problem of mislabeled control subjects in case-control studies, i.e., when some of the control subjects are undiagnosed cases, although the procedures we report are generic. The uncertainty in control status is a particular situation common in biomarker discovery studies in the context of genomic and molecular epidemiology, where control subjects are commonly sampled from the general population with an established expected disease incidence rate.

Using FOSM-Based Data Worth Analyses to Design Geophysical Surveys to Reduce Uncertainty in a Regional Groundwater Model Update

NASA Astrophysics Data System (ADS)

Smith, B. D.; White, J.; Kress, W. H.; Clark, B. R.; Barlow, J.

2016-12-01

Hydrogeophysical surveys have become an integral part of understanding hydrogeological frameworks used in groundwater models. Regional models cover a large area where water well data is, at best, scattered and irregular. Since budgets are finite, priorities must be assigned to select optimal areas for geophysical surveys. For airborne electromagnetic (AEM) geophysical surveys, optimization of mapping depth and line spacing needs to take in account the objectives of the groundwater models. The approach discussed here uses a first-order, second-moment (FOSM) uncertainty analyses which assumes an approximate linear relation between model parameters and observations. This assumption allows FOSM analyses to be applied to estimate the value of increased parameter knowledge to reduce forecast uncertainty. FOSM is used to facilitate optimization of yet-to-be-completed geophysical surveying to reduce model forecast uncertainty. The main objective of geophysical surveying is assumed to estimate values and spatial variation in hydrologic parameters (i.e. hydraulic conductivity) as well as map lower permeability layers that influence the spatial distribution of recharge flux. The proposed data worth analysis was applied to Mississippi Embayment Regional Aquifer Study (MERAS) which is being updated. The objective of MERAS is to assess the ground-water availability (status and trends) of the Mississippi embayment aquifer system. The study area covers portions of eight states including Alabama, Arkansas, Illinois, Kentucky, Louisiana, Mississippi, Missouri, and Tennessee. The active model grid covers approximately 70,000 square miles, and incorporates some 6,000 miles of major rivers and over 100,000 water wells. In the FOSM analysis, a dense network of pilot points was used to capture uncertainty in hydraulic conductivity and recharge. To simulate the effect of AEM flight lines, the prior uncertainty for hydraulic conductivity and recharge pilots along potential flight lines was reduced. The FOSM forecast uncertainty estimates were then recalculated and compared to the base forecast uncertainty estimates. The resulting reduction in forecast uncertainty is a measure of the effect on the model from the AEM survey. Iterations through this process, results in optimization of flight line location.

Uncertainty in the evaluation of the Predicted Mean Vote index using Monte Carlo analysis.

PubMed

Ricciu, R; Galatioto, A; Desogus, G; Besalduch, L A

2018-06-06

Today, evaluation of thermohygrometric indoor conditions is one of the most useful tools for building design and re-design and can be used to determine energy consumption in conditioned buildings. Since the beginning of the Predicted Mean Vote index (PMV), researchers have thoroughly investigated its issues in order to reach more accurate results; however, several shortcomings have yet to be solved. Among them is the uncertainty of environmental and subjective parameters linked to the standard PMV approach of ISO 7730 that classifies the thermal environment. To this end, this paper discusses the known thermal comfort models and the measurement approaches, paying particular attention to measurement uncertainties and their influence on PMV determination. Monte Carlo analysis has been applied on a data series in a "black-box" environment, and each involved parameter has been analysed in the PMV range from -0.9 to 0.9 under different Relative Humidity conditions. Furthermore, a sensitivity analysis has been performed in order to define the role of each variable. The results showed that an uncertainty propagation method could improve PMV model application, especially where it should be very accurate (-0.2 < PMV<0.2 range; winter season with Relative Humidity of 30%). Copyright © 2018 Elsevier Ltd. All rights reserved.

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.

Measurement uncertainty for the Uniform Engine Testing Program conducted at NASA Lewis Research Center

NASA Technical Reports Server (NTRS)

Abdelwahab, Mahmood; Biesiadny, Thomas J.; Silver, Dean

1987-01-01

An uncertainty analysis was conducted to determine the bias and precision errors and total uncertainty of measured turbojet engine performance parameters. The engine tests were conducted as part of the Uniform Engine Test Program which was sponsored by the Advisory Group for Aerospace Research and Development (AGARD). With the same engines, support hardware, and instrumentation, performance parameters were measured twice, once during tests conducted in test cell number 3 and again during tests conducted in test cell number 4 of the NASA Lewis Propulsion Systems Laboratory. The analysis covers 15 engine parameters, including engine inlet airflow, engine net thrust, and engine specific fuel consumption measured at high rotor speed of 8875 rpm. Measurements were taken at three flight conditions defined by the following engine inlet pressure, engine inlet total temperature, and engine ram ratio: (1) 82.7 kPa, 288 K, 1.0, (2) 82.7 kPa, 288 K, 1.3, and (3) 20.7 kPa, 288 K, 1.3. In terms of bias, precision, and uncertainty magnitudes, there were no differences between most measurements made in test cells number 3 and 4. The magnitude of the errors increased for both test cells as engine pressure level decreased. Also, the level of the bias error was two to three times larger than that of the precision error.

Evaluation of five dry particle deposition parameterizations for incorporation into atmospheric transport models

NASA Astrophysics Data System (ADS)

Khan, Tanvir R.; Perlinger, Judith A.

2017-10-01

Despite considerable effort to develop mechanistic dry particle deposition parameterizations for atmospheric transport models, current knowledge has been inadequate to propose quantitative measures of the relative performance of available parameterizations. In this study, we evaluated the performance of five dry particle deposition parameterizations developed by Zhang et al. (2001) (Z01), Petroff and Zhang (2010) (PZ10), Kouznetsov and Sofiev (2012) (KS12), Zhang and He (2014) (ZH14), and Zhang and Shao (2014) (ZS14), respectively. The evaluation was performed in three dimensions: model ability to reproduce observed deposition velocities, Vd (accuracy); the influence of imprecision in input parameter values on the modeled Vd (uncertainty); and identification of the most influential parameter(s) (sensitivity). The accuracy of the modeled Vd was evaluated using observations obtained from five land use categories (LUCs): grass, coniferous and deciduous forests, natural water, and ice/snow. To ascertain the uncertainty in modeled Vd, and quantify the influence of imprecision in key model input parameters, a Monte Carlo uncertainty analysis was performed. The Sobol' sensitivity analysis was conducted with the objective to determine the parameter ranking from the most to the least influential. Comparing the normalized mean bias factors (indicators of accuracy), we find that the ZH14 parameterization is the most accurate for all LUCs except for coniferous forest, for which it is second most accurate. From Monte Carlo simulations, the estimated mean normalized uncertainties in the modeled Vd obtained for seven particle sizes (ranging from 0.005 to 2.5 µm) for the five LUCs are 17, 12, 13, 16, and 27 % for the Z01, PZ10, KS12, ZH14, and ZS14 parameterizations, respectively. From the Sobol' sensitivity results, we suggest that the parameter rankings vary by particle size and LUC for a given parameterization. Overall, for dp = 0.001 to 1.0 µm, friction velocity was one of the three most influential parameters in all parameterizations. For giant particles (dp = 10 µm), relative humidity was the most influential parameter. Because it is the least complex of the five parameterizations, and it has the greatest accuracy and least uncertainty, we propose that the ZH14 parameterization is currently superior for incorporation into atmospheric transport models.

Testing the robustness of management decisions to uncertainty: Everglades restoration scenarios.

PubMed

Fuller, Michael M; Gross, Louis J; Duke-Sylvester, Scott M; Palmer, Mark

2008-04-01

To effectively manage large natural reserves, resource managers must prepare for future contingencies while balancing the often conflicting priorities of different stakeholders. To deal with these issues, managers routinely employ models to project the response of ecosystems to different scenarios that represent alternative management plans or environmental forecasts. Scenario analysis is often used to rank such alternatives to aid the decision making process. However, model projections are subject to uncertainty in assumptions about model structure, parameter values, environmental inputs, and subcomponent interactions. We introduce an approach for testing the robustness of model-based management decisions to the uncertainty inherent in complex ecological models and their inputs. We use relative assessment to quantify the relative impacts of uncertainty on scenario ranking. To illustrate our approach we consider uncertainty in parameter values and uncertainty in input data, with specific examples drawn from the Florida Everglades restoration project. Our examples focus on two alternative 30-year hydrologic management plans that were ranked according to their overall impacts on wildlife habitat potential. We tested the assumption that varying the parameter settings and inputs of habitat index models does not change the rank order of the hydrologic plans. We compared the average projected index of habitat potential for four endemic species and two wading-bird guilds to rank the plans, accounting for variations in parameter settings and water level inputs associated with hypothetical future climates. Indices of habitat potential were based on projections from spatially explicit models that are closely tied to hydrology. For the American alligator, the rank order of the hydrologic plans was unaffected by substantial variation in model parameters. By contrast, simulated major shifts in water levels led to reversals in the ranks of the hydrologic plans in 24.1-30.6% of the projections for the wading bird guilds and several individual species. By exposing the differential effects of uncertainty, relative assessment can help resource managers assess the robustness of scenario choice in model-based policy decisions.

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.

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.

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

Monte Carlo analysis for the determination of the conic constant of an aspheric micro lens based on a scanning white light interferometric measurement

NASA Astrophysics Data System (ADS)

Gugsa, Solomon A.; Davies, Angela

2005-08-01

Characterizing an aspheric micro lens is critical for understanding the performance and providing feedback to the manufacturing. We describe a method to find the best-fit conic of an aspheric micro lens using a least squares minimization and Monte Carlo analysis. Our analysis is based on scanning white light interferometry measurements, and we compare the standard rapid technique where a single measurement is taken of the apex of the lens to the more time-consuming stitching technique where more surface area is measured. Both are corrected for tip/tilt based on a planar fit to the substrate. Four major parameters and their uncertainties are estimated from the measurement and a chi-square minimization is carried out to determine the best-fit conic constant. The four parameters are the base radius of curvature, the aperture of the lens, the lens center, and the sag of the lens. A probability distribution is chosen for each of the four parameters based on the measurement uncertainties and a Monte Carlo process is used to iterate the minimization process. Eleven measurements were taken and data is also chosen randomly from the group during the Monte Carlo simulation to capture the measurement repeatability. A distribution of best-fit conic constants results, where the mean is a good estimate of the best-fit conic and the distribution width represents the combined measurement uncertainty. We also compare the Monte Carlo process for the stitched data and the not stitched data. Our analysis allows us to analyze the residual surface error in terms of Zernike polynomials and determine uncertainty estimates for each coefficient.

Analysis of Air Traffic Track Data with the AutoBayes Synthesis System

NASA Technical Reports Server (NTRS)

Schumann, Johann Martin Philip; Cate, Karen; Lee, Alan G.

2010-01-01

The Next Generation Air Traffic System (NGATS) is aiming to provide substantial computer support for the air traffic controllers. Algorithms for the accurate prediction of aircraft movements are of central importance for such software systems but trajectory prediction has to work reliably in the presence of unknown parameters and uncertainties. We are using the AutoBayes program synthesis system to generate customized data analysis algorithms that process large sets of aircraft radar track data in order to estimate parameters and uncertainties. In this paper, we present, how the tasks of finding structure in track data, estimation of important parameters in climb trajectories, and the detection of continuous descent approaches can be accomplished with compact task-specific AutoBayes specifications. We present an overview of the AutoBayes architecture and describe, how its schema-based approach generates customized analysis algorithms, documented C/C++ code, and detailed mathematical derivations. Results of experiments with actual air traffic control data are discussed.

Kepler Uniform Modeling of KOIs: MCMC Notes for Data Release 25

NASA Technical Reports Server (NTRS)

Hoffman, Kelsey L.; Rowe, Jason F.

2017-01-01

This document describes data products related to the reported planetary parameters and uncertainties for the Kepler Objects of Interest (KOIs) based on a Markov-Chain-Monte-Carlo (MCMC) analysis. Reported parameters, uncertainties and data products can be found at the NASA Exoplanet Archive . The codes used for this data analysis are available on the Github website (Rowe 2016). The relevant paper for details of the calculations is Rowe et al. (2015). The main differences between the model fits discussed here and those in the DR24 catalogue are that the DR25 light curves were used in the analysis, our processing of the MAST light curves took into account different data flags, the number of chains calculated was doubled to 200 000, and the parameters which are reported are based on a damped least-squares fit, instead of the median value from the Markov chain or the chain with the lowest 2 as reported in the past.

Modelling of the X,Y,Z positioning errors and uncertainty evaluation for the LNE’s mAFM using the Monte Carlo method

NASA Astrophysics Data System (ADS)

Ceria, Paul; Ducourtieux, Sebastien; Boukellal, Younes; Allard, Alexandre; Fischer, Nicolas; Feltin, Nicolas

2017-03-01

In order to evaluate the uncertainty budget of the LNE’s mAFM, a reference instrument dedicated to the calibration of nanoscale dimensional standards, a numerical model has been developed to evaluate the measurement uncertainty of the metrology loop involved in the XYZ positioning of the tip relative to the sample. The objective of this model is to overcome difficulties experienced when trying to evaluate some uncertainty components which cannot be experimentally determined and more specifically, the one linked to the geometry of the metrology loop. The model is based on object-oriented programming and developed under Matlab. It integrates one hundred parameters that allow the control of the geometry of the metrology loop without using analytical formulae. The created objects, mainly the reference and the mobile prism and their mirrors, the interferometers and their laser beams, can be moved and deformed freely to take into account several error sources. The Monte Carlo method is then used to determine the positioning uncertainty of the instrument by randomly drawing the parameters according to their associated tolerances and their probability density functions (PDFs). The whole process follows Supplement 2 to ‘The Guide to the Expression of the Uncertainty in Measurement’ (GUM). Some advanced statistical tools like Morris design and Sobol indices are also used to provide a sensitivity analysis by identifying the most influential parameters and quantifying their contribution to the XYZ positioning uncertainty. The approach validated in the paper shows that the actual positioning uncertainty is about 6 nm. As the final objective is to reach 1 nm, we engage in a discussion to estimate the most effective way to reduce the uncertainty.

A facility location model for municipal solid waste management system under uncertain environment.

PubMed

Yadav, Vinay; Bhurjee, A K; Karmakar, Subhankar; Dikshit, A K

2017-12-15

In municipal solid waste management system, decision makers have to develop an insight into the processes namely, waste generation, collection, transportation, processing, and disposal methods. Many parameters (e.g., waste generation rate, functioning costs of facilities, transportation cost, and revenues) in this system are associated with uncertainties. Often, these uncertainties of parameters need to be modeled under a situation of data scarcity for generating probability distribution function or membership function for stochastic mathematical programming or fuzzy mathematical programming respectively, with only information of extreme variations. Moreover, if uncertainties are ignored, then the problems like insufficient capacities of waste management facilities or improper utilization of available funds may be raised. To tackle uncertainties of these parameters in a more efficient manner an algorithm, based on interval analysis, has been developed. This algorithm is applied to find optimal solutions for a facility location model, which is formulated to select economically best locations of transfer stations in a hypothetical urban center. Transfer stations are an integral part of contemporary municipal solid waste management systems, and economic siting of transfer stations ensures financial sustainability of this system. The model is written in a mathematical programming language AMPL with KNITRO as a solver. The developed model selects five economically best locations out of ten potential locations with an optimum overall cost of [394,836, 757,440] Rs. 1 /day ([5906, 11,331] USD/day) approximately. Further, the requirement of uncertainty modeling is explained based on the results of sensitivity analysis. Copyright © 2017 Elsevier B.V. All rights reserved.

Calibrating the sqHIMMELI v1.0 wetland methane emission model with hierarchical modeling and adaptive MCMC

NASA Astrophysics Data System (ADS)

Susiluoto, Jouni; Raivonen, Maarit; Backman, Leif; Laine, Marko; Makela, Jarmo; Peltola, Olli; Vesala, Timo; Aalto, Tuula

2018-03-01

Estimating methane (CH4) emissions from natural wetlands is complex, and the estimates contain large uncertainties. The models used for the task are typically heavily parameterized and the parameter values are not well known. In this study, we perform a Bayesian model calibration for a new wetland CH4 emission model to improve the quality of the predictions and to understand the limitations of such models.The detailed process model that we analyze contains descriptions for CH4 production from anaerobic respiration, CH4 oxidation, and gas transportation by diffusion, ebullition, and the aerenchyma cells of vascular plants. The processes are controlled by several tunable parameters. We use a hierarchical statistical model to describe the parameters and obtain the posterior distributions of the parameters and uncertainties in the processes with adaptive Markov chain Monte Carlo (MCMC), importance resampling, and time series analysis techniques. For the estimation, the analysis utilizes measurement data from the Siikaneva flux measurement site in southern Finland. The uncertainties related to the parameters and the modeled processes are described quantitatively. At the process level, the flux measurement data are able to constrain the CH4 production processes, methane oxidation, and the different gas transport processes. The posterior covariance structures explain how the parameters and the processes are related. Additionally, the flux and flux component uncertainties are analyzed both at the annual and daily levels. The parameter posterior densities obtained provide information regarding importance of the different processes, which is also useful for development of wetland methane emission models other than the square root HelsinkI Model of MEthane buiLd-up and emIssion for peatlands (sqHIMMELI). The hierarchical modeling allows us to assess the effects of some of the parameters on an annual basis. The results of the calibration and the cross validation suggest that the early spring net primary production could be used to predict parameters affecting the annual methane production. Even though the calibration is specific to the Siikaneva site, the hierarchical modeling approach is well suited for larger-scale studies and the results of the estimation pave way for a regional or global-scale Bayesian calibration of wetland emission models.

Space tug economic analysis study. Volume 2: Tug concepts analysis. Part 2: Economic analysis

NASA Technical Reports Server (NTRS)

1972-01-01

An economic analysis of space tug operations is presented. The subjects discussed are: (1) cost uncertainties, (2) scenario analysis, (3) economic sensitivities, (4) mixed integer programming formulation of the space tug problem, and (5) critical parameters in the evaluation of a public expenditure.

Multiobjective Sensitivity Analysis Of Sediment And Nitrogen Processes With A Watershed Model

EPA Science Inventory

This paper presents a computational analysis for evaluating critical non-point-source sediment and nutrient (specifically nitrogen) processes and management actions at the watershed scale. In the analysis, model parameters that bear key uncertainties were presumed to reflect the ...

Global sensitivity analysis of groundwater transport

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Development of a generalized perturbation theory method for sensitivity analysis using continuous-energy Monte Carlo methods

DOE PAGES

Perfetti, Christopher M.; Rearden, Bradley T.

2016-03-01

The sensitivity and uncertainty analysis tools of the ORNL SCALE nuclear modeling and simulation code system that have been developed over the last decade have proven indispensable for numerous application and design studies for nuclear criticality safety and reactor physics. SCALE contains tools for analyzing the uncertainty in the eigenvalue of critical systems, but cannot quantify uncertainty in important neutronic parameters such as multigroup cross sections, fuel fission rates, activation rates, and neutron fluence rates with realistic three-dimensional Monte Carlo simulations. A more complete understanding of the sources of uncertainty in these design-limiting parameters could lead to improvements in processmore » optimization, reactor safety, and help inform regulators when setting operational safety margins. A novel approach for calculating eigenvalue sensitivity coefficients, known as the CLUTCH method, was recently explored as academic research and has been found to accurately and rapidly calculate sensitivity coefficients in criticality safety applications. The work presented here describes a new method, known as the GEAR-MC method, which extends the CLUTCH theory for calculating eigenvalue sensitivity coefficients to enable sensitivity coefficient calculations and uncertainty analysis for a generalized set of neutronic responses using high-fidelity continuous-energy Monte Carlo calculations. Here, several criticality safety systems were examined to demonstrate proof of principle for the GEAR-MC method, and GEAR-MC was seen to produce response sensitivity coefficients that agreed well with reference direct perturbation sensitivity coefficients.« less

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

PubMed

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

2017-09-05

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

Incorporating uncertainty regarding applicability of evidence from meta-analyses into clinical decision making.

PubMed

Kriston, Levente; Meister, Ramona

2014-03-01

Judging applicability (relevance) of meta-analytical findings to particular clinical decision-making situations remains challenging. We aimed to describe an evidence synthesis method that accounts for possible uncertainty regarding applicability of the evidence. We conceptualized uncertainty regarding applicability of the meta-analytical estimates to a decision-making situation as the result of uncertainty regarding applicability of the findings of the trials that were included in the meta-analysis. This trial-level applicability uncertainty can be directly assessed by the decision maker and allows for the definition of trial inclusion probabilities, which can be used to perform a probabilistic meta-analysis with unequal probability resampling of trials (adaptive meta-analysis). A case study with several fictitious decision-making scenarios was performed to demonstrate the method in practice. We present options to elicit trial inclusion probabilities and perform the calculations. The result of an adaptive meta-analysis is a frequency distribution of the estimated parameters from traditional meta-analysis that provides individually tailored information according to the specific needs and uncertainty of the decision maker. The proposed method offers a direct and formalized combination of research evidence with individual clinical expertise and may aid clinicians in specific decision-making situations. Copyright © 2014 Elsevier Inc. All rights reserved.

Worst-Case Flutter Margins from F/A-18 Aircraft Aeroelastic Data

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Marty

1997-01-01

An approach for computing worst-case flutter margins has been formulated in a robust stability framework. Uncertainty operators are included with a linear model to describe modeling errors and flight variations. The structured singular value, micron, computes a stability margin which directly accounts for these uncertainties. This approach introduces a new method of computing flutter margins and an associated new parameter for describing these margins. The micron margins are robust margins which indicate worst-case stability estimates with respect to the defined uncertainty. Worst-case flutter margins are computed for the F/A-18 SRA using uncertainty sets generated by flight data analysis. The robust margins demonstrate flight conditions for flutter may lie closer to the flight envelope than previously estimated by p-k analysis.

Angular filter refractometry analysis using simulated annealing.

PubMed

Angland, P; Haberberger, D; Ivancic, S T; Froula, D H

2017-10-01

Angular filter refractometry (AFR) is a novel technique used to characterize the density profiles of laser-produced, long-scale-length plasmas [Haberberger et al., Phys. Plasmas 21, 056304 (2014)]. A new method of analysis for AFR images was developed using an annealing algorithm to iteratively converge upon a solution. A synthetic AFR image is constructed by a user-defined density profile described by eight parameters, and the algorithm systematically alters the parameters until the comparison is optimized. The optimization and statistical uncertainty calculation is based on the minimization of the χ 2 test statistic. The algorithm was successfully applied to experimental data of plasma expanding from a flat, laser-irradiated target, resulting in an average uncertainty in the density profile of 5%-20% in the region of interest.

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.

Techno-economic and uncertainty analysis of in situ and ex situ fast pyrolysis for biofuel production.

PubMed

Li, Boyan; Ou, Longwen; Dang, Qi; Meyer, Pimphan; Jones, Susanne; Brown, Robert; Wright, Mark

2015-11-01

This study evaluates the techno-economic uncertainty in cost estimates for two emerging technologies for biofuel production: in situ and ex situ catalytic pyrolysis. The probability distributions for the minimum fuel-selling price (MFSP) indicate that in situ catalytic pyrolysis has an expected MFSP of $1.11 per liter with a standard deviation of 0.29, while the ex situ catalytic pyrolysis has a similar MFSP with a smaller deviation ($1.13 per liter and 0.21 respectively). These results suggest that a biorefinery based on ex situ catalytic pyrolysis could have a lower techno-economic uncertainty than in situ pyrolysis compensating for a slightly higher MFSP cost estimate. Analysis of how each parameter affects the NPV indicates that internal rate of return, feedstock price, total project investment, electricity price, biochar yield and bio-oil yield are parameters which have substantial impact on the MFSP for both in situ and ex situ catalytic pyrolysis. Copyright © 2015 Elsevier Ltd. All rights reserved.

On-Line Mu Method for Robust Flutter Prediction in Expanding a Safe Flight Envelope for an Aircraft Model Under Flight Test

NASA Technical Reports Server (NTRS)

Lind, Richard C. (Inventor); Brenner, Martin J.

2001-01-01

A structured singular value (mu) analysis method of computing flutter margins has robust stability of a linear aeroelastic model with uncertainty operators (Delta). Flight data is used to update the uncertainty operators to accurately account for errors in the computed model and the observed range of aircraft dynamics of the aircraft under test caused by time-varying aircraft parameters, nonlinearities, and flight anomalies, such as test nonrepeatability. This mu-based approach computes predict flutter margins that are worst case with respect to the modeling uncertainty for use in determining when the aircraft is approaching a flutter condition and defining an expanded safe flight envelope for the aircraft that is accepted with more confidence than traditional methods that do not update the analysis algorithm with flight data by introducing mu as a flutter margin parameter that presents several advantages over tracking damping trends as a measure of a tendency to instability from available flight data.

Critical Analysis of Dual-Probe Heat-Pulse Technique Applied to Measuring Thermal Diffusivity

NASA Astrophysics Data System (ADS)

Bovesecchi, G.; Coppa, P.; Corasaniti, S.; Potenza, M.

2018-07-01

The paper presents an analysis of the experimental parameters involved in application of the dual-probe heat pulse technique, followed by a critical review of methods for processing thermal response data (e.g., maximum detection and nonlinear least square regression) and the consequent obtainable uncertainty. Glycerol was selected as testing liquid, and its thermal diffusivity was evaluated over the temperature range from - 20 °C to 60 °C. In addition, Monte Carlo simulation was used to assess the uncertainty propagation for maximum detection. It was concluded that maximum detection approach to process thermal response data gives the closest results to the reference data inasmuch nonlinear regression results are affected by major uncertainties due to partial correlation between the evaluated parameters. Besides, the interpolation of temperature data with a polynomial to find the maximum leads to a systematic difference between measured and reference data, as put into evidence by the Monte Carlo simulations; through its correction, this systematic error can be reduced to a negligible value, about 0.8 %.

On the formulation of a minimal uncertainty model for robust control with structured uncertainty

NASA Technical Reports Server (NTRS)

Belcastro, Christine M.; Chang, B.-C.; Fischl, Robert

1991-01-01

In the design and analysis of robust control systems for uncertain plants, representing the system transfer matrix in the form of what has come to be termed an M-delta model has become widely accepted and applied in the robust control literature. The M represents a transfer function matrix M(s) of the nominal closed loop system, and the delta represents an uncertainty matrix acting on M(s). The nominal closed loop system M(s) results from closing the feedback control system, K(s), around a nominal plant interconnection structure P(s). The uncertainty can arise from various sources, such as structured uncertainty from parameter variations or multiple unsaturated uncertainties from unmodeled dynamics and other neglected phenomena. In general, delta is a block diagonal matrix, but for real parameter variations delta is a diagonal matrix of real elements. Conceptually, the M-delta structure can always be formed for any linear interconnection of inputs, outputs, transfer functions, parameter variations, and perturbations. However, very little of the currently available literature addresses computational methods for obtaining this structure, and none of this literature addresses a general methodology for obtaining a minimal M-delta model for a wide class of uncertainty, where the term minimal refers to the dimension of the delta matrix. Since having a minimally dimensioned delta matrix would improve the efficiency of structured singular value (or multivariable stability margin) computations, a method of obtaining a minimal M-delta would be useful. Hence, a method of obtaining the interconnection system P(s) is required. A generalized procedure for obtaining a minimal P-delta structure for systems with real parameter variations is presented. Using this model, the minimal M-delta model can then be easily obtained by closing the feedback loop. The procedure involves representing the system in a cascade-form state-space realization, determining the minimal uncertainty matrix, delta, and constructing the state-space representation of P(s). Three examples are presented to illustrate the procedure.

A New Approach for Obtaining Cosmological Constraints from Type Ia Supernovae using Approximate Bayesian Computation

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

Jennings, Elise; Wolf, Rachel; Sako, Masao

2016-11-09

Cosmological parameter estimation techniques that robustly account for systematic measurement uncertainties will be crucial for the next generation of cosmological surveys. We present a new analysis method, superABC, for obtaining cosmological constraints from Type Ia supernova (SN Ia) light curves using Approximate Bayesian Computation (ABC) without any likelihood assumptions. The ABC method works by using a forward model simulation of the data where systematic uncertainties can be simulated and marginalized over. A key feature of the method presented here is the use of two distinct metrics, the `Tripp' and `Light Curve' metrics, which allow us to compare the simulated data to the observed data set. The Tripp metric takes as input the parameters of models fit to each light curve with the SALT-II method, whereas the Light Curve metric uses the measured fluxes directly without model fitting. We apply the superABC sampler to a simulated data set ofmore » $$\\sim$$1000 SNe corresponding to the first season of the Dark Energy Survey Supernova Program. Varying $$\\Omega_m, w_0, \\alpha$$ and $$\\beta$$ and a magnitude offset parameter, with no systematics we obtain $$\\Delta(w_0) = w_0^{\\rm true} - w_0^{\\rm best \\, fit} = -0.036\\pm0.109$$ (a $$\\sim11$$% 1$$\\sigma$$ uncertainty) using the Tripp metric and $$\\Delta(w_0) = -0.055\\pm0.068$$ (a $$\\sim7$$% 1$$\\sigma$$ uncertainty) using the Light Curve metric. Including 1% calibration uncertainties in four passbands, adding 4 more parameters, we obtain $$\\Delta(w_0) = -0.062\\pm0.132$$ (a $$\\sim14$$% 1$$\\sigma$$ uncertainty) using the Tripp metric. Overall we find a $17$% increase in the uncertainty on $$w_0$$ with systematics compared to without. We contrast this with a MCMC approach where systematic effects are approximately included. We find that the MCMC method slightly underestimates the impact of calibration uncertainties for this simulated data set.« less

A single-loop optimization method for reliability analysis with second order uncertainty

NASA Astrophysics Data System (ADS)

Xie, Shaojun; Pan, Baisong; Du, Xiaoping

2015-08-01

Reliability analysis may involve random variables and interval variables. In addition, some of the random variables may have interval distribution parameters owing to limited information. This kind of uncertainty is called second order uncertainty. This article develops an efficient reliability method for problems involving the three aforementioned types of uncertain input variables. The analysis produces the maximum and minimum reliability and is computationally demanding because two loops are needed: a reliability analysis loop with respect to random variables and an interval analysis loop for extreme responses with respect to interval variables. The first order reliability method and nonlinear optimization are used for the two loops, respectively. For computational efficiency, the two loops are combined into a single loop by treating the Karush-Kuhn-Tucker (KKT) optimal conditions of the interval analysis as constraints. Three examples are presented to demonstrate the proposed method.

Uncertainty and the Social Cost of Methane Using Bayesian Constrained Climate Models

NASA Astrophysics Data System (ADS)

Errickson, F. C.; Anthoff, D.; Keller, K.

2016-12-01

Social cost estimates of greenhouse gases are important for the design of sound climate policies and are also plagued by uncertainty. One major source of uncertainty stems from the simplified representation of the climate system used in the integrated assessment models that provide these social cost estimates. We explore how uncertainty over the social cost of methane varies with the way physical processes and feedbacks in the methane cycle are modeled by (i) coupling three different methane models to a simple climate model, (ii) using MCMC to perform a Bayesian calibration of the three coupled climate models that simulates direct sampling from the joint posterior probability density function (pdf) of model parameters, and (iii) producing probabilistic climate projections that are then used to calculate the Social Cost of Methane (SCM) with the DICE and FUND integrated assessment models. We find that including a temperature feedback in the methane cycle acts as an additional constraint during the calibration process and results in a correlation between the tropospheric lifetime of methane and several climate model parameters. This correlation is not seen in the models lacking this feedback. Several of the estimated marginal pdfs of the model parameters also exhibit different distributional shapes and expected values depending on the methane model used. As a result, probabilistic projections of the climate system out to the year 2300 exhibit different levels of uncertainty and magnitudes of warming for each of the three models under an RCP8.5 scenario. We find these differences in climate projections result in differences in the distributions and expected values for our estimates of the SCM. We also examine uncertainty about the SCM by performing a Monte Carlo analysis using a distribution for the climate sensitivity while holding all other climate model parameters constant. Our SCM estimates using the Bayesian calibration are lower and exhibit less uncertainty about extremely high values in the right tail of the distribution compared to the Monte Carlo approach. This finding has important climate policy implications and suggests previous work that accounts for climate model uncertainty by only varying the climate sensitivity parameter may overestimate the SCM.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

Namhata, Argha; Oladyshkin, Sergey; Dilmore, Rober

Carbon dioxide (CO2) storage into geological formations is regarded as an important mitigation strategy for anthropogenic CO2 emissions to the atmosphere. This study first simulates the leakage of CO2 and brine from a storage reservoir through the caprock. Then, we estimate the resulting pressure changes at the zone overlying the caprock also known as Above Zone Monitoring Interval (AZMI). A data-driven approach of arbitrary Polynomial Chaos (aPC) Expansion is then used to quantify the uncertainty in the above zone pressure prediction based on the uncertainties in different geologic parameters. Finally, a global sensitivity analysis is performed with Sobol indices basedmore » on the aPC technique to determine the relative importance of different parameters on pressure prediction. The results indicate that there can be uncertainty in pressure prediction locally around the leakage zones. The degree of such uncertainty in prediction depends on the quality of site specific information available for analysis. The scientific results from this study provide substantial insight that there is a need for site-specific data for efficient predictions of risks associated with storage activities. The presented approach can provide a basis of optimized pressure based monitoring network design at carbon storage sites.« less

Probabilistic Assessment of Above Zone Pressure Predictions at a Geologic Carbon Storage Site

PubMed Central

Namhata, Argha; Oladyshkin, Sergey; Dilmore, Robert M.; Zhang, Liwei; Nakles, David V.

2016-01-01

Carbon dioxide (CO2) storage into geological formations is regarded as an important mitigation strategy for anthropogenic CO2 emissions to the atmosphere. This study first simulates the leakage of CO2 and brine from a storage reservoir through the caprock. Then, we estimate the resulting pressure changes at the zone overlying the caprock also known as Above Zone Monitoring Interval (AZMI). A data-driven approach of arbitrary Polynomial Chaos (aPC) Expansion is then used to quantify the uncertainty in the above zone pressure prediction based on the uncertainties in different geologic parameters. Finally, a global sensitivity analysis is performed with Sobol indices based on the aPC technique to determine the relative importance of different parameters on pressure prediction. The results indicate that there can be uncertainty in pressure prediction locally around the leakage zones. The degree of such uncertainty in prediction depends on the quality of site specific information available for analysis. The scientific results from this study provide substantial insight that there is a need for site-specific data for efficient predictions of risks associated with storage activities. The presented approach can provide a basis of optimized pressure based monitoring network design at carbon storage sites. PMID:27996043

Probabilistic Assessment of Above Zone Pressure Predictions at a Geologic Carbon Storage Site

NASA Astrophysics Data System (ADS)

Namhata, Argha; Oladyshkin, Sergey; Dilmore, Robert M.; Zhang, Liwei; Nakles, David V.

2016-12-01

Carbon dioxide (CO2) storage into geological formations is regarded as an important mitigation strategy for anthropogenic CO2 emissions to the atmosphere. This study first simulates the leakage of CO2 and brine from a storage reservoir through the caprock. Then, we estimate the resulting pressure changes at the zone overlying the caprock also known as Above Zone Monitoring Interval (AZMI). A data-driven approach of arbitrary Polynomial Chaos (aPC) Expansion is then used to quantify the uncertainty in the above zone pressure prediction based on the uncertainties in different geologic parameters. Finally, a global sensitivity analysis is performed with Sobol indices based on the aPC technique to determine the relative importance of different parameters on pressure prediction. The results indicate that there can be uncertainty in pressure prediction locally around the leakage zones. The degree of such uncertainty in prediction depends on the quality of site specific information available for analysis. The scientific results from this study provide substantial insight that there is a need for site-specific data for efficient predictions of risks associated with storage activities. The presented approach can provide a basis of optimized pressure based monitoring network design at carbon storage sites.

Are quantitative sensitivity analysis methods always reliable?

NASA Astrophysics Data System (ADS)

Huang, X.

2016-12-01

Physical parameterizations developed to represent subgrid-scale physical processes include various uncertain parameters, leading to large uncertainties in today's Earth System Models (ESMs). Sensitivity Analysis (SA) is an efficient approach to quantitatively determine how the uncertainty of the evaluation metric can be apportioned to each parameter. Also, SA can identify the most influential parameters, as a result to reduce the high dimensional parametric space. In previous studies, some SA-based approaches, such as Sobol' and Fourier amplitude sensitivity testing (FAST), divide the parameters into sensitive and insensitive groups respectively. The first one is reserved but the other is eliminated for certain scientific study. However, these approaches ignore the disappearance of the interactive effects between the reserved parameters and the eliminated ones, which are also part of the total sensitive indices. Therefore, the wrong sensitive parameters might be identified by these traditional SA approaches and tools. In this study, we propose a dynamic global sensitivity analysis method (DGSAM), which iteratively removes the least important parameter until there are only two parameters left. We use the CLM-CASA, a global terrestrial model, as an example to verify our findings with different sample sizes ranging from 7000 to 280000. The result shows DGSAM has abilities to identify more influential parameters, which is confirmed by parameter calibration experiments using four popular optimization methods. For example, optimization using Top3 parameters filtered by DGSAM could achieve substantial improvement against Sobol' by 10%. Furthermore, the current computational cost for calibration has been reduced to 1/6 of the original one. In future, it is necessary to explore alternative SA methods emphasizing parameter interactions.

Technical note: Design flood under hydrological uncertainty

NASA Astrophysics Data System (ADS)

Botto, Anna; Ganora, Daniele; Claps, Pierluigi; Laio, Francesco

2017-07-01

Planning and verification of hydraulic infrastructures require a design estimate of hydrologic variables, usually provided by frequency analysis, and neglecting hydrologic uncertainty. However, when hydrologic uncertainty is accounted for, the design flood value for a specific return period is no longer a unique value, but is represented by a distribution of values. As a consequence, the design flood is no longer univocally defined, making the design process undetermined. The Uncertainty Compliant Design Flood Estimation (UNCODE) procedure is a novel approach that, starting from a range of possible design flood estimates obtained in uncertain conditions, converges to a single design value. This is obtained through a cost-benefit criterion with additional constraints that is numerically solved in a simulation framework. This paper contributes to promoting a practical use of the UNCODE procedure without resorting to numerical computation. A modified procedure is proposed by using a correction coefficient that modifies the standard (i.e., uncertainty-free) design value on the basis of sample length and return period only. The procedure is robust and parsimonious, as it does not require additional parameters with respect to the traditional uncertainty-free analysis. Simple equations to compute the correction term are provided for a number of probability distributions commonly used to represent the flood frequency curve. The UNCODE procedure, when coupled with this simple correction factor, provides a robust way to manage the hydrologic uncertainty and to go beyond the use of traditional safety factors. With all the other parameters being equal, an increase in the sample length reduces the correction factor, and thus the construction costs, while still keeping the same safety level.

Impact of signal scattering and parametric uncertainties on receiver operating characteristics

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Using a Software Tool in Forecasting: a Case Study of Sales Forecasting Taking into Account Data Uncertainty

NASA Astrophysics Data System (ADS)

Fabianová, Jana; Kačmáry, Peter; Molnár, Vieroslav; Michalik, Peter

2016-10-01

Forecasting is one of the logistics activities and a sales forecast is the starting point for the elaboration of business plans. Forecast accuracy affects the business outcomes and ultimately may significantly affect the economic stability of the company. The accuracy of the prediction depends on the suitability of the use of forecasting methods, experience, quality of input data, time period and other factors. The input data are usually not deterministic but they are often of random nature. They are affected by uncertainties of the market environment, and many other factors. Taking into account the input data uncertainty, the forecast error can by reduced. This article deals with the use of the software tool for incorporating data uncertainty into forecasting. Proposals are presented of a forecasting approach and simulation of the impact of uncertain input parameters to the target forecasted value by this case study model. The statistical analysis and risk analysis of the forecast results is carried out including sensitivity analysis and variables impact analysis.

Distributed Time-Varying Formation Robust Tracking for General Linear Multiagent Systems With Parameter Uncertainties and External Disturbances.

PubMed

Hua, Yongzhao; Dong, Xiwang; Li, Qingdong; Ren, Zhang

2017-05-18

This paper investigates the time-varying formation robust tracking problems for high-order linear multiagent systems with a leader of unknown control input in the presence of heterogeneous parameter uncertainties and external disturbances. The followers need to accomplish an expected time-varying formation in the state space and track the state trajectory produced by the leader simultaneously. First, a time-varying formation robust tracking protocol with a totally distributed form is proposed utilizing the neighborhood state information. With the adaptive updating mechanism, neither any global knowledge about the communication topology nor the upper bounds of the parameter uncertainties, external disturbances and leader's unknown input are required in the proposed protocol. Then, in order to determine the control parameters, an algorithm with four steps is presented, where feasible conditions for the followers to accomplish the expected time-varying formation tracking are provided. Furthermore, based on the Lyapunov-like analysis theory, it is proved that the formation tracking error can converge to zero asymptotically. Finally, the effectiveness of the theoretical results is verified by simulation examples.

Reducing uncertainty in Climate Response Time Scale by Bayesian Analysis of the 8.2 ka event

NASA Astrophysics Data System (ADS)

Lorenz, A.; Held, H.; Bauer, E.; Schneider von Deimling, T.

2009-04-01

We analyze the possibility of uncertainty reduction in Climate Response Time Scale by utilizing Greenland ice-core data that contain the 8.2 ka event within a Bayesian model-data intercomparison with the Earth system model of intermediate complexity, CLIMBER-2.3. Within a stochastic version of the model it has been possible to mimic the 8.2 ka event within a plausible experimental setting and with relatively good accuracy considering the timing of the event in comparison to other modeling exercises [1]. The simulation of the centennial cold event is effectively determined by the oceanic cooling rate which depends largely on the ocean diffusivity described by diffusion coefficients of relatively wide uncertainty ranges. The idea now is to discriminate between the different values of diffusivities according to their likelihood to rightly represent the duration of the 8.2 ka event and thus to exploit the paleo data to constrain uncertainty in model parameters in analogue to [2]. Implementing this inverse Bayesian Analysis with this model the technical difficulty arises to establish the related likelihood numerically in addition to the uncertain model parameters: While mainstream uncertainty analyses can assume a quasi-Gaussian shape of likelihood, with weather fluctuating around a long term mean, the 8.2 ka event as a highly nonlinear effect precludes such an a priori assumption. As a result of this study [3] the Bayesian Analysis showed a reduction of uncertainty in vertical ocean diffusivity parameters of factor 2 compared to prior knowledge. This learning effect on the model parameters is propagated to other model outputs of interest; e.g. the inverse ocean heat capacity, which is important for the dominant time scale of climate response to anthropogenic forcing which, in combination with climate sensitivity, strongly influences the climate systems reaction for the near- and medium-term future. 1 References [1] E. Bauer, A. Ganopolski, M. Montoya: Simulation of the cold climate event 8200 years ago by meltwater outburst from lake Agassiz. Paleoceanography 19:PA3014, (2004) [2] T. Schneider von Deimling, H. Held, A. Ganopolski, S. Rahmstorf, Climate sensitivity estimated from ensemble simulations of glacial climates, Climate Dynamics 27, 149-163, DOI 10.1007/s00382-006-0126-8 (2006). [3] A. Lorenz, Diploma Thesis, U Potsdam (2007).

JUPITER PROJECT - MERGING INVERSE PROBLEM FORMULATION TECHNOLOGIES

EPA Science Inventory

The JUPITER (Joint Universal Parameter IdenTification and Evaluation of Reliability) project seeks to enhance and build on the technology and momentum behind two of the most popular sensitivity analysis, data assessment, calibration, and uncertainty analysis programs used in envi...

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

Knudsen, J.K.; Smith, C.L.

The steps involved to incorporate parameter uncertainty into the Nuclear Regulatory Commission (NRC) accident sequence precursor (ASP) models is covered in this paper. Three different uncertainty distributions (i.e., lognormal, beta, gamma) were evaluated to Determine the most appropriate distribution. From the evaluation, it was Determined that the lognormal distribution will be used for the ASP models uncertainty parameters. Selection of the uncertainty parameters for the basic events is also discussed. This paper covers the process of determining uncertainty parameters for the supercomponent basic events (i.e., basic events that are comprised of more than one component which can have more thanmore » one failure mode) that are utilized in the ASP models. Once this is completed, the ASP model is ready to be utilized to propagate parameter uncertainty for event assessments.« less

Comment on “Two statistics for evaluating parameter identifiability and error reduction” by John Doherty and Randall J. Hunt

USGS Publications Warehouse

Hill, Mary C.

2010-01-01

Doherty and Hunt (2009) present important ideas for first-order-second moment sensitivity analysis, but five issues are discussed in this comment. First, considering the composite-scaled sensitivity (CSS) jointly with parameter correlation coefficients (PCC) in a CSS/PCC analysis addresses the difficulties with CSS mentioned in the introduction. Second, their new parameter identifiability statistic actually is likely to do a poor job of parameter identifiability in common situations. The statistic instead performs the very useful role of showing how model parameters are included in the estimated singular value decomposition (SVD) parameters. Its close relation to CSS is shown. Third, the idea from p. 125 that a suitable truncation point for SVD parameters can be identified using the prediction variance is challenged using results from Moore and Doherty (2005). Fourth, the relative error reduction statistic of Doherty and Hunt is shown to belong to an emerging set of statistics here named perturbed calculated variance statistics. Finally, the perturbed calculated variance statistics OPR and PPR mentioned on p. 121 are shown to explicitly include the parameter null-space component of uncertainty. Indeed, OPR and PPR results that account for null-space uncertainty have appeared in the literature since 2000.

A comparison of two methods for expert elicitation in health technology assessments.

PubMed

Grigore, Bogdan; Peters, Jaime; Hyde, Christopher; Stein, Ken

2016-07-26

When data needed to inform parameters in decision models are lacking, formal elicitation of expert judgement can be used to characterise parameter uncertainty. Although numerous methods for eliciting expert opinion as probability distributions exist, there is little research to suggest whether one method is more useful than any other method. This study had three objectives: (i) to obtain subjective probability distributions characterising parameter uncertainty in the context of a health technology assessment; (ii) to compare two elicitation methods by eliciting the same parameters in different ways; (iii) to collect subjective preferences of the experts for the different elicitation methods used. Twenty-seven clinical experts were invited to participate in an elicitation exercise to inform a published model-based cost-effectiveness analysis of alternative treatments for prostate cancer. Participants were individually asked to express their judgements as probability distributions using two different methods - the histogram and hybrid elicitation methods - presented in a random order. Individual distributions were mathematically aggregated across experts with and without weighting. The resulting combined distributions were used in the probabilistic analysis of the decision model and mean incremental cost-effectiveness ratios and the expected values of perfect information (EVPI) were calculated for each method, and compared with the original cost-effectiveness analysis. Scores on the ease of use of the two methods and the extent to which the probability distributions obtained from each method accurately reflected the expert's opinion were also recorded. Six experts completed the task. Mean ICERs from the probabilistic analysis ranged between £162,600-£175,500 per quality-adjusted life year (QALY) depending on the elicitation and weighting methods used. Compared to having no information, use of expert opinion decreased decision uncertainty: the EVPI value at the £30,000 per QALY threshold decreased by 74-86 % from the original cost-effectiveness analysis. Experts indicated that the histogram method was easier to use, but attributed a perception of more accuracy to the hybrid method. Inclusion of expert elicitation can decrease decision uncertainty. Here, choice of method did not affect the overall cost-effectiveness conclusions, but researchers intending to use expert elicitation need to be aware of the impact different methods could have.

Uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model at multiple flux tower sites

USGS Publications Warehouse

Chen, Mingshi; Senay, Gabriel B.; Singh, Ramesh K.; Verdin, James P.

2016-01-01

Evapotranspiration (ET) is an important component of the water cycle – ET from the land surface returns approximately 60% of the global precipitation back to the atmosphere. ET also plays an important role in energy transport among the biosphere, atmosphere, and hydrosphere. Current regional to global and daily to annual ET estimation relies mainly on surface energy balance (SEB) ET models or statistical and empirical methods driven by remote sensing data and various climatological databases. These models have uncertainties due to inevitable input errors, poorly defined parameters, and inadequate model structures. The eddy covariance measurements on water, energy, and carbon fluxes at the AmeriFlux tower sites provide an opportunity to assess the ET modeling uncertainties. In this study, we focused on uncertainty analysis of the Operational Simplified Surface Energy Balance (SSEBop) model for ET estimation at multiple AmeriFlux tower sites with diverse land cover characteristics and climatic conditions. The 8-day composite 1-km MODerate resolution Imaging Spectroradiometer (MODIS) land surface temperature (LST) was used as input land surface temperature for the SSEBop algorithms. The other input data were taken from the AmeriFlux database. Results of statistical analysis indicated that the SSEBop model performed well in estimating ET with an R2 of 0.86 between estimated ET and eddy covariance measurements at 42 AmeriFlux tower sites during 2001–2007. It was encouraging to see that the best performance was observed for croplands, where R2 was 0.92 with a root mean square error of 13 mm/month. The uncertainties or random errors from input variables and parameters of the SSEBop model led to monthly ET estimates with relative errors less than 20% across multiple flux tower sites distributed across different biomes. This uncertainty of the SSEBop model lies within the error range of other SEB models, suggesting systematic error or bias of the SSEBop model is within the normal range. This finding implies that the simplified parameterization of the SSEBop model did not significantly affect the accuracy of the ET estimate while increasing the ease of model setup for operational applications. The sensitivity analysis indicated that the SSEBop model is most sensitive to input variables, land surface temperature (LST) and reference ET (ETo); and parameters, differential temperature (dT), and maximum ET scalar (Kmax), particularly during the non-growing season and in dry areas. In summary, the uncertainty assessment verifies that the SSEBop model is a reliable and robust method for large-area ET estimation. The SSEBop model estimates can be further improved by reducing errors in two input variables (ETo and LST) and two key parameters (Kmax and dT).

Fuel cycle cost uncertainty from nuclear fuel cycle comparison

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

Li, J.; McNelis, D.; Yim, M.S.

2013-07-01

This paper examined the uncertainty in fuel cycle cost (FCC) calculation by considering both model and parameter uncertainty. Four different fuel cycle options were compared in the analysis including the once-through cycle (OT), the DUPIC cycle, the MOX cycle and a closed fuel cycle with fast reactors (FR). The model uncertainty was addressed by using three different FCC modeling approaches with and without the time value of money consideration. The relative ratios of FCC in comparison to OT did not change much by using different modeling approaches. This observation was consistent with the results of the sensitivity study for themore » discount rate. Two different sets of data with uncertainty range of unit costs were used to address the parameter uncertainty of the FCC calculation. The sensitivity study showed that the dominating contributor to the total variance of FCC is the uranium price. In general, the FCC of OT was found to be the lowest followed by FR, MOX, and DUPIC. But depending on the uranium price, the FR cycle was found to have lower FCC over OT. The reprocessing cost was also found to have a major impact on FCC.« less

Quantifying uncertainty and sensitivity in sea ice models

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

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

The Los Alamos Sea Ice model has a number of input parameters for which accurate values are not always well established. We conduct a variance-based sensitivity analysis of hemispheric sea ice properties to 39 input parameters. The method accounts for non-linear and non-additive effects in the model.

Sensitivity analysis in economic evaluation: an audit of NICE current practice and a review of its use and value in decision-making.

PubMed

Andronis, L; Barton, P; Bryan, S

2009-06-01

To determine how we define good practice in sensitivity analysis in general and probabilistic sensitivity analysis (PSA) in particular, and to what extent it has been adhered to in the independent economic evaluations undertaken for the National Institute for Health and Clinical Excellence (NICE) over recent years; to establish what policy impact sensitivity analysis has in the context of NICE, and policy-makers' views on sensitivity analysis and uncertainty, and what use is made of sensitivity analysis in policy decision-making. Three major electronic databases, MEDLINE, EMBASE and the NHS Economic Evaluation Database, were searched from inception to February 2008. The meaning of 'good practice' in the broad area of sensitivity analysis was explored through a review of the literature. An audit was undertaken of the 15 most recent NICE multiple technology appraisal judgements and their related reports to assess how sensitivity analysis has been undertaken by independent academic teams for NICE. A review of the policy and guidance documents issued by NICE aimed to assess the policy impact of the sensitivity analysis and the PSA in particular. Qualitative interview data from NICE Technology Appraisal Committee members, collected as part of an earlier study, were also analysed to assess the value attached to the sensitivity analysis components of the economic analyses conducted for NICE. All forms of sensitivity analysis, notably both deterministic and probabilistic approaches, have their supporters and their detractors. Practice in relation to univariate sensitivity analysis is highly variable, with considerable lack of clarity in relation to the methods used and the basis of the ranges employed. In relation to PSA, there is a high level of variability in the form of distribution used for similar parameters, and the justification for such choices is rarely given. Virtually all analyses failed to consider correlations within the PSA, and this is an area of concern. Uncertainty is considered explicitly in the process of arriving at a decision by the NICE Technology Appraisal Committee, and a correlation between high levels of uncertainty and negative decisions was indicated. The findings suggest considerable value in deterministic sensitivity analysis. Such analyses serve to highlight which model parameters are critical to driving a decision. Strong support was expressed for PSA, principally because it provides an indication of the parameter uncertainty around the incremental cost-effectiveness ratio. The review and the policy impact assessment focused exclusively on documentary evidence, excluding other sources that might have revealed further insights on this issue. In seeking to address parameter uncertainty, both deterministic and probabilistic sensitivity analyses should be used. It is evident that some cost-effectiveness work, especially around the sensitivity analysis components, represents a challenge in making it accessible to those making decisions. This speaks to the training agenda for those sitting on such decision-making bodies, and to the importance of clear presentation of analyses by the academic community.

UCODE_2005 and six other computer codes for universal sensitivity analysis, calibration, and uncertainty evaluation constructed using the JUPITER API

USGS Publications Warehouse

Poeter, Eileen E.; Hill, Mary C.; Banta, Edward R.; Mehl, Steffen; Christensen, Steen

2006-01-01

This report documents the computer codes UCODE_2005 and six post-processors. Together the codes can be used with existing process models to perform sensitivity analysis, data needs assessment, calibration, prediction, and uncertainty analysis. Any process model or set of models can be used; the only requirements are that models have numerical (ASCII or text only) input and output files, that the numbers in these files have sufficient significant digits, that all required models can be run from a single batch file or script, and that simulated values are continuous functions of the parameter values. Process models can include pre-processors and post-processors as well as one or more models related to the processes of interest (physical, chemical, and so on), making UCODE_2005 extremely powerful. An estimated parameter can be a quantity that appears in the input files of the process model(s), or a quantity used in an equation that produces a value that appears in the input files. In the latter situation, the equation is user-defined. UCODE_2005 can compare observations and simulated equivalents. The simulated equivalents can be any simulated value written in the process-model output files or can be calculated from simulated values with user-defined equations. The quantities can be model results, or dependent variables. For example, for ground-water models they can be heads, flows, concentrations, and so on. Prior, or direct, information on estimated parameters also can be considered. Statistics are calculated to quantify the comparison of observations and simulated equivalents, including a weighted least-squares objective function. In addition, data-exchange files are produced that facilitate graphical analysis. UCODE_2005 can be used fruitfully in model calibration through its sensitivity analysis capabilities and its ability to estimate parameter values that result in the best possible fit to the observations. Parameters are estimated using nonlinear regression: a weighted least-squares objective function is minimized with respect to the parameter values using a modified Gauss-Newton method or a double-dogleg technique. Sensitivities needed for the method can be read from files produced by process models that can calculate sensitivities, such as MODFLOW-2000, or can be calculated by UCODE_2005 using a more general, but less accurate, forward- or central-difference perturbation technique. Problems resulting from inaccurate sensitivities and solutions related to the perturbation techniques are discussed in the report. Statistics are calculated and printed for use in (1) diagnosing inadequate data and identifying parameters that probably cannot be estimated; (2) evaluating estimated parameter values; and (3) evaluating how well the model represents the simulated processes. Results from UCODE_2005 and codes RESIDUAL_ANALYSIS and RESIDUAL_ANALYSIS_ADV can be used to evaluate how accurately the model represents the processes it simulates. Results from LINEAR_UNCERTAINTY can be used to quantify the uncertainty of model simulated values if the model is sufficiently linear. Results from MODEL_LINEARITY and MODEL_LINEARITY_ADV can be used to evaluate model linearity and, thereby, the accuracy of the LINEAR_UNCERTAINTY results. UCODE_2005 can also be used to calculate nonlinear confidence and predictions intervals, which quantify the uncertainty of model simulated values when the model is not linear. CORFAC_PLUS can be used to produce factors that allow intervals to account for model intrinsic nonlinearity and small-scale variations in system characteristics that are not explicitly accounted for in the model or the observation weighting. The six post-processing programs are independent of UCODE_2005 and can use the results of other programs that produce the required data-exchange files. UCODE_2005 and the other six codes are intended for use on any computer operating system. The programs con

Ice particle mass-dimensional parameter retrieval and uncertainty analysis using an Optimal Estimation framework applied to in situ data

NASA Astrophysics Data System (ADS)

Xu, Zhuocan; Mace, Jay; Avalone, Linnea; Wang, Zhien

2015-04-01

The extreme variability of ice particle habits in precipitating clouds affects our understanding of these cloud systems in every aspect (i.e. radiation transfer, dynamics, precipitation rate, etc) and largely contributes to the uncertainties in the model representation of related processes. Ice particle mass-dimensional power law relationships, M=a*(D ^ b), are commonly assumed in models and retrieval algorithms, while very little knowledge exists regarding the uncertainties of these M-D parameters in real-world situations. In this study, we apply Optimal Estimation (OE) methodology to infer ice particle mass-dimensional relationship from ice particle size distributions and bulk water contents independently measured on board the University of Wyoming King Air during the Colorado Airborne Multi-Phase Cloud Study (CAMPS). We also utilize W-band radar reflectivity obtained on the same platform (King Air) offering a further constraint to this ill-posed problem (Heymsfield et al. 2010). In addition to the values of retrieved M-D parameters, the associated uncertainties are conveniently acquired in the OE framework, within the limitations of assumed Gaussian statistics. We find, given the constraints provided by the bulk water measurement and in situ radar reflectivity, that the relative uncertainty of mass-dimensional power law prefactor (a) is approximately 80% and the relative uncertainty of exponent (b) is 10-15%. With this level of uncertainty, the forward model uncertainty in radar reflectivity would be on the order of 4 dB or a factor of approximately 2.5 in ice water content. The implications of this finding are that inferences of bulk water from either remote or in situ measurements of particle spectra cannot be more certain than this when the mass-dimensional relationships are not known a priori which is almost never the case.

Estimation of Uncertainties in Stage-Discharge Curve for an Experimental Himalayan Watershed

NASA Astrophysics Data System (ADS)

Kumar, V.; Sen, S.

2016-12-01

Various water resource projects developed on rivers originating from the Himalayan region, the "Water Tower of Asia", plays an important role on downstream development. Flow measurements at the desired river site are very critical for river engineers and hydrologists for water resources planning and management, flood forecasting, reservoir operation and flood inundation studies. However, an accurate discharge assessment of these mountainous rivers is costly, tedious and frequently dangerous to operators during flood events. Currently, in India, discharge estimation is linked to stage-discharge relationship known as rating curve. This relationship would be affected by a high degree of uncertainty. Estimating the uncertainty of rating curve remains a relevant challenge because it is not easy to parameterize. Main source of rating curve uncertainty are errors because of incorrect discharge measurement, variation in hydraulic conditions and depth measurement. In this study our objective is to obtain best parameters of rating curve that fit the limited record of observations and to estimate uncertainties at different depth obtained from rating curve. The rating curve parameters of standard power law are estimated for three different streams of Aglar watershed located in lesser Himalayas by maximum-likelihood estimator. Quantification of uncertainties in the developed rating curves is obtained from the estimate of variances and covariances of the rating curve parameters. Results showed that the uncertainties varied with catchment behavior with error varies between 0.006-1.831 m3/s. Discharge uncertainty in the Aglar watershed streams significantly depend on the extent of extrapolation outside the range of observed water levels. Extrapolation analysis confirmed that more than 15% for maximum discharges and 5% for minimum discharges are not strongly recommended for these mountainous gauging sites.

Development of an Expert Judgement Elicitation and Calibration Methodology for Risk Analysis in Conceptual Vehicle Design

NASA Technical Reports Server (NTRS)

Unal, Resit; Keating, Charles; Conway, Bruce; Chytka, Trina

2004-01-01

A comprehensive expert-judgment elicitation methodology to quantify input parameter uncertainty and analysis tool uncertainty in a conceptual launch vehicle design analysis has been developed. The ten-phase methodology seeks to obtain expert judgment opinion for quantifying uncertainties as a probability distribution so that multidisciplinary risk analysis studies can be performed. The calibration and aggregation techniques presented as part of the methodology are aimed at improving individual expert estimates, and provide an approach to aggregate multiple expert judgments into a single probability distribution. The purpose of this report is to document the methodology development and its validation through application to a reference aerospace vehicle. A detailed summary of the application exercise, including calibration and aggregation results is presented. A discussion of possible future steps in this research area is given.

Evaluation of the information content of long-term wastewater characteristics data in relation to activated sludge model parameters.

PubMed

Alikhani, Jamal; Takacs, Imre; Al-Omari, Ahmed; Murthy, Sudhir; Massoudieh, Arash

2017-03-01

A parameter estimation framework was used to evaluate the ability of observed data from a full-scale nitrification-denitrification bioreactor to reduce the uncertainty associated with the bio-kinetic and stoichiometric parameters of an activated sludge model (ASM). Samples collected over a period of 150 days from the effluent as well as from the reactor tanks were used. A hybrid genetic algorithm and Bayesian inference were used to perform deterministic and parameter estimations, respectively. The main goal was to assess the ability of the data to obtain reliable parameter estimates for a modified version of the ASM. The modified ASM model includes methylotrophic processes which play the main role in methanol-fed denitrification. Sensitivity analysis was also used to explain the ability of the data to provide information about each of the parameters. The results showed that the uncertainty in the estimates of the most sensitive parameters (including growth rate, decay rate, and yield coefficients) decreased with respect to the prior information.

Strategies for Efficient Computation of the Expected Value of Partial Perfect Information

PubMed Central

Madan, Jason; Ades, Anthony E.; Price, Malcolm; Maitland, Kathryn; Jemutai, Julie; Revill, Paul; Welton, Nicky J.

2014-01-01

Expected value of information methods evaluate the potential health benefits that can be obtained from conducting new research to reduce uncertainty in the parameters of a cost-effectiveness analysis model, hence reducing decision uncertainty. Expected value of partial perfect information (EVPPI) provides an upper limit to the health gains that can be obtained from conducting a new study on a subset of parameters in the cost-effectiveness analysis and can therefore be used as a sensitivity analysis to identify parameters that most contribute to decision uncertainty and to help guide decisions around which types of study are of most value to prioritize for funding. A common general approach is to use nested Monte Carlo simulation to obtain an estimate of EVPPI. This approach is computationally intensive, can lead to significant sampling bias if an inadequate number of inner samples are obtained, and incorrect results can be obtained if correlations between parameters are not dealt with appropriately. In this article, we set out a range of methods for estimating EVPPI that avoid the need for nested simulation: reparameterization of the net benefit function, Taylor series approximations, and restricted cubic spline estimation of conditional expectations. For each method, we set out the generalized functional form that net benefit must take for the method to be valid. By specifying this functional form, our methods are able to focus on components of the model in which approximation is required, avoiding the complexities involved in developing statistical approximations for the model as a whole. Our methods also allow for any correlations that might exist between model parameters. We illustrate the methods using an example of fluid resuscitation in African children with severe malaria. PMID:24449434

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.

Evaluating the Uncertainty in Exchange Parameters Determined from Off-Resonance R1ρ Relaxation Dispersion for Systems in Fast Exchange

PubMed Central

Bothe, Jameson R.; Stein, Zachary W.; Al-Hashimi, Hashim M.

2014-01-01

Spin relaxation in the rotating frame (R1ρ) is a powerful NMR technique for characterizing fast microsecond timescale exchange processes directed toward short-lived excited states in biomolecules. At the limit of fast exchange, only kex = k1 + k−1 and Φıx = pGpE(Δω)2 can be determined from R1ρ data limiting the ability to characterize the structure and energetics of the excited state conformation. Here, we use simulations to examine the uncertainty with which exchange parameters can be determined for two state systems in intermediate-to-fast exchange using off-resonance R1ρ relaxation dispersion. R1ρ data computed by solving the Bloch-McConnell equations reveals small but significant asymmetry with respect to offset (R1ρ(ΔΩ) ≠ R1ρ(−ΔΩ)), which is a hallmark of slow-to-intermediate exchange, even under conditions of fast exchange for free precession chemical exchange line broadening (kex/Δω > 10). A grid search analysis combined with bootstrap and Monte-Carlo based statistical approaches for estimating uncertainty in exchange parameters reveals that both the sign and magnitude of Δω can be determined at a useful level of uncertainty for systems in fast exchange (kex/Δω < 10) but that this depends on the uncertainty in the R1ρ data and requires a thorough examination of the multidimensional variation of χ2 as a function of exchange parameters. Results from simulations are complemented by analysis of experimental R1ρ data measured in three nucleic acid systems with exchange processes occurring on the slow (kex/Δω = 0.2; pE = ~ 0.7%), fast (kex/Δω = ~10–16; pE = ~13%) and very fast (kex = 39,000 s−1) chemical shift timescales. PMID:24819426

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.

Uncertainty associated with the gravimetric measurement of particulate matter concentration in ambient air.

PubMed

Lacey, Ronald E; Faulkner, William Brock

2015-07-01

This work applied a propagation of uncertainty method to typical total suspended particulate (TSP) sampling apparatus in order to estimate the overall measurement uncertainty. The objectives of this study were to estimate the uncertainty for three TSP samplers, develop an uncertainty budget, and determine the sensitivity of the total uncertainty to environmental parameters. The samplers evaluated were the TAMU High Volume TSP Sampler at a nominal volumetric flow rate of 1.42 m3 min(-1) (50 CFM), the TAMU Low Volume TSP Sampler at a nominal volumetric flow rate of 17 L min(-1) (0.6 CFM) and the EPA TSP Sampler at the nominal volumetric flow rates of 1.1 and 1.7 m3 min(-1) (39 and 60 CFM). Under nominal operating conditions the overall measurement uncertainty was found to vary from 6.1x10(-6) g m(-3) to 18.0x10(-6) g m(-3), which represented an uncertainty of 1.7% to 5.2% of the measurement. Analysis of the uncertainty budget determined that three of the instrument parameters contributed significantly to the overall uncertainty: the uncertainty in the pressure drop measurement across the orifice meter during both calibration and testing and the uncertainty of the airflow standard used during calibration of the orifice meter. Five environmental parameters occurring during field measurements were considered for their effect on overall uncertainty: ambient TSP concentration, volumetric airflow rate, ambient temperature, ambient pressure, and ambient relative humidity. Of these, only ambient TSP concentration and volumetric airflow rate were found to have a strong effect on the overall uncertainty. The technique described in this paper can be applied to other measurement systems and is especially useful where there are no methods available to generate these values empirically. This work addresses measurement uncertainty of TSP samplers used in ambient conditions. Estimation of uncertainty in gravimetric measurements is of particular interest, since as ambient particulate matter (PM) concentrations approach regulatory limits, the uncertainty of the measurement is essential in determining the sample size and the probability of type II errors in hypothesis testing. This is an important factor in determining if ambient PM concentrations exceed regulatory limits. The technique described in this paper can be applied to other measurement systems and is especially useful where there are no methods available to generate these values empirically.

`spup' - An R Package for Analysis of Spatial Uncertainty Propagation and Application to Trace Gas Emission Simulations

NASA Astrophysics Data System (ADS)

Sawicka, K.; Breuer, L.; Houska, T.; Santabarbara Ruiz, I.; Heuvelink, G. B. M.

2016-12-01

Computer models have become a crucial tool in engineering and environmental sciences for simulating the behaviour of complex static and dynamic systems. However, while many models are deterministic, the uncertainty in their predictions needs to be estimated before they are used for decision support. Advances in uncertainty propagation analysis and assessment have been paralleled by a growing number of software tools for uncertainty analysis, but none has gained recognition for a universal applicability, including case studies with spatial models and spatial model inputs. Due to the growing popularity and applicability of the open source R programming language we undertook a project to develop an R package that facilitates uncertainty propagation analysis in spatial environmental modelling. In particular, the `spup' package provides functions for examining the uncertainty propagation starting from input data and model parameters, via the environmental model onto model predictions. The functions include uncertainty model specification, stochastic simulation and propagation of uncertainty using Monte Carlo techniques, as well as several uncertainty visualization functions. Here we will demonstrate that the 'spup' package is an effective and easy-to-use tool to be applied even in a very complex study case, and that it can be used in multi-disciplinary research and model-based decision support. As an example, we use the ecological LandscapeDNDC model to analyse propagation of uncertainties associated with spatial variability of the model driving forces such as rainfall, nitrogen deposition and fertilizer inputs. The uncertainty propagation is analysed for the prediction of emissions of N2O and CO2 for a German low mountainous, agriculturally developed catchment. The study tests the effect of spatial correlations on spatially aggregated model outputs, and could serve as an advice for developing best management practices and model improvement strategies.

Review of clinical brachytherapy uncertainties: Analysis guidelines of GEC-ESTRO and the AAPM☆

PubMed Central

Kirisits, Christian; Rivard, Mark J.; Baltas, Dimos; Ballester, Facundo; De Brabandere, Marisol; van der Laarse, Rob; Niatsetski, Yury; Papagiannis, Panagiotis; Hellebust, Taran Paulsen; Perez-Calatayud, Jose; Tanderup, Kari; Venselaar, Jack L.M.; Siebert, Frank-André

2014-01-01

Background and purpose A substantial reduction of uncertainties in clinical brachytherapy should result in improved outcome in terms of increased local control and reduced side effects. Types of uncertainties have to be identified, grouped, and quantified. Methods A detailed literature review was performed to identify uncertainty components and their relative importance to the combined overall uncertainty. Results Very few components (e.g., source strength and afterloader timer) are independent of clinical disease site and location of administered dose. While the influence of medium on dose calculation can be substantial for low energy sources or non-deeply seated implants, the influence of medium is of minor importance for high-energy sources in the pelvic region. The level of uncertainties due to target, organ, applicator, and/or source movement in relation to the geometry assumed for treatment planning is highly dependent on fractionation and the level of image guided adaptive treatment. Most studies to date report the results in a manner that allows no direct reproduction and further comparison with other studies. Often, no distinction is made between variations, uncertainties, and errors or mistakes. The literature review facilitated the drafting of recommendations for uniform uncertainty reporting in clinical BT, which are also provided. The recommended comprehensive uncertainty investigations are key to obtain a general impression of uncertainties, and may help to identify elements of the brachytherapy treatment process that need improvement in terms of diminishing their dosimetric uncertainties. It is recommended to present data on the analyzed parameters (distance shifts, volume changes, source or applicator position, etc.), and also their influence on absorbed dose for clinically-relevant dose parameters (e.g., target parameters such as D90 or OAR doses). Publications on brachytherapy should include a statement of total dose uncertainty for the entire treatment course, taking into account the fractionation schedule and level of image guidance for adaptation. Conclusions This report on brachytherapy clinical uncertainties represents a working project developed by the Brachytherapy Physics Quality Assurances System (BRAPHYQS) subcommittee to the Physics Committee within GEC-ESTRO. Further, this report has been reviewed and approved by the American Association of Physicists in Medicine. PMID:24299968

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.

Will hydrologists learn from the world around them?: Empiricism, models, uncertainty and stationarity (Invited)

NASA Astrophysics Data System (ADS)

Lall, U.

2010-12-01

To honor the passing this year of eminent hydrologists, Dooge, Klemes and Shiklomanov, I offer an irreverent look at the issues of uncertainty and stationarity as the hydrologic industry prepares climate change products. In an AGU keynote, Dooge said that the principle of mass balance was the only hydrologic law. It was not clear how one should apply it. Klemes observed that Rippl’s 1872 mass curve analyses could essentially subsume many of the advances in stochastic modeling and reservoir optimization. Shiklomanov tackled data challenges to present a comprehensive view of the world’s water supply and demand highlighting the imbalance and sustainability challenge we face. He did not characterize the associated uncertainties. It is remarkable how little data can provide insights, while at times much information from models and data hihglights uncertainty. Hydrologists have focused on parameter uncertainties in hydrologic models. The indeterminacy of the typical situation offered Beven the opportunity to coin the term equifinality. However, this ignores the fact that the traditional continuum model fails us across scales if we don’t re-derive the correct averaged equations accounting for subscale heterogeneity. Nevertheless, the operating paradigm here has been a stimulus response model y = f(x,P), where y are the observations of the state variables, x are observations of hydrologic drivers, P are model parameters, and f(.,.) is an appropriate differential or integral transform. The uncertainty analyses then focuses on P, such that the resulting field of y is approximately unbiased and has minimum variance or maximum likelihood. The parameters P are usually time invariant, and x and/or f(.,.) are expected to account for changes in the boundary conditions. Thus the dynamics is stationary, while the time series of either x or y may not be. Given the lack of clarity as to whether the dynamical system or the trajectory is stationary it is amusing that the paper ”Stationarity is Dead” that implicitly uses changes in time series properties and boundary conditions as its basis gets much press. To avoid the stationarity dilemma, hydrologists are willing to take climate model outputs, rather than an analysis based on historical climate. Uncertainty analysis is viewed as the appropriate shrinkage of the spread across models and ensembles by clever averaging after bias corrections of the model output - a process I liken to transforming elephants into mice. Since it is someone else’s model, we abandon the seemingly good sense of seeking the best parameters P that reproduce the data y. We now seek to fit a model y = T{f1(x,P1),f2(x,P2)…}, where we don’t question the parameter or model but simply fudge the outputs to what was observed. Clearly, we can’t become climate modelers and must work with what we are dealt. By the way, doesn’t this uncertainty analysis and reduction process involve an assumption of stationarity? So, how should hydrologists navigate this muddle of uncertainty and stationarity? I offer some ideas tying to modeling purpose, and advocate a greater effort on diagnostic analyses that provide insights into how hydrologic dynamics co-evolve with climate at a variety of space and time scales. Are there natural bounds or structure to systemic uncertainty and predictability, and what are the key carriers of hydrologic information?

HICOSMO: cosmology with a complete sample of galaxy clusters - II. Cosmological results

NASA Astrophysics Data System (ADS)

Schellenberger, G.; Reiprich, T. H.

2017-10-01

The X-ray bright, hot gas in the potential well of a galaxy cluster enables systematic X-ray studies of samples of galaxy clusters to constrain cosmological parameters. HIFLUGCS consists of the 64 X-ray brightest galaxy clusters in the Universe, building up a local sample. Here, we utilize this sample to determine, for the first time, individual hydrostatic mass estimates for all the clusters of the sample and, by making use of the completeness of the sample, we quantify constraints on the two interesting cosmological parameters, Ωm and σ8. We apply our total hydrostatic and gas mass estimates from the X-ray analysis to a Bayesian cosmological likelihood analysis and leave several parameters free to be constrained. We find Ωm = 0.30 ± 0.01 and σ8 = 0.79 ± 0.03 (statistical uncertainties, 68 per cent credibility level) using our default analysis strategy combining both a mass function analysis and the gas mass fraction results. The main sources of biases that we correct here are (1) the influence of galaxy groups (incompleteness in parent samples and differing behaviour of the Lx-M relation), (2) the hydrostatic mass bias, (3) the extrapolation of the total mass (comparing various methods), (4) the theoretical halo mass function and (5) other physical effects (non-negligible neutrino mass). We find that galaxy groups introduce a strong bias, since their number density seems to be over predicted by the halo mass function. On the other hand, incorporating baryonic effects does not result in a significant change in the constraints. The total (uncorrected) systematic uncertainties (∼20 per cent) clearly dominate the statistical uncertainties on cosmological parameters for our sample.

Thermochemical Ablation Analysis of the Orion Heatshield

NASA Technical Reports Server (NTRS)

Sixel, William

2015-01-01

The Orion Multi-Purpose Crew Vehicle will one day carry astronauts to the Moon and beyond, and Orion's heatshield is a critical component in ensuring their safe return to Earth. The Orion heatshield is the structural component responsible for absorbing the intense heating environment caused by re-entry to Earth's atmosphere. The heatshield is primarily composed of Avcoat, an ablative material that is consumed during the re-entry process. Ablation is primarily characterized by two processes: pyrolysis and recession. The decomposition of in-depth virgin material is known as pyrolysis. Recession occurs when the exposed surface of the heatshield reacts with the surrounding flow. The Orion heatshield design was changed from an individually filled Avcoat honeycomb to a molded block Avcoat design. The molded block Avcoat heatshield relies on an adhesive bond to keep it attached to the capsule. In some locations on the heatshield, the integrity of the adhesive bond cannot be verified. For these locations, a mechanical retention device was proposed. Avcoat ablation was modelled in CHAR and the in-depth virgin material temperatures were used in a Thermal Desktop model of the mechanical retention device. The retention device was analyzed and shown to cause a large increase in the maximum bondline temperature. In order to study the impact of individual ablation modelling parameters on the heatshield sizing process, a Monte Carlo simulation of the sizing process was proposed. The simulation will give the sensitivity of the ablation model to each of its input parameters. As part of the Monte Carlo simulation, statistical uncertainties on material properties were required for Avcoat. Several properties were difficult to acquire uncertainties for: the pyrolysis gas enthalpy, non-dimensional mass loss rate (B´c), and Arrhenius equation parameters. Variability in the elemental composition of Avcoat was used as the basis for determining the statistical uncertainty in pyrolysis gas enthalpy and B´c. A MATLAB program was developed to allow for faster, more accurate and automated computation of Arrhenius reaction parameters. These parameters are required for a material model to be used in the CHAR ablation analysis program. This MATLAB program, along with thermogravimetric analysis (TGA) data, was used to generate uncertainties on the Arrhenius parameters for Avcoat. In addition, the TGA fitting program was developed to provide Arrhenius parameters for the ablation model of the gap filler material, RTV silicone.

Modeling Nitrogen Dynamics in a Waste Stabilization Pond System Using Flexible Modeling Environment with MCMC.

PubMed

Mukhtar, Hussnain; Lin, Yu-Pin; Shipin, Oleg V; Petway, Joy R

2017-07-12

This study presents an approach for obtaining realization sets of parameters for nitrogen removal in a pilot-scale waste stabilization pond (WSP) system. The proposed approach was designed for optimal parameterization, local sensitivity analysis, and global uncertainty analysis of a dynamic simulation model for the WSP by using the R software package Flexible Modeling Environment (R-FME) with the Markov chain Monte Carlo (MCMC) method. Additionally, generalized likelihood uncertainty estimation (GLUE) was integrated into the FME to evaluate the major parameters that affect the simulation outputs in the study WSP. Comprehensive modeling analysis was used to simulate and assess nine parameters and concentrations of ON-N, NH₃-N and NO₃-N. Results indicate that the integrated FME-GLUE-based model, with good Nash-Sutcliffe coefficients (0.53-0.69) and correlation coefficients (0.76-0.83), successfully simulates the concentrations of ON-N, NH₃-N and NO₃-N. Moreover, the Arrhenius constant was the only parameter sensitive to model performances of ON-N and NH₃-N simulations. However, Nitrosomonas growth rate, the denitrification constant, and the maximum growth rate at 20 °C were sensitive to ON-N and NO₃-N simulation, which was measured using global sensitivity.

Parameter and model uncertainty in a life-table model for fine particles (PM2.5): a statistical modeling study

PubMed Central

Tainio, Marko; Tuomisto, Jouni T; Hänninen, Otto; Ruuskanen, Juhani; Jantunen, Matti J; Pekkanen, Juha

2007-01-01

Background The estimation of health impacts involves often uncertain input variables and assumptions which have to be incorporated into the model structure. These uncertainties may have significant effects on the results obtained with model, and, thus, on decision making. Fine particles (PM2.5) are believed to cause major health impacts, and, consequently, uncertainties in their health impact assessment have clear relevance to policy-making. We studied the effects of various uncertain input variables by building a life-table model for fine particles. Methods Life-expectancy of the Helsinki metropolitan area population and the change in life-expectancy due to fine particle exposures were predicted using a life-table model. A number of parameter and model uncertainties were estimated. Sensitivity analysis for input variables was performed by calculating rank-order correlations between input and output variables. The studied model uncertainties were (i) plausibility of mortality outcomes and (ii) lag, and parameter uncertainties (iii) exposure-response coefficients for different mortality outcomes, and (iv) exposure estimates for different age groups. The monetary value of the years-of-life-lost and the relative importance of the uncertainties related to monetary valuation were predicted to compare the relative importance of the monetary valuation on the health effect uncertainties. Results The magnitude of the health effects costs depended mostly on discount rate, exposure-response coefficient, and plausibility of the cardiopulmonary mortality. Other mortality outcomes (lung cancer, other non-accidental and infant mortality) and lag had only minor impact on the output. The results highlight the importance of the uncertainties associated with cardiopulmonary mortality in the fine particle impact assessment when compared with other uncertainties. Conclusion When estimating life-expectancy, the estimates used for cardiopulmonary exposure-response coefficient, discount rate, and plausibility require careful assessment, while complicated lag estimates can be omitted without this having any major effect on the results. PMID:17714598

Parameter and model uncertainty in a life-table model for fine particles (PM2.5): a statistical modeling study.

PubMed

Tainio, Marko; Tuomisto, Jouni T; Hänninen, Otto; Ruuskanen, Juhani; Jantunen, Matti J; Pekkanen, Juha

2007-08-23

The estimation of health impacts involves often uncertain input variables and assumptions which have to be incorporated into the model structure. These uncertainties may have significant effects on the results obtained with model, and, thus, on decision making. Fine particles (PM2.5) are believed to cause major health impacts, and, consequently, uncertainties in their health impact assessment have clear relevance to policy-making. We studied the effects of various uncertain input variables by building a life-table model for fine particles. Life-expectancy of the Helsinki metropolitan area population and the change in life-expectancy due to fine particle exposures were predicted using a life-table model. A number of parameter and model uncertainties were estimated. Sensitivity analysis for input variables was performed by calculating rank-order correlations between input and output variables. The studied model uncertainties were (i) plausibility of mortality outcomes and (ii) lag, and parameter uncertainties (iii) exposure-response coefficients for different mortality outcomes, and (iv) exposure estimates for different age groups. The monetary value of the years-of-life-lost and the relative importance of the uncertainties related to monetary valuation were predicted to compare the relative importance of the monetary valuation on the health effect uncertainties. The magnitude of the health effects costs depended mostly on discount rate, exposure-response coefficient, and plausibility of the cardiopulmonary mortality. Other mortality outcomes (lung cancer, other non-accidental and infant mortality) and lag had only minor impact on the output. The results highlight the importance of the uncertainties associated with cardiopulmonary mortality in the fine particle impact assessment when compared with other uncertainties. When estimating life-expectancy, the estimates used for cardiopulmonary exposure-response coefficient, discount rate, and plausibility require careful assessment, while complicated lag estimates can be omitted without this having any major effect on the results.

The impact of lake and reservoir parameterization on global streamflow simulation.

PubMed

Zajac, Zuzanna; Revilla-Romero, Beatriz; Salamon, Peter; Burek, Peter; Hirpa, Feyera A; Beck, Hylke

2017-05-01

Lakes and reservoirs affect the timing and magnitude of streamflow, and are therefore essential hydrological model components, especially in the context of global flood forecasting. However, the parameterization of lake and reservoir routines on a global scale is subject to considerable uncertainty due to lack of information on lake hydrographic characteristics and reservoir operating rules. In this study we estimated the effect of lakes and reservoirs on global daily streamflow simulations of a spatially-distributed LISFLOOD hydrological model. We applied state-of-the-art global sensitivity and uncertainty analyses for selected catchments to examine the effect of uncertain lake and reservoir parameterization on model performance. Streamflow observations from 390 catchments around the globe and multiple performance measures were used to assess model performance. Results indicate a considerable geographical variability in the lake and reservoir effects on the streamflow simulation. Nash-Sutcliffe Efficiency (NSE) and Kling-Gupta Efficiency (KGE) metrics improved for 65% and 38% of catchments respectively, with median skill score values of 0.16 and 0.2 while scores deteriorated for 28% and 52% of the catchments, with median values -0.09 and -0.16, respectively. The effect of reservoirs on extreme high flows was substantial and widespread in the global domain, while the effect of lakes was spatially limited to a few catchments. As indicated by global sensitivity analysis, parameter uncertainty substantially affected uncertainty of model performance. Reservoir parameters often contributed to this uncertainty, although the effect varied widely among catchments. The effect of reservoir parameters on model performance diminished with distance downstream of reservoirs in favor of other parameters, notably groundwater-related parameters and channel Manning's roughness coefficient. This study underscores the importance of accounting for lakes and, especially, reservoirs and using appropriate parameterization in large-scale hydrological simulations.

Accounting for uncertainty in pedotransfer functions in vulnerability assessments of pesticide leaching to groundwater.

PubMed

Stenemo, Fredrik; Jarvis, Nicholas

2007-09-01

A simulation tool for site-specific vulnerability assessments of pesticide leaching to groundwater was developed, based on the pesticide fate and transport model MACRO, parameterized using pedotransfer functions and reasonable worst-case parameter values. The effects of uncertainty in the pedotransfer functions on simulation results were examined for 48 combinations of soils, pesticides and application timings, by sampling pedotransfer function regression errors and propagating them through the simulation model in a Monte Carlo analysis. An uncertainty factor, f(u), was derived, defined as the ratio between the concentration simulated with no errors, c(sim), and the 80th percentile concentration for the scenario. The pedotransfer function errors caused a large variation in simulation results, with f(u) ranging from 1.14 to 1440, with a median of 2.8. A non-linear relationship was found between f(u) and c(sim), which can be used to account for parameter uncertainty by correcting the simulated concentration, c(sim), to an estimated 80th percentile value. For fine-textured soils, the predictions were most sensitive to errors in the pedotransfer functions for two parameters regulating macropore flow (the saturated matrix hydraulic conductivity, K(b), and the effective diffusion pathlength, d) and two water retention function parameters (van Genuchten's N and alpha parameters). For coarse-textured soils, the model was also sensitive to errors in the exponent in the degradation water response function and the dispersivity, in addition to K(b), but showed little sensitivity to d. To reduce uncertainty in model predictions, improved pedotransfer functions for K(b), d, N and alpha would therefore be most useful. 2007 Society of Chemical Industry

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

CASL L1 Milestone report : CASL.P4.01, sensitivity and uncertainty analysis for CIPS with VIPRE-W and BOA.

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

Sung, Yixing; Adams, Brian M.; Secker, Jeffrey R.

2011-12-01

The CASL Level 1 Milestone CASL.P4.01, successfully completed in December 2011, aimed to 'conduct, using methodologies integrated into VERA, a detailed sensitivity analysis and uncertainty quantification of a crud-relevant problem with baseline VERA capabilities (ANC/VIPRE-W/BOA).' The VUQ focus area led this effort, in partnership with AMA, and with support from VRI. DAKOTA was coupled to existing VIPRE-W thermal-hydraulics and BOA crud/boron deposit simulations representing a pressurized water reactor (PWR) that previously experienced crud-induced power shift (CIPS). This work supports understanding of CIPS by exploring the sensitivity and uncertainty in BOA outputs with respect to uncertain operating and model parameters. Thismore » report summarizes work coupling the software tools, characterizing uncertainties, and analyzing the results of iterative sensitivity and uncertainty studies. These studies focused on sensitivity and uncertainty of CIPS indicators calculated by the current version of the BOA code used in the industry. Challenges with this kind of analysis are identified to inform follow-on research goals and VERA development targeting crud-related challenge problems.« less

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

DOE PAGES

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

2017-03-28

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

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

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

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

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

Uncertainty in Damage Detection, Dynamic Propagation and Just-in-Time Networks

DTIC Science & Technology

2015-08-03

estimated parameter uncertainty in dynamic data sets; high order compact finite difference schemes for Helmholtz equations with discontinuous wave numbers...delay differential equations with a Gamma distributed delay. We found that with the same population size the histogram plots for the solution to the...schemes for Helmholtz equations with discontinuous wave numbers across interfaces. • We carried out numerical sensitivity analysis with respect to

Cell death, perfusion and electrical parameters are critical in models of hepatic radiofrequency ablation

PubMed Central

Hall, Sheldon K.; Ooi, Ean H.; Payne, Stephen J.

2015-01-01

Abstract Purpose: A sensitivity analysis has been performed on a mathematical model of radiofrequency ablation (RFA) in the liver. The purpose of this is to identify the most important parameters in the model, defined as those that produce the largest changes in the prediction. This is important in understanding the role of uncertainty and when comparing the model predictions to experimental data. Materials and methods: The Morris method was chosen to perform the sensitivity analysis because it is ideal for models with many parameters or that take a significant length of time to obtain solutions. A comprehensive literature review was performed to obtain ranges over which the model parameters are expected to vary, crucial input information. Results: The most important parameters in predicting the ablation zone size in our model of RFA are those representing the blood perfusion, electrical conductivity and the cell death model. The size of the 50 °C isotherm is sensitive to the electrical properties of tissue while the heat source is active, and to the thermal parameters during cooling. Conclusions: The parameter ranges chosen for the sensitivity analysis are believed to represent all that is currently known about their values in combination. The Morris method is able to compute global parameter sensitivities taking into account the interaction of all parameters, something that has not been done before. Research is needed to better understand the uncertainties in the cell death, electrical conductivity and perfusion models, but the other parameters are only of second order, providing a significant simplification. PMID:26000972

Parameter Analysis of the VPIN (Volume synchronized Probability of Informed Trading) Metric

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

Song, Jung Heon; Wu, Kesheng; Simon, Horst D.

2014-03-01

VPIN (Volume synchronized Probability of Informed trading) is a leading indicator of liquidity-induced volatility. It is best known for having produced a signal more than hours before the Flash Crash of 2010. On that day, the market saw the biggest one-day point decline in the Dow Jones Industrial Average, which culminated to the market value of $1 trillion disappearing, but only to recover those losses twenty minutes later (Lauricella 2010). The computation of VPIN requires the user to set up a handful of free parameters. The values of these parameters significantly affect the effectiveness of VPIN as measured by themore » false positive rate (FPR). An earlier publication reported that a brute-force search of simple parameter combinations yielded a number of parameter combinations with FPR of 7%. This work is a systematic attempt to find an optimal parameter set using an optimization package, NOMAD (Nonlinear Optimization by Mesh Adaptive Direct Search) by Audet, le digabel, and tribes (2009) and le digabel (2011). We have implemented a number of techniques to reduce the computation time with NOMAD. Tests show that we can reduce the FPR to only 2%. To better understand the parameter choices, we have conducted a series of sensitivity analysis via uncertainty quantification on the parameter spaces using UQTK (Uncertainty Quantification Toolkit). Results have shown dominance of 2 parameters in the computation of FPR. Using the outputs from NOMAD optimization and sensitivity analysis, We recommend A range of values for each of the free parameters that perform well on a large set of futures trading records.« less

Uncertainty Quantification and Global Sensitivity Analysis of Subsurface Flow Parameters to Gravimetric Variations During Pumping Tests in Unconfined Aquifers

NASA Astrophysics Data System (ADS)

Maina, Fadji Zaouna; Guadagnini, Alberto

2018-01-01

We study the contribution of typically uncertain subsurface flow parameters to gravity changes that can be recorded during pumping tests in unconfined aquifers. We do so in the framework of a Global Sensitivity Analysis and quantify the effects of uncertainty of such parameters on the first four statistical moments of the probability distribution of gravimetric variations induced by the operation of the well. System parameters are grouped into two main categories, respectively, governing groundwater flow in the unsaturated and saturated portions of the domain. We ground our work on the three-dimensional analytical model proposed by Mishra and Neuman (2011), which fully takes into account the richness of the physical process taking place across the unsaturated and saturated zones and storage effects in a finite radius pumping well. The relative influence of model parameter uncertainties on drawdown, moisture content, and gravity changes are quantified through (a) the Sobol' indices, derived from a classical decomposition of variance and (b) recently developed indices quantifying the relative contribution of each uncertain model parameter to the (ensemble) mean, skewness, and kurtosis of the model output. Our results document (i) the importance of the effects of the parameters governing the unsaturated flow dynamics on the mean and variance of local drawdown and gravity changes; (ii) the marked sensitivity (as expressed in terms of the statistical moments analyzed) of gravity changes to the employed water retention curve model parameter, specific yield, and storage, and (iii) the influential role of hydraulic conductivity of the unsaturated and saturated zones to the skewness and kurtosis of gravimetric variation distributions. The observed temporal dynamics of the strength of the relative contribution of system parameters to gravimetric variations suggest that gravity data have a clear potential to provide useful information for estimating the key hydraulic parameters of the system.

Uncertainty assessment and implications for data acquisition in support of integrated hydrologic models

NASA Astrophysics Data System (ADS)

Brunner, Philip; Doherty, J.; Simmons, Craig T.

2012-07-01

The data set used for calibration of regional numerical models which simulate groundwater flow and vadose zone processes is often dominated by head observations. It is to be expected therefore, that parameters describing vadose zone processes are poorly constrained. A number of studies on small spatial scales explored how additional data types used in calibration constrain vadose zone parameters or reduce predictive uncertainty. However, available studies focused on subsets of observation types and did not jointly account for different measurement accuracies or different hydrologic conditions. In this study, parameter identifiability and predictive uncertainty are quantified in simulation of a 1-D vadose zone soil system driven by infiltration, evaporation and transpiration. The worth of different types of observation data (employed individually, in combination, and with different measurement accuracies) is evaluated by using a linear methodology and a nonlinear Pareto-based methodology under different hydrological conditions. Our main conclusions are (1) Linear analysis provides valuable information on comparative parameter and predictive uncertainty reduction accrued through acquisition of different data types. Its use can be supplemented by nonlinear methods. (2) Measurements of water table elevation can support future water table predictions, even if such measurements inform the individual parameters of vadose zone models to only a small degree. (3) The benefits of including ET and soil moisture observations in the calibration data set are heavily dependent on depth to groundwater. (4) Measurements of groundwater levels, measurements of vadose ET or soil moisture poorly constrain regional groundwater system forcing functions.

Optimal control problems of epidemic systems with parameter uncertainties: application to a malaria two-age-classes transmission model with asymptomatic carriers.

PubMed

Mwanga, Gasper G; Haario, Heikki; Capasso, Vicenzo

2015-03-01

The main scope of this paper is to study the optimal control practices of malaria, by discussing the implementation of a catalog of optimal control strategies in presence of parameter uncertainties, which is typical of infectious diseases data. In this study we focus on a deterministic mathematical model for the transmission of malaria, including in particular asymptomatic carriers and two age classes in the human population. A partial qualitative analysis of the relevant ODE system has been carried out, leading to a realistic threshold parameter. For the deterministic model under consideration, four possible control strategies have been analyzed: the use of Long-lasting treated mosquito nets, indoor residual spraying, screening and treatment of symptomatic and asymptomatic individuals. The numerical results show that using optimal control the disease can be brought to a stable disease free equilibrium when all four controls are used. The Incremental Cost-Effectiveness Ratio (ICER) for all possible combinations of the disease-control measures is determined. The numerical simulations of the optimal control in the presence of parameter uncertainty demonstrate the robustness of the optimal control: the main conclusions of the optimal control remain unchanged, even if inevitable variability remains in the control profiles. The results provide a promising framework for the designing of cost-effective strategies for disease controls with multiple interventions, even under considerable uncertainty of model parameters. Copyright © 2014 Elsevier Inc. All rights reserved.

Reducing the uncertainty in robotic machining by modal analysis

NASA Astrophysics Data System (ADS)

Alberdi, Iñigo; Pelegay, Jose Angel; Arrazola, Pedro Jose; Ørskov, Klaus Bonde

2017-10-01

The use of industrial robots for machining could lead to high cost and energy savings for the manufacturing industry. Machining robots offer several advantages respect to CNC machines such as flexibility, wide working space, adaptability and relatively low cost. However, there are some drawbacks that are preventing a widespread adoption of robotic solutions namely lower stiffness, vibration/chatter problems and lower accuracy and repeatability. Normally due to these issues conservative cutting parameters are chosen, resulting in a low material removal rate (MRR). In this article, an example of a modal analysis of a robot is presented. For that purpose the Tap-testing technology is introduced, which aims at maximizing productivity, reducing the uncertainty in the selection of cutting parameters and offering a stable process free from chatter vibrations.

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

NASA Technical Reports Server (NTRS)

Ireland, J.; Tolbert, A. K.; Schwartz, R. A.; Holman, G. D.; Dennis, B. R.

2013-01-01

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

Uncertainty analysis of gross primary production partitioned from net ecosystem exchange measurements

NASA Astrophysics Data System (ADS)

Raj, R.; Hamm, N. A. S.; van der Tol, C.; Stein, A.

2015-08-01

Gross primary production (GPP), separated from flux tower measurements of net ecosystem exchange (NEE) of CO2, is used increasingly to validate process-based simulators and remote sensing-derived estimates of simulated GPP at various time steps. Proper validation should include the uncertainty associated with this separation at different time steps. This can be achieved by using a Bayesian framework. In this study, we estimated the uncertainty in GPP at half hourly time steps. We used a non-rectangular hyperbola (NRH) model to separate GPP from flux tower measurements of NEE at the Speulderbos forest site, The Netherlands. The NRH model included the variables that influence GPP, in particular radiation, and temperature. In addition, the NRH model provided a robust empirical relationship between radiation and GPP by including the degree of curvature of the light response curve. 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. Adopting a Bayesian approach, we defined the prior distribution of each NRH parameter. Markov chain Monte Carlo (MCMC) simulation was used to update the prior distribution of each NRH parameter. This allowed us to estimate the uncertainty in the separated GPP at half-hourly time steps. This yielded the posterior distribution of GPP at each half hour and allowed the quantification of uncertainty. The time series of posterior distributions thus obtained allowed us to estimate the uncertainty at daily time steps. We compared the informative with non-informative prior distributions of the NRH parameters. The results showed that both choices of prior produced similar posterior distributions 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.

Analysis of System Margins on Missions Utilizing Solar Electric Propulsion

NASA Technical Reports Server (NTRS)

Oh, David Y.; Landau, Damon; Randolph, Thomas; Timmerman, Paul; Chase, James; Sims, Jon; Kowalkowski, Theresa

2008-01-01

NASA's Jet Propulsion Laboratory has conducted a study focused on the analysis of appropriate margins for deep space missions using solar electric propulsion (SEP). The purpose of this study is to understand the links between disparate system margins (power, mass, thermal, etc.) and their impact on overall mission performance and robustness. It is determined that the various sources of uncertainty and risk associated with electric propulsion mission design can be summarized into three relatively independent parameters 1) EP Power Margin, 2) Propellant Margin and 3) Duty Cycle Margin. The overall relationship between these parameters and other major sources of uncertainty is presented. A detailed trajectory analysis is conducted to examine the impact that various assumptions related to power, duty cycle, destination, and thruster performance including missed thrust periods have on overall performance. Recommendations are presented for system margins for deep space missions utilizing solar electric propulsion.

Detecting Trend and Seasonal Changes in Bathymetry Derived from HICO Imagery: A Case Study of Shark Bay, Western Australia

NASA Technical Reports Server (NTRS)

Garcia, Rodrigo A.; Fearns, Peter R. C. S.; Mckinna, Lachlan I. W.

2014-01-01

The Hyperspectral Imager for the Coastal Ocean (HICO) aboard the International Space Station has offered for the first time a dedicated space-borne hyperspectral sensor specifically designed for remote sensing of the coastal environment. However, several processing steps are required to convert calibrated top-of-atmosphere radiances to the desired geophysical parameter(s). These steps add various amounts of uncertainty that can cumulatively render the geophysical parameter imprecise and potentially unusable if the objective is to analyze trends and/or seasonal variability. This research presented here has focused on: (1) atmospheric correction of HICO imagery; (2) retrieval of bathymetry using an improved implementation of a shallow water inversion algorithm; (3) propagation of uncertainty due to environmental noise through the bathymetry retrieval process; (4) issues relating to consistent geo-location of HICO imagery necessary for time series analysis, and; (5) tide height corrections of the retrieved bathymetric dataset. The underlying question of whether a temporal change in depth is detectable above uncertainty is also addressed. To this end, nine HICO images spanning November 2011 to August 2012, over the Shark Bay World Heritage Area, Western Australia, were examined. The results presented indicate that precision of the bathymetric retrievals is dependent on the shallow water inversion algorithm used. Within this study, an average of 70% of pixels for the entire HICO-derived bathymetry dataset achieved a relative uncertainty of less than +/-20%. A per-pixel t-test analysis between derived bathymetry images at successive timestamps revealed observable changes in depth to as low as 0.4 m. However, the present geolocation accuracy of HICO is relatively poor and needs further improvements before extensive time series analysis can be performed.

Failure analysis of parameter-induced simulation crashes in climate models

NASA Astrophysics Data System (ADS)

Lucas, D. D.; Klein, R.; Tannahill, J.; Ivanova, D.; Brandon, S.; Domyancic, D.; Zhang, Y.

2013-01-01

Simulations using IPCC-class climate models are subject to fail or crash for a variety of reasons. Quantitative analysis of the failures can yield useful insights to better understand and improve the models. During the course of uncertainty quantification (UQ) ensemble simulations to assess the effects of ocean model parameter uncertainties on climate simulations, we experienced a series of simulation crashes within the Parallel Ocean Program (POP2) component of the Community Climate System Model (CCSM4). About 8.5% of our CCSM4 simulations failed for numerical reasons at combinations of POP2 parameter values. We apply support vector machine (SVM) classification from machine learning to quantify and predict the probability of failure as a function of the values of 18 POP2 parameters. A committee of SVM classifiers readily predicts model failures in an independent validation ensemble, as assessed by the area under the receiver operating characteristic (ROC) curve metric (AUC > 0.96). The causes of the simulation failures are determined through a global sensitivity analysis. Combinations of 8 parameters related to ocean mixing and viscosity from three different POP2 parameterizations are the major sources of the failures. This information can be used to improve POP2 and CCSM4 by incorporating correlations across the relevant parameters. Our method can also be used to quantify, predict, and understand simulation crashes in other complex geoscientific models.

Failure analysis of parameter-induced simulation crashes in climate models

NASA Astrophysics Data System (ADS)

Lucas, D. D.; Klein, R.; Tannahill, J.; Ivanova, D.; Brandon, S.; Domyancic, D.; Zhang, Y.

2013-08-01

Simulations using IPCC (Intergovernmental Panel on Climate Change)-class climate models are subject to fail or crash for a variety of reasons. Quantitative analysis of the failures can yield useful insights to better understand and improve the models. During the course of uncertainty quantification (UQ) ensemble simulations to assess the effects of ocean model parameter uncertainties on climate simulations, we experienced a series of simulation crashes within the Parallel Ocean Program (POP2) component of the Community Climate System Model (CCSM4). About 8.5% of our CCSM4 simulations failed for numerical reasons at combinations of POP2 parameter values. We applied support vector machine (SVM) classification from machine learning to quantify and predict the probability of failure as a function of the values of 18 POP2 parameters. A committee of SVM classifiers readily predicted model failures in an independent validation ensemble, as assessed by the area under the receiver operating characteristic (ROC) curve metric (AUC > 0.96). The causes of the simulation failures were determined through a global sensitivity analysis. Combinations of 8 parameters related to ocean mixing and viscosity from three different POP2 parameterizations were the major sources of the failures. This information can be used to improve POP2 and CCSM4 by incorporating correlations across the relevant parameters. Our method can also be used to quantify, predict, and understand simulation crashes in other complex geoscientific models.

BAT - The Bayesian analysis toolkit

NASA Astrophysics Data System (ADS)

Caldwell, Allen; Kollár, Daniel; Kröninger, Kevin

2009-11-01

We describe the development of a new toolkit for data analysis. The analysis package is based on Bayes' Theorem, and is realized with the use of Markov Chain Monte Carlo. This gives access to the full posterior probability distribution. Parameter estimation, limit setting and uncertainty propagation are implemented in a straightforward manner.

Bayesian Propensity Score Analysis: Simulation and Case Study

ERIC Educational Resources Information Center

Kaplan, David; Chen, Cassie J. S.

2011-01-01

Propensity score analysis (PSA) has been used in a variety of settings, such as education, epidemiology, and sociology. Most typically, propensity score analysis has been implemented within the conventional frequentist perspective of statistics. This perspective, as is well known, does not account for uncertainty in either the parameters of the…

Uncertainty in temperature response of current consumption-based emissions estimates

NASA Astrophysics Data System (ADS)

Karstensen, J.; Peters, G. P.; Andrew, R. M.

2014-09-01

Several studies have connected emissions of greenhouse gases to economic and trade data to quantify the causal chain from consumption to emissions and climate change. These studies usually combine data and models originating from different sources, making it difficult to estimate uncertainties in the end results. We estimate uncertainties in economic data, multi-pollutant emission statistics and metric parameters, and use Monte Carlo analysis to quantify contributions to uncertainty and to determine how uncertainty propagates to estimates of global temperature change from regional and sectoral territorial- and consumption-based emissions for the year 2007. We find that the uncertainties are sensitive to the emission allocations, mix of pollutants included, the metric and its time horizon, and the level of aggregation of the results. Uncertainties in the final results are largely dominated by the climate sensitivity and the parameters associated with the warming effects of CO2. The economic data have a relatively small impact on uncertainty at the global and national level, while much higher uncertainties are found at the sectoral level. Our results suggest that consumption-based national emissions are not significantly more uncertain than the corresponding production based emissions, since the largest uncertainties are due to metric and emissions which affect both perspectives equally. The two perspectives exhibit different sectoral uncertainties, due to changes of pollutant compositions. We find global sectoral consumption uncertainties in the range of ±9-±27% using the global temperature potential with a 50 year time horizon, with metric uncertainties dominating. National level uncertainties are similar in both perspectives due to the dominance of CO2 over other pollutants. The consumption emissions of the top 10 emitting regions have a broad uncertainty range of ±9-±25%, with metric and emissions uncertainties contributing similarly. The Absolute global temperature potential with a 50 year time horizon has much higher uncertainties, with considerable uncertainty overlap for regions and sectors, indicating that the ranking of countries is uncertain.

Equation of state for dense nucleonic matter from metamodeling. I. Foundational aspects

NASA Astrophysics Data System (ADS)

Margueron, Jérôme; Hoffmann Casali, Rudiney; Gulminelli, Francesca

2018-02-01

Metamodeling for the nucleonic equation of state (EOS), inspired from a Taylor expansion around the saturation density of symmetric nuclear matter, is proposed and parameterized in terms of the empirical parameters. The present knowledge of nuclear empirical parameters is first reviewed in order to estimate their average values and associated uncertainties, and thus defining the parameter space of the metamodeling. They are divided into isoscalar and isovector types, and ordered according to their power in the density expansion. The goodness of the metamodeling is analyzed against the predictions of the original models. In addition, since no correlation among the empirical parameters is assumed a priori, all arbitrary density dependences can be explored, which might not be accessible in existing functionals. Spurious correlations due to the assumed functional form are also removed. This meta-EOS allows direct relations between the uncertainties on the empirical parameters and the density dependence of the nuclear equation of state and its derivatives, and the mapping between the two can be done with standard Bayesian techniques. A sensitivity analysis shows that the more influential empirical parameters are the isovector parameters Lsym and Ksym, and that laboratory constraints at supersaturation densities are essential to reduce the present uncertainties. The present metamodeling for the EOS for nuclear matter is proposed for further applications in neutron stars and supernova matter.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Planning spatial sampling of the soil from an uncertain reconnaissance variogram

NASA Astrophysics Data System (ADS)

Lark, R. Murray; Hamilton, Elliott M.; Kaninga, Belinda; Maseka, Kakoma K.; Mutondo, Moola; Sakala, Godfrey M.; Watts, Michael J.

2017-12-01

An estimated variogram of a soil property can be used to support a rational choice of sampling intensity for geostatistical mapping. However, it is known that estimated variograms are subject to uncertainty. In this paper we address two practical questions. First, how can we make a robust decision on sampling intensity, given the uncertainty in the variogram? Second, what are the costs incurred in terms of oversampling because of uncertainty in the variogram model used to plan sampling? To achieve this we show how samples of the posterior distribution of variogram parameters, from a computational Bayesian analysis, can be used to characterize the effects of variogram parameter uncertainty on sampling decisions. We show how one can select a sample intensity so that a target value of the kriging variance is not exceeded with some specified probability. This will lead to oversampling, relative to the sampling intensity that would be specified if there were no uncertainty in the variogram parameters. One can estimate the magnitude of this oversampling by treating the tolerable grid spacing for the final sample as a random variable, given the target kriging variance and the posterior sample values. We illustrate these concepts with some data on total uranium content in a relatively sparse sample of soil from agricultural land near mine tailings in the Copperbelt Province of Zambia.

Uncertainty Analysis of Simulated Hydraulic Fracturing

NASA Astrophysics Data System (ADS)

Chen, M.; Sun, Y.; Fu, P.; Carrigan, C. R.; Lu, Z.

2012-12-01

Artificial hydraulic fracturing is being used widely to stimulate production of oil, natural gas, and geothermal reservoirs with low natural permeability. Optimization of field design and operation is limited by the incomplete characterization of the reservoir, as well as the complexity of hydrological and geomechanical processes that control the fracturing. Thus, there are a variety of uncertainties associated with the pre-existing fracture distribution, rock mechanics, and hydraulic-fracture engineering that require evaluation of their impact on the optimized design. In this study, a multiple-stage scheme was employed to evaluate the uncertainty. We first define the ranges and distributions of 11 input parameters that characterize the natural fracture topology, in situ stress, geomechanical behavior of the rock matrix and joint interfaces, and pumping operation, to cover a wide spectrum of potential conditions expected for a natural reservoir. These parameters were then sampled 1,000 times in an 11-dimensional parameter space constrained by the specified ranges using the Latin-hypercube method. These 1,000 parameter sets were fed into the fracture simulators, and the outputs were used to construct three designed objective functions, i.e. fracture density, opened fracture length and area density. Using PSUADE, three response surfaces (11-dimensional) of the objective functions were developed and global sensitivity was analyzed to identify the most sensitive parameters for the objective functions representing fracture connectivity, which are critical for sweep efficiency of the recovery process. The second-stage high resolution response surfaces were constructed with dimension reduced to the number of the most sensitive parameters. An additional response surface with respect to the objective function of the fractal dimension for fracture distributions was constructed in this stage. Based on these response surfaces, comprehensive uncertainty analyses were conducted among input parameters and objective functions. In addition, reduced-order emulation models resulting from this analysis can be used for optimal control of hydraulic fracturing. This work performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.

The potential for meta-analysis to support decision analysis in ecology.

PubMed

Mengersen, Kerrie; MacNeil, M Aaron; Caley, M Julian

2015-06-01

Meta-analysis and decision analysis are underpinned by well-developed methods that are commonly applied to a variety of problems and disciplines. While these two fields have been closely linked in some disciplines such as medicine, comparatively little attention has been paid to the potential benefits of linking them in ecology, despite reasonable expectations that benefits would be derived from doing so. Meta-analysis combines information from multiple studies to provide more accurate parameter estimates and to reduce the uncertainty surrounding them. Decision analysis involves selecting among alternative choices using statistical information that helps to shed light on the uncertainties involved. By linking meta-analysis to decision analysis, improved decisions can be made, with quantification of the costs and benefits of alternate decisions supported by a greater density of information. Here, we briefly review concepts of both meta-analysis and decision analysis, illustrating the natural linkage between them and the benefits from explicitly linking one to the other. We discuss some examples in which this linkage has been exploited in the medical arena and how improvements in precision and reduction of structural uncertainty inherent in a meta-analysis can provide substantive improvements to decision analysis outcomes by reducing uncertainty in expected loss and maximising information from across studies. We then argue that these significant benefits could be translated to ecology, in particular to the problem of making optimal ecological decisions in the face of uncertainty. Copyright © 2013 John Wiley & Sons, Ltd.

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.

Partitioning uncertainty in streamflow projections under nonstationary model conditions

NASA Astrophysics Data System (ADS)

Chawla, Ila; Mujumdar, P. P.

2018-02-01

Assessing the impacts of Land Use (LU) and climate change on future streamflow projections is necessary for efficient management of water resources. However, model projections are burdened with significant uncertainty arising from various sources. Most of the previous studies have considered climate models and scenarios as major sources of uncertainty, but uncertainties introduced by land use change and hydrologic model assumptions are rarely investigated. In this paper an attempt is made to segregate the contribution from (i) general circulation models (GCMs), (ii) emission scenarios, (iii) land use scenarios, (iv) stationarity assumption of the hydrologic model, and (v) internal variability of the processes, to overall uncertainty in streamflow projections using analysis of variance (ANOVA) approach. Generally, most of the impact assessment studies are carried out with unchanging hydrologic model parameters in future. It is, however, necessary to address the nonstationarity in model parameters with changing land use and climate. In this paper, a regression based methodology is presented to obtain the hydrologic model parameters with changing land use and climate scenarios in future. The Upper Ganga Basin (UGB) in India is used as a case study to demonstrate the methodology. The semi-distributed Variable Infiltration Capacity (VIC) model is set-up over the basin, under nonstationary conditions. Results indicate that model parameters vary with time, thereby invalidating the often-used assumption of model stationarity. The streamflow in UGB under the nonstationary model condition is found to reduce in future. The flows are also found to be sensitive to changes in land use. Segregation results suggest that model stationarity assumption and GCMs along with their interactions with emission scenarios, act as dominant sources of uncertainty. This paper provides a generalized framework for hydrologists to examine stationarity assumption of models before considering them for future streamflow projections and segregate the contribution of various sources to the uncertainty.

Evaluating uncertainty in environmental life-cycle assessment. A case study comparing two insulation options for a Dutch one-family dwelling.

PubMed

Huijbregts, Mark A J; Gilijamse, Wim; Ragas, Ad M J; Reijnders, Lucas

2003-06-01

The evaluation of uncertainty is relatively new in environmental life-cycle assessment (LCA). It provides useful information to assess the reliability of LCA-based decisions and to guide future research toward reducing uncertainty. Most uncertainty studies in LCA quantify only one type of uncertainty, i.e., uncertainty due to input data (parameter uncertainty). However, LCA outcomes can also be uncertain due to normative choices (scenario uncertainty) and the mathematical models involved (model uncertainty). The present paper outlines a new methodology that quantifies parameter, scenario, and model uncertainty simultaneously in environmental life-cycle assessment. The procedure is illustrated in a case study that compares two insulation options for a Dutch one-family dwelling. Parameter uncertainty was quantified by means of Monte Carlo simulation. Scenario and model uncertainty were quantified by resampling different decision scenarios and model formulations, respectively. Although scenario and model uncertainty were not quantified comprehensively, the results indicate that both types of uncertainty influence the case study outcomes. This stresses the importance of quantifying parameter, scenario, and model uncertainty simultaneously. The two insulation options studied were found to have significantly different impact scores for global warming, stratospheric ozone depletion, and eutrophication. The thickest insulation option has the lowest impact on global warming and eutrophication, and the highest impact on stratospheric ozone depletion.

A computationally inexpensive model for estimating dimensional measurement uncertainty due to x-ray computed tomography instrument misalignments

NASA Astrophysics Data System (ADS)

Ametova, Evelina; Ferrucci, Massimiliano; Chilingaryan, Suren; Dewulf, Wim

2018-06-01

The recent emergence of advanced manufacturing techniques such as additive manufacturing and an increased demand on the integrity of components have motivated research on the application of x-ray computed tomography (CT) for dimensional quality control. While CT has shown significant empirical potential for this purpose, there is a need for metrological research to accelerate the acceptance of CT as a measuring instrument. The accuracy in CT-based measurements is vulnerable to the instrument geometrical configuration during data acquisition, namely the relative position and orientation of x-ray source, rotation stage, and detector. Consistency between the actual instrument geometry and the corresponding parameters used in the reconstruction algorithm is critical. Currently available procedures provide users with only estimates of geometrical parameters. Quantification and propagation of uncertainty in the measured geometrical parameters must be considered to provide a complete uncertainty analysis and to establish confidence intervals for CT dimensional measurements. In this paper, we propose a computationally inexpensive model to approximate the influence of errors in CT geometrical parameters on dimensional measurement results. We use surface points extracted from a computer-aided design (CAD) model to model discrepancies in the radiographic image coordinates assigned to the projected edges between an aligned system and a system with misalignments. The efficacy of the proposed method was confirmed on simulated and experimental data in the presence of various geometrical uncertainty contributors.

Atomic Radius and Charge Parameter Uncertainty in Biomolecular Solvation Energy Calculations

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

Yang, Xiu; Lei, Huan; Gao, Peiyuan

Atomic radii and charges are two major parameters used in implicit solvent electrostatics and energy calculations. The optimization problem for charges and radii is under-determined, leading to uncertainty in the values of these parameters and in the results of solvation energy calculations using these parameters. This paper presents a method for quantifying this uncertainty in solvation energies using surrogate models based on generalized polynomial chaos (gPC) expansions. There are relatively few atom types used to specify radii parameters in implicit solvation calculations; therefore, surrogate models for these low-dimensional spaces could be constructed using least-squares fitting. However, there are many moremore » types of atomic charges; therefore, construction of surrogate models for the charge parameter space required compressed sensing combined with an iterative rotation method to enhance problem sparsity. We present results for the uncertainty in small molecule solvation energies based on these approaches. Additionally, we explore the correlation between uncertainties due to radii and charges which motivates the need for future work in uncertainty quantification methods for high-dimensional parameter spaces.« less

Biophysical and Economic Uncertainty in the Analysis of Poverty Impacts of Climate Change

NASA Astrophysics Data System (ADS)

Hertel, T. W.; Lobell, D. B.; Verma, M.

2011-12-01

This paper seeks to understand the main sources of uncertainty in assessing the impacts of climate change on agricultural output, international trade, and poverty. We incorporate biophysical uncertainty by sampling from a distribution of global climate model predictions for temperature and precipitation for 2050. The implications of these realizations for crop yields around the globe are estimated using the recently published statistical crop yield functions provided by Lobell, Schlenker and Costa-Roberts (2011). By comparing these yields to those predicted under current climate, we obtain the likely change in crop yields owing to climate change. The economic uncertainty in our analysis relates to the response of the global economic system to these biophysical shocks. We use a modified version of the GTAP model to elicit the impact of the biophysical shocks on global patterns of production, consumption, trade and poverty. Uncertainty in these responses is reflected in the econometrically estimated parameters governing the responsiveness of international trade, consumption, production (and hence the intensive margin of supply response), and factor supplies (which govern the extensive margin of supply response). We sample from the distributions of these parameters as specified by Hertel et al. (2007) and Keeney and Hertel (2009). We find that, even though it is difficult to predict where in the world agricultural crops will be favorably affected by climate change, the responses of economic variables, including output and exports can be far more robust (Table 1). This is due to the fact that supply and demand decisions depend on relative prices, and relative prices depend on productivity changes relative to other crops in a given region, or relative to similar crops in other parts of the world. We also find that uncertainty in poverty impacts of climate change appears to be almost entirely driven by biophysical uncertainty.

Parameter-induced uncertainty quantification of crop yields, soil N2O and CO2 emission for 8 arable sites across Europe using the LandscapeDNDC model

NASA Astrophysics Data System (ADS)

Santabarbara, Ignacio; Haas, Edwin; Kraus, David; Herrera, Saul; Klatt, Steffen; Kiese, Ralf

2014-05-01

When using biogeochemical models to estimate greenhouse gas emissions at site to regional/national levels, the assessment and quantification of the uncertainties of simulation results are of significant importance. The uncertainties in simulation results of process-based ecosystem models may result from uncertainties of the process parameters that describe the processes of the model, model structure inadequacy as well as uncertainties in the observations. Data for development and testing of uncertainty analisys were corp yield observations, measurements of soil fluxes of nitrous oxide (N2O) and carbon dioxide (CO2) from 8 arable sites across Europe. Using the process-based biogeochemical model LandscapeDNDC for simulating crop yields, N2O and CO2 emissions, our aim is to assess the simulation uncertainty by setting up a Bayesian framework based on Metropolis-Hastings algorithm. Using Gelman statistics convergence criteria and parallel computing techniques, enable multi Markov Chains to run independently in parallel and create a random walk to estimate the joint model parameter distribution. Through means distribution we limit the parameter space, get probabilities of parameter values and find the complex dependencies among them. With this parameter distribution that determines soil-atmosphere C and N exchange, we are able to obtain the parameter-induced uncertainty of simulation results and compare them with the measurements data.

Karhunen-Loeve Estimation of the Power Spectrum Parameters from the Angular Distribution of Galaxies in Early Sloan Digital Sky Survey Data

NASA Technical Reports Server (NTRS)

Szalay, Alexander S.; Jain, Bhuvnesh; Matsubara, Takahiko; Scranton, Ryan; Vogeley, Michael S.; Connolly, Andrew; Dodelson, Scott; Eisenstein, Daniel; Frieman, Joshua A.; Gunn, James E.

2003-01-01

We present measurements of parameters of the three-dimensional power spectrum of galaxy clustering from 222 square degrees of early imaging data in the Sloan Digital Sky Survey (SDSS). The projected galaxy distribution on the sky is expanded over a set of Karhunen-Loeve (KL) eigenfunctions, which optimize the signal-to-noise ratio in our analysis. A maximum likelihood analysis is used to estimate parameters that set the shape and amplitude of the three-dimensional power spectrum of galaxies in the SDSS magnitude-limited sample with r* less than 21. Our best estimates are gamma = 0.188 +/- 0.04 and sigma(sub 8L) = 0.915 +/- 0.06 (statistical errors only), for a flat universe with a cosmological constant. We demonstrate that our measurements contain signal from scales at or beyond the peak of the three-dimensional power spectrum. We discuss how the results scale with systematic uncertainties, like the radial selection function. We find that the central values satisfy the analytically estimated scaling relation. We have also explored the effects of evolutionary corrections, various truncations of the KL basis, seeing, sample size, and limiting magnitude. We find that the impact of most of these uncertainties stay within the 2 sigma uncertainties of our fiducial result.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Closed-Loop Evaluation of an Integrated Failure Identification and Fault Tolerant Control System for a Transport Aircraft

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Belcastro, Christine; Khong, thuan

2006-01-01

Formal robustness analysis of aircraft control upset prevention and recovery systems could play an important role in their validation and ultimate certification. Such systems developed for failure detection, identification, and reconfiguration, as well as upset recovery, need to be evaluated over broad regions of the flight envelope or under extreme flight conditions, and should include various sources of uncertainty. To apply formal robustness analysis, formulation of linear fractional transformation (LFT) models of complex parameter-dependent systems is required, which represent system uncertainty due to parameter uncertainty and actuator faults. This paper describes a detailed LFT model formulation procedure from the nonlinear model of a transport aircraft by using a preliminary LFT modeling software tool developed at the NASA Langley Research Center, which utilizes a matrix-based computational approach. The closed-loop system is evaluated over the entire flight envelope based on the generated LFT model which can cover nonlinear dynamics. The robustness analysis results of the closed-loop fault tolerant control system of a transport aircraft are presented. A reliable flight envelope (safe flight regime) is also calculated from the robust performance analysis results, over which the closed-loop system can achieve the desired performance of command tracking and failure detection.

Final Report: Optimal Model Complexity in Geological Carbon Sequestration: A Response Surface Uncertainty Analysis

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

Zhang, Ye

The critical component of a risk assessment study in evaluating GCS is an analysis of uncertainty in CO2 modeling. In such analyses, direct numerical simulation of CO2 flow and leakage requires many time-consuming model runs. Alternatively, analytical methods have been developed which allow fast and efficient estimation of CO2 storage and leakage, although restrictive assumptions on formation rock and fluid properties are employed. In this study, an intermediate approach is proposed based on the Design of Experiment and Response Surface methodology, which consists of using a limited number of numerical simulations to estimate a prediction outcome as a combination ofmore » the most influential uncertain site properties. The methodology can be implemented within a Monte Carlo framework to efficiently assess parameter and prediction uncertainty while honoring the accuracy of numerical simulations. The choice of the uncertain properties is flexible and can include geologic parameters that influence reservoir heterogeneity, engineering parameters that influence gas trapping and migration, and reactive parameters that influence the extent of fluid/rock reactions. The method was tested and verified on modeling long-term CO2 flow, non-isothermal heat transport, and CO2 dissolution storage by coupling two-phase flow with explicit miscibility calculation using an accurate equation of state that gives rise to convective mixing of formation brine variably saturated with CO2. All simulations were performed using three-dimensional high-resolution models including a target deep saline aquifer, overlying caprock, and a shallow aquifer. To evaluate the uncertainty in representing reservoir permeability, sediment hierarchy of a heterogeneous digital stratigraphy was mapped to create multiple irregularly shape stratigraphic models of decreasing geologic resolutions: heterogeneous (reference), lithofacies, depositional environment, and a (homogeneous) geologic formation. To ensure model equivalency, all the stratigraphic models were successfully upscaled from the reference heterogeneous model for bulk flow and transport predictions (Zhang & Zhang, 2015). GCS simulation was then simulated with all models, yielding insights into the level of parameterization complexity that is needed for the accurate simulation of reservoir pore pressure, CO2 storage, leakage, footprint, and dissolution over both short (i.e., injection) and longer (monitoring) time scales. Important uncertainty parameters that impact these key performance metrics were identified for the stratigraphic models as well as for the heterogeneous model, leading to the development of reduced/simplified models at lower characterization cost that can be used for the reservoir uncertainty analysis. All the CO2 modeling was conducted using PFLOTRAN – a massively parallel, multiphase, multi-component, and reactive transport simulator developed by a multi-laboratory DOE/SciDAC (Scientific Discovery through Advanced Computing) project (Zhang et al., 2017, in review). Within the uncertainty analysis framework, increasing reservoir depth were investigated to explore its effect on the uncertainty outcomes and the potential for developing gravity-stable injection with increased storage security (Dai et al., 20126; Dai et al., 2017, in review). Finally, to accurately model CO2 fluid-rock reactions and resulting long-term storage as secondary carbonate minerals, a modified kinetic rate law for general mineral dissolution and precipitation was proposed and verified that is invariant to a scale transformation of the mineral formula weight. This new formulation will lead to more accurate assessment of mineral storage over geologic time scales (Lichtner, 2016).« less

Evaluating the Impact of Contaminant Dilution and Biodegradation in Uncertainty Quantification of Human Health Risk

NASA Astrophysics Data System (ADS)

Zarlenga, Antonio; de Barros, Felipe; Fiori, Aldo

2016-04-01

We present a probabilistic framework for assessing human health risk due to groundwater contamination. Our goal is to quantify how physical hydrogeological and biochemical parameters control the magnitude and uncertainty of human health risk. Our methodology captures the whole risk chain from the aquifer contamination to the tap water assumption by human population. The contaminant concentration, the key parameter for the risk estimation, is governed by the interplay between the large-scale advection, caused by heterogeneity and the degradation processes strictly related to the local scale dispersion processes. The core of the hazard identification and of the methodology is the reactive transport model: erratic displacement of contaminant in groundwater, due to the spatial variability of hydraulic conductivity (K), is characterized by a first-order Lagrangian stochastic model; different dynamics are considered as possible ways of biodegradation in aerobic and anaerobic conditions. With the goal of quantifying uncertainty, the Beta distribution is assumed for the concentration probability density function (pdf) model, while different levels of approximation are explored for the estimation of the one-point concentration moments. The information pertaining the flow and transport is connected with a proper dose response assessment which generally involves the estimation of physiological parameters of the exposed population. Human health response depends on the exposed individual metabolism (e.g. variability) and is subject to uncertainty. Therefore, the health parameters are intrinsically a stochastic. As a consequence, we provide an integrated in a global probabilistic human health risk framework which allows the propagation of the uncertainty from multiple sources. The final result, the health risk pdf, is expressed as function of a few relevant, physically-based parameters such as the size of the injection area, the Péclet number, the K structure metrics and covariance shape, reaction parameters pertaining to aerobic and anaerobic degradation processes respectively as well as the dose response parameters. Even though the final result assumes a relatively simple form, few numerical quadratures are required in order to evaluate the trajectory moments of the solute plume. In order to perform a sensitivity analysis we apply the methodology to a hypothetical case study. The scenario investigated is made by an aquifer which constitutes a water supply for a population where a continuous source of NAPL contaminant feeds a steady plume. The risk analysis is limited to carcinogenic compounds for which the well-known linear relation for human risk is assumed. Analysis performed shows few interesting findings: the risk distribution is strictly dependent on the pore scale dynamics that trigger dilution and mixing; biodegradation may involve a significant reduction of the risk.

Optimal Futility Interim Design: A Predictive Probability of Success Approach with Time-to-Event Endpoint.

PubMed

Tang, Zhongwen

2015-01-01

An analytical way to compute predictive probability of success (PPOS) together with credible interval at interim analysis (IA) is developed for big clinical trials with time-to-event endpoints. The method takes account of the fixed data up to IA, the amount of uncertainty in future data, and uncertainty about parameters. Predictive power is a special type of PPOS. The result is confirmed by simulation. An optimal design is proposed by finding optimal combination of analysis time and futility cutoff based on some PPOS criteria.

Adjoint-Based Sensitivity and Uncertainty Analysis for Density and Composition: A User’s Guide

DOE PAGES

Favorite, Jeffrey A.; Perko, Zoltan; Kiedrowski, Brian C.; ...

2017-03-01

The ability to perform sensitivity analyses using adjoint-based first-order sensitivity theory has existed for decades. This paper provides guidance on how adjoint sensitivity methods can be used to predict the effect of material density and composition uncertainties in critical experiments, including when these uncertain parameters are correlated or constrained. Two widely used Monte Carlo codes, MCNP6 (Ref. 2) and SCALE 6.2 (Ref. 3), are both capable of computing isotopic density sensitivities in continuous energy and angle. Additionally, Perkó et al. have shown how individual isotope density sensitivities, easily computed using adjoint methods, can be combined to compute constrained first-order sensitivitiesmore » that may be used in the uncertainty analysis. This paper provides details on how the codes are used to compute first-order sensitivities and how the sensitivities are used in an uncertainty analysis. Constrained first-order sensitivities are computed in a simple example problem.« less

Improving phylogenetic analyses by incorporating additional information from genetic sequence databases.

PubMed

Liang, Li-Jung; Weiss, Robert E; Redelings, Benjamin; Suchard, Marc A

2009-10-01

Statistical analyses of phylogenetic data culminate in uncertain estimates of underlying model parameters. Lack of additional data hinders the ability to reduce this uncertainty, as the original phylogenetic dataset is often complete, containing the entire gene or genome information available for the given set of taxa. Informative priors in a Bayesian analysis can reduce posterior uncertainty; however, publicly available phylogenetic software specifies vague priors for model parameters by default. We build objective and informative priors using hierarchical random effect models that combine additional datasets whose parameters are not of direct interest but are similar to the analysis of interest. We propose principled statistical methods that permit more precise parameter estimates in phylogenetic analyses by creating informative priors for parameters of interest. Using additional sequence datasets from our lab or public databases, we construct a fully Bayesian semiparametric hierarchical model to combine datasets. A dynamic iteratively reweighted Markov chain Monte Carlo algorithm conveniently recycles posterior samples from the individual analyses. We demonstrate the value of our approach by examining the insertion-deletion (indel) process in the enolase gene across the Tree of Life using the phylogenetic software BALI-PHY; we incorporate prior information about indels from 82 curated alignments downloaded from the BAliBASE database.

Linear, multivariable robust control with a mu perspective

NASA Technical Reports Server (NTRS)

Packard, Andy; Doyle, John; Balas, Gary

1993-01-01

The structured singular value is a linear algebra tool developed to study a particular class of matrix perturbation problems arising in robust feedback control of multivariable systems. These perturbations are called linear fractional, and are a natural way to model many types of uncertainty in linear systems, including state-space parameter uncertainty, multiplicative and additive unmodeled dynamics uncertainty, and coprime factor and gap metric uncertainty. The structured singular value theory provides a natural extension of classical SISO robustness measures and concepts to MIMO systems. The structured singular value analysis, coupled with approximate synthesis methods, make it possible to study the tradeoff between performance and uncertainty that occurs in all feedback systems. In MIMO systems, the complexity of the spatial interactions in the loop gains make it difficult to heuristically quantify the tradeoffs that must occur. This paper examines the role played by the structured singular value (and its computable bounds) in answering these questions, as well as its role in the general robust, multivariable control analysis and design problem.

An integrated uncertainty analysis and data assimilation approach for improved streamflow predictions

NASA Astrophysics Data System (ADS)

Hogue, T. S.; He, M.; Franz, K. J.; Margulis, S. A.; Vrugt, J. A.

2010-12-01

The current study presents an integrated uncertainty analysis and data assimilation approach to improve streamflow predictions while simultaneously providing meaningful estimates of the associated uncertainty. Study models include the National Weather Service (NWS) operational snow model (SNOW17) and rainfall-runoff model (SAC-SMA). The proposed approach uses the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) to simultaneously estimate uncertainties in model parameters, forcing, and observations. An ensemble Kalman filter (EnKF) is configured with the DREAM-identified uncertainty structure and applied to assimilating snow water equivalent data into the SNOW17 model for improved snowmelt simulations. Snowmelt estimates then serves as an input to the SAC-SMA model to provide streamflow predictions at the basin outlet. The robustness and usefulness of the approach is evaluated for a snow-dominated watershed in the northern Sierra Mountains. This presentation describes the implementation of DREAM and EnKF into the coupled SNOW17 and SAC-SMA models and summarizes study results and findings.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

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

2016-12-28

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

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

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

2016-12-23

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

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates

NASA Astrophysics Data System (ADS)

Lima, Carlos H. R.; Lall, Upmanu; Troy, Tara; Devineni, Naresh

2016-10-01

We estimate local and regional Generalized Extreme Value (GEV) distribution parameters for flood frequency analysis in a multilevel, hierarchical Bayesian framework, to explicitly model and reduce uncertainties. As prior information for the model, we assume that the GEV location and scale parameters for each site come from independent log-normal distributions, whose mean parameter scales with the drainage area. From empirical and theoretical arguments, the shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the joint posterior distribution. The model is tested using annual maximum series from 20 streamflow gauges located in an 83,000 km2 flood prone basin in Southeast Brazil. The results show a significant reduction of uncertainty estimates of flood quantile estimates over the traditional GEV model, particularly for sites with shorter records. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles tend to be narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering parameter uncertainties and regional information. In order to evaluate the applicability of the proposed hierarchical Bayesian model for regional flood frequency analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling law coefficients are used to define the predictive distributions of the GEV location and scale parameters for the out-of-sample sites given only their drainage areas and the posterior distribution of the average shape parameter is taken as the regional predictive distribution for this parameter. While the index flood method does not provide a straightforward way to consider the uncertainties in the index flood and in the regional parameters, the results obtained here show that the proposed Bayesian method is able to produce adequate credible intervals for flood quantiles that are in accordance with empirical estimates.

Improved inference in Bayesian segmentation using Monte Carlo sampling: application to hippocampal subfield volumetry.

PubMed

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen

2013-10-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.

Improved Inference in Bayesian Segmentation Using Monte Carlo Sampling: Application to Hippocampal Subfield Volumetry

PubMed Central

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van

2013-01-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521

Isohaline position as a habitat indicator for estuarine populations

USGS Publications Warehouse

Jassby, Alan D.; Kimmerer, W.J.; Monismith, Stephen G.; Armor, C.; Cloern, James E.; Powell, T.M.; Vedlinski, Timothy J.

1995-01-01

The striped bass survival data were also used to illustrate a related important point: incorporating additionalexplanatory variables may decrease the prediction error for a population or process, but it can increase theuncertainty in parameter estimates and management strategies based on these estimates. Even in cases wherethe uncertainty is currently too large to guide management decisions, an uncertainty analysis can identify themost practical direction for future data acquisition.

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.

A Bayesian Framework for Coupled Estimation of Key Unknown Parameters of Land Water and Energy Balance Equations

NASA Astrophysics Data System (ADS)

Farhadi, L.; Abdolghafoorian, A.

2015-12-01

The land surface is a key component of climate system. It controls the partitioning of available energy at the surface between sensible and latent heat, and partitioning of available water between evaporation and runoff. Water and energy cycle are intrinsically coupled through evaporation, which represents a heat exchange as latent heat flux. Accurate estimation of fluxes of heat and moisture are of significant importance in many fields such as hydrology, climatology and meteorology. In this study we develop and apply a Bayesian framework for estimating the key unknown parameters of terrestrial water and energy balance equations (i.e. moisture and heat diffusion) and their uncertainty in land surface models. These equations are coupled through flux of evaporation. The estimation system is based on the adjoint method for solving a least-squares optimization problem. The cost function consists of aggregated errors on state (i.e. moisture and temperature) with respect to observation and parameters estimation with respect to prior values over the entire assimilation period. This cost function is minimized with respect to parameters to identify models of sensible heat, latent heat/evaporation and drainage and runoff. Inverse of Hessian of the cost function is an approximation of the posterior uncertainty of parameter estimates. Uncertainty of estimated fluxes is estimated by propagating the uncertainty for linear and nonlinear function of key parameters through the method of First Order Second Moment (FOSM). Uncertainty analysis is used in this method to guide the formulation of a well-posed estimation problem. Accuracy of the method is assessed at point scale using surface energy and water fluxes generated by the Simultaneous Heat and Water (SHAW) model at the selected AmeriFlux stations. This method can be applied to diverse climates and land surface conditions with different spatial scales, using remotely sensed measurements of surface moisture and temperature states

Constant False Alarm Rate (CFAR) Autotrend Evaluation Report

DTIC Science & Technology

2011-12-01

represent a level of uncertainty in the performance analysis. The performance analysis produced the following Key Performance Indicators ( KPIs ) as...Identity KPI Key Performance Indicator MooN M-out-of-N MSPU Modernized Signal Processor Unit NFF No Fault Found PAT Parameter Allocation Table PD

Modeling Input Errors to Improve Uncertainty Estimates for Sediment Transport Model Predictions

NASA Astrophysics Data System (ADS)

Jung, J. Y.; Niemann, J. D.; Greimann, B. P.

2016-12-01

Bayesian methods using Markov chain Monte Carlo algorithms have recently been applied to sediment transport models to assess the uncertainty in the model predictions due to the parameter values. Unfortunately, the existing approaches can only attribute overall uncertainty to the parameters. This limitation is critical because no model can produce accurate forecasts if forced with inaccurate input data, even if the model is well founded in physical theory. In this research, an existing Bayesian method is modified to consider the potential errors in input data during the uncertainty evaluation process. The input error is modeled using Gaussian distributions, and the means and standard deviations are treated as uncertain parameters. The proposed approach is tested by coupling it to the Sedimentation and River Hydraulics - One Dimension (SRH-1D) model and simulating a 23-km reach of the Tachia River in Taiwan. The Wu equation in SRH-1D is used for computing the transport capacity for a bed material load of non-cohesive material. Three types of input data are considered uncertain: (1) the input flowrate at the upstream boundary, (2) the water surface elevation at the downstream boundary, and (3) the water surface elevation at a hydraulic structure in the middle of the reach. The benefits of modeling the input errors in the uncertainty analysis are evaluated by comparing the accuracy of the most likely forecast and the coverage of the observed data by the credible intervals to those of the existing method. The results indicate that the internal boundary condition has the largest uncertainty among those considered. Overall, the uncertainty estimates from the new method are notably different from those of the existing method for both the calibration and forecast periods.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

A reduced-order adaptive neuro-fuzzy inference system model as a software sensor for rapid estimation of five-day biochemical oxygen demand

NASA Astrophysics Data System (ADS)

Noori, Roohollah; Safavi, Salman; Nateghi Shahrokni, Seyyed Afshin

2013-07-01

The five-day biochemical oxygen demand (BOD5) is one of the key parameters in water quality management. In this study, a novel approach, i.e., reduced-order adaptive neuro-fuzzy inference system (ROANFIS) model was developed for rapid estimation of BOD5. In addition, an uncertainty analysis of adaptive neuro-fuzzy inference system (ANFIS) and ROANFIS models was carried out based on Monte-Carlo simulation. Accuracy analysis of ANFIS and ROANFIS models based on both developed discrepancy ratio and threshold statistics revealed that the selected ROANFIS model was superior. Pearson correlation coefficient (R) and root mean square error for the best fitted ROANFIS model were 0.96 and 7.12, respectively. Furthermore, uncertainty analysis of the developed models indicated that the selected ROANFIS had less uncertainty than the ANFIS model and accurately forecasted BOD5 in the Sefidrood River Basin. Besides, the uncertainty analysis also showed that bracketed predictions by 95% confidence bound and d-factor in the testing steps for the selected ROANFIS model were 94% and 0.83, respectively.

The significance of parameter uncertainties for the prediction of offshore pile driving noise.

PubMed

Lippert, Tristan; von Estorff, Otto

2014-11-01

Due to the construction of offshore wind farms and its potential effect on marine wildlife, the numerical prediction of pile driving noise over long ranges has recently gained importance. In this contribution, a coupled finite element/wavenumber integration model for noise prediction is presented and validated by measurements. The ocean environment, especially the sea bottom, can only be characterized with limited accuracy in terms of input parameters for the numerical model at hand. Therefore the effect of these parameter uncertainties on the prediction of sound pressure levels (SPLs) in the water column is investigated by a probabilistic approach. In fact, a variation of the bottom material parameters by means of Monte-Carlo simulations shows significant effects on the predicted SPLs. A sensitivity analysis of the model with respect to the single quantities is performed, as well as a global variation. Based on the latter, the probability distribution of the SPLs at an exemplary receiver position is evaluated and compared to measurements. The aim of this procedure is to develop a model to reliably predict an interval for the SPLs, by quantifying the degree of uncertainty of the SPLs with the MC simulations.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Effect of pesticide fate parameters and their uncertainty on the selection of 'worst-case' scenarios of pesticide leaching to groundwater.

PubMed

Vanderborght, Jan; Tiktak, Aaldrik; Boesten, Jos J T I; Vereecken, Harry

2011-03-01

For the registration of pesticides in the European Union, model simulations for worst-case scenarios are used to demonstrate that leaching concentrations to groundwater do not exceed a critical threshold. A worst-case scenario is a combination of soil and climate properties for which predicted leaching concentrations are higher than a certain percentile of the spatial concentration distribution within a region. The derivation of scenarios is complicated by uncertainty about soil and pesticide fate parameters. As the ranking of climate and soil property combinations according to predicted leaching concentrations is different for different pesticides, the worst-case scenario for one pesticide may misrepresent the worst case for another pesticide, which leads to 'scenario uncertainty'. Pesticide fate parameter uncertainty led to higher concentrations in the higher percentiles of spatial concentration distributions, especially for distributions in smaller and more homogeneous regions. The effect of pesticide fate parameter uncertainty on the spatial concentration distribution was small when compared with the uncertainty of local concentration predictions and with the scenario uncertainty. Uncertainty in pesticide fate parameters and scenario uncertainty can be accounted for using higher percentiles of spatial concentration distributions and considering a range of pesticides for the scenario selection. Copyright © 2010 Society of Chemical Industry.

Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

NASA Astrophysics Data System (ADS)

Yan, Fuyong; Han, De-Hua

2018-04-01

There is significant uncertainty in measuring the Thomsen’s parameter δ in laboratory even though the dimensions and orientations of the rock samples are known. It is expected that more challenges will be encountered in the estimating of the seismic anisotropy parameters from field seismic data. Based on Monte Carlo simulation of vertical transversely isotropic layer cake model using the database of laboratory anisotropy measurement from the literature, we apply the commonly used quartic non-hyperbolic reflection moveout equation to estimate the seismic anisotropy parameters and test its accuracy and sensitivities to the source-receive offset, vertical interval velocity error and time picking error. The testing results show that the methodology works perfectly for noise-free synthetic data with short spread length. However, this method is extremely sensitive to the time picking error caused by mild random noises, and it requires the spread length to be greater than the depth of the reflection event. The uncertainties increase rapidly for the deeper layers and the estimated anisotropy parameters can be very unreliable for a layer with more than five overlain layers. It is possible that an isotropic formation can be misinterpreted as a strong anisotropic formation. The sensitivity analysis should provide useful guidance on how to group the reflection events and build a suitable geological model for anisotropy parameter inversion.

Evaluation of incremental reactivity and its uncertainty in Southern California.

PubMed

Martien, Philip T; Harley, Robert A; Milford, Jana B; Russell, Armistead G

2003-04-15

The incremental reactivity (IR) and relative incremental reactivity (RIR) of carbon monoxide and 30 individual volatile organic compounds (VOC) were estimated for the South Coast Air Basin using two photochemical air quality models: a 3-D, grid-based model and a vertically resolved trajectory model. Both models include an extended version of the SAPRC99 chemical mechanism. For the 3-D modeling, the decoupled direct method (DDM-3D) was used to assess reactivities. The trajectory model was applied to estimate uncertainties in reactivities due to uncertainties in chemical rate parameters, deposition parameters, and emission rates using Monte Carlo analysis with Latin hypercube sampling. For most VOC, RIRs were found to be consistent in rankings with those produced by Carter using a box model. However, 3-D simulations show that coastal regions, upwind of most of the emissions, have comparatively low IR but higher RIR than predicted by box models for C4-C5 alkenes and carbonyls that initiate the production of HOx radicals. Biogenic VOC emissions were found to have a lower RIR than predicted by box model estimates, because emissions of these VOC were mostly downwind of the areas of primary ozone production. Uncertainties in RIR of individual VOC were found to be dominated by uncertainties in the rate parameters of their primary oxidation reactions. The coefficient of variation (COV) of most RIR values ranged from 20% to 30%, whereas the COV of absolute incremental reactivity ranged from about 30% to 40%. In general, uncertainty and variability both decreased when relative rather than absolute reactivity metrics were used.

Uncertainty Analysis of Decomposing Polyurethane Foam

NASA Technical Reports Server (NTRS)

Hobbs, Michael L.; Romero, Vicente J.

2000-01-01

Sensitivity/uncertainty analyses are necessary to determine where to allocate resources for improved predictions in support of our nation's nuclear safety mission. Yet, sensitivity/uncertainty analyses are not commonly performed on complex combustion models because the calculations are time consuming, CPU intensive, nontrivial exercises that can lead to deceptive results. To illustrate these ideas, a variety of sensitivity/uncertainty analyses were used to determine the uncertainty associated with thermal decomposition of polyurethane foam exposed to high radiative flux boundary conditions. The polyurethane used in this study is a rigid closed-cell foam used as an encapsulant. Related polyurethane binders such as Estane are used in many energetic materials of interest to the JANNAF community. The complex, finite element foam decomposition model used in this study has 25 input parameters that include chemistry, polymer structure, and thermophysical properties. The response variable was selected as the steady-state decomposition front velocity calculated as the derivative of the decomposition front location versus time. An analytical mean value sensitivity/uncertainty (MV) analysis was used to determine the standard deviation by taking numerical derivatives of the response variable with respect to each of the 25 input parameters. Since the response variable is also a derivative, the standard deviation was essentially determined from a second derivative that was extremely sensitive to numerical noise. To minimize the numerical noise, 50-micrometer element dimensions and approximately 1-msec time steps were required to obtain stable uncertainty results. As an alternative method to determine the uncertainty and sensitivity in the decomposition front velocity, surrogate response surfaces were generated for use with a constrained Latin Hypercube Sampling (LHS) technique. Two surrogate response surfaces were investigated: 1) a linear surrogate response surface (LIN) and 2) a quadratic response surface (QUAD). The LHS techniques do not require derivatives of the response variable and are subsequently relatively insensitive to numerical noise. To compare the LIN and QUAD methods to the MV method, a direct LHS analysis (DLHS) was performed using the full grid and timestep resolved finite element model. The surrogate response models (LIN and QUAD) are shown to give acceptable values of the mean and standard deviation when compared to the fully converged DLHS model.

First and Higher Order Effects on Zero Order Radiative Transfer Model

NASA Astrophysics Data System (ADS)

Neelam, M.; Mohanty, B.

2014-12-01

Microwave radiative transfer model are valuable tool in understanding the complex land surface interactions. Past literature has largely focused on local sensitivity analysis for factor priotization and ignoring the interactions between the variables and uncertainties around them. Since land surface interactions are largely nonlinear, there always exist uncertainties, heterogeneities and interactions thus it is important to quantify them to draw accurate conclusions. In this effort, we used global sensitivity analysis to address the issues of variable uncertainty, higher order interactions, factor priotization and factor fixing for zero-order radiative transfer (ZRT) model. With the to-be-launched Soil Moisture Active Passive (SMAP) mission of NASA, it is very important to have a complete understanding of ZRT for soil moisture retrieval to direct future research and cal/val field campaigns. This is a first attempt to use GSA technique to quantify first order and higher order effects on brightness temperature from ZRT model. Our analyses reflect conditions observed during the growing agricultural season for corn and soybeans in two different regions in - Iowa, U.S.A and Winnipeg, Canada. We found that for corn fields in Iowa, there exist significant second order interactions between soil moisture, surface roughness parameters (RMS height and correlation length) and vegetation parameters (vegetation water content, structure and scattering albedo), whereas in Winnipeg, second order interactions are mainly due to soil moisture and vegetation parameters. But for soybean fields in both Iowa and Winnipeg, we found significant interactions only to exist between soil moisture and surface roughness parameters.

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

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

Sensitivity Analysis in Sequential Decision Models.

PubMed

Chen, Qiushi; Ayer, Turgay; Chhatwal, Jagpreet

2017-02-01

Sequential decision problems are frequently encountered in medical decision making, which are commonly solved using Markov decision processes (MDPs). Modeling guidelines recommend conducting sensitivity analyses in decision-analytic models to assess the robustness of the model results against the uncertainty in model parameters. However, standard methods of conducting sensitivity analyses cannot be directly applied to sequential decision problems because this would require evaluating all possible decision sequences, typically in the order of trillions, which is not practically feasible. As a result, most MDP-based modeling studies do not examine confidence in their recommended policies. In this study, we provide an approach to estimate uncertainty and confidence in the results of sequential decision models. First, we provide a probabilistic univariate method to identify the most sensitive parameters in MDPs. Second, we present a probabilistic multivariate approach to estimate the overall confidence in the recommended optimal policy considering joint uncertainty in the model parameters. We provide a graphical representation, which we call a policy acceptability curve, to summarize the confidence in the optimal policy by incorporating stakeholders' willingness to accept the base case policy. For a cost-effectiveness analysis, we provide an approach to construct a cost-effectiveness acceptability frontier, which shows the most cost-effective policy as well as the confidence in that for a given willingness to pay threshold. We demonstrate our approach using a simple MDP case study. We developed a method to conduct sensitivity analysis in sequential decision models, which could increase the credibility of these models among stakeholders.

Using CV-GLUE procedure in analysis of wetland model predictive uncertainty.

PubMed

Huang, Chun-Wei; Lin, Yu-Pin; Chiang, Li-Chi; Wang, Yung-Chieh

2014-07-01

This study develops a procedure that is related to Generalized Likelihood Uncertainty Estimation (GLUE), called the CV-GLUE procedure, for assessing the predictive uncertainty that is associated with different model structures with varying degrees of complexity. The proposed procedure comprises model calibration, validation, and predictive uncertainty estimation in terms of a characteristic coefficient of variation (characteristic CV). The procedure first performed two-stage Monte-Carlo simulations to ensure predictive accuracy by obtaining behavior parameter sets, and then the estimation of CV-values of the model outcomes, which represent the predictive uncertainties for a model structure of interest with its associated behavior parameter sets. Three commonly used wetland models (the first-order K-C model, the plug flow with dispersion model, and the Wetland Water Quality Model; WWQM) were compared based on data that were collected from a free water surface constructed wetland with paddy cultivation in Taipei, Taiwan. The results show that the first-order K-C model, which is simpler than the other two models, has greater predictive uncertainty. This finding shows that predictive uncertainty does not necessarily increase with the complexity of the model structure because in this case, the more simplistic representation (first-order K-C model) of reality results in a higher uncertainty in the prediction made by the model. The CV-GLUE procedure is suggested to be a useful tool not only for designing constructed wetlands but also for other aspects of environmental management. Copyright © 2014 Elsevier Ltd. All rights reserved.

Development Optimization and Uncertainty Analysis Methods for Oil and Gas Reservoirs

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

Ettehadtavakkol, Amin, E-mail: amin.ettehadtavakkol@ttu.edu; Jablonowski, Christopher; Lake, Larry

Uncertainty complicates the development optimization of oil and gas exploration and production projects, but methods have been devised to analyze uncertainty and its impact on optimal decision-making. This paper compares two methods for development optimization and uncertainty analysis: Monte Carlo (MC) simulation and stochastic programming. Two example problems for a gas field development and an oilfield development are solved and discussed to elaborate the advantages and disadvantages of each method. Development optimization involves decisions regarding the configuration of initial capital investment and subsequent operational decisions. Uncertainty analysis involves the quantification of the impact of uncertain parameters on the optimum designmore » concept. The gas field development problem is designed to highlight the differences in the implementation of the two methods and to show that both methods yield the exact same optimum design. The results show that both MC optimization and stochastic programming provide unique benefits, and that the choice of method depends on the goal of the analysis. While the MC method generates more useful information, along with the optimum design configuration, the stochastic programming method is more computationally efficient in determining the optimal solution. Reservoirs comprise multiple compartments and layers with multiphase flow of oil, water, and gas. We present a workflow for development optimization under uncertainty for these reservoirs, and solve an example on the design optimization of a multicompartment, multilayer oilfield development.« less

Volcano deformation source parameters estimated from InSAR: Sensitivities to uncertainties in seismic tomography

USGS Publications Warehouse

Masterlark, Timothy; Donovan, Theodore; Feigl, Kurt L.; Haney, Matt; Thurber, Clifford H.; Tung, Sui

2016-01-01

The eruption cycle of a volcano is controlled in part by the upward migration of magma. The characteristics of the magma flux produce a deformation signature at the Earth's surface. Inverse analyses use geodetic data to estimate strategic controlling parameters that describe the position and pressurization of a magma chamber at depth. The specific distribution of material properties controls how observed surface deformation translates to source parameter estimates. Seismic tomography models describe the spatial distributions of material properties that are necessary for accurate models of volcano deformation. This study investigates how uncertainties in seismic tomography models propagate into variations in the estimates of volcano deformation source parameters inverted from geodetic data. We conduct finite element model-based nonlinear inverse analyses of interferometric synthetic aperture radar (InSAR) data for Okmok volcano, Alaska, as an example. We then analyze the estimated parameters and their uncertainties to characterize the magma chamber. Analyses are performed separately for models simulating a pressurized chamber embedded in a homogeneous domain as well as for a domain having a heterogeneous distribution of material properties according to seismic tomography. The estimated depth of the source is sensitive to the distribution of material properties. The estimated depths for the homogeneous and heterogeneous domains are 2666 ± 42 and 3527 ± 56 m below mean sea level, respectively (99% confidence). A Monte Carlo analysis indicates that uncertainties of the seismic tomography cannot account for this discrepancy at the 99% confidence level. Accounting for the spatial distribution of elastic properties according to seismic tomography significantly improves the fit of the deformation model predictions and significantly influences estimates for parameters that describe the location of a pressurized magma chamber.

Sparse Polynomial Chaos Surrogate for ACME Land Model via Iterative Bayesian Compressive Sensing

NASA Astrophysics Data System (ADS)

Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Debusschere, B.; Najm, H. N.; Thornton, P. E.

2015-12-01

For computationally expensive climate models, Monte-Carlo approaches of exploring the input parameter space are often prohibitive due to slow convergence with respect to ensemble size. To alleviate this, we build inexpensive surrogates using uncertainty quantification (UQ) methods employing Polynomial Chaos (PC) expansions that approximate the input-output relationships using as few model evaluations as possible. However, when many uncertain input parameters are present, such UQ studies suffer from the curse of dimensionality. In particular, for 50-100 input parameters non-adaptive PC representations have infeasible numbers of basis terms. To this end, we develop and employ Weighted Iterative Bayesian Compressive Sensing to learn the most important input parameter relationships for efficient, sparse PC surrogate construction with posterior uncertainty quantified due to insufficient data. Besides drastic dimensionality reduction, the uncertain surrogate can efficiently replace the model in computationally intensive studies such as forward uncertainty propagation and variance-based sensitivity analysis, as well as design optimization and parameter estimation using observational data. We applied the surrogate construction and variance-based uncertainty decomposition to Accelerated Climate Model for Energy (ACME) Land Model for several output QoIs at nearly 100 FLUXNET sites covering multiple plant functional types and climates, varying 65 input parameters over broad ranges of possible values. This work is supported by the U.S. Department of Energy, Office of Science, Biological and Environmental Research, Accelerated Climate Modeling for Energy (ACME) project. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

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

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.

A DDDAS Framework for Volcanic Ash Propagation and Hazard Analysis

DTIC Science & Technology

2012-01-01

probability distribution for the input variables (for example, Hermite polynomials for normally distributed parameters, or Legendre for uniformly...parameters and windfields will drive our simulations. We will use uncertainty quantification methodology – polynomial chaos quadrature in combination...quantification methodology ? polynomial chaos quadrature in combination with data integration to complete the DDDAS loop. 15. SUBJECT TERMS 16. SECURITY

Aspen succession in the Intermountain West: A deterministic model

Treesearch

Dale L. Bartos; Frederick R. Ward; George S. Innis

1983-01-01

A deterministic model of succession in aspen forests was developed using existing data and intuition. The degree of uncertainty, which was determined by allowing the parameter values to vary at random within limits, was larger than desired. This report presents results of an analysis of model sensitivity to changes in parameter values. These results have indicated...

Computer Model Inversion and Uncertainty Quantification in the Geosciences

NASA Astrophysics Data System (ADS)

White, Jeremy T.

The subject of this dissertation is use of computer models as data analysis tools in several different geoscience settings, including integrated surface water/groundwater modeling, tephra fallout modeling, geophysical inversion, and hydrothermal groundwater modeling. The dissertation is organized into three chapters, which correspond to three individual publication manuscripts. In the first chapter, a linear framework is developed to identify and estimate the potential predictive consequences of using a simple computer model as a data analysis tool. The framework is applied to a complex integrated surface-water/groundwater numerical model with thousands of parameters. Several types of predictions are evaluated, including particle travel time and surface-water/groundwater exchange volume. The analysis suggests that model simplifications have the potential to corrupt many types of predictions. The implementation of the inversion, including how the objective function is formulated, what minimum of the objective function value is acceptable, and how expert knowledge is enforced on parameters, can greatly influence the manifestation of model simplification. Depending on the prediction, failure to specifically address each of these important issues during inversion is shown to degrade the reliability of some predictions. In some instances, inversion is shown to increase, rather than decrease, the uncertainty of a prediction, which defeats the purpose of using a model as a data analysis tool. In the second chapter, an efficient inversion and uncertainty quantification approach is applied to a computer model of volcanic tephra transport and deposition. The computer model simulates many physical processes related to tephra transport and fallout. The utility of the approach is demonstrated for two eruption events. In both cases, the importance of uncertainty quantification is highlighted by exposing the variability in the conditioning provided by the observations used for inversion. The worth of different types of tephra data to reduce parameter uncertainty is evaluated, as is the importance of different observation error models. The analyses reveal the importance using tephra granulometry data for inversion, which results in reduced uncertainty for most eruption parameters. In the third chapter, geophysical inversion is combined with hydrothermal modeling to evaluate the enthalpy of an undeveloped geothermal resource in a pull-apart basin located in southeastern Armenia. A high-dimensional gravity inversion is used to define the depth to the contact between the lower-density valley fill sediments and the higher-density surrounding host rock. The inverted basin depth distribution was used to define the hydrostratigraphy for the coupled groundwater-flow and heat-transport model that simulates the circulation of hydrothermal fluids in the system. Evaluation of several different geothermal system configurations indicates that the most likely system configuration is a low-enthalpy, liquid-dominated geothermal system.

Study on Material Parameters Identification of Brain Tissue Considering Uncertainty of Friction Coefficient

NASA Astrophysics Data System (ADS)

Guan, Fengjiao; Zhang, Guanjun; Liu, Jie; Wang, Shujing; Luo, Xu; Zhu, Feng

2017-10-01

Accurate material parameters are critical to construct the high biofidelity finite element (FE) models. However, it is hard to obtain the brain tissue parameters accurately because of the effects of irregular geometry and uncertain boundary conditions. Considering the complexity of material test and the uncertainty of friction coefficient, a computational inverse method for viscoelastic material parameters identification of brain tissue is presented based on the interval analysis method. Firstly, the intervals are used to quantify the friction coefficient in the boundary condition. And then the inverse problem of material parameters identification under uncertain friction coefficient is transformed into two types of deterministic inverse problem. Finally the intelligent optimization algorithm is used to solve the two types of deterministic inverse problems quickly and accurately, and the range of material parameters can be easily acquired with no need of a variety of samples. The efficiency and convergence of this method are demonstrated by the material parameters identification of thalamus. The proposed method provides a potential effective tool for building high biofidelity human finite element model in the study of traffic accident injury.

Physically-based modelling of high magnitude torrent events with uncertainty quantification

NASA Astrophysics Data System (ADS)

Wing-Yuen Chow, Candace; Ramirez, Jorge; Zimmermann, Markus; Keiler, Margreth

2017-04-01

High magnitude torrent events are associated with the rapid propagation of vast quantities of water and available sediment downslope where human settlements may be established. Assessing the vulnerability of built structures to these events is a part of consequence analysis, where hazard intensity is related to the degree of loss sustained. The specific contribution of the presented work describes a procedure simulate these damaging events by applying physically-based modelling and to include uncertainty information about the simulated results. This is a first step in the development of vulnerability curves based on several intensity parameters (i.e. maximum velocity, sediment deposition depth and impact pressure). The investigation process begins with the collection, organization and interpretation of detailed post-event documentation and photograph-based observation data of affected structures in three sites that exemplify the impact of highly destructive mudflows and flood occurrences on settlements in Switzerland. Hazard intensity proxies are then simulated with the physically-based FLO-2D model (O'Brien et al., 1993). Prior to modelling, global sensitivity analysis is conducted to support a better understanding of model behaviour, parameterization and the quantification of uncertainties (Song et al., 2015). The inclusion of information describing the degree of confidence in the simulated results supports the credibility of vulnerability curves developed with the modelled data. First, key parameters are identified and selected based on literature review. Truncated a priori ranges of parameter values were then defined by expert solicitation. Local sensitivity analysis is performed based on manual calibration to provide an understanding of the parameters relevant to the case studies of interest. Finally, automated parameter estimation is performed to comprehensively search for optimal parameter combinations and associated values, which are evaluated using the observed data collected in the first stage of the investigation. O'Brien, J.S., Julien, P.Y., Fullerton, W. T., 1993. Two-dimensional water flood and mudflow simulation. Journal of Hydraulic Engineering 119(2): 244-261.
 Song, X., Zhang, J., Zhan, C., Xuan, Y., Ye, M., Xu C., 2015. Global sensitivity analysis in hydrological modeling: Review of concepts, methods, theoretical frameworks, Journal of Hydrology 523: 739-757.

Entry dynamics of space shuttle orbiter with lateral-directional stability and control uncertainties at supersonic and hypersonic speeds

NASA Technical Reports Server (NTRS)

Stone, H. W.; Powell, R. W.

1977-01-01

A six-degree-of-freedom simulation analysis was conducted to examine the effects of the lateral-directional static aerodynamic stability and control uncertainties on the performance of the automatic (no manual inputs) entry-guidance and control systems of the space shuttle orbiter. To establish the acceptable boundaries of the uncertainties, the static aerodynamic characteristics were varied either by applying a multiplier to the aerodynamic parameter or by adding an increment. Control-system modifications were identified that decrease the sensitivity to off-nominal aerodynamics. With these modifications, the acceptable aerodynamic boundaries were determined.

Analysis of complex environment effect on near-field emission

NASA Astrophysics Data System (ADS)

Ravelo, B.; Lalléchère, S.; Bonnet, P.; Paladian, F.

2014-10-01

The article is dealing with uncertainty analyses of radiofrequency circuits electromagnetic compatibility emission based on the near-field/near-field (NF/NF) transform combined with stochastic approach. By using 2D data corresponding to electromagnetic (EM) field (X=E or H) scanned in the observation plane placed at the position z0 above the circuit under test (CUT), the X field map was extracted. Then, uncertainty analyses were assessed via the statistical moments from X component. In addition, stochastic collocation based was considered and calculations were applied to planar EM NF radiated by the CUTs as Wilkinson power divider and a microstrip line operating at GHz levels. After Matlab implementation, the mean and standard deviation were assessed. The present study illustrates how the variations of environmental parameters may impact EM fields. The NF uncertainty methodology can be applied to any physical parameter effects in complex environment and useful for printed circuit board (PCBs) design guideline.

Uncertainty in BMP evaluation and optimization for watershed management

NASA Astrophysics Data System (ADS)

Chaubey, I.; Cibin, R.; Sudheer, K.; Her, Y.

2012-12-01

Use of computer simulation models have increased substantially to make watershed management decisions and to develop strategies for water quality improvements. These models are often used to evaluate potential benefits of various best management practices (BMPs) for reducing losses of pollutants from sources areas into receiving waterbodies. Similarly, use of simulation models in optimizing selection and placement of best management practices under single (maximization of crop production or minimization of pollutant transport) and multiple objective functions has increased recently. One of the limitations of the currently available assessment and optimization approaches is that the BMP strategies are considered deterministic. Uncertainties in input data (e.g. precipitation, streamflow, sediment, nutrient and pesticide losses measured, land use) and model parameters may result in considerable uncertainty in watershed response under various BMP options. We have developed and evaluated options to include uncertainty in BMP evaluation and optimization for watershed management. We have also applied these methods to evaluate uncertainty in ecosystem services from mixed land use watersheds. In this presentation, we will discuss methods to to quantify uncertainties in BMP assessment and optimization solutions due to uncertainties in model inputs and parameters. We have used a watershed model (Soil and Water Assessment Tool or SWAT) to simulate the hydrology and water quality in mixed land use watershed located in Midwest USA. The SWAT model was also used to represent various BMPs in the watershed needed to improve water quality. SWAT model parameters, land use change parameters, and climate change parameters were considered uncertain. It was observed that model parameters, land use and climate changes resulted in considerable uncertainties in BMP performance in reducing P, N, and sediment loads. In addition, climate change scenarios also affected uncertainties in SWAT simulated crop yields. Considerable uncertainties in the net cost and the water quality improvements resulted due to uncertainties in land use, climate change, and model parameter values.

Estimate of uncertainties in polarized parton distributions

NASA Astrophysics Data System (ADS)

Miyama, M.; Goto, Y.; Hirai, M.; Kobayashi, H.; Kumano, S.; Morii, T.; Saito, N.; Shibata, T.-A.; Yamanishi, T.

2001-10-01

From \\chi^2 analysis of polarized deep inelastic scattering data, we determined polarized parton distribution functions (Y. Goto et al. (AAC), Phys. Rev. D 62, 34017 (2000).). In order to clarify the reliability of the obtained distributions, we should estimate uncertainties of the distributions. In this talk, we discuss the pol-PDF uncertainties by using a Hessian method. A Hessian matrix H_ij is given by second derivatives of the \\chi^2, and the error matrix \\varepsilon_ij is defined as the inverse matrix of H_ij. Using the error matrix, we calculate the error of a function F by (δ F)^2 = sum_i,j fracpartial Fpartial ai \\varepsilon_ij fracpartial Fpartial aj , where a_i,j are the parameters in the \\chi^2 analysis. Using this method, we show the uncertainties of the pol-PDF, structure functions g_1, and spin asymmetries A_1. Furthermore, we show a role of future experiments such as the RHIC-Spin. An important purpose of planned experiments in the near future is to determine the polarized gluon distribution function Δ g (x) in detail. We reanalyze the pol-PDF uncertainties including the gluon fake data which are expected to be given by the upcoming experiments. From this analysis, we discuss how much the uncertainties of Δ g (x) can be improved by such measurements.

Uncertainty in temperature response of current consumption-based emissions estimates

NASA Astrophysics Data System (ADS)

Karstensen, J.; Peters, G. P.; Andrew, R. M.

2015-05-01

Several studies have connected emissions of greenhouse gases to economic and trade data to quantify the causal chain from consumption to emissions and climate change. These studies usually combine data and models originating from different sources, making it difficult to estimate uncertainties along the entire causal chain. We estimate uncertainties in economic data, multi-pollutant emission statistics, and metric parameters, and use Monte Carlo analysis to quantify contributions to uncertainty and to determine how uncertainty propagates to estimates of global temperature change from regional and sectoral territorial- and consumption-based emissions for the year 2007. We find that the uncertainties are sensitive to the emission allocations, mix of pollutants included, the metric and its time horizon, and the level of aggregation of the results. Uncertainties in the final results are largely dominated by the climate sensitivity and the parameters associated with the warming effects of CO2. Based on our assumptions, which exclude correlations in the economic data, the uncertainty in the economic data appears to have a relatively small impact on uncertainty at the national level in comparison to emissions and metric uncertainty. Much higher uncertainties are found at the sectoral level. Our results suggest that consumption-based national emissions are not significantly more uncertain than the corresponding production-based emissions since the largest uncertainties are due to metric and emissions which affect both perspectives equally. The two perspectives exhibit different sectoral uncertainties, due to changes of pollutant compositions. We find global sectoral consumption uncertainties in the range of ±10 to ±27 % using the Global Temperature Potential with a 50-year time horizon, with metric uncertainties dominating. National-level uncertainties are similar in both perspectives due to the dominance of CO2 over other pollutants. The consumption emissions of the top 10 emitting regions have a broad uncertainty range of ±9 to ±25 %, with metric and emission uncertainties contributing similarly. The absolute global temperature potential (AGTP) with a 50-year time horizon has much higher uncertainties, with considerable uncertainty overlap for regions and sectors, indicating that the ranking of countries is uncertain.

Evaluation and uncertainty analysis of regional-scale CLM4.5 net carbon flux estimates

NASA Astrophysics Data System (ADS)

Post, Hanna; Hendricks Franssen, Harrie-Jan; Han, Xujun; Baatz, Roland; Montzka, Carsten; Schmidt, Marius; Vereecken, Harry

2018-01-01

Modeling net ecosystem exchange (NEE) at the regional scale with land surface models (LSMs) is relevant for the estimation of regional carbon balances, but studies on it are very limited. Furthermore, it is essential to better understand and quantify the uncertainty of LSMs in order to improve them. An important key variable in this respect is the prognostic leaf area index (LAI), which is very sensitive to forcing data and strongly affects the modeled NEE. We applied the Community Land Model (CLM4.5-BGC) to the Rur catchment in western Germany and compared estimated and default ecological key parameters for modeling carbon fluxes and LAI. The parameter estimates were previously estimated with the Markov chain Monte Carlo (MCMC) approach DREAM(zs) for four of the most widespread plant functional types in the catchment. It was found that the catchment-scale annual NEE was strongly positive with default parameter values but negative (and closer to observations) with the estimated values. Thus, the estimation of CLM parameters with local NEE observations can be highly relevant when determining regional carbon balances. To obtain a more comprehensive picture of model uncertainty, CLM ensembles were set up with perturbed meteorological input and uncertain initial states in addition to uncertain parameters. C3 grass and C3 crops were particularly sensitive to the perturbed meteorological input, which resulted in a strong increase in the standard deviation of the annual NEE sum (σ ∑ NEE) for the different ensemble members from ˜ 2 to 3 g C m-2 yr-1 (with uncertain parameters) to ˜ 45 g C m-2 yr-1 (C3 grass) and ˜ 75 g C m-2 yr-1 (C3 crops) with perturbed forcings. This increase in uncertainty is related to the impact of the meteorological forcings on leaf onset and senescence, and enhanced/reduced drought stress related to perturbation of precipitation. The NEE uncertainty for the forest plant functional type (PFT) was considerably lower (σ ∑ NEE ˜ 4.0-13.5 g C m-2 yr-1 with perturbed parameters, meteorological forcings and initial states). We conclude that LAI and NEE uncertainty with CLM is clearly underestimated if uncertain meteorological forcings and initial states are not taken into account.

Phobos laser ranging: Numerical Geodesy experiments for Martian system science

NASA Astrophysics Data System (ADS)

Dirkx, D.; Vermeersen, L. L. A.; Noomen, R.; Visser, P. N. A. M.

2014-09-01

Laser ranging is emerging as a technology for use over (inter)planetary distances, having the advantage of high (mm-cm) precision and accuracy and low mass and power consumption. We have performed numerical simulations to assess the science return in terms of geodetic observables of a hypothetical Phobos lander performing active two-way laser ranging with Earth-based stations. We focus our analysis on the estimation of Phobos and Mars gravitational, tidal and rotational parameters. We explicitly include systematic error sources in addition to uncorrelated random observation errors. This is achieved through the use of consider covariance parameters, specifically the ground station position and observation biases. Uncertainties for the consider parameters are set at 5 mm and at 1 mm for the Gaussian uncorrelated observation noise (for an observation integration time of 60 s). We perform the analysis for a mission duration up to 5 years. It is shown that a Phobos Laser Ranging (PLR) can contribute to a better understanding of the Martian system, opening the possibility for improved determination of a variety of physical parameters of Mars and Phobos. The simulations show that the mission concept is especially suited for estimating Mars tidal deformation parameters, estimating degree 2 Love numbers with absolute uncertainties at the 10-2 to 10-4 level after 1 and 4 years, respectively and providing separate estimates for the Martian quality factors at Sun and Phobos-forced frequencies. The estimation of Phobos libration amplitudes and gravity field coefficients provides an estimate of Phobos' relative equatorial and polar moments of inertia with an absolute uncertainty of 10-4 and 10-7, respectively, after 1 year. The observation of Phobos tidal deformation will be able to differentiate between a rubble pile and monolithic interior within 2 years. For all parameters, systematic errors have a much stronger influence (per unit uncertainty) than the uncorrelated Gaussian observation noise. This indicates the need for the inclusion of systematic errors in simulation studies and special attention to the mitigation of these errors in mission and system design.

Size exclusion deep bed filtration: Experimental and modelling uncertainties

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

Badalyan, Alexander, E-mail: alexander.badalyan@adelaide.edu.au; You, Zhenjiang; Aji, Kaiser

A detailed uncertainty analysis associated with carboxyl-modified latex particle capture in glass bead-formed porous media enabled verification of the two theoretical stochastic models for prediction of particle retention due to size exclusion. At the beginning of this analysis it is established that size exclusion is a dominant particle capture mechanism in the present study: calculated significant repulsive Derjaguin-Landau-Verwey-Overbeek potential between latex particles and glass beads is an indication of their mutual repulsion, thus, fulfilling the necessary condition for size exclusion. Applying linear uncertainty propagation method in the form of truncated Taylor's series expansion, combined standard uncertainties (CSUs) in normalised suspendedmore » particle concentrations are calculated using CSUs in experimentally determined parameters such as: an inlet volumetric flowrate of suspension, particle number in suspensions, particle concentrations in inlet and outlet streams, particle and pore throat size distributions. Weathering of glass beads in high alkaline solutions does not appreciably change particle size distribution, and, therefore, is not considered as an additional contributor to the weighted mean particle radius and corresponded weighted mean standard deviation. Weighted mean particle radius and LogNormal mean pore throat radius are characterised by the highest CSUs among all experimental parameters translating to high CSU in the jamming ratio factor (dimensionless particle size). Normalised suspended particle concentrations calculated via two theoretical models are characterised by higher CSUs than those for experimental data. The model accounting the fraction of inaccessible flow as a function of latex particle radius excellently predicts normalised suspended particle concentrations for the whole range of jamming ratios. The presented uncertainty analysis can be also used for comparison of intra- and inter-laboratory particle size exclusion data.« less

Uncertainty Analysis of A Flood Risk Mapping Procedure Applied In Urban Areas

NASA Astrophysics Data System (ADS)

Krause, J.; Uhrich, S.; Bormann, H.; Diekkrüger, B.

In the framework of IRMA-Sponge program the presented study was part of the joint research project FRHYMAP (flood risk and hydrological mapping). A simple con- ceptual flooding model (FLOODMAP) has been developed to simulate flooded areas besides rivers within cities. FLOODMAP requires a minimum of input data (digital el- evation model (DEM), river line, water level plain) and parameters and calculates the flood extent as well as the spatial distribution of flood depths. of course the simulated model results are affected by errors and uncertainties. Possible sources of uncertain- ties are the model structure, model parameters and input data. Thus after the model validation (comparison of simulated water to observed extent, taken from airborne pictures) the uncertainty of the essential input data set (digital elevation model) was analysed. Monte Carlo simulations were performed to assess the effect of uncertain- ties concerning the statistics of DEM quality and to derive flooding probabilities from the set of simulations. The questions concerning a minimum resolution of a DEM re- quired for flood simulation and concerning the best aggregation procedure of a given DEM was answered by comparing the results obtained using all available standard GIS aggregation procedures. Seven different aggregation procedures were applied to high resolution DEMs (1-2m) in three cities (Bonn, Cologne, Luxembourg). Basing on this analysis the effect of 'uncertain' DEM data was estimated and compared with other sources of uncertainties. Especially socio-economic information and monetary transfer functions required for a damage risk analysis show a high uncertainty. There- fore this study helps to analyse the weak points of the flood risk and damage risk assessment procedure.

Modeling Nitrogen Dynamics in a Waste Stabilization Pond System Using Flexible Modeling Environment with MCMC

PubMed Central

Mukhtar, Hussnain; Lin, Yu-Pin; Shipin, Oleg V.; Petway, Joy R.

2017-01-01

This study presents an approach for obtaining realization sets of parameters for nitrogen removal in a pilot-scale waste stabilization pond (WSP) system. The proposed approach was designed for optimal parameterization, local sensitivity analysis, and global uncertainty analysis of a dynamic simulation model for the WSP by using the R software package Flexible Modeling Environment (R-FME) with the Markov chain Monte Carlo (MCMC) method. Additionally, generalized likelihood uncertainty estimation (GLUE) was integrated into the FME to evaluate the major parameters that affect the simulation outputs in the study WSP. Comprehensive modeling analysis was used to simulate and assess nine parameters and concentrations of ON-N, NH3-N and NO3-N. Results indicate that the integrated FME-GLUE-based model, with good Nash–Sutcliffe coefficients (0.53–0.69) and correlation coefficients (0.76–0.83), successfully simulates the concentrations of ON-N, NH3-N and NO3-N. Moreover, the Arrhenius constant was the only parameter sensitive to model performances of ON-N and NH3-N simulations. However, Nitrosomonas growth rate, the denitrification constant, and the maximum growth rate at 20 °C were sensitive to ON-N and NO3-N simulation, which was measured using global sensitivity. PMID:28704958

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.

Uncertainty and Sensitivity of Direct Economic Flood Damages: the FloodRisk Free and Open-Source Software

NASA Astrophysics Data System (ADS)

Albano, R.; Sole, A.; Mancusi, L.; Cantisani, A.; Perrone, A.

2017-12-01

The considerable increase of flood damages in the the past decades has shifted in Europe the attention from protection against floods to managing flood risks. In this context, the expected damages assessment represents a crucial information within the overall flood risk management process. The present paper proposes an open source software, called FloodRisk, that is able to operatively support stakeholders in the decision making processes with a what-if approach by carrying out the rapid assessment of the flood consequences, in terms of direct economic damage and loss of human lives. The evaluation of the damage scenarios, trough the use of the GIS software proposed here, is essential for cost-benefit or multi-criteria analysis of risk mitigation alternatives. However, considering that quantitative assessment of flood damages scenarios is characterized by intrinsic uncertainty, a scheme has been developed to identify and quantify the role of the input parameters in the total uncertainty of flood loss model application in urban areas with mild terrain and complex topography. By the concept of parallel models, the contribution of different module and input parameters to the total uncertainty is quantified. The results of the present case study have exhibited a high epistemic uncertainty on the damage estimation module and, in particular, on the type and form of the utilized damage functions, which have been adapted and transferred from different geographic and socio-economic contexts because there aren't depth-damage functions that are specifically developed for Italy. Considering that uncertainty and sensitivity depend considerably on local characteristics, the epistemic uncertainty associated with the risk estimate is reduced by introducing additional information into the risk analysis. In the light of the obtained results, it is evident the need to produce and disseminate (open) data to develop micro-scale vulnerability curves. Moreover, the urgent need to push forward research into the implementation of methods and models for the assimilation of uncertainties in decision-making processes emerges.

SBML-PET-MPI: a parallel parameter estimation tool for Systems Biology Markup Language based models.

PubMed

Zi, Zhike

2011-04-01

Parameter estimation is crucial for the modeling and dynamic analysis of biological systems. However, implementing parameter estimation is time consuming and computationally demanding. Here, we introduced a parallel parameter estimation tool for Systems Biology Markup Language (SBML)-based models (SBML-PET-MPI). SBML-PET-MPI allows the user to perform parameter estimation and parameter uncertainty analysis by collectively fitting multiple experimental datasets. The tool is developed and parallelized using the message passing interface (MPI) protocol, which provides good scalability with the number of processors. SBML-PET-MPI is freely available for non-commercial use at http://www.bioss.uni-freiburg.de/cms/sbml-pet-mpi.html or http://sites.google.com/site/sbmlpetmpi/.

Quantifying the uncertainties of China's emission inventory for industrial sources: From national to provincial and city scales

NASA Astrophysics Data System (ADS)

Zhao, Yu; Zhou, Yaduan; Qiu, Liping; Zhang, Jie

2017-09-01

A comprehensive uncertainty analysis was conducted on emission inventories for industrial sources at national (China), provincial (Jiangsu), and city (Nanjing) scales for 2012. Based on various methods and data sources, Monte-Carlo simulation was applied at sector level for national inventory, and at plant level (whenever possible) for provincial and city inventories. The uncertainties of national inventory were estimated at -17-37% (expressed as 95% confidence intervals, CIs), -21-35%, -19-34%, -29-40%, -22-47%, -21-54%, -33-84%, and -32-92% for SO2, NOX, CO, TSP (total suspended particles), PM10, PM2.5, black carbon (BC), and organic carbon (OC) emissions respectively for the whole country. At provincial and city levels, the uncertainties of corresponding pollutant emissions were estimated at -15-18%, -18-33%, -16-37%, -20-30%, -23-45%, -26-50%, -33-79%, and -33-71% for Jiangsu, and -17-22%, -10-33%, -23-75%, -19-36%, -23-41%, -28-48%, -45-82%, and -34-96% for Nanjing, respectively. Emission factors (or associated parameters) were identified as the biggest contributors to the uncertainties of emissions for most source categories except iron & steel production in the national inventory. Compared to national one, uncertainties of total emissions in the provincial and city-scale inventories were not significantly reduced for most species with an exception of SO2. For power and other industrial boilers, the uncertainties were reduced, and the plant-specific parameters played more important roles to the uncertainties. Much larger PM10 and PM2.5 emissions for Jiangsu were estimated in this provincial inventory than other studies, implying the big discrepancies on data sources of emission factors and activity data between local and national inventories. Although the uncertainty analysis of bottom-up emission inventories at national and local scales partly supported the ;top-down; estimates using observation and/or chemistry transport models, detailed investigations and field measurements were recommended for further improving the emission estimates and reducing the uncertainty of inventories at local and regional scales, for both industrial and other sectors.

Uncertainty Analysis of Runoff Simulations and Parameter Identifiability in the Community Land Model – Evidence from MOPEX Basins

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

Huang, Maoyi; Hou, Zhangshuan; Leung, Lai-Yung R.

2013-12-01

With the emergence of earth system models as important tools for understanding and predicting climate change and implications to mitigation and adaptation, it has become increasingly important to assess the fidelity of the land component within earth system models to capture realistic hydrological processes and their response to the changing climate and quantify the associated uncertainties. This study investigates the sensitivity of runoff simulations to major hydrologic parameters in version 4 of the Community Land Model (CLM4) by integrating CLM4 with a stochastic exploratory sensitivity analysis framework at 20 selected watersheds from the Model Parameter Estimation Experiment (MOPEX) spanning amore » wide range of climate and site conditions. We found that for runoff simulations, the most significant parameters are those related to the subsurface runoff parameterizations. Soil texture related parameters and surface runoff parameters are of secondary significance. Moreover, climate and soil conditions play important roles in the parameter sensitivity. In general, site conditions within water-limited hydrologic regimes and with finer soil texture result in stronger sensitivity of output variables, such as runoff and its surface and subsurface components, to the input parameters in CLM4. This study demonstrated the feasibility of parameter inversion for CLM4 using streamflow observations to improve runoff simulations. By ranking the significance of the input parameters, we showed that the parameter set dimensionality could be reduced for CLM4 parameter calibration under different hydrologic and climatic regimes so that the inverse problem is less ill posed.« less

Influence of Population Variation of Physiological Parameters in Computational Models of Space Physiology

NASA Technical Reports Server (NTRS)

Myers, J. G.; Feola, A.; Werner, C.; Nelson, E. S.; Raykin, J.; Samuels, B.; Ethier, C. R.

2016-01-01

The earliest manifestations of Visual Impairment and Intracranial Pressure (VIIP) syndrome become evident after months of spaceflight and include a variety of ophthalmic changes, including posterior globe flattening and distension of the optic nerve sheath. Prevailing evidence links the occurrence of VIIP to the cephalic fluid shift induced by microgravity and the subsequent pressure changes around the optic nerve and eye. Deducing the etiology of VIIP is challenging due to the wide range of physiological parameters that may be influenced by spaceflight and are required to address a realistic spectrum of physiological responses. Here, we report on the application of an efficient approach to interrogating physiological parameter space through computational modeling. Specifically, we assess the influence of uncertainty in input parameters for two models of VIIP syndrome: a lumped-parameter model (LPM) of the cardiovascular and central nervous systems, and a finite-element model (FEM) of the posterior eye, optic nerve head (ONH) and optic nerve sheath. Methods: To investigate the parameter space in each model, we employed Latin hypercube sampling partial rank correlation coefficient (LHSPRCC) strategies. LHS techniques outperform Monte Carlo approaches by enforcing efficient sampling across the entire range of all parameters. The PRCC method estimates the sensitivity of model outputs to these parameters while adjusting for the linear effects of all other inputs. The LPM analysis addressed uncertainties in 42 physiological parameters, such as initial compartmental volume and nominal compartment percentage of total cardiac output in the supine state, while the FEM evaluated the effects on biomechanical strain from uncertainties in 23 material and pressure parameters for the ocular anatomy. Results and Conclusion: The LPM analysis identified several key factors including high sensitivity to the initial fluid distribution. The FEM study found that intraocular pressure and intracranial pressure had dominant impact on the peak strains in the ONH and retro-laminar optic nerve, respectively; optic nerve and lamina cribrosa stiffness were also important. This investigation illustrates the ability of LHSPRCC to identify the most influential physiological parameters, which must therefore be well-characterized to produce the most accurate numerical results.

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.

DAKOTA Design Analysis Kit for Optimization and Terascale

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

Adams, Brian M.; Dalbey, Keith R.; Eldred, Michael S.

2010-02-24

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes (computational models) and iterative analysis methods. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and analysis of computational models on high performance computers.A user provides a set of DAKOTA commands in an input file and launches DAKOTA. DAKOTA invokes instances of the computational models, collects their results, and performs systems analyses. DAKOTA contains algorithms for optimization with gradient and nongradient-basedmore » methods; uncertainty quantification with sampling, reliability, polynomial chaos, stochastic collocation, and epistemic methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as hybrid optimization, surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. Services for parallel computing, simulation interfacing, approximation modeling, fault tolerance, restart, and graphics are also included.« less

A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Accounting for baryonic effects in cosmic shear tomography: Determining a minimal set of nuisance parameters using PCA

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

Eifler, Tim; Krause, Elisabeth; Dodelson, Scott

2014-05-28

Systematic uncertainties that have been subdominant in past large-scale structure (LSS) surveys are likely to exceed statistical uncertainties of current and future LSS data sets, potentially limiting the extraction of cosmological information. Here we present a general framework (PCA marginalization) to consistently incorporate systematic effects into a likelihood analysis. This technique naturally accounts for degeneracies between nuisance parameters and can substantially reduce the dimension of the parameter space that needs to be sampled. As a practical application, we apply PCA marginalization to account for baryonic physics as an uncertainty in cosmic shear tomography. Specifically, we use CosmoLike to run simulatedmore » likelihood analyses on three independent sets of numerical simulations, each covering a wide range of baryonic scenarios differing in cooling, star formation, and feedback mechanisms. We simulate a Stage III (Dark Energy Survey) and Stage IV (Large Synoptic Survey Telescope/Euclid) survey and find a substantial bias in cosmological constraints if baryonic physics is not accounted for. We then show that PCA marginalization (employing at most 3 to 4 nuisance parameters) removes this bias. Our study demonstrates that it is possible to obtain robust, precise constraints on the dark energy equation of state even in the presence of large levels of systematic uncertainty in astrophysical processes. We conclude that the PCA marginalization technique is a powerful, general tool for addressing many of the challenges facing the precision cosmology program.« less

Measures of GCM Performance as Functions of Model Parameters Affecting Clouds and Radiation

NASA Astrophysics Data System (ADS)

Jackson, C.; Mu, Q.; Sen, M.; Stoffa, P.

2002-05-01

This abstract is one of three related presentations at this meeting dealing with several issues surrounding optimal parameter and uncertainty estimation of model predictions of climate. Uncertainty in model predictions of climate depends in part on the uncertainty produced by model approximations or parameterizations of unresolved physics. Evaluating these uncertainties is computationally expensive because one needs to evaluate how arbitrary choices for any given combination of model parameters affects model performance. Because the computational effort grows exponentially with the number of parameters being investigated, it is important to choose parameters carefully. Evaluating whether a parameter is worth investigating depends on two considerations: 1) does reasonable choices of parameter values produce a large range in model response relative to observational uncertainty? and 2) does the model response depend non-linearly on various combinations of model parameters? We have decided to narrow our attention to selecting parameters that affect clouds and radiation, as it is likely that these parameters will dominate uncertainties in model predictions of future climate. We present preliminary results of ~20 to 30 AMIPII style climate model integrations using NCAR's CCM3.10 that show model performance as functions of individual parameters controlling 1) critical relative humidity for cloud formation (RHMIN), and 2) boundary layer critical Richardson number (RICR). We also explore various definitions of model performance that include some or all observational data sources (surface air temperature and pressure, meridional and zonal winds, clouds, long and short-wave cloud forcings, etc...) and evaluate in a few select cases whether the model's response depends non-linearly on the parameter values we have selected.