Probabilistic simulation of stress concentration in composite laminates

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Murthy, P. L. N.; Liaw, L.

1993-01-01

A computational methodology is described to probabilistically simulate the stress concentration factors in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The probabilistic composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties while probabilistic finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate stress concentration factors such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using it to simulate the stress concentration factors in composite laminates made from three different composite systems. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the stress concentration factors are influenced by local stiffness variables, by load eccentricities and by initial stress fields.

A Comparison of Probabilistic and Deterministic Campaign Analysis for Human Space Exploration

NASA Technical Reports Server (NTRS)

Merrill, R. Gabe; Andraschko, Mark; Stromgren, Chel; Cirillo, Bill; Earle, Kevin; Goodliff, Kandyce

2008-01-01

Human space exploration is by its very nature an uncertain endeavor. Vehicle reliability, technology development risk, budgetary uncertainty, and launch uncertainty all contribute to stochasticity in an exploration scenario. However, traditional strategic analysis has been done in a deterministic manner, analyzing and optimizing the performance of a series of planned missions. History has shown that exploration scenarios rarely follow such a planned schedule. This paper describes a methodology to integrate deterministic and probabilistic analysis of scenarios in support of human space exploration. Probabilistic strategic analysis is used to simulate "possible" scenario outcomes, based upon the likelihood of occurrence of certain events and a set of pre-determined contingency rules. The results of the probabilistic analysis are compared to the nominal results from the deterministic analysis to evaluate the robustness of the scenario to adverse events and to test and optimize contingency planning.

ProbCD: enrichment analysis accounting for categorization uncertainty.

PubMed

Vêncio, Ricardo Z N; Shmulevich, Ilya

2007-10-12

As in many other areas of science, systems biology makes extensive use of statistical association and significance estimates in contingency tables, a type of categorical data analysis known in this field as enrichment (also over-representation or enhancement) analysis. In spite of efforts to create probabilistic annotations, especially in the Gene Ontology context, or to deal with uncertainty in high throughput-based datasets, current enrichment methods largely ignore this probabilistic information since they are mainly based on variants of the Fisher Exact Test. We developed an open-source R-based software to deal with probabilistic categorical data analysis, ProbCD, that does not require a static contingency table. The contingency table for the enrichment problem is built using the expectation of a Bernoulli Scheme stochastic process given the categorization probabilities. An on-line interface was created to allow usage by non-programmers and is available at: http://xerad.systemsbiology.net/ProbCD/. We present an analysis framework and software tools to address the issue of uncertainty in categorical data analysis. In particular, concerning the enrichment analysis, ProbCD can accommodate: (i) the stochastic nature of the high-throughput experimental techniques and (ii) probabilistic gene annotation.

Probabilistic structural analysis methods of hot engine structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Hopkins, D. A.

1989-01-01

Development of probabilistic structural analysis methods for hot engine structures is a major activity at Lewis Research Center. Recent activities have focused on extending the methods to include the combined uncertainties in several factors on structural response. This paper briefly describes recent progress on composite load spectra models, probabilistic finite element structural analysis, and probabilistic strength degradation modeling. Progress is described in terms of fundamental concepts, computer code development, and representative numerical results.

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

PubMed

Zhao, Yuchao; Frey, H Christopher

2004-11-01

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

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

NASA Astrophysics Data System (ADS)

Li, Z.; Ghaith, M.

2017-12-01

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

Probabilistic Simulation of Stress Concentration in Composite Laminates

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Murthy, P. L. N.; Liaw, D. G.

1994-01-01

A computational methodology is described to probabilistically simulate the stress concentration factors (SCF's) in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties, whereas the finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate SCF's, such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using is to simulate the SCF's in three different composite laminates. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the SCF's are influenced by local stiffness variables, by load eccentricities, and by initial stress fields.

Process for computing geometric perturbations for probabilistic analysis

DOEpatents

Fitch, Simeon H. K. [Charlottesville, VA; Riha, David S [San Antonio, TX; Thacker, Ben H [San Antonio, TX

2012-04-10

A method for computing geometric perturbations for probabilistic analysis. The probabilistic analysis is based on finite element modeling, in which uncertainties in the modeled system are represented by changes in the nominal geometry of the model, referred to as "perturbations". These changes are accomplished using displacement vectors, which are computed for each node of a region of interest and are based on mean-value coordinate calculations.

A probabilistic approach to aircraft design emphasizing stability and control uncertainties

NASA Astrophysics Data System (ADS)

Delaurentis, Daniel Andrew

In order to address identified deficiencies in current approaches to aerospace systems design, a new method has been developed. This new method for design is based on the premise that design is a decision making activity, and that deterministic analysis and synthesis can lead to poor, or misguided decision making. This is due to a lack of disciplinary knowledge of sufficient fidelity about the product, to the presence of uncertainty at multiple levels of the aircraft design hierarchy, and to a failure to focus on overall affordability metrics as measures of goodness. Design solutions are desired which are robust to uncertainty and are based on the maximum knowledge possible. The new method represents advances in the two following general areas. 1. Design models and uncertainty. The research performed completes a transition from a deterministic design representation to a probabilistic one through a modeling of design uncertainty at multiple levels of the aircraft design hierarchy, including: (1) Consistent, traceable uncertainty classification and representation; (2) Concise mathematical statement of the Probabilistic Robust Design problem; (3) Variants of the Cumulative Distribution Functions (CDFs) as decision functions for Robust Design; (4) Probabilistic Sensitivities which identify the most influential sources of variability. 2. Multidisciplinary analysis and design. Imbedded in the probabilistic methodology is a new approach for multidisciplinary design analysis and optimization (MDA/O), employing disciplinary analysis approximations formed through statistical experimentation and regression. These approximation models are a function of design variables common to the system level as well as other disciplines. For aircraft, it is proposed that synthesis/sizing is the proper avenue for integrating multiple disciplines. Research hypotheses are translated into a structured method, which is subsequently tested for validity. Specifically, the implementation involves the study of the relaxed static stability technology for a supersonic commercial transport aircraft. The probabilistic robust design method is exercised resulting in a series of robust design solutions based on different interpretations of "robustness". Insightful results are obtained and the ability of the method to expose trends in the design space are noted as a key advantage.

Application of Probabilistic Analysis to Aircraft Impact Dynamics

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

A PROBABILISTIC ARSENIC EXPOSURE ASSESSMENT FOR CHILDREN WHO CONTACT CHROMATED COPPER ARSENATE ( CAA )-TREATED PLAYSETS AND DECKS: PART 2 SENSITIVITY AND UNCERTAINTY ANALYSIS

EPA Science Inventory

A probabilistic model (SHEDS-Wood) was developed to examine children's exposure and dose to chromated copper arsenate (CCA)-treated wood, as described in Part 1 of this two part paper. This Part 2 paper discusses sensitivity and uncertainty analyses conducted to assess the key m...

Probabilistic approach for decay heat uncertainty estimation using URANIE platform and MENDEL depletion code

NASA Astrophysics Data System (ADS)

Tsilanizara, A.; Gilardi, N.; Huynh, T. D.; Jouanne, C.; Lahaye, S.; Martinez, J. M.; Diop, C. M.

2014-06-01

The knowledge of the decay heat quantity and the associated uncertainties are important issues for the safety of nuclear facilities. Many codes are available to estimate the decay heat. ORIGEN, FISPACT, DARWIN/PEPIN2 are part of them. MENDEL is a new depletion code developed at CEA, with new software architecture, devoted to the calculation of physical quantities related to fuel cycle studies, in particular decay heat. The purpose of this paper is to present a probabilistic approach to assess decay heat uncertainty due to the decay data uncertainties from nuclear data evaluation like JEFF-3.1.1 or ENDF/B-VII.1. This probabilistic approach is based both on MENDEL code and URANIE software which is a CEA uncertainty analysis platform. As preliminary applications, single thermal fission of uranium 235, plutonium 239 and PWR UOx spent fuel cell are investigated.

Importance analysis for Hudson River PCB transport and fate model parameters using robust sensitivity studies

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

Zhang, S.; Toll, J.; Cothern, K.

1995-12-31

The authors have performed robust sensitivity studies of the physico-chemical Hudson River PCB model PCHEPM to identify the parameters and process uncertainties contributing the most to uncertainty in predictions of water column and sediment PCB concentrations, over the time period 1977--1991 in one segment of the lower Hudson River. The term ``robust sensitivity studies`` refers to the use of several sensitivity analysis techniques to obtain a more accurate depiction of the relative importance of different sources of uncertainty. Local sensitivity analysis provided data on the sensitivity of PCB concentration estimates to small perturbations in nominal parameter values. Range sensitivity analysismore » provided information about the magnitude of prediction uncertainty associated with each input uncertainty. Rank correlation analysis indicated which parameters had the most dominant influence on model predictions. Factorial analysis identified important interactions among model parameters. Finally, term analysis looked at the aggregate influence of combinations of parameters representing physico-chemical processes. The authors scored the results of the local and range sensitivity and rank correlation analyses. The authors considered parameters that scored high on two of the three analyses to be important contributors to PCB concentration prediction uncertainty, and treated them probabilistically in simulations. They also treated probabilistically parameters identified in the factorial analysis as interacting with important parameters. The authors used the term analysis to better understand how uncertain parameters were influencing the PCB concentration predictions. The importance analysis allowed us to reduce the number of parameters to be modeled probabilistically from 16 to 5. This reduced the computational complexity of Monte Carlo simulations, and more importantly, provided a more lucid depiction of prediction uncertainty and its causes.« less

10 CFR 436.24 - Uncertainty analyses.

Code of Federal Regulations, 2011 CFR

2011-01-01

... Procedures for Life Cycle Cost Analyses § 436.24 Uncertainty analyses. If particular items of cost data or... impact of uncertainty on the calculation of life cycle cost effectiveness or the assignment of rank order... and probabilistic analysis. If additional analysis casts substantial doubt on the life cycle cost...

10 CFR 436.24 - Uncertainty analyses.

Code of Federal Regulations, 2013 CFR

2013-01-01

... Procedures for Life Cycle Cost Analyses § 436.24 Uncertainty analyses. If particular items of cost data or... impact of uncertainty on the calculation of life cycle cost effectiveness or the assignment of rank order... and probabilistic analysis. If additional analysis casts substantial doubt on the life cycle cost...

10 CFR 436.24 - Uncertainty analyses.

Code of Federal Regulations, 2014 CFR

2014-01-01

... Procedures for Life Cycle Cost Analyses § 436.24 Uncertainty analyses. If particular items of cost data or... impact of uncertainty on the calculation of life cycle cost effectiveness or the assignment of rank order... and probabilistic analysis. If additional analysis casts substantial doubt on the life cycle cost...

10 CFR 436.24 - Uncertainty analyses.

Code of Federal Regulations, 2012 CFR

2012-01-01

... Procedures for Life Cycle Cost Analyses § 436.24 Uncertainty analyses. If particular items of cost data or... impact of uncertainty on the calculation of life cycle cost effectiveness or the assignment of rank order... and probabilistic analysis. If additional analysis casts substantial doubt on the life cycle cost...

Recent developments of the NESSUS probabilistic structural analysis computer program

NASA Technical Reports Server (NTRS)

Millwater, H.; Wu, Y.-T.; Torng, T.; Thacker, B.; Riha, D.; Leung, C. P.

1992-01-01

The NESSUS probabilistic structural analysis computer program combines state-of-the-art probabilistic algorithms with general purpose structural analysis methods to compute the probabilistic response and the reliability of engineering structures. Uncertainty in loading, material properties, geometry, boundary conditions and initial conditions can be simulated. The structural analysis methods include nonlinear finite element and boundary element methods. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. The scope of the code has recently been expanded to include probabilistic life and fatigue prediction of structures in terms of component and system reliability and risk analysis of structures considering cost of failure. The code is currently being extended to structural reliability considering progressive crack propagation. Several examples are presented to demonstrate the new capabilities.

Reliability and risk assessment of structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1991-01-01

Development of reliability and risk assessment of structural components and structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) the evaluation of the various uncertainties in terms of cumulative distribution functions for various structural response variables based on known or assumed uncertainties in primitive structural variables; (2) evaluation of the failure probability; (3) reliability and risk-cost assessment; and (4) an outline of an emerging approach for eventual certification of man-rated structures by computational methods. Collectively, the results demonstrate that the structural durability/reliability of man-rated structural components and structures can be effectively evaluated by using formal probabilistic methods.

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.

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.

Probabilistic assessment of uncertain adaptive hybrid composites

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Singhal, Surendra N.; Chamis, Christos C.

1994-01-01

Adaptive composite structures using actuation materials, such as piezoelectric fibers, were assessed probabilistically utilizing intraply hybrid composite mechanics in conjunction with probabilistic composite structural analysis. Uncertainties associated with the actuation material as well as the uncertainties in the regular (traditional) composite material properties were quantified and considered in the assessment. Static and buckling analyses were performed for rectangular panels with various boundary conditions and different control arrangements. The probability density functions of the structural behavior, such as maximum displacement and critical buckling load, were computationally simulated. The results of the assessment indicate that improved design and reliability can be achieved with actuation material.

Relative Gains, Losses, and Reference Points in Probabilistic Choice in Rats

PubMed Central

Marshall, Andrew T.; Kirkpatrick, Kimberly

2015-01-01

Theoretical reference points have been proposed to differentiate probabilistic gains from probabilistic losses in humans, but such a phenomenon in non-human animals has yet to be thoroughly elucidated. Three experiments evaluated the effect of reward magnitude on probabilistic choice in rats, seeking to determine reference point use by examining the effect of previous outcome magnitude(s) on subsequent choice behavior. Rats were trained to choose between an outcome that always delivered reward (low-uncertainty choice) and one that probabilistically delivered reward (high-uncertainty). The probability of high-uncertainty outcome receipt and the magnitudes of low-uncertainty and high-uncertainty outcomes were manipulated within and between experiments. Both the low- and high-uncertainty outcomes involved variable reward magnitudes, so that either a smaller or larger magnitude was probabilistically delivered, as well as reward omission following high-uncertainty choices. In Experiments 1 and 2, the between groups factor was the magnitude of the high-uncertainty-smaller (H-S) and high-uncertainty-larger (H-L) outcome, respectively. The H-S magnitude manipulation differentiated the groups, while the H-L magnitude manipulation did not. Experiment 3 showed that manipulating the probability of differential losses as well as the expected value of the low-uncertainty choice produced systematic effects on choice behavior. The results suggest that the reference point for probabilistic gains and losses was the expected value of the low-uncertainty choice. Current theories of probabilistic choice behavior have difficulty accounting for the present results, so an integrated theoretical framework is proposed. Overall, the present results have implications for understanding individual differences and corresponding underlying mechanisms of probabilistic choice behavior. PMID:25658448

Probabilistic Methods for Uncertainty Propagation Applied to Aircraft Design

NASA Technical Reports Server (NTRS)

Green, Lawrence L.; Lin, Hong-Zong; Khalessi, Mohammad R.

2002-01-01

Three methods of probabilistic uncertainty propagation and quantification (the method of moments, Monte Carlo simulation, and a nongradient simulation search method) are applied to an aircraft analysis and conceptual design program to demonstrate design under uncertainty. The chosen example problems appear to have discontinuous design spaces and thus these examples pose difficulties for many popular methods of uncertainty propagation and quantification. However, specific implementation features of the first and third methods chosen for use in this study enable successful propagation of small uncertainties through the program. Input uncertainties in two configuration design variables are considered. Uncertainties in aircraft weight are computed. The effects of specifying required levels of constraint satisfaction with specified levels of input uncertainty are also demonstrated. The results show, as expected, that the designs under uncertainty are typically heavier and more conservative than those in which no input uncertainties exist.

Probabilistic sensitivity analysis for NICE technology assessment: not an optional extra.

PubMed

Claxton, Karl; Sculpher, Mark; McCabe, Chris; Briggs, Andrew; Akehurst, Ron; Buxton, Martin; Brazier, John; O'Hagan, Tony

2005-04-01

Recently the National Institute for Clinical Excellence (NICE) updated its methods guidance for technology assessment. One aspect of the new guidance is to require the use of probabilistic sensitivity analysis with all cost-effectiveness models submitted to the Institute. The purpose of this paper is to place the NICE guidance on dealing with uncertainty into a broader context of the requirements for decision making; to explain the general approach that was taken in its development; and to address each of the issues which have been raised in the debate about the role of probabilistic sensitivity analysis in general. The most appropriate starting point for developing guidance is to establish what is required for decision making. On the basis of these requirements, the methods and framework of analysis which can best meet these needs can then be identified. It will be argued that the guidance on dealing with uncertainty and, in particular, the requirement for probabilistic sensitivity analysis, is justified by the requirements of the type of decisions that NICE is asked to make. Given this foundation, the main issues and criticisms raised during and after the consultation process are reviewed. Finally, some of the methodological challenges posed by the need fully to characterise decision uncertainty and to inform the research agenda will be identified and discussed. Copyright (c) 2005 John Wiley & Sons, Ltd.

Probabilistic Structural Evaluation of Uncertainties in Radiator Sandwich Panel Design

NASA Technical Reports Server (NTRS)

Kuguoglu, Latife; Ludwiczak, Damian

2006-01-01

The Jupiter Icy Moons Orbiter (JIMO) Space System is part of the NASA's Prometheus Program. As part of the JIMO engineering team at NASA Glenn Research Center, the structural design of the JIMO Heat Rejection Subsystem (HRS) is evaluated. An initial goal of this study was to perform sensitivity analyses to determine the relative importance of the input variables on the structural responses of the radiator panel. The desire was to let the sensitivity analysis information identify the important parameters. The probabilistic analysis methods illustrated here support this objective. The probabilistic structural performance evaluation of a HRS radiator sandwich panel was performed. The radiator panel structural performance was assessed in the presence of uncertainties in the loading, fabrication process variables, and material properties. The stress and displacement contours of the deterministic structural analysis at mean probability was performed and results presented. It is followed by a probabilistic evaluation to determine the effect of the primitive variables on the radiator panel structural performance. Based on uncertainties in material properties, structural geometry and loading, the results of the displacement and stress analysis are used as an input file for the probabilistic analysis of the panel. The sensitivity of the structural responses, such as maximum displacement and maximum tensile and compressive stresses of the facesheet in x and y directions and maximum VonMises stresses of the tube, to the loading and design variables is determined under the boundary condition where all edges of the radiator panel are pinned. Based on this study, design critical material and geometric parameters of the considered sandwich panel are identified.

Performance Assessment Uncertainty Analysis for Japan's HLW Program Feasibility Study (H12)

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

BABA,T.; ISHIGURO,K.; ISHIHARA,Y.

1999-08-30

Most HLW programs in the world recognize that any estimate of long-term radiological performance must be couched in terms of the uncertainties derived from natural variation, changes through time and lack of knowledge about the essential processes. The Japan Nuclear Cycle Development Institute followed a relatively standard procedure to address two major categories of uncertainty. First, a FEatures, Events and Processes (FEPs) listing, screening and grouping activity was pursued in order to define the range of uncertainty in system processes as well as possible variations in engineering design. A reference and many alternative cases representing various groups of FEPs weremore » defined and individual numerical simulations performed for each to quantify the range of conceptual uncertainty. Second, parameter distributions were developed for the reference case to represent the uncertainty in the strength of these processes, the sequencing of activities and geometric variations. Both point estimates using high and low values for individual parameters as well as a probabilistic analysis were performed to estimate parameter uncertainty. A brief description of the conceptual model uncertainty analysis is presented. This paper focuses on presenting the details of the probabilistic parameter uncertainty assessment.« less

Assessment of flood susceptible areas using spatially explicit, probabilistic multi-criteria decision analysis

NASA Astrophysics Data System (ADS)

Tang, Zhongqian; Zhang, Hua; Yi, Shanzhen; Xiao, Yangfan

2018-03-01

GIS-based multi-criteria decision analysis (MCDA) is increasingly used to support flood risk assessment. However, conventional GIS-MCDA methods fail to adequately represent spatial variability and are accompanied with considerable uncertainty. It is, thus, important to incorporate spatial variability and uncertainty into GIS-based decision analysis procedures. This research develops a spatially explicit, probabilistic GIS-MCDA approach for the delineation of potentially flood susceptible areas. The approach integrates the probabilistic and the local ordered weighted averaging (OWA) methods via Monte Carlo simulation, to take into account the uncertainty related to criteria weights, spatial heterogeneity of preferences and the risk attitude of the analyst. The approach is applied to a pilot study for the Gucheng County, central China, heavily affected by the hazardous 2012 flood. A GIS database of six geomorphological and hydrometeorological factors for the evaluation of susceptibility was created. Moreover, uncertainty and sensitivity analysis were performed to investigate the robustness of the model. The results indicate that the ensemble method improves the robustness of the model outcomes with respect to variation in criteria weights and identifies which criteria weights are most responsible for the variability of model outcomes. Therefore, the proposed approach is an improvement over the conventional deterministic method and can provides a more rational, objective and unbiased tool for flood susceptibility evaluation.

Specifying design conservatism: Worst case versus probabilistic analysis

NASA Technical Reports Server (NTRS)

Miles, Ralph F., Jr.

1993-01-01

Design conservatism is the difference between specified and required performance, and is introduced when uncertainty is present. The classical approach of worst-case analysis for specifying design conservatism is presented, along with the modern approach of probabilistic analysis. The appropriate degree of design conservatism is a tradeoff between the required resources and the probability and consequences of a failure. A probabilistic analysis properly models this tradeoff, while a worst-case analysis reveals nothing about the probability of failure, and can significantly overstate the consequences of failure. Two aerospace examples will be presented that illustrate problems that can arise with a worst-case analysis.

Identifying influences on model uncertainty: an application using a forest carbon budget model

Treesearch

James E. Smith; Linda S. Heath

2001-01-01

Uncertainty is an important consideration for both developers and users of environmental simulation models. Establishing quantitative estimates of uncertainty for deterministic models can be difficult when the underlying bases for such information are scarce. We demonstrate an application of probabilistic uncertainty analysis that provides for refinements in...

Probabilistic analysis of bladed turbine disks and the effect of mistuning

NASA Technical Reports Server (NTRS)

Shah, A. R.; Nagpal, V. K.; Chamis, Christos C.

1990-01-01

Probabilistic assessment of the maximum blade response on a mistuned rotor disk is performed using the computer code NESSUS. The uncertainties in natural frequency, excitation frequency, amplitude of excitation and damping are included to obtain the cumulative distribution function (CDF) of blade responses. Advanced mean value first order analysis is used to compute CDF. The sensitivities of different random variables are identified. Effect of the number of blades on a rotor on mistuning is evaluated. It is shown that the uncertainties associated with the forcing function parameters have significant effect on the response distribution of the bladed rotor.

Probabilistic analysis of bladed turbine disks and the effect of mistuning

NASA Technical Reports Server (NTRS)

Shah, Ashwin; Nagpal, V. K.; Chamis, C. C.

1990-01-01

Probabilistic assessment of the maximum blade response on a mistuned rotor disk is performed using the computer code NESSUS. The uncertainties in natural frequency, excitation frequency, amplitude of excitation and damping have been included to obtain the cumulative distribution function (CDF) of blade responses. Advanced mean value first order analysis is used to compute CDF. The sensitivities of different random variables are identified. Effect of the number of blades on a rotor on mistuning is evaluated. It is shown that the uncertainties associated with the forcing function parameters have significant effect on the response distribution of the bladed rotor.

Efficient Location Uncertainty Treatment for Probabilistic Modelling of Portfolio Loss from Earthquake Events

NASA Astrophysics Data System (ADS)

Scheingraber, Christoph; Käser, Martin; Allmann, Alexander

2017-04-01

Probabilistic seismic risk analysis (PSRA) is a well-established method for modelling loss from earthquake events. In the insurance industry, it is widely employed for probabilistic modelling of loss to a distributed portfolio. In this context, precise exposure locations are often unknown, which results in considerable loss uncertainty. The treatment of exposure uncertainty has already been identified as an area where PSRA would benefit from increased research attention. However, so far, epistemic location uncertainty has not been in the focus of a large amount of research. We propose a new framework for efficient treatment of location uncertainty. To demonstrate the usefulness of this novel method, a large number of synthetic portfolios resembling real-world portfolios is systematically analyzed. We investigate the effect of portfolio characteristics such as value distribution, portfolio size, or proportion of risk items with unknown coordinates on loss variability. Several sampling criteria to increase the computational efficiency of the framework are proposed and put into the wider context of well-established Monte-Carlo variance reduction techniques. The performance of each of the proposed criteria is analyzed.

Spatial planning using probabilistic flood maps

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Optimization of Systems with Uncertainty: Initial Developments for Performance, Robustness and Reliability Based Designs

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

This paper presents a study on the optimization of systems with structured uncertainties, whose inputs and outputs can be exhaustively described in the probabilistic sense. By propagating the uncertainty from the input to the output in the space of the probability density functions and the moments, optimization problems that pursue performance, robustness and reliability based designs are studied. Be specifying the desired outputs in terms of desired probability density functions and then in terms of meaningful probabilistic indices, we settle a computationally viable framework for solving practical optimization problems. Applications to static optimization and stability control are used to illustrate the relevance of incorporating uncertainty in the early stages of the design. Several examples that admit a full probabilistic description of the output in terms of the design variables and the uncertain inputs are used to elucidate the main features of the generic problem and its solution. Extensions to problems that do not admit closed form solutions are also evaluated. Concrete evidence of the importance of using a consistent probabilistic formulation of the optimization problem and a meaningful probabilistic description of its solution is provided in the examples. In the stability control problem the analysis shows that standard deterministic approaches lead to designs with high probability of running into instability. The implementation of such designs can indeed have catastrophic consequences.

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

NASA Technical Reports Server (NTRS)

Wirsching, P. H.

1981-01-01

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

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components

NASA Technical Reports Server (NTRS)

1991-01-01

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

A PROBABILISTIC APPROACH FOR ANALYSIS OF UNCERTAINTY IN THE EVALUATION OF WATERSHED MANAGEMENT PRACTICES

EPA Science Inventory

A computational framework is presented for analyzing the uncertainty in model estimates of water quality benefits of best management practices (BMPs) in two small (<10 km²) watersheds in Indiana. The analysis specifically recognizes the significance of the difference b...

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system structural components

NASA Technical Reports Server (NTRS)

Cruse, T. A.

1987-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Probabilistic Structural Analysis Methods for select space propulsion system structural components (PSAM)

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Burnside, O. H.; Wu, Y.-T.; Polch, E. Z.; Dias, J. B.

1988-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Probabilistic Analysis of Solid Oxide Fuel Cell Based Hybrid Gas Turbine System

NASA Technical Reports Server (NTRS)

Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.

2003-01-01

The emergence of fuel cell systems and hybrid fuel cell systems requires the evolution of analysis strategies for evaluating thermodynamic performance. A gas turbine thermodynamic cycle integrated with a fuel cell was computationally simulated and probabilistically evaluated in view of the several uncertainties in the thermodynamic performance parameters. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the uncertainties in the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design and make it cost effective. The analysis leads to the selection of criteria for gas turbine performance.

Efficiency of analytical and sampling-based uncertainty propagation in intensity-modulated proton therapy

NASA Astrophysics Data System (ADS)

Wahl, N.; Hennig, P.; Wieser, H. P.; Bangert, M.

2017-07-01

The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU ≤slant {5} min). The resulting standard deviation (expectation value) of dose show average global γ{3% / {3}~mm} pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.

Efficiency of analytical and sampling-based uncertainty propagation in intensity-modulated proton therapy.

PubMed

Wahl, N; Hennig, P; Wieser, H P; Bangert, M

2017-06-26

The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU [Formula: see text] min). The resulting standard deviation (expectation value) of dose show average global [Formula: see text] pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.

Development of probabilistic internal dosimetry computer code

NASA Astrophysics Data System (ADS)

Noh, Siwan; Kwon, Tae-Eun; Lee, Jai-Ki

2017-02-01

Internal radiation dose assessment involves biokinetic models, the corresponding parameters, measured data, and many assumptions. Every component considered in the internal dose assessment has its own uncertainty, which is propagated in the intake activity and internal dose estimates. For research or scientific purposes, and for retrospective dose reconstruction for accident scenarios occurring in workplaces having a large quantity of unsealed radionuclides, such as nuclear power plants, nuclear fuel cycle facilities, and facilities in which nuclear medicine is practiced, a quantitative uncertainty assessment of the internal dose is often required. However, no calculation tools or computer codes that incorporate all the relevant processes and their corresponding uncertainties, i.e., from the measured data to the committed dose, are available. Thus, the objective of the present study is to develop an integrated probabilistic internal-dose-assessment computer code. First, the uncertainty components in internal dosimetry are identified, and quantitative uncertainty data are collected. Then, an uncertainty database is established for each component. In order to propagate these uncertainties in an internal dose assessment, a probabilistic internal-dose-assessment system that employs the Bayesian and Monte Carlo methods. Based on the developed system, we developed a probabilistic internal-dose-assessment code by using MATLAB so as to estimate the dose distributions from the measured data with uncertainty. Using the developed code, we calculated the internal dose distribution and statistical values ( e.g. the 2.5th, 5th, median, 95th, and 97.5th percentiles) for three sample scenarios. On the basis of the distributions, we performed a sensitivity analysis to determine the influence of each component on the resulting dose in order to identify the major component of the uncertainty in a bioassay. The results of this study can be applied to various situations. In cases of severe internal exposure, the causation probability of a deterministic health effect can be derived from the dose distribution, and a high statistical value ( e.g., the 95th percentile of the distribution) can be used to determine the appropriate intervention. The distribution-based sensitivity analysis can also be used to quantify the contribution of each factor to the dose uncertainty, which is essential information for reducing and optimizing the uncertainty in the internal dose assessment. Therefore, the present study can contribute to retrospective dose assessment for accidental internal exposure scenarios, as well as to internal dose monitoring optimization and uncertainty reduction.

Probabilistic Analysis of a Composite Crew Module

NASA Technical Reports Server (NTRS)

Mason, Brian H.; Krishnamurthy, Thiagarajan

2011-01-01

An approach for conducting reliability-based analysis (RBA) of a Composite Crew Module (CCM) is presented. The goal is to identify and quantify the benefits of probabilistic design methods for the CCM and future space vehicles. The coarse finite element model from a previous NASA Engineering and Safety Center (NESC) project is used as the baseline deterministic analysis model to evaluate the performance of the CCM using a strength-based failure index. The first step in the probabilistic analysis process is the determination of the uncertainty distributions for key parameters in the model. Analytical data from water landing simulations are used to develop an uncertainty distribution, but such data were unavailable for other load cases. The uncertainty distributions for the other load scale factors and the strength allowables are generated based on assumed coefficients of variation. Probability of first-ply failure is estimated using three methods: the first order reliability method (FORM), Monte Carlo simulation, and conditional sampling. Results for the three methods were consistent. The reliability is shown to be driven by first ply failure in one region of the CCM at the high altitude abort load set. The final predicted probability of failure is on the order of 10-11 due to the conservative nature of the factors of safety on the deterministic loads.

Accounting for Uncertainties in Strengths of SiC MEMS Parts

NASA Technical Reports Server (NTRS)

Nemeth, Noel; Evans, Laura; Beheim, Glen; Trapp, Mark; Jadaan, Osama; Sharpe, William N., Jr.

2007-01-01

A methodology has been devised for accounting for uncertainties in the strengths of silicon carbide structural components of microelectromechanical systems (MEMS). The methodology enables prediction of the probabilistic strengths of complexly shaped MEMS parts using data from tests of simple specimens. This methodology is intended to serve as a part of a rational basis for designing SiC MEMS, supplementing methodologies that have been borrowed from the art of designing macroscopic brittle material structures. The need for this or a similar methodology arises as a consequence of the fundamental nature of MEMS and the brittle silicon-based materials of which they are typically fabricated. When tested to fracture, MEMS and structural components thereof show wide part-to-part scatter in strength. The methodology involves the use of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) software in conjunction with the ANSYS Probabilistic Design System (PDS) software to simulate or predict the strength responses of brittle material components while simultaneously accounting for the effects of variability of geometrical features on the strength responses. As such, the methodology involves the use of an extended version of the ANSYS/CARES/PDS software system described in Probabilistic Prediction of Lifetimes of Ceramic Parts (LEW-17682-1/4-1), Software Tech Briefs supplement to NASA Tech Briefs, Vol. 30, No. 9 (September 2006), page 10. The ANSYS PDS software enables the ANSYS finite-element-analysis program to account for uncertainty in the design-and analysis process. The ANSYS PDS software accounts for uncertainty in material properties, dimensions, and loading by assigning probabilistic distributions to user-specified model parameters and performing simulations using various sampling techniques.

Uncertainty Analysis of Consequence Management (CM) Data Products.

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

Hunt, Brian D.; Eckert-Gallup, Aubrey Celia; Cochran, Lainy Dromgoole

The goal of this project is to develop and execute methods for characterizing uncertainty in data products that are deve loped and distributed by the DOE Consequence Management (CM) Program. A global approach to this problem is necessary because multiple sources of error and uncertainty from across the CM skill sets contribute to the ultimate p roduction of CM data products. This report presents the methods used to develop a probabilistic framework to characterize this uncertainty and provides results for an uncertainty analysis for a study scenario analyzed using this framework.

Probabilistic accounting of uncertainty in forecasts of species distributions under climate change

Treesearch

Seth J. Wenger; Nicholas A. Som; Daniel C. Dauwalter; Daniel J. Isaak; Helen M. Neville; Charles H. Luce; Jason B. Dunham; Michael K. Young; Kurt D. Fausch; Bruce E. Rieman

2013-01-01

Forecasts of species distributions under future climates are inherently uncertain, but there have been few attempts to describe this uncertainty comprehensively in a probabilistic manner. We developed a Monte Carlo approach that accounts for uncertainty within generalized linear regression models (parameter uncertainty and residual error), uncertainty among competing...

Probabilistic Aeroelastic Analysis Developed for Turbomachinery Components

NASA Technical Reports Server (NTRS)

Reddy, T. S. R.; Mital, Subodh K.; Stefko, George L.; Pai, Shantaram S.

2003-01-01

Aeroelastic analyses for advanced turbomachines are being developed for use at the NASA Glenn Research Center and industry. However, these analyses at present are used for turbomachinery design with uncertainties accounted for by using safety factors. This approach may lead to overly conservative designs, thereby reducing the potential of designing higher efficiency engines. An integration of the deterministic aeroelastic analysis methods with probabilistic analysis methods offers the potential to design efficient engines with fewer aeroelastic problems and to make a quantum leap toward designing safe reliable engines. In this research, probabilistic analysis is integrated with aeroelastic analysis: (1) to determine the parameters that most affect the aeroelastic characteristics (forced response and stability) of a turbomachine component such as a fan, compressor, or turbine and (2) to give the acceptable standard deviation on the design parameters for an aeroelastically stable system. The approach taken is to combine the aeroelastic analysis of the MISER (MIStuned Engine Response) code with the FPI (fast probability integration) code. The role of MISER is to provide the functional relationships that tie the structural and aerodynamic parameters (the primitive variables) to the forced response amplitudes and stability eigenvalues (the response properties). The role of FPI is to perform probabilistic analyses by utilizing the response properties generated by MISER. The results are a probability density function for the response properties. The probabilistic sensitivities of the response variables to uncertainty in primitive variables are obtained as a byproduct of the FPI technique. The combined analysis of aeroelastic and probabilistic analysis is applied to a 12-bladed cascade vibrating in bending and torsion. Out of the total 11 design parameters, 6 are considered as having probabilistic variation. The six parameters are space-to-chord ratio (SBYC), stagger angle (GAMA), elastic axis (ELAXS), Mach number (MACH), mass ratio (MASSR), and frequency ratio (WHWB). The cascade is considered to be in subsonic flow with Mach 0.7. The results of the probabilistic aeroelastic analysis are the probability density function of predicted aerodynamic damping and frequency for flutter and the response amplitudes for forced response.

Development of a Probabilistic Tsunami Hazard Analysis in Japan

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

Toshiaki Sakai; Tomoyoshi Takeda; Hiroshi Soraoka

2006-07-01

It is meaningful for tsunami assessment to evaluate phenomena beyond the design basis as well as seismic design. Because once we set the design basis tsunami height, we still have possibilities tsunami height may exceeds the determined design tsunami height due to uncertainties regarding the tsunami phenomena. Probabilistic tsunami risk assessment consists of estimating for tsunami hazard and fragility of structures and executing system analysis. In this report, we apply a method for probabilistic tsunami hazard analysis (PTHA). We introduce a logic tree approach to estimate tsunami hazard curves (relationships between tsunami height and probability of excess) and present anmore » example for Japan. Examples of tsunami hazard curves are illustrated, and uncertainty in the tsunami hazard is displayed by 5-, 16-, 50-, 84- and 95-percentile and mean hazard curves. The result of PTHA will be used for quantitative assessment of the tsunami risk for important facilities located on coastal area. Tsunami hazard curves are the reasonable input data for structures and system analysis. However the evaluation method for estimating fragility of structures and the procedure of system analysis is now being developed. (authors)« less

Characterization of uncertainty in ETMS flight events predictions and its effect on traffic demand predictions

DOT National Transportation Integrated Search

2008-07-11

This report presents the results of analysis and characterization of uncertainty in traffic demand predictions using ETMS data and probabilistic representation of the predictions. Our previous research, described in two prior reports, was focused on ...

Probabilistic Structural Analysis Program

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Chamis, Christos C.; Murthy, Pappu L. N.; Stefko, George L.; Riha, David S.; Thacker, Ben H.; Nagpal, Vinod K.; Mital, Subodh K.

2010-01-01

NASA/NESSUS 6.2c is a general-purpose, probabilistic analysis program that computes probability of failure and probabilistic sensitivity measures of engineered systems. Because NASA/NESSUS uses highly computationally efficient and accurate analysis techniques, probabilistic solutions can be obtained even for extremely large and complex models. Once the probabilistic response is quantified, the results can be used to support risk-informed decisions regarding reliability for safety-critical and one-of-a-kind systems, as well as for maintaining a level of quality while reducing manufacturing costs for larger-quantity products. NASA/NESSUS has been successfully applied to a diverse range of problems in aerospace, gas turbine engines, biomechanics, pipelines, defense, weaponry, and infrastructure. This program combines state-of-the-art probabilistic algorithms with general-purpose structural analysis and lifting methods to compute the probabilistic response and reliability of engineered structures. Uncertainties in load, material properties, geometry, boundary conditions, and initial conditions can be simulated. The structural analysis methods include non-linear finite-element methods, heat-transfer analysis, polymer/ceramic matrix composite analysis, monolithic (conventional metallic) materials life-prediction methodologies, boundary element methods, and user-written subroutines. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. NASA/NESSUS 6.2c is structured in a modular format with 15 elements.

Development of probabilistic multimedia multipathway computer codes.

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

Yu, C.; LePoire, D.; Gnanapragasam, E.

2002-01-01

The deterministic multimedia dose/risk assessment codes RESRAD and RESRAD-BUILD have been widely used for many years for evaluation of sites contaminated with residual radioactive materials. The RESRAD code applies to the cleanup of sites (soils) and the RESRAD-BUILD code applies to the cleanup of buildings and structures. This work describes the procedure used to enhance the deterministic RESRAD and RESRAD-BUILD codes for probabilistic dose analysis. A six-step procedure was used in developing default parameter distributions and the probabilistic analysis modules. These six steps include (1) listing and categorizing parameters; (2) ranking parameters; (3) developing parameter distributions; (4) testing parameter distributionsmore » for probabilistic analysis; (5) developing probabilistic software modules; and (6) testing probabilistic modules and integrated codes. The procedures used can be applied to the development of other multimedia probabilistic codes. The probabilistic versions of RESRAD and RESRAD-BUILD codes provide tools for studying the uncertainty in dose assessment caused by uncertain input parameters. The parameter distribution data collected in this work can also be applied to other multimedia assessment tasks and multimedia computer codes.« less

Probabilistic and deterministic evaluation of uncertainty in a local scale multi-risk analysis

NASA Astrophysics Data System (ADS)

Lari, S.; Frattini, P.; Crosta, G. B.

2009-04-01

We performed a probabilistic multi-risk analysis (QPRA) at the local scale for a 420 km2 area surrounding the town of Brescia (Northern Italy). We calculated the expected annual loss in terms of economical damage and life loss, for a set of risk scenarios of flood, earthquake and industrial accident with different occurrence probabilities and different intensities. The territorial unit used for the study was the census parcel, of variable area, for which a large amount of data was available. Due to the lack of information related to the evaluation of the hazards, to the value of the exposed elements (e.g., residential and industrial area, population, lifelines, sensitive elements as schools, hospitals) and to the process-specific vulnerability, and to a lack of knowledge of the processes (floods, industrial accidents, earthquakes), we assigned an uncertainty to the input variables of the analysis. For some variables an homogeneous uncertainty was assigned on the whole study area, as for instance for the number of buildings of various typologies, and for the event occurrence probability. In other cases, as for phenomena intensity (e.g.,depth of water during flood) and probability of impact, the uncertainty was defined in relation to the census parcel area. In fact assuming some variables homogeneously diffused or averaged on the census parcels, we introduce a larger error for larger parcels. We propagated the uncertainty in the analysis using three different models, describing the reliability of the output (risk) as a function of the uncertainty of the inputs (scenarios and vulnerability functions). We developed a probabilistic approach based on Monte Carlo simulation, and two deterministic models, namely First Order Second Moment (FOSM) and Point Estimate (PE). In general, similar values of expected losses are obtained with the three models. The uncertainty of the final risk value is in the three cases around the 30% of the expected value. Each of the models, nevertheless, requires different assumptions and computational efforts, and provides results with different level of detail.

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.

Flood risk and adaptation strategies under climate change and urban expansion: A probabilistic analysis using global data.

PubMed

Muis, Sanne; Güneralp, Burak; Jongman, Brenden; Aerts, Jeroen C J H; Ward, Philip J

2015-12-15

An accurate understanding of flood risk and its drivers is crucial for effective risk management. Detailed risk projections, including uncertainties, are however rarely available, particularly in developing countries. This paper presents a method that integrates recent advances in global-scale modeling of flood hazard and land change, which enables the probabilistic analysis of future trends in national-scale flood risk. We demonstrate its application to Indonesia. We develop 1000 spatially-explicit projections of urban expansion from 2000 to 2030 that account for uncertainty associated with population and economic growth projections, as well as uncertainty in where urban land change may occur. The projections show that the urban extent increases by 215%-357% (5th and 95th percentiles). Urban expansion is particularly rapid on Java, which accounts for 79% of the national increase. From 2000 to 2030, increases in exposure will elevate flood risk by, on average, 76% and 120% for river and coastal floods. While sea level rise will further increase the exposure-induced trend by 19%-37%, the response of river floods to climate change is highly uncertain. However, as urban expansion is the main driver of future risk, the implementation of adaptation measures is increasingly urgent, regardless of the wide uncertainty in climate projections. Using probabilistic urban projections, we show that spatial planning can be a very effective adaptation strategy. Our study emphasizes that global data can be used successfully for probabilistic risk assessment in data-scarce countries. Copyright © 2015 Elsevier B.V. All rights reserved.

Uncertainty Estimation Cheat Sheet for Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

Britton, Paul T.; Al Hassan, Mohammad; Ring, Robert W.

2017-01-01

"Uncertainty analysis itself is uncertain, therefore, you cannot evaluate it exactly," Source Uncertain Quantitative results for aerospace engineering problems are influenced by many sources of uncertainty. Uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables as well as through the propagation of these uncertainties up to the result. Uncertainty can be thought of as a measure of the 'goodness' of a result and is typically represented as statistical dispersion. This paper will explain common measures of centrality and dispersion; and-with examples-will provide guidelines for how they may be estimated to ensure effective technical contributions to decision-making.

Probabilistic sensitivity analysis incorporating the bootstrap: an example comparing treatments for the eradication of Helicobacter pylori.

PubMed

Pasta, D J; Taylor, J L; Henning, J M

1999-01-01

Decision-analytic models are frequently used to evaluate the relative costs and benefits of alternative therapeutic strategies for health care. Various types of sensitivity analysis are used to evaluate the uncertainty inherent in the models. Although probabilistic sensitivity analysis is more difficult theoretically and computationally, the results can be much more powerful and useful than deterministic sensitivity analysis. The authors show how a Monte Carlo simulation can be implemented using standard software to perform a probabilistic sensitivity analysis incorporating the bootstrap. The method is applied to a decision-analytic model evaluating the cost-effectiveness of Helicobacter pylori eradication. The necessary steps are straightforward and are described in detail. The use of the bootstrap avoids certain difficulties encountered with theoretical distributions. The probabilistic sensitivity analysis provided insights into the decision-analytic model beyond the traditional base-case and deterministic sensitivity analyses and should become the standard method for assessing sensitivity.

Probabilistic accident consequence uncertainty analysis -- Uncertainty assessment for internal dosimetry. Volume 2: Appendices

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

Goossens, L.H.J.; Kraan, B.C.P.; Cooke, R.M.

1998-04-01

The development of two new probabilistic accident consequence codes, MACCS and COSYMA, was completed in 1990. These codes estimate the consequence from the accidental releases of radiological material from hypothesized accidents at nuclear installations. In 1991, the US Nuclear Regulatory Commission and the Commission of the European Communities began cosponsoring a joint uncertainty analysis of the two codes. The ultimate objective of this joint effort was to systematically develop credible and traceable uncertainty distributions for the respective code input variables. A formal expert judgment elicitation and evaluation process was identified as the best technology available for developing a library ofmore » uncertainty distributions for these consequence parameters. This report focuses on the results of the study to develop distribution for variables related to the MACCS and COSYMA internal dosimetry models. This volume contains appendices that include (1) a summary of the MACCS and COSYMA consequence codes, (2) the elicitation questionnaires and case structures, (3) the rationales and results for the panel on internal dosimetry, (4) short biographies of the experts, and (5) the aggregated results of their responses.« less

Probabilistic safety assessment of the design of a tall buildings under the extreme load

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

Králik, Juraj, E-mail: juraj.kralik@stuba.sk

2016-06-08

The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.

Probabilistic safety assessment of the design of a tall buildings under the extreme load

NASA Astrophysics Data System (ADS)

Králik, Juraj

2016-06-01

The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.

Probabilistic Assessment of National Wind Tunnel

NASA Technical Reports Server (NTRS)

Shah, A. R.; Shiao, M.; Chamis, C. C.

1996-01-01

A preliminary probabilistic structural assessment of the critical section of National Wind Tunnel (NWT) is performed using NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) computer code. Thereby, the capabilities of NESSUS code have been demonstrated to address reliability issues of the NWT. Uncertainties in the geometry, material properties, loads and stiffener location on the NWT are considered to perform the reliability assessment. Probabilistic stress, frequency, buckling, fatigue and proof load analyses are performed. These analyses cover the major global and some local design requirements. Based on the assumed uncertainties, the results reveal the assurance of minimum 0.999 reliability for the NWT. Preliminary life prediction analysis results show that the life of the NWT is governed by the fatigue of welds. Also, reliability based proof test assessment is performed.

Probabilistic numerics and uncertainty in computations

PubMed Central

Hennig, Philipp; Osborne, Michael A.; Girolami, Mark

2015-01-01

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations. PMID:26346321

Probabilistic numerics and uncertainty in computations.

PubMed

Hennig, Philipp; Osborne, Michael A; Girolami, Mark

2015-07-08

We deliver a call to arms for probabilistic numerical methods : algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

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.

Probabilistic machine learning and artificial intelligence.

PubMed

Ghahramani, Zoubin

2015-05-28

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

Probabilistic machine learning and artificial intelligence

NASA Astrophysics Data System (ADS)

Ghahramani, Zoubin

2015-05-01

How can a machine learn from experience? Probabilistic modelling provides a framework for understanding what learning is, and has therefore emerged as one of the principal theoretical and practical approaches for designing machines that learn from data acquired through experience. The probabilistic framework, which describes how to represent and manipulate uncertainty about models and predictions, has a central role in scientific data analysis, machine learning, robotics, cognitive science and artificial intelligence. This Review provides an introduction to this framework, and discusses some of the state-of-the-art advances in the field, namely, probabilistic programming, Bayesian optimization, data compression and automatic model discovery.

Visualizing Uncertainty for Probabilistic Weather Forecasting based on Reforecast Analogs

NASA Astrophysics Data System (ADS)

Pelorosso, Leandro; Diehl, Alexandra; Matković, Krešimir; Delrieux, Claudio; Ruiz, Juan; Gröeller, M. Eduard; Bruckner, Stefan

2016-04-01

Numerical weather forecasts are prone to uncertainty coming from inaccuracies in the initial and boundary conditions and lack of precision in numerical models. Ensemble of forecasts partially addresses these problems by considering several runs of the numerical model. Each forecast is generated with different initial and boundary conditions and different model configurations [GR05]. The ensembles can be expressed as probabilistic forecasts, which have proven to be very effective in the decision-making processes [DE06]. The ensemble of forecasts represents only some of the possible future atmospheric states, usually underestimating the degree of uncertainty in the predictions [KAL03, PH06]. Hamill and Whitaker [HW06] introduced the "Reforecast Analog Regression" (RAR) technique to overcome the limitations of ensemble forecasting. This technique produces probabilistic predictions based on the analysis of historical forecasts and observations. Visual analytics provides tools for processing, visualizing, and exploring data to get new insights and discover hidden information patterns in an interactive exchange between the user and the application [KMS08]. In this work, we introduce Albero, a visual analytics solution for probabilistic weather forecasting based on the RAR technique. Albero targets at least two different type of users: "forecasters", who are meteorologists working in operational weather forecasting and "researchers", who work in the construction of numerical prediction models. Albero is an efficient tool for analyzing precipitation forecasts, allowing forecasters to make and communicate quick decisions. Our solution facilitates the analysis of a set of probabilistic forecasts, associated statistical data, observations and uncertainty. A dashboard with small-multiples of probabilistic forecasts allows the forecasters to analyze at a glance the distribution of probabilities as a function of time, space, and magnitude. It provides the user with a more accurate measure of forecast uncertainty that could result in better decision-making. It offers different level of abstractions to help with the recalibration of the RAR method. It also has an inspection tool that displays the selected analogs, their observations and statistical data. It gives the users access to inner parts of the method, unveiling hidden information. References [GR05] GNEITING T., RAFTERY A. E.: Weather forecasting with ensemble methods. Science 310, 5746, 248-249, 2005. [KAL03] KALNAY E.: Atmospheric modeling, data assimilation and predictability. Cambridge University Press, 2003. [PH06] PALMER T., HAGEDORN R.: Predictability of weather and climate. Cambridge University Press, 2006. [HW06] HAMILL T. M., WHITAKER J. S.: Probabilistic quantitative precipitation forecasts based on reforecast analogs: Theory and application. Monthly Weather Review 134, 11, 3209-3229, 2006. [DE06] DEITRICK S., EDSALL R.: The influence of uncertainty visualization on decision making: An empirical evaluation. Springer, 2006. [KMS08] KEIM D. A., MANSMANN F., SCHNEIDEWIND J., THOMAS J., ZIEGLER H.: Visual analytics: Scope and challenges. Springer, 2008.

Development of a Prototype Model-Form Uncertainty Knowledge Base

NASA Technical Reports Server (NTRS)

Green, Lawrence L.

2016-01-01

Uncertainties are generally classified as either aleatory or epistemic. Aleatory uncertainties are those attributed to random variation, either naturally or through manufacturing processes. Epistemic uncertainties are generally attributed to a lack of knowledge. One type of epistemic uncertainty is called model-form uncertainty. The term model-form means that among the choices to be made during a design process within an analysis, there are different forms of the analysis process, which each give different results for the same configuration at the same flight conditions. Examples of model-form uncertainties include the grid density, grid type, and solver type used within a computational fluid dynamics code, or the choice of the number and type of model elements within a structures analysis. The objectives of this work are to identify and quantify a representative set of model-form uncertainties and to make this information available to designers through an interactive knowledge base (KB). The KB can then be used during probabilistic design sessions, so as to enable the possible reduction of uncertainties in the design process through resource investment. An extensive literature search has been conducted to identify and quantify typical model-form uncertainties present within aerospace design. An initial attempt has been made to assemble the results of this literature search into a searchable KB, usable in real time during probabilistic design sessions. A concept of operations and the basic structure of a model-form uncertainty KB are described. Key operations within the KB are illustrated. Current limitations in the KB, and possible workarounds are explained.

Developing and Implementing the Data Mining Algorithms in RAVEN

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

Sen, Ramazan Sonat; Maljovec, Daniel Patrick; Alfonsi, Andrea

The RAVEN code is becoming a comprehensive tool to perform probabilistic risk assessment, uncertainty quantification, and verification and validation. The RAVEN code is being developed to support many programs and to provide a set of methodologies and algorithms for advanced analysis. Scientific computer codes can generate enormous amounts of data. To post-process and analyze such data might, in some cases, take longer than the initial software runtime. Data mining algorithms/methods help in recognizing and understanding patterns in the data, and thus discover knowledge in databases. The methodologies used in the dynamic probabilistic risk assessment or in uncertainty and error quantificationmore » analysis couple system/physics codes with simulation controller codes, such as RAVEN. RAVEN introduces both deterministic and stochastic elements into the simulation while the system/physics code model the dynamics deterministically. A typical analysis is performed by sampling values of a set of parameter values. A major challenge in using dynamic probabilistic risk assessment or uncertainty and error quantification analysis for a complex system is to analyze the large number of scenarios generated. Data mining techniques are typically used to better organize and understand data, i.e. recognizing patterns in the data. This report focuses on development and implementation of Application Programming Interfaces (APIs) for different data mining algorithms, and the application of these algorithms to different databases.« less

Probabilistic wind/tornado/missile analyses for hazard and fragility evaluations

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

Park, Y.J.; Reich, M.

Detailed analysis procedures and examples are presented for the probabilistic evaluation of hazard and fragility against high wind, tornado, and tornado-generated missiles. In the tornado hazard analysis, existing risk models are modified to incorporate various uncertainties including modeling errors. A significant feature of this paper is the detailed description of the Monte-Carlo simulation analyses of tornado-generated missiles. A simulation procedure, which includes the wind field modeling, missile injection, solution of flight equations, and missile impact analysis, is described with application examples.

Probabilistic, meso-scale flood loss modelling

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Botto, Anna; Schröter, Kai; Merz, Bruno

2016-04-01

Flood risk analyses are an important basis for decisions on flood risk management and adaptation. However, such analyses are associated with significant uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention during the last years, they are still not standard practice for flood risk assessments and even more for flood loss modelling. State of the art in flood loss modelling is still the use of simple, deterministic approaches like stage-damage functions. Novel probabilistic, multi-variate flood loss models have been developed and validated on the micro-scale using a data-mining approach, namely bagging decision trees (Merz et al. 2013). In this presentation we demonstrate and evaluate the upscaling of the approach to the meso-scale, namely on the basis of land-use units. The model is applied in 19 municipalities which were affected during the 2002 flood by the River Mulde in Saxony, Germany (Botto et al. submitted). The application of bagging decision tree based loss models provide a probability distribution of estimated loss per municipality. Validation is undertaken on the one hand via a comparison with eight deterministic loss models including stage-damage functions as well as multi-variate models. On the other hand the results are compared with official loss data provided by the Saxon Relief Bank (SAB). The results show, that uncertainties of loss estimation remain high. Thus, the significant advantage of this probabilistic flood loss estimation approach is that it inherently provides quantitative information about the uncertainty of the prediction. References: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Botto A, Kreibich H, Merz B, Schröter K (submitted) Probabilistic, multi-variable flood loss modelling on the meso-scale with BT-FLEMO. Risk Analysis.

Toward a Probabilistic Phenological Model for Wheat Growing Degree Days (GDD)

NASA Astrophysics Data System (ADS)

Rahmani, E.; Hense, A.

2017-12-01

Are there deterministic relations between phenological and climate parameters? The answer is surely `No'. This answer motivated us to solve the problem through probabilistic theories. Thus, we developed a probabilistic phenological model which has the advantage of giving additional information in terms of uncertainty. To that aim, we turned to a statistical analysis named survival analysis. Survival analysis deals with death in biological organisms and failure in mechanical systems. In survival analysis literature, death or failure is considered as an event. By event, in this research we mean ripening date of wheat. We will assume only one event in this special case. By time, we mean the growing duration from sowing to ripening as lifetime for wheat which is a function of GDD. To be more precise we will try to perform the probabilistic forecast for wheat ripening. The probability value will change between 0 and 1. Here, the survivor function gives the probability that the not ripened wheat survives longer than a specific time or will survive to the end of its lifetime as a ripened crop. The survival function at each station is determined by fitting a normal distribution to the GDD as the function of growth duration. Verification of the models obtained is done using CRPS skill score (CRPSS). The positive values of CRPSS indicate the large superiority of the probabilistic phonologic survival model to the deterministic models. These results demonstrate that considering uncertainties in modeling are beneficial, meaningful and necessary. We believe that probabilistic phenological models have the potential to help reduce the vulnerability of agricultural production systems to climate change thereby increasing food security.

Incorporating psychological influences in probabilistic cost analysis

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

Kujawski, Edouard; Alvaro, Mariana; Edwards, William

2004-01-08

Today's typical probabilistic cost analysis assumes an ''ideal'' project that is devoid of the human and organizational considerations that heavily influence the success and cost of real-world projects. In the real world ''Money Allocated Is Money Spent'' (MAIMS principle); cost underruns are rarely available to protect against cost overruns while task overruns are passed on to the total project cost. Realistic cost estimates therefore require a modified probabilistic cost analysis that simultaneously models the cost management strategy including budget allocation. Psychological influences such as overconfidence in assessing uncertainties and dependencies among cost elements and risks are other important considerations thatmore » are generally not addressed. It should then be no surprise that actual project costs often exceed the initial estimates and are delivered late and/or with a reduced scope. This paper presents a practical probabilistic cost analysis model that incorporates recent findings in human behavior and judgment under uncertainty, dependencies among cost elements, the MAIMS principle, and project management practices. Uncertain cost elements are elicited from experts using the direct fractile assessment method and fitted with three-parameter Weibull distributions. The full correlation matrix is specified in terms of two parameters that characterize correlations among cost elements in the same and in different subsystems. The analysis is readily implemented using standard Monte Carlo simulation tools such as {at}Risk and Crystal Ball{reg_sign}. The analysis of a representative design and engineering project substantiates that today's typical probabilistic cost analysis is likely to severely underestimate project cost for probability of success values of importance to contractors and procuring activities. The proposed approach provides a framework for developing a viable cost management strategy for allocating baseline budgets and contingencies. Given the scope and magnitude of the cost-overrun problem, the benefits are likely to be significant.« less

Development of Probabilistic Structural Analysis Integrated with Manufacturing Processes

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Nagpal, Vinod K.

2007-01-01

An effort has been initiated to integrate manufacturing process simulations with probabilistic structural analyses in order to capture the important impacts of manufacturing uncertainties on component stress levels and life. Two physics-based manufacturing process models (one for powdered metal forging and the other for annular deformation resistance welding) have been linked to the NESSUS structural analysis code. This paper describes the methodology developed to perform this integration including several examples. Although this effort is still underway, particularly for full integration of a probabilistic analysis, the progress to date has been encouraging and a software interface that implements the methodology has been developed. The purpose of this paper is to report this preliminary development.

Climate change risk analysis framework (CCRAF) a probabilistic tool for analyzing climate change uncertainties

NASA Astrophysics Data System (ADS)

Legget, J.; Pepper, W.; Sankovski, A.; Smith, J.; Tol, R.; Wigley, T.

2003-04-01

Potential risks of human-induced climate change are subject to a three-fold uncertainty associated with: the extent of future anthropogenic and natural GHG emissions; global and regional climatic responses to emissions; and impacts of climatic changes on economies and the biosphere. Long-term analyses are also subject to uncertainty regarding how humans will respond to actual or perceived changes, through adaptation or mitigation efforts. Explicitly addressing these uncertainties is a high priority in the scientific and policy communities Probabilistic modeling is gaining momentum as a technique to quantify uncertainties explicitly and use decision analysis techniques that take advantage of improved risk information. The Climate Change Risk Assessment Framework (CCRAF) presented here a new integrative tool that combines the probabilistic approaches developed in population, energy and economic sciences with empirical data and probabilistic results of climate and impact models. The main CCRAF objective is to assess global climate change as a risk management challenge and to provide insights regarding robust policies that address the risks, by mitigating greenhouse gas emissions and by adapting to climate change consequences. The CCRAF endogenously simulates to 2100 or beyond annual region-specific changes in population; GDP; primary (by fuel) and final energy (by type) use; a wide set of associated GHG emissions; GHG concentrations; global temperature change and sea level rise; economic, health, and biospheric impacts; costs of mitigation and adaptation measures and residual costs or benefits of climate change. Atmospheric and climate components of CCRAF are formulated based on the latest version of Wigley's and Raper's MAGICC model and impacts are simulated based on a modified version of Tol's FUND model. The CCRAF is based on series of log-linear equations with deterministic and random components and is implemented using a Monte-Carlo method with up to 5000 variants per set of fixed input parameters. The shape and coefficients of CCRAF equations are derived from regression analyses of historic data and expert assessments. There are two types of random components in CCRAF - one reflects a year-to-year fluctuations around the expected value of a given variable (e.g., standard error of the annual GDP growth) and another is fixed within each CCRAF variant and represents some essential constants within a "world" represented by that variant (e.g., the value of climate sensitivity). Both types of random components are drawn from pre-defined probability distributions functions developed based on historic data or expert assessments. Preliminary CCRAF results emphasize the relative importance of uncertainties associated with the conversion of GHG and particulate emissions into radiative forcing and quantifying climate change effects at the regional level. A separates analysis involves an "adaptive decision-making", which optimizes the expected future policy effects given the estimated probabilistic uncertainties. As uncertainty for some variables evolve over the time steps, the decisions also adapt. This modeling approach is feasible only with explicit modeling of uncertainties.

Probabilistic Design and Analysis Framework

NASA Technical Reports Server (NTRS)

Strack, William C.; Nagpal, Vinod K.

2010-01-01

PRODAF is a software package designed to aid analysts and designers in conducting probabilistic analysis of components and systems. PRODAF can integrate multiple analysis programs to ease the tedious process of conducting a complex analysis process that requires the use of multiple software packages. The work uses a commercial finite element analysis (FEA) program with modules from NESSUS to conduct a probabilistic analysis of a hypothetical turbine blade, disk, and shaft model. PRODAF applies the response surface method, at the component level, and extrapolates the component-level responses to the system level. Hypothetical components of a gas turbine engine are first deterministically modeled using FEA. Variations in selected geometrical dimensions and loading conditions are analyzed to determine the effects of the stress state within each component. Geometric variations include the cord length and height for the blade, inner radius, outer radius, and thickness, which are varied for the disk. Probabilistic analysis is carried out using developing software packages like System Uncertainty Analysis (SUA) and PRODAF. PRODAF was used with a commercial deterministic FEA program in conjunction with modules from the probabilistic analysis program, NESTEM, to perturb loads and geometries to provide a reliability and sensitivity analysis. PRODAF simplified the handling of data among the various programs involved, and will work with many commercial and opensource deterministic programs, probabilistic programs, or modules.

Integrated probabilistic risk assessment for nanoparticles: the case of nanosilica in food.

PubMed

Jacobs, Rianne; van der Voet, Hilko; Ter Braak, Cajo J F

Insight into risks of nanotechnology and the use of nanoparticles is an essential condition for the social acceptance and safe use of nanotechnology. One of the problems with which the risk assessment of nanoparticles is faced is the lack of data, resulting in uncertainty in the risk assessment. We attempt to quantify some of this uncertainty by expanding a previous deterministic study on nanosilica (5-200 nm) in food into a fully integrated probabilistic risk assessment. We use the integrated probabilistic risk assessment method in which statistical distributions and bootstrap methods are used to quantify uncertainty and variability in the risk assessment. Due to the large amount of uncertainty present, this probabilistic method, which separates variability from uncertainty, contributed to a better understandable risk assessment. We found that quantifying the uncertainties did not increase the perceived risk relative to the outcome of the deterministic study. We pinpointed particular aspects of the hazard characterization that contributed most to the total uncertainty in the risk assessment, suggesting that further research would benefit most from obtaining more reliable data on those aspects.

Shear-wave velocity-based probabilistic and deterministic assessment of seismic soil liquefaction potential

USGS Publications Warehouse

Kayen, R.; Moss, R.E.S.; Thompson, E.M.; Seed, R.B.; Cetin, K.O.; Der Kiureghian, A.; Tanaka, Y.; Tokimatsu, K.

2013-01-01

Shear-wave velocity (Vs) offers a means to determine the seismic resistance of soil to liquefaction by a fundamental soil property. This paper presents the results of an 11-year international project to gather new Vs site data and develop probabilistic correlations for seismic soil liquefaction occurrence. Toward that objective, shear-wave velocity test sites were identified, and measurements made for 301 new liquefaction field case histories in China, Japan, Taiwan, Greece, and the United States over a decade. The majority of these new case histories reoccupy those previously investigated by penetration testing. These new data are combined with previously published case histories to build a global catalog of 422 case histories of Vs liquefaction performance. Bayesian regression and structural reliability methods facilitate a probabilistic treatment of the Vs catalog for performance-based engineering applications. Where possible, uncertainties of the variables comprising both the seismic demand and the soil capacity were estimated and included in the analysis, resulting in greatly reduced overall model uncertainty relative to previous studies. The presented data set and probabilistic analysis also help resolve the ancillary issues of adjustment for soil fines content and magnitude scaling factors.

Probabilistic population projections with migration uncertainty

PubMed Central

Azose, Jonathan J.; Ševčíková, Hana; Raftery, Adrian E.

2016-01-01

We produce probabilistic projections of population for all countries based on probabilistic projections of fertility, mortality, and migration. We compare our projections to those from the United Nations’ Probabilistic Population Projections, which uses similar methods for fertility and mortality but deterministic migration projections. We find that uncertainty in migration projection is a substantial contributor to uncertainty in population projections for many countries. Prediction intervals for the populations of Northern America and Europe are over 70% wider, whereas prediction intervals for the populations of Africa, Asia, and the world as a whole are nearly unchanged. Out-of-sample validation shows that the model is reasonably well calibrated. PMID:27217571

Probabilistic structural analysis methods and applications

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Wu, Y.-T.; Dias, B.; Rajagopal, K. R.

1988-01-01

An advanced algorithm for simulating the probabilistic distribution of structural responses due to statistical uncertainties in loads, geometry, material properties, and boundary conditions is reported. The method effectively combines an advanced algorithm for calculating probability levels for multivariate problems (fast probability integration) together with a general-purpose finite-element code for stress, vibration, and buckling analysis. Application is made to a space propulsion system turbine blade for which the geometry and material properties are treated as random variables.

Feasibility study on the use of probabilistic migration modeling in support of exposure assessment from food contact materials.

PubMed

Poças, Maria F; Oliveira, Jorge C; Brandsch, Rainer; Hogg, Timothy

2010-07-01

The use of probabilistic approaches in exposure assessments of contaminants migrating from food packages is of increasing interest but the lack of concentration or migration data is often referred as a limitation. Data accounting for the variability and uncertainty that can be expected in migration, for example, due to heterogeneity in the packaging system, variation of the temperature along the distribution chain, and different time of consumption of each individual package, are required for probabilistic analysis. The objective of this work was to characterize quantitatively the uncertainty and variability in estimates of migration. A Monte Carlo simulation was applied to a typical solution of the Fick's law with given variability in the input parameters. The analysis was performed based on experimental data of a model system (migration of Irgafos 168 from polyethylene into isooctane) and illustrates how important sources of variability and uncertainty can be identified in order to refine analyses. For long migration times and controlled conditions of temperature the affinity of the migrant to the food can be the major factor determining the variability in the migration values (more than 70% of variance). In situations where both the time of consumption and temperature can vary, these factors can be responsible, respectively, for more than 60% and 20% of the variance in the migration estimates. The approach presented can be used with databases from consumption surveys to yield a true probabilistic estimate of exposure.

Probabilistic evaluation of SSME structural components

NASA Astrophysics Data System (ADS)

Rajagopal, K. R.; Newell, J. F.; Ho, H.

1991-05-01

The application is described of Composite Load Spectra (CLS) and Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) family of computer codes to the probabilistic structural analysis of four Space Shuttle Main Engine (SSME) space propulsion system components. These components are subjected to environments that are influenced by many random variables. The applications consider a wide breadth of uncertainties encountered in practice, while simultaneously covering a wide area of structural mechanics. This has been done consistent with the primary design requirement for each component. The probabilistic application studies are discussed using finite element models that have been typically used in the past in deterministic analysis studies.

UQTools: The Uncertainty Quantification Toolbox - Introduction and Tutorial

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Probabilistic accident consequence uncertainty analysis -- Uncertainty assessment for deposited material and external doses. Volume 2: Appendices

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

Goossens, L.H.J.; Kraan, B.C.P.; Cooke, R.M.

1997-12-01

The development of two new probabilistic accident consequence codes, MACCS and COSYMA, was completed in 1990. These codes estimate the consequence from the accidental releases of radiological material from hypothesized accidents at nuclear installations. In 1991, the US Nuclear Regulatory Commission and the Commission of the European Communities began cosponsoring a joint uncertainty analysis of the two codes. The ultimate objective of this joint effort was to systematically develop credible and traceable uncertainty distributions for the respective code input variables. A formal expert judgment elicitation and evaluation process was identified as the best technology available for developing a library ofmore » uncertainty distributions for these consequence parameters. This report focuses on the results of the study to develop distribution for variables related to the MACCS and COSYMA deposited material and external dose models. This volume contains appendices that include (1) a summary of the MACCS and COSYMA consequence codes, (2) the elicitation questionnaires and case structures, (3) the rationales and results for the panel on deposited material and external doses, (4) short biographies of the experts, and (5) the aggregated results of their responses.« less

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

PubMed

Brandsch, Rainer

2017-10-01

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

Methodological framework for the probabilistic risk assessment of multi-hazards at a municipal scale: a case study in the Fella river valley, Eastern Italian Alps

NASA Astrophysics Data System (ADS)

Hussin, Haydar; van Westen, Cees; Reichenbach, Paola

2013-04-01

Local and regional authorities in mountainous areas that deal with hydro-meteorological hazards like landslides and floods try to set aside budgets for emergencies and risk mitigation. However, future losses are often not calculated in a probabilistic manner when allocating budgets or determining how much risk is acceptable. The absence of probabilistic risk estimates can create a lack of preparedness for reconstruction and risk reduction costs and a deficiency in promoting risk mitigation and prevention in an effective way. The probabilistic risk of natural hazards at local scale is usually ignored all together due to the difficulty in acknowledging, processing and incorporating uncertainties in the estimation of losses (e.g. physical damage, fatalities and monetary loss). This study attempts to set up a working framework for a probabilistic risk assessment (PRA) of landslides and floods at a municipal scale using the Fella river valley (Eastern Italian Alps) as a multi-hazard case study area. The emphasis is on the evaluation and determination of the uncertainty in the estimation of losses from multi-hazards. To carry out this framework some steps are needed: (1) by using physically based stochastic landslide and flood models we aim to calculate the probability of the physical impact on individual elements at risk, (2) this is then combined with a statistical analysis of the vulnerability and monetary value of the elements at risk in order to include their uncertainty in the risk assessment, (3) finally the uncertainty from each risk component is propagated into the loss estimation. The combined effect of landslides and floods on the direct risk to communities in narrow alpine valleys is also one of important aspects that needs to be studied.

Probabilistic accident consequence uncertainty analysis -- Late health effects uncertain assessment. Volume 2: Appendices

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

Little, M.P.; Muirhead, C.R.; Goossens, L.H.J.

1997-12-01

The development of two new probabilistic accident consequence codes, MACCS and COSYMA, was completed in 1990. These codes estimate the consequence from the accidental releases of radiological material from hypothesized accidents at nuclear installations. In 1991, the US Nuclear Regulatory Commission and the Commission of the European Communities began cosponsoring a joint uncertainty analysis of the two codes. The ultimate objective of this joint effort was to systematically develop credible and traceable uncertainty distributions for the respective code input variables. A formal expert judgment elicitation and evaluation process was identified as the best technology available for developing a library ofmore » uncertainty distributions for these consequence parameters. This report focuses on the results of the study to develop distribution for variables related to the MACCS and COSYMA late health effects models. This volume contains appendices that include (1) a summary of the MACCS and COSYMA consequence codes, (2) the elicitation questionnaires and case structures, (3) the rationales and results for the expert panel on late health effects, (4) short biographies of the experts, and (5) the aggregated results of their responses.« less

Probabilistic interpretation of Peelle's pertinent puzzle and its resolution

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

Hanson, Kenneth M.; Kawano, T.; Talou, P.

2004-01-01

Peelle's Pertinent Puzzle (PPP) states a seemingly plausible set of measurements with their covariance matrix, which produce an implausible answer. To answer the PPP question, we describe a reasonable experimental situation that is consistent with the PPP solution. The confusion surrounding the PPP arises in part because of its imprecise statement, which permits to a variety of interpretations and resulting answers, some of which seem implausible. We emphasize the importance of basing the analysis on an unambiguous probabilistic model that reflects the experimental situation. We present several different models of how the measurements quoted in the PPP problem could bemore » obtained, and interpret their solution in terms of a detailed probabilistic analysis. We suggest a probabilistic approach to handling uncertainties about which model to use.« less

Probabilistic Interpretation of Peelle's Pertinent Puzzle and its Resolution

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

Hanson, Kenneth M.; Kawano, Toshihiko; Talou, Patrick

2005-05-24

Peelle's Pertinent Puzzle (PPP) states a seemingly plausible set of measurements with their covariance matrix, which produce an implausible answer. To answer the PPP question, we describe a reasonable experimental situation that is consistent with the PPP solution. The confusion surrounding the PPP arises in part because of its imprecise statement, which permits to a variety of interpretations and resulting answers, some of which seem implausible. We emphasize the importance of basing the analysis on an unambiguous probabilistic model that reflects the experimental situation. We present several different models of how the measurements quoted in the PPP problem could bemore » obtained, and interpret their solution in terms of a detailed probabilistic analysis. We suggest a probabilistic approach to handling uncertainties about which model to use.« less

Probabilistic structural analysis of a truss typical for space station

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.

1990-01-01

A three-bay, space, cantilever truss is probabilistically evaluated using the computer code NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) to identify and quantify the uncertainties and respective sensitivities associated with corresponding uncertainties in the primitive variables (structural, material, and loads parameters) that defines the truss. The distribution of each of these primitive variables is described in terms of one of several available distributions such as the Weibull, exponential, normal, log-normal, etc. The cumulative distribution function (CDF's) for the response functions considered and sensitivities associated with the primitive variables for given response are investigated. These sensitivities help in determining the dominating primitive variables for that response.

[Uncertainty characterization approaches for ecological risk assessment of polycyclic aromatic hydrocarbon in Taihu Lake].

PubMed

Guo, Guang-Hui; Wu, Feng-Chang; He, Hong-Ping; Feng, Cheng-Lian; Zhang, Rui-Qing; Li, Hui-Xian

2012-04-01

Probabilistic approaches, such as Monte Carlo Sampling (MCS) and Latin Hypercube Sampling (LHS), and non-probabilistic approaches, such as interval analysis, fuzzy set theory and variance propagation, were used to characterize uncertainties associated with risk assessment of sigma PAH8 in surface water of Taihu Lake. The results from MCS and LHS were represented by probability distributions of hazard quotients of sigma PAH8 in surface waters of Taihu Lake. The probabilistic distribution of hazard quotient were obtained from the results of MCS and LHS based on probabilistic theory, which indicated that the confidence intervals of hazard quotient at 90% confidence level were in the range of 0.000 18-0.89 and 0.000 17-0.92, with the mean of 0.37 and 0.35, respectively. In addition, the probabilities that the hazard quotients from MCS and LHS exceed the threshold of 1 were 9.71% and 9.68%, respectively. The sensitivity analysis suggested the toxicity data contributed the most to the resulting distribution of quotients. The hazard quotient of sigma PAH8 to aquatic organisms ranged from 0.000 17 to 0.99 using interval analysis. The confidence interval was (0.001 5, 0.016 3) at the 90% confidence level calculated using fuzzy set theory, and the confidence interval was (0.000 16, 0.88) at the 90% confidence level based on the variance propagation. These results indicated that the ecological risk of sigma PAH8 to aquatic organisms were low. Each method has its own set of advantages and limitations, which was based on different theory; therefore, the appropriate method should be selected on a case-by-case to quantify the effects of uncertainties on the ecological risk assessment. Approach based on the probabilistic theory was selected as the most appropriate method to assess the risk of sigma PAH8 in surface water of Taihu Lake, which provided an important scientific foundation of risk management and control for organic pollutants in water.

Optimal design of groundwater remediation system using a probabilistic multi-objective fast harmony search algorithm under uncertainty

NASA Astrophysics Data System (ADS)

Luo, Qiankun; Wu, Jianfeng; Yang, Yun; Qian, Jiazhong; Wu, Jichun

2014-11-01

This study develops a new probabilistic multi-objective fast harmony search algorithm (PMOFHS) for optimal design of groundwater remediation systems under uncertainty associated with the hydraulic conductivity (K) of aquifers. The PMOFHS integrates the previously developed deterministic multi-objective optimization method, namely multi-objective fast harmony search algorithm (MOFHS) with a probabilistic sorting technique to search for Pareto-optimal solutions to multi-objective optimization problems in a noisy hydrogeological environment arising from insufficient K data. The PMOFHS is then coupled with the commonly used flow and transport codes, MODFLOW and MT3DMS, to identify the optimal design of groundwater remediation systems for a two-dimensional hypothetical test problem and a three-dimensional Indiana field application involving two objectives: (i) minimization of the total remediation cost through the engineering planning horizon, and (ii) minimization of the mass remaining in the aquifer at the end of the operational period, whereby the pump-and-treat (PAT) technology is used to clean up contaminated groundwater. Also, Monte Carlo (MC) analysis is employed to evaluate the effectiveness of the proposed methodology. Comprehensive analysis indicates that the proposed PMOFHS can find Pareto-optimal solutions with low variability and high reliability and is a potentially effective tool for optimizing multi-objective groundwater remediation problems under uncertainty.

Development of Probabilistic Flood Inundation Mapping For Flooding Induced by Dam Failure

NASA Astrophysics Data System (ADS)

Tsai, C.; Yeh, J. J. J.

2017-12-01

A primary function of flood inundation mapping is to forecast flood hazards and assess potential losses. However, uncertainties limit the reliability of inundation hazard assessments. Major sources of uncertainty should be taken into consideration by an optimal flood management strategy. This study focuses on the 20km reach downstream of the Shihmen Reservoir in Taiwan. A dam failure induced flood herein provides the upstream boundary conditions of flood routing. The two major sources of uncertainty that are considered in the hydraulic model and the flood inundation mapping herein are uncertainties in the dam break model and uncertainty of the roughness coefficient. The perturbance moment method is applied to a dam break model and the hydro system model to develop probabilistic flood inundation mapping. Various numbers of uncertain variables can be considered in these models and the variability of outputs can be quantified. The probabilistic flood inundation mapping for dam break induced floods can be developed with consideration of the variability of output using a commonly used HEC-RAS model. Different probabilistic flood inundation mappings are discussed and compared. Probabilistic flood inundation mappings are hoped to provide new physical insights in support of the evaluation of concerning reservoir flooded areas.

Probabilistic seismic hazard analysis for a nuclear power plant site in southeast Brazil

NASA Astrophysics Data System (ADS)

de Almeida, Andréia Abreu Diniz; Assumpção, Marcelo; Bommer, Julian J.; Drouet, Stéphane; Riccomini, Claudio; Prates, Carlos L. M.

2018-05-01

A site-specific probabilistic seismic hazard analysis (PSHA) has been performed for the only nuclear power plant site in Brazil, located 130 km southwest of Rio de Janeiro at Angra dos Reis. Logic trees were developed for both the seismic source characterisation and ground-motion characterisation models, in both cases seeking to capture the appreciable ranges of epistemic uncertainty with relatively few branches. This logic-tree structure allowed the hazard calculations to be performed efficiently while obtaining results that reflect the inevitable uncertainty in long-term seismic hazard assessment in this tectonically stable region. An innovative feature of the study is an additional seismic source zone added to capture the potential contributions of characteristics earthquake associated with geological faults in the region surrounding the coastal site.

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

PubMed

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

2014-01-01

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

Monte Carlo simulation for slip rate sensitivity analysis in Cimandiri fault area

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

Pratama, Cecep, E-mail: great.pratama@gmail.com; Meilano, Irwan; Nugraha, Andri Dian

Slip rate is used to estimate earthquake recurrence relationship which is the most influence for hazard level. We examine slip rate contribution of Peak Ground Acceleration (PGA), in probabilistic seismic hazard maps (10% probability of exceedance in 50 years or 500 years return period). Hazard curve of PGA have been investigated for Sukabumi using a PSHA (Probabilistic Seismic Hazard Analysis). We observe that the most influence in the hazard estimate is crustal fault. Monte Carlo approach has been developed to assess the sensitivity. Then, Monte Carlo simulations properties have been assessed. Uncertainty and coefficient of variation from slip rate formore » Cimandiri Fault area has been calculated. We observe that seismic hazard estimates is sensitive to fault slip rate with seismic hazard uncertainty result about 0.25 g. For specific site, we found seismic hazard estimate for Sukabumi is between 0.4904 – 0.8465 g with uncertainty between 0.0847 – 0.2389 g and COV between 17.7% – 29.8%.« less

Probabilistic simulation of multi-scale composite behavior

NASA Technical Reports Server (NTRS)

Liaw, D. G.; Shiao, M. C.; Singhal, S. N.; Chamis, Christos C.

1993-01-01

A methodology is developed to computationally assess the probabilistic composite material properties at all composite scale levels due to the uncertainties in the constituent (fiber and matrix) properties and in the fabrication process variables. The methodology is computationally efficient for simulating the probability distributions of material properties. The sensitivity of the probabilistic composite material property to each random variable is determined. This information can be used to reduce undesirable uncertainties in material properties at the macro scale of the composite by reducing the uncertainties in the most influential random variables at the micro scale. This methodology was implemented into the computer code PICAN (Probabilistic Integrated Composite ANalyzer). The accuracy and efficiency of this methodology are demonstrated by simulating the uncertainties in the material properties of a typical laminate and comparing the results with the Monte Carlo simulation method. The experimental data of composite material properties at all scales fall within the scatters predicted by PICAN.

Probabilistic Evaluation of Advanced Ceramic Matrix Composite Structures

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

The objective of this report is to summarize the deterministic and probabilistic structural evaluation results of two structures made with advanced ceramic composites (CMC): internally pressurized tube and uniformly loaded flange. The deterministic structural evaluation includes stress, displacement, and buckling analyses. It is carried out using the finite element code MHOST, developed for the 3-D inelastic analysis of structures that are made with advanced materials. The probabilistic evaluation is performed using the integrated probabilistic assessment of composite structures computer code IPACS. The affects of uncertainties in primitive variables related to the material, fabrication process, and loadings on the material property and structural response behavior are quantified. The primitive variables considered are: thermo-mechanical properties of fiber and matrix, fiber and void volume ratios, use temperature, and pressure. The probabilistic structural analysis and probabilistic strength results are used by IPACS to perform reliability and risk evaluation of the two structures. The results will show that the sensitivity information obtained for the two composite structures from the computational simulation can be used to alter the design process to meet desired service requirements. In addition to detailed probabilistic analysis of the two structures, the following were performed specifically on the CMC tube: (1) predicted the failure load and the buckling load, (2) performed coupled non-deterministic multi-disciplinary structural analysis, and (3) demonstrated that probabilistic sensitivities can be used to select a reduced set of design variables for optimization.

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.

Uncertainty Estimation Cheat Sheet for Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

Britton, Paul; Al Hassan, Mohammad; Ring, Robert

2017-01-01

Quantitative results for aerospace engineering problems are influenced by many sources of uncertainty. Uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables as well as through the propagation of these uncertainties up to the result. Uncertainty can be thought of as a measure of the 'goodness' of a result and is typically represented as statistical dispersion. This paper will explain common measures of centrality and dispersion; and-with examples-will provide guidelines for how they may be estimated to ensure effective technical contributions to decision-making.

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.

Uncertainty in exposure to air pollution

NASA Astrophysics Data System (ADS)

Pebesma, Edzer; Helle, Kristina; Christoph, Stasch; Rasouli, Soora; Timmermans, Harry; Walker, Sam-Erik; Denby, Bruce

2013-04-01

To assess exposure to air pollution for a person or for a group of people, one needs to know where the person or group is as a function of time, and what the air pollution is at these times and locations. In this study we used the Albatross activity-based model to assess the whereabouts of people and the uncertainties in this, and a probabilistic air quality system based on TAPM/EPISODE to assess air quality probabilistically. The outcomes of the two models were combined to assess exposure to air pollution, and the errors in it. We used the area around Rotterdam (Netherlands) as a case study. As the outcomes of both models come as Monte Carlo realizations, it was relatively easy to cancel one of the sources of uncertainty (movement of persons, air pollution) in order to identify their respective contributions, and also to compare evaluations for individuals with averages for a population of persons. As the output is probabilistic, and in addition spatially and temporally varying, the visual analysis of the complete results poses some challenges. This case study was one of the test cases in the UncertWeb project, which has built concepts and tools to realize the uncertainty-enabled model web. Some of the tools and protocols will be shown and evaluated in this presentation. For the uncertainty of exposure, the uncertainty of air quality was more important than the uncertainty of peoples locations. This difference was stronger for PM10 than for NO2. The workflow was implemented as generic Web services in UncertWeb that also allow for other inputs than the simulated activity schedules and air quality with other resolution. However, due to this flexibility, the Web services require standardized formats and the overlay algorithm is not optimized for the specific use case resulting in a data and processing overhead. Hence, we implemented the full analysis in parallel in R, for this specific case as the model web solution had difficulties with massive data.

A probabilistic seismic model for the European Arctic

NASA Astrophysics Data System (ADS)

Hauser, Juerg; Dyer, Kathleen M.; Pasyanos, Michael E.; Bungum, Hilmar; Faleide, Jan I.; Clark, Stephen A.; Schweitzer, Johannes

2011-01-01

The development of three-dimensional seismic models for the crust and upper mantle has traditionally focused on finding one model that provides the best fit to the data while observing some regularization constraints. In contrast to this, the inversion employed here fits the data in a probabilistic sense and thus provides a quantitative measure of model uncertainty. Our probabilistic model is based on two sources of information: (1) prior information, which is independent from the data, and (2) different geophysical data sets, including thickness constraints, velocity profiles, gravity data, surface wave group velocities, and regional body wave traveltimes. We use a Markov chain Monte Carlo (MCMC) algorithm to sample models from the prior distribution, the set of plausible models, and test them against the data to generate the posterior distribution, the ensemble of models that fit the data with assigned uncertainties. While being computationally more expensive, such a probabilistic inversion provides a more complete picture of solution space and allows us to combine various data sets. The complex geology of the European Arctic, encompassing oceanic crust, continental shelf regions, rift basins and old cratonic crust, as well as the nonuniform coverage of the region by data with varying degrees of uncertainty, makes it a challenging setting for any imaging technique and, therefore, an ideal environment for demonstrating the practical advantages of a probabilistic approach. Maps of depth to basement and depth to Moho derived from the posterior distribution are in good agreement with previously published maps and interpretations of the regional tectonic setting. The predicted uncertainties, which are as important as the absolute values, correlate well with the variations in data coverage and quality in the region. A practical advantage of our probabilistic model is that it can provide estimates for the uncertainties of observables due to model uncertainties. We will demonstrate how this can be used for the formulation of earthquake location algorithms that take model uncertainties into account when estimating location uncertainties.

Probabilistic fatigue life prediction of metallic and composite materials

NASA Astrophysics Data System (ADS)

Xiang, Yibing

Fatigue is one of the most common failure modes for engineering structures, such as aircrafts, rotorcrafts and aviation transports. Both metallic materials and composite materials are widely used and affected by fatigue damage. Huge uncertainties arise from material properties, measurement noise, imperfect models, future anticipated loads and environmental conditions. These uncertainties are critical issues for accurate remaining useful life (RUL) prediction for engineering structures in service. Probabilistic fatigue prognosis considering various uncertainties is of great importance for structural safety. The objective of this study is to develop probabilistic fatigue life prediction models for metallic materials and composite materials. A fatigue model based on crack growth analysis and equivalent initial flaw size concept is proposed for metallic materials. Following this, the developed model is extended to include structural geometry effects (notch effect), environmental effects (corroded specimens) and manufacturing effects (shot peening effects). Due to the inhomogeneity and anisotropy, the fatigue model suitable for metallic materials cannot be directly applied to composite materials. A composite fatigue model life prediction is proposed based on a mixed-mode delamination growth model and a stiffness degradation law. After the development of deterministic fatigue models of metallic and composite materials, a general probabilistic life prediction methodology is developed. The proposed methodology combines an efficient Inverse First-Order Reliability Method (IFORM) for the uncertainty propogation in fatigue life prediction. An equivalent stresstransformation has been developed to enhance the computational efficiency under realistic random amplitude loading. A systematical reliability-based maintenance optimization framework is proposed for fatigue risk management and mitigation of engineering structures.

Propagating Water Quality Analysis Uncertainty Into Resource Management Decisions Through Probabilistic Modeling

NASA Astrophysics Data System (ADS)

Gronewold, A. D.; Wolpert, R. L.; Reckhow, K. H.

2007-12-01

Most probable number (MPN) and colony-forming-unit (CFU) are two estimates of fecal coliform bacteria concentration commonly used as measures of water quality in United States shellfish harvesting waters. The MPN is the maximum likelihood estimate (or MLE) of the true fecal coliform concentration based on counts of non-sterile tubes in serial dilution of a sample aliquot, indicating bacterial metabolic activity. The CFU is the MLE of the true fecal coliform concentration based on the number of bacteria colonies emerging on a growth plate after inoculation from a sample aliquot. Each estimating procedure has intrinsic variability and is subject to additional uncertainty arising from minor variations in experimental protocol. Several versions of each procedure (using different sized aliquots or different numbers of tubes, for example) are in common use, each with its own levels of probabilistic and experimental error and uncertainty. It has been observed empirically that the MPN procedure is more variable than the CFU procedure, and that MPN estimates are somewhat higher on average than CFU estimates, on split samples from the same water bodies. We construct a probabilistic model that provides a clear theoretical explanation for the observed variability in, and discrepancy between, MPN and CFU measurements. We then explore how this variability and uncertainty might propagate into shellfish harvesting area management decisions through a two-phased modeling strategy. First, we apply our probabilistic model in a simulation-based analysis of future water quality standard violation frequencies under alternative land use scenarios, such as those evaluated under guidelines of the total maximum daily load (TMDL) program. Second, we apply our model to water quality data from shellfish harvesting areas which at present are closed (either conditionally or permanently) to shellfishing, to determine if alternative laboratory analysis procedures might have led to different management decisions. Our research results indicate that the (often large) observed differences between MPN and CFU values for the same water body are well within the ranges predicted by our probabilistic model. Our research also indicates that the probability of violating current water quality guidelines at specified true fecal coliform concentrations depends on the laboratory procedure used. As a result, quality-based management decisions, such as opening or closing a shellfishing area, may also depend on the laboratory procedure used.

Bayesian networks improve causal environmental ...

EPA Pesticide Factsheets

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value

Probabilistic Fatigue Damage Prognosis Using a Surrogate Model Trained Via 3D Finite Element Analysis

NASA Technical Reports Server (NTRS)

Leser, Patrick E.; Hochhalter, Jacob D.; Newman, John A.; Leser, William P.; Warner, James E.; Wawrzynek, Paul A.; Yuan, Fuh-Gwo

2015-01-01

Utilizing inverse uncertainty quantification techniques, structural health monitoring can be integrated with damage progression models to form probabilistic predictions of a structure's remaining useful life. However, damage evolution in realistic structures is physically complex. Accurately representing this behavior requires high-fidelity models which are typically computationally prohibitive. In the present work, a high-fidelity finite element model is represented by a surrogate model, reducing computation times. The new approach is used with damage diagnosis data to form a probabilistic prediction of remaining useful life for a test specimen under mixed-mode conditions.

A Bayesian-based two-stage inexact optimization method for supporting stream water quality management in the Three Gorges Reservoir region.

PubMed

Hu, X H; Li, Y P; Huang, G H; Zhuang, X W; Ding, X W

2016-05-01

In this study, a Bayesian-based two-stage inexact optimization (BTIO) method is developed for supporting water quality management through coupling Bayesian analysis with interval two-stage stochastic programming (ITSP). The BTIO method is capable of addressing uncertainties caused by insufficient inputs in water quality model as well as uncertainties expressed as probabilistic distributions and interval numbers. The BTIO method is applied to a real case of water quality management for the Xiangxi River basin in the Three Gorges Reservoir region to seek optimal water quality management schemes under various uncertainties. Interval solutions for production patterns under a range of probabilistic water quality constraints have been generated. Results obtained demonstrate compromises between the system benefit and the system failure risk due to inherent uncertainties that exist in various system components. Moreover, information about pollutant emission is accomplished, which would help managers to adjust production patterns of regional industry and local policies considering interactions of water quality requirement, economic benefit, and industry structure.

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.

Smart Sampling and HPC-based Probabilistic Look-ahead Contingency Analysis Implementation and its Evaluation with Real-world Data

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

Chen, Yousu; Etingov, Pavel V.; Ren, Huiying

This paper describes a probabilistic look-ahead contingency analysis application that incorporates smart sampling and high-performance computing (HPC) techniques. Smart sampling techniques are implemented to effectively represent the structure and statistical characteristics of uncertainty introduced by different sources in the power system. They can significantly reduce the data set size required for multiple look-ahead contingency analyses, and therefore reduce the time required to compute them. High-performance-computing (HPC) techniques are used to further reduce computational time. These two techniques enable a predictive capability that forecasts the impact of various uncertainties on potential transmission limit violations. The developed package has been tested withmore » real world data from the Bonneville Power Administration. Case study results are presented to demonstrate the performance of the applications developed.« less

Overview of the SAE G-11 RMSL (Reliability, Maintainability, Supportability, and Logistics) Division Activities and Technical Projects

NASA Technical Reports Server (NTRS)

Singhal, Surendra N.

2003-01-01

The SAE G-11 RMSL (Reliability, Maintainability, Supportability, and Logistics) Division activities include identification and fulfillment of joint industry, government, and academia needs for development and implementation of RMSL technologies. Four Projects in the Probabilistic Methods area and two in the area of RMSL have been identified. These are: (1) Evaluation of Probabilistic Technology - progress has been made toward the selection of probabilistic application cases. Future effort will focus on assessment of multiple probabilistic softwares in solving selected engineering problems using probabilistic methods. Relevance to Industry & Government - Case studies of typical problems encountering uncertainties, results of solutions to these problems run by different codes, and recommendations on which code is applicable for what problems; (2) Probabilistic Input Preparation - progress has been made in identifying problem cases such as those with no data, little data and sufficient data. Future effort will focus on developing guidelines for preparing input for probabilistic analysis, especially with no or little data. Relevance to Industry & Government - Too often, we get bogged down thinking we need a lot of data before we can quantify uncertainties. Not True. There are ways to do credible probabilistic analysis with little data; (3) Probabilistic Reliability - probabilistic reliability literature search has been completed along with what differentiates it from statistical reliability. Work on computation of reliability based on quantification of uncertainties in primitive variables is in progress. Relevance to Industry & Government - Correct reliability computations both at the component and system level are needed so one can design an item based on its expected usage and life span; (4) Real World Applications of Probabilistic Methods (PM) - A draft of volume 1 comprising aerospace applications has been released. Volume 2, a compilation of real world applications of probabilistic methods with essential information demonstrating application type and timehost savings by the use of probabilistic methods for generic applications is in progress. Relevance to Industry & Government - Too often, we say, 'The Proof is in the Pudding'. With help from many contributors, we hope to produce such a document. Problem is - not too many people are coming forward due to proprietary nature. So, we are asking to document only minimum information including problem description, what method used, did it result in any savings, and how much?; (5) Software Reliability - software reliability concept, program, implementation, guidelines, and standards are being documented. Relevance to Industry & Government - software reliability is a complex issue that must be understood & addressed in all facets of business in industry, government, and other institutions. We address issues, concepts, ways to implement solutions, and guidelines for maximizing software reliability; (6) Maintainability Standards - maintainability/serviceability industry standard/guidelines and industry best practices and methodologies used in performing maintainability/ serviceability tasks are being documented. Relevance to Industry & Government - Any industry or government process, project, and/or tool must be maintained and serviced to realize the life and performance it was designed for. We address issues and develop guidelines for optimum performance & life.

Design for cyclic loading endurance of composites

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Murthy, Pappu L. N.; Chamis, Christos C.; Liaw, Leslie D. G.

1993-01-01

The application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to aircraft wing type structures is described. The code performs a complete probabilistic analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups, and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of the fatigue life of a wing type composite structure under different hygrothermal environments subjected to the random pressure. The sensitivity of the fatigue life to a number of critical structural/material variables is also computed from the analysis.

Model based inference from microvascular measurements: Combining experimental measurements and model predictions using a Bayesian probabilistic approach

PubMed Central

Rasmussen, Peter M.; Smith, Amy F.; Sakadžić, Sava; Boas, David A.; Pries, Axel R.; Secomb, Timothy W.; Østergaard, Leif

2017-01-01

Objective In vivo imaging of the microcirculation and network-oriented modeling have emerged as powerful means of studying microvascular function and understanding its physiological significance. Network-oriented modeling may provide the means of summarizing vast amounts of data produced by high-throughput imaging techniques in terms of key, physiological indices. To estimate such indices with sufficient certainty, however, network-oriented analysis must be robust to the inevitable presence of uncertainty due to measurement errors as well as model errors. Methods We propose the Bayesian probabilistic data analysis framework as a means of integrating experimental measurements and network model simulations into a combined and statistically coherent analysis. The framework naturally handles noisy measurements and provides posterior distributions of model parameters as well as physiological indices associated with uncertainty. Results We applied the analysis framework to experimental data from three rat mesentery networks and one mouse brain cortex network. We inferred distributions for more than five hundred unknown pressure and hematocrit boundary conditions. Model predictions were consistent with previous analyses, and remained robust when measurements were omitted from model calibration. Conclusion Our Bayesian probabilistic approach may be suitable for optimizing data acquisition and for analyzing and reporting large datasets acquired as part of microvascular imaging studies. PMID:27987383

Probabilistic volcanic hazard assessments of Pyroclastic Density Currents: ongoing practices and future perspectives

NASA Astrophysics Data System (ADS)

Tierz, Pablo; Sandri, Laura; Ramona Stefanescu, Elena; Patra, Abani; Marzocchi, Warner; Costa, Antonio; Sulpizio, Roberto

2014-05-01

Explosive volcanoes and, especially, Pyroclastic Density Currents (PDCs) pose an enormous threat to populations living in the surroundings of volcanic areas. Difficulties in the modeling of PDCs are related to (i) very complex and stochastic physical processes, intrinsic to their occurrence, and (ii) to a lack of knowledge about how these processes actually form and evolve. This means that there are deep uncertainties (namely, of aleatory nature due to point (i) above, and of epistemic nature due to point (ii) above) associated to the study and forecast of PDCs. Consequently, the assessment of their hazard is better described in terms of probabilistic approaches rather than by deterministic ones. What is actually done to assess probabilistic hazard from PDCs is to couple deterministic simulators with statistical techniques that can, eventually, supply probabilities and inform about the uncertainties involved. In this work, some examples of both PDC numerical simulators (Energy Cone and TITAN2D) and uncertainty quantification techniques (Monte Carlo sampling -MC-, Polynomial Chaos Quadrature -PCQ- and Bayesian Linear Emulation -BLE-) are presented, and their advantages, limitations and future potential are underlined. The key point in choosing a specific method leans on the balance between its related computational cost, the physical reliability of the simulator and the pursued target of the hazard analysis (type of PDCs considered, time-scale selected for the analysis, particular guidelines received from decision-making agencies, etc.). Although current numerical and statistical techniques have brought important advances in probabilistic volcanic hazard assessment from PDCs, some of them may be further applicable to more sophisticated simulators. In addition, forthcoming improvements could be focused on three main multidisciplinary directions: 1) Validate the simulators frequently used (through comparison with PDC deposits and other simulators), 2) Decrease simulator runtimes (whether by increasing the knowledge about the physical processes or by doing more efficient programming, parallelization, ...) and 3) Improve uncertainty quantification techniques.

Enhancing Flood Prediction Reliability Using Bayesian Model Averaging

NASA Astrophysics Data System (ADS)

Liu, Z.; Merwade, V.

2017-12-01

Uncertainty analysis is an indispensable part of modeling the hydrology and hydrodynamics of non-idealized environmental systems. Compared to reliance on prediction from one model simulation, using on ensemble of predictions that consider uncertainty from different sources is more reliable. In this study, Bayesian model averaging (BMA) is applied to Black River watershed in Arkansas and Missouri by combining multi-model simulations to get reliable deterministic water stage and probabilistic inundation extent predictions. The simulation ensemble is generated from 81 LISFLOOD-FP subgrid model configurations that include uncertainty from channel shape, channel width, channel roughness and discharge. Model simulation outputs are trained with observed water stage data during one flood event, and BMA prediction ability is validated for another flood event. Results from this study indicate that BMA does not always outperform all members in the ensemble, but it provides relatively robust deterministic flood stage predictions across the basin. Station based BMA (BMA_S) water stage prediction has better performance than global based BMA (BMA_G) prediction which is superior to the ensemble mean prediction. Additionally, high-frequency flood inundation extent (probability greater than 60%) in BMA_G probabilistic map is more accurate than the probabilistic flood inundation extent based on equal weights.

Probabilistic Prediction of Lifetimes of Ceramic Parts

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Gyekenyesi, John P.; Jadaan, Osama M.; Palfi, Tamas; Powers, Lynn; Reh, Stefan; Baker, Eric H.

2006-01-01

ANSYS/CARES/PDS is a software system that combines the ANSYS Probabilistic Design System (PDS) software with a modified version of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) Version 6.0 software. [A prior version of CARES/Life was reported in Program for Evaluation of Reliability of Ceramic Parts (LEW-16018), NASA Tech Briefs, Vol. 20, No. 3 (March 1996), page 28.] CARES/Life models effects of stochastic strength, slow crack growth, and stress distribution on the overall reliability of a ceramic component. The essence of the enhancement in CARES/Life 6.0 is the capability to predict the probability of failure using results from transient finite-element analysis. ANSYS PDS models the effects of uncertainty in material properties, dimensions, and loading on the stress distribution and deformation. ANSYS/CARES/PDS accounts for the effects of probabilistic strength, probabilistic loads, probabilistic material properties, and probabilistic tolerances on the lifetime and reliability of the component. Even failure probability becomes a stochastic quantity that can be tracked as a response variable. ANSYS/CARES/PDS enables tracking of all stochastic quantities in the design space, thereby enabling more precise probabilistic prediction of lifetimes of ceramic components.

Probabilistic Radiological Performance Assessment Modeling and Uncertainty

NASA Astrophysics Data System (ADS)

Tauxe, J.

2004-12-01

A generic probabilistic radiological Performance Assessment (PA) model is presented. The model, built using the GoldSim systems simulation software platform, concerns contaminant transport and dose estimation in support of decision making with uncertainty. Both the U.S. Nuclear Regulatory Commission (NRC) and the U.S. Department of Energy (DOE) require assessments of potential future risk to human receptors of disposal of LLW. Commercially operated LLW disposal facilities are licensed by the NRC (or agreement states), and the DOE operates such facilities for disposal of DOE-generated LLW. The type of PA model presented is probabilistic in nature, and hence reflects the current state of knowledge about the site by using probability distributions to capture what is expected (central tendency or average) and the uncertainty (e.g., standard deviation) associated with input parameters, and propagating through the model to arrive at output distributions that reflect expected performance and the overall uncertainty in the system. Estimates of contaminant release rates, concentrations in environmental media, and resulting doses to human receptors well into the future are made by running the model in Monte Carlo fashion, with each realization representing a possible combination of input parameter values. Statistical summaries of the results can be compared to regulatory performance objectives, and decision makers are better informed of the inherently uncertain aspects of the model which supports their decision-making. While this information may make some regulators uncomfortable, they must realize that uncertainties which were hidden in a deterministic analysis are revealed in a probabilistic analysis, and the chance of making a correct decision is now known rather than hoped for. The model includes many typical features and processes that would be part of a PA, but is entirely fictitious. This does not represent any particular site and is meant to be a generic example. A practitioner could, however, start with this model as a GoldSim template and, by adding site specific features and parameter values (distributions), use this model as a starting point for a real model to be used in real decision making.

The cerebellum and decision making under uncertainty.

PubMed

Blackwood, Nigel; Ffytche, Dominic; Simmons, Andrew; Bentall, Richard; Murray, Robin; Howard, Robert

2004-06-01

This study aimed to identify the neural basis of probabilistic reasoning, a type of inductive inference that aids decision making under conditions of uncertainty. Eight normal subjects performed two separate two-alternative-choice tasks (the balls in a bottle and personality survey tasks) while undergoing functional magnetic resonance imaging (fMRI). The experimental conditions within each task were chosen so that they differed only in their requirement to make a decision under conditions of uncertainty (probabilistic reasoning and frequency determination required) or under conditions of certainty (frequency determination required). The same visual stimuli and motor responses were used in the experimental conditions. We provide evidence that the neo-cerebellum, in conjunction with the premotor cortex, inferior parietal lobule and medial occipital cortex, mediates the probabilistic inferences that guide decision making under uncertainty. We hypothesise that the neo-cerebellum constructs internal working models of uncertain events in the external world, and that such probabilistic models subserve the predictive capacity central to induction. Copyright 2004 Elsevier B.V.

Report of the Workshop on Extreme Ground Motions at Yucca Mountain, August 23-25, 2004

USGS Publications Warehouse

Hanks, T.C.; Abrahamson, N.A.; Board, M.; Boore, D.M.; Brune, J.N.; Cornell, C.A.

2006-01-01

This Workshop has its origins in the probabilistic seismic hazard analysis (PSHA) for Yucca Mountain, the designated site of the underground repository for the nation's high-level radioactive waste. In 1998 the Nuclear Regulatory Commission's Senior Seismic Hazard Analysis Committee (SSHAC) developed guidelines for PSHA which were published as NUREG/CR-6372, 'Recommendations for probabilistic seismic hazard analysis: guidance on uncertainty and the use of experts,' (SSHAC, 1997). This Level-4 study was the most complicated and complex PSHA ever undertaken at the time. The procedures, methods, and results of this PSHA are described in Stepp et al. (2001), mostly in the context of a probability of exceedance (hazard) of 10-4/yr for ground motion at Site A, a hypothetical, reference rock outcrop site at the elevation of the proposed emplacement drifts within the mountain. Analysis and inclusion of both aleatory and epistemic uncertainty were significant and time-consuming aspects of the study, which took place over three years and involved several dozen scientists, engineers, and analysts.

Probabilistic sensitivity analysis for decision trees with multiple branches: use of the Dirichlet distribution in a Bayesian framework.

PubMed

Briggs, Andrew H; Ades, A E; Price, Martin J

2003-01-01

In structuring decision models of medical interventions, it is commonly recommended that only 2 branches be used for each chance node to avoid logical inconsistencies that can arise during sensitivity analyses if the branching probabilities do not sum to 1. However, information may be naturally available in an unconditional form, and structuring a tree in conditional form may complicate rather than simplify the sensitivity analysis of the unconditional probabilities. Current guidance emphasizes using probabilistic sensitivity analysis, and a method is required to provide probabilistic probabilities over multiple branches that appropriately represents uncertainty while satisfying the requirement that mutually exclusive event probabilities should sum to 1. The authors argue that the Dirichlet distribution, the multivariate equivalent of the beta distribution, is appropriate for this purpose and illustrate its use for generating a fully probabilistic transition matrix for a Markov model. Furthermore, they demonstrate that by adopting a Bayesian approach, the problem of observing zero counts for transitions of interest can be overcome.

A Probabilistic Framework for Quantifying Mixed Uncertainties in Cyber Attacker Payoffs

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

Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.

Quantification and propagation of uncertainties in cyber attacker payoffs is a key aspect within multiplayer, stochastic security games. These payoffs may represent penalties or rewards associated with player actions and are subject to various sources of uncertainty, including: (1) cyber-system state, (2) attacker type, (3) choice of player actions, and (4) cyber-system state transitions over time. Past research has primarily focused on representing defender beliefs about attacker payoffs as point utility estimates. More recently, within the physical security domain, attacker payoff uncertainties have been represented as Uniform and Gaussian probability distributions, and mathematical intervals. For cyber-systems, probability distributions may helpmore » address statistical (aleatory) uncertainties where the defender may assume inherent variability or randomness in the factors contributing to the attacker payoffs. However, systematic (epistemic) uncertainties may exist, where the defender may not have sufficient knowledge or there is insufficient information about the attacker’s payoff generation mechanism. Such epistemic uncertainties are more suitably represented as generalizations of probability boxes. This paper explores the mathematical treatment of such mixed payoff uncertainties. A conditional probabilistic reasoning approach is adopted to organize the dependencies between a cyber-system’s state, attacker type, player actions, and state transitions. This also enables the application of probabilistic theories to propagate various uncertainties in the attacker payoffs. An example implementation of this probabilistic framework and resulting attacker payoff distributions are discussed. A goal of this paper is also to highlight this uncertainty quantification problem space to the cyber security research community and encourage further advancements in this area.« less

Prediction Uncertainty and Groundwater Management: Approaches to get the Most out of Probabilistic Outputs

NASA Astrophysics Data System (ADS)

Peeters, L. J.; Mallants, D.; Turnadge, C.

2017-12-01

Groundwater impact assessments are increasingly being undertaken in a probabilistic framework whereby various sources of uncertainty (model parameters, model structure, boundary conditions, and calibration data) are taken into account. This has resulted in groundwater impact metrics being presented as probability density functions and/or cumulative distribution functions, spatial maps displaying isolines of percentile values for specific metrics, etc. Groundwater management on the other hand typically uses single values (i.e., in a deterministic framework) to evaluate what decisions are required to protect groundwater resources. For instance, in New South Wales, Australia, a nominal drawdown value of two metres is specified by the NSW Aquifer Interference Policy as trigger-level threshold. In many cases, when drawdowns induced by groundwater extraction exceed two metres, "make-good" provisions are enacted (such as the surrendering of extraction licenses). The information obtained from a quantitative uncertainty analysis can be used to guide decision making in several ways. Two examples are discussed here: the first of which would not require modification of existing "deterministic" trigger or guideline values, whereas the second example assumes that the regulatory criteria are also expressed in probabilistic terms. The first example is a straightforward interpretation of calculated percentile values for specific impact metrics. The second examples goes a step further, as the previous deterministic thresholds do not currently allow for a probabilistic interpretation; e.g., there is no statement that "the probability of exceeding the threshold shall not be larger than 50%". It would indeed be sensible to have a set of thresholds with an associated acceptable probability of exceedance (or probability of not exceeding a threshold) that decreases as the impact increases. We here illustrate how both the prediction uncertainty and management rules can be expressed in a probabilistic framework, using groundwater metrics derived for a highly stressed groundwater system.

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

Probabilistic Analysis of Gas Turbine Field Performance

NASA Technical Reports Server (NTRS)

Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.

2002-01-01

A gas turbine thermodynamic cycle was computationally simulated and probabilistically evaluated in view of the several uncertainties in the performance parameters, which are indices of gas turbine health. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design, enhance performance, increase system availability and make it cost effective. The analysis leads to the selection of the appropriate measurements to be used in the gas turbine health determination and to the identification of both the most critical measurements and parameters. Probabilistic analysis aims at unifying and improving the control and health monitoring of gas turbine aero-engines by increasing the quality and quantity of information available about the engine's health and performance.

Development of Probabilistic Socio-Economic Emissions Scenarios (2012)

EPA Pesticide Factsheets

The purpose of this analysis is to help overcome these limitations through the development of a publically available library of socio-economic-emissions projections derived from a systematic examination of uncertainty in key underlying model parameters, w

Uncertainty Categorization, Modeling, and Management for Regional Water Supply Planning

NASA Astrophysics Data System (ADS)

Fletcher, S.; Strzepek, K. M.; AlSaati, A.; Alhassan, A.

2016-12-01

Many water planners face increased pressure on water supply systems from growing demands, variability in supply and a changing climate. Short-term variation in water availability and demand; long-term uncertainty in climate, groundwater storage, and sectoral competition for water; and varying stakeholder perspectives on the impacts of water shortages make it difficult to assess the necessity of expensive infrastructure investments. We categorize these uncertainties on two dimensions: whether they are the result of stochastic variation or epistemic uncertainty, and whether the uncertainties can be described probabilistically or are deep uncertainties whose likelihood is unknown. We develop a decision framework that combines simulation for probabilistic uncertainty, sensitivity analysis for deep uncertainty and Bayesian decision analysis for uncertainties that are reduced over time with additional information. We apply this framework to two contrasting case studies - drought preparedness in Melbourne, Australia and fossil groundwater depletion in Riyadh, Saudi Arabia - to assess the impacts of different types of uncertainty on infrastructure decisions. Melbourne's water supply system relies on surface water, which is impacted by natural variation in rainfall, and a market-based system for managing water rights. Our results show that small, flexible investment increases can mitigate shortage risk considerably at reduced cost. Riyadh, by contrast, relies primarily on desalination for municipal use and fossil groundwater for agriculture, and a centralized planner makes allocation decisions. Poor regional groundwater measurement makes it difficult to know when groundwater pumping will become uneconomical, resulting in epistemic uncertainty. However, collecting more data can reduce the uncertainty, suggesting the need for different uncertainty modeling and management strategies in Riyadh than in Melbourne. We will categorize the two systems and propose appropriate decision making under uncertainty methods from the state of the art. We will compare the efficiency of alternative approaches to the two case studies. Finally, we will present a hybrid decision analytic tool to address the synthesis of uncertainties.

Judgment under uncertainty; a probabilistic evaluation framework for decision-making about sanitation systems in low-income countries.

PubMed

Malekpour, Shirin; Langeveld, Jeroen; Letema, Sammy; Clemens, François; van Lier, Jules B

2013-03-30

This paper introduces the probabilistic evaluation framework, to enable transparent and objective decision-making in technology selection for sanitation solutions in low-income countries. The probabilistic framework recognizes the often poor quality of the available data for evaluations. Within this framework, the evaluations will be done based on the probabilities that the expected outcomes occur in practice, considering the uncertainties in evaluation parameters. Consequently, the outcome of evaluations will not be single point estimates; but there exists a range of possible outcomes. A first trial application of this framework for evaluation of sanitation options in the Nyalenda settlement in Kisumu, Kenya, showed how the range of values that an evaluation parameter may obtain in practice would influence the evaluation outcomes. In addition, as the probabilistic evaluation requires various site-specific data, sensitivity analysis was performed to determine the influence of each data set quality on the evaluation outcomes. Based on that, data collection activities could be (re)directed, in a trade-off between the required investments in those activities and the resolution of the decisions that are to be made. Copyright © 2013 Elsevier Ltd. All rights reserved.

Probabilistic flood damage modelling at the meso-scale

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Botto, Anna; Schröter, Kai; Merz, Bruno

2014-05-01

Decisions on flood risk management and adaptation are usually based on risk analyses. Such analyses are associated with significant uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention during the last years, they are still not standard practice for flood risk assessments. Most damage models have in common that complex damaging processes are described by simple, deterministic approaches like stage-damage functions. Novel probabilistic, multi-variate flood damage models have been developed and validated on the micro-scale using a data-mining approach, namely bagging decision trees (Merz et al. 2013). In this presentation we show how the model BT-FLEMO (Bagging decision Tree based Flood Loss Estimation MOdel) can be applied on the meso-scale, namely on the basis of ATKIS land-use units. The model is applied in 19 municipalities which were affected during the 2002 flood by the River Mulde in Saxony, Germany. The application of BT-FLEMO provides a probability distribution of estimated damage to residential buildings per municipality. Validation is undertaken on the one hand via a comparison with eight other damage models including stage-damage functions as well as multi-variate models. On the other hand the results are compared with official damage data provided by the Saxon Relief Bank (SAB). The results show, that uncertainties of damage estimation remain high. Thus, the significant advantage of this probabilistic flood loss estimation model BT-FLEMO is that it inherently provides quantitative information about the uncertainty of the prediction. Reference: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64.

Nine steps to risk-informed wellhead protection and management: Methods and application to the Burgberg Catchment

NASA Astrophysics Data System (ADS)

Nowak, W.; Enzenhoefer, R.; Bunk, T.

2013-12-01

Wellhead protection zones are commonly delineated via advective travel time analysis without considering any aspects of model uncertainty. In the past decade, research efforts produced quantifiable risk-based safety margins for protection zones. They are based on well vulnerability criteria (e.g., travel times, exposure times, peak concentrations) cast into a probabilistic setting, i.e., they consider model and parameter uncertainty. Practitioners still refrain from applying these new techniques for mainly three reasons. (1) They fear the possibly cost-intensive additional areal demand of probabilistic safety margins, (2) probabilistic approaches are allegedly complex, not readily available, and consume huge computing resources, and (3) uncertainty bounds are fuzzy, whereas final decisions are binary. The primary goal of this study is to show that these reservations are unjustified. We present a straightforward and computationally affordable framework based on a novel combination of well-known tools (e.g., MODFLOW, PEST, Monte Carlo). This framework provides risk-informed decision support for robust and transparent wellhead delineation under uncertainty. Thus, probabilistic risk-informed wellhead protection is possible with methods readily available for practitioners. As vivid proof of concept, we illustrate our key points on a pumped karstic well catchment, located in Germany. In the case study, we show that reliability levels can be increased by re-allocating the existing delineated area at no increase in delineated area. This is achieved by simply swapping delineated low-risk areas against previously non-delineated high-risk areas. Also, we show that further improvements may often be available at only low additional delineation area. Depending on the context, increases or reductions of delineated area directly translate to costs and benefits, if the land is priced, or if land owners need to be compensated for land use restrictions.

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.

Analysing uncertainties of supply and demand in the future use of hydrogen as an energy vector

NASA Astrophysics Data System (ADS)

Lenel, U. R.; Davies, D. G. S.; Moore, M. A.

An analytical technique (Analysis with Uncertain Qualities), developed at Fulmer, is being used to examine the sensitivity of the outcome to uncertainties in input quantities in order to highlight which input quantities critically affect the potential role of hydrogen. The work presented here includes an outline of the model and the analysis technique, along with basic considerations of the input quantities to the model (demand, supply and constraints). Some examples are given of probabilistic estimates of input quantities.

Probabilistic Dynamic Buckling of Smart Composite Shells

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

A computational simulation method is presented to evaluate the deterministic and nondeterministic dynamic buckling of smart composite shells. The combined use of composite mechanics, finite element computer codes, and probabilistic analysis enable the effective assessment of the dynamic buckling load of smart composite shells. A universal plot is generated to estimate the dynamic buckling load of composite shells at various load rates and probabilities. The shell structure is also evaluated with smart fibers embedded in the plies right below the outer plies. The results show that, on the average, the use of smart fibers improved the shell buckling resistance by about 10 percent at different probabilities and delayed the buckling occurrence time. The probabilistic sensitivities results indicate that uncertainties in the fiber volume ratio and ply thickness have major effects on the buckling load while uncertainties in the electric field strength and smart material volume fraction have moderate effects. For the specific shell considered in this evaluation, the use of smart composite material is not recommended because the shell buckling resistance can be improved by simply re-arranging the orientation of the outer plies, as shown in the dynamic buckling analysis results presented in this report.

Probabilistic Dynamic Buckling of Smart Composite Shells

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Abumeri, Galib H.

2007-01-01

A computational simulation method is presented to evaluate the deterministic and nondeterministic dynamic buckling of smart composite shells. The combined use of intraply hybrid composite mechanics, finite element computer codes, and probabilistic analysis enable the effective assessment of the dynamic buckling load of smart composite shells. A universal plot is generated to estimate the dynamic buckling load of composite shells at various load rates and probabilities. The shell structure is also evaluated with smart fibers embedded in the plies right next to the outer plies. The results show that, on the average, the use of smart fibers improved the shell buckling resistance by about 10% at different probabilities and delayed the buckling occurrence time. The probabilistic sensitivities results indicate that uncertainties in the fiber volume ratio and ply thickness have major effects on the buckling load while uncertainties in the electric field strength and smart material volume fraction have moderate effects. For the specific shell considered in this evaluation, the use of smart composite material is not recommended because the shell buckling resistance can be improved by simply re-arranging the orientation of the outer plies, as shown in the dynamic buckling analysis results presented in this report.

Simulation of probabilistic wind loads and building analysis

NASA Technical Reports Server (NTRS)

Shah, Ashwin R.; Chamis, Christos C.

1991-01-01

Probabilistic wind loads likely to occur on a structure during its design life are predicted. Described here is a suitable multifactor interactive equation (MFIE) model and its use in the Composite Load Spectra (CLS) computer program to simulate the wind pressure cumulative distribution functions on four sides of a building. The simulated probabilistic wind pressure load was applied to a building frame, and cumulative distribution functions of sway displacements and reliability against overturning were obtained using NESSUS (Numerical Evaluation of Stochastic Structure Under Stress), a stochastic finite element computer code. The geometry of the building and the properties of building members were also considered as random in the NESSUS analysis. The uncertainties of wind pressure, building geometry, and member section property were qualified in terms of their respective sensitivities on the structural response.

Probabilistic finite elements for fatigue and fracture analysis

NASA Astrophysics Data System (ADS)

Belytschko, Ted; Liu, Wing Kam

Attenuation is focused on the development of Probabilistic Finite Element Method (PFEM), which combines the finite element method with statistics and reliability methods, and its application to linear, nonlinear structural mechanics problems and fracture mechanics problems. The computational tool based on the Stochastic Boundary Element Method is also given for the reliability analysis of a curvilinear fatigue crack growth. The existing PFEM's have been applied to solve for two types of problems: (1) determination of the response uncertainty in terms of the means, variance and correlation coefficients; and (2) determination the probability of failure associated with prescribed limit states.

Probabilistic finite elements for fatigue and fracture analysis

NASA Technical Reports Server (NTRS)

Belytschko, Ted; Liu, Wing Kam

1992-01-01

Attenuation is focused on the development of Probabilistic Finite Element Method (PFEM), which combines the finite element method with statistics and reliability methods, and its application to linear, nonlinear structural mechanics problems and fracture mechanics problems. The computational tool based on the Stochastic Boundary Element Method is also given for the reliability analysis of a curvilinear fatigue crack growth. The existing PFEM's have been applied to solve for two types of problems: (1) determination of the response uncertainty in terms of the means, variance and correlation coefficients; and (2) determination the probability of failure associated with prescribed limit states.

Probabilistic liquefaction triggering based on the cone penetration test

USGS Publications Warehouse

Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Tokimatsu, K.

2005-01-01

Performance-based earthquake engineering requires a probabilistic treatment of potential failure modes in order to accurately quantify the overall stability of the system. This paper is a summary of the application portions of the probabilistic liquefaction triggering correlations proposed recently proposed by Moss and co-workers. To enable probabilistic treatment of liquefaction triggering, the variables comprising the seismic load and the liquefaction resistance were treated as inherently uncertain. Supporting data from an extensive Cone Penetration Test (CPT)-based liquefaction case history database were used to develop a probabilistic correlation. The methods used to measure the uncertainty of the load and resistance variables, how the interactions of these variables were treated using Bayesian updating, and how reliability analysis was applied to produce curves of equal probability of liquefaction are presented. The normalization for effective overburden stress, the magnitude correlated duration weighting factor, and the non-linear shear mass participation factor used are also discussed.

Probabilistic Physics-Based Risk Tools Used to Analyze the International Space Station Electrical Power System Output

NASA Technical Reports Server (NTRS)

Patel, Bhogila M.; Hoge, Peter A.; Nagpal, Vinod K.; Hojnicki, Jeffrey S.; Rusick, Jeffrey J.

2004-01-01

This paper describes the methods employed to apply probabilistic modeling techniques to the International Space Station (ISS) power system. These techniques were used to quantify the probabilistic variation in the power output, also called the response variable, due to variations (uncertainties) associated with knowledge of the influencing factors called the random variables. These uncertainties can be due to unknown environmental conditions, variation in the performance of electrical power system components or sensor tolerances. Uncertainties in these variables, cause corresponding variations in the power output, but the magnitude of that effect varies with the ISS operating conditions, e.g. whether or not the solar panels are actively tracking the sun. Therefore, it is important to quantify the influence of these uncertainties on the power output for optimizing the power available for experiments.

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.

Probabilistic Approach to Enable Extreme-Scale Simulations under Uncertainty and System Faults. Final Technical Report

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

Knio, Omar

2017-05-05

The current project develops a novel approach that uses a probabilistic description to capture the current state of knowledge about the computational solution. To effectively spread the computational effort over multiple nodes, the global computational domain is split into many subdomains. Computational uncertainty in the solution translates into uncertain boundary conditions for the equation system to be solved on those subdomains, and many independent, concurrent subdomain simulations are used to account for this bound- ary condition uncertainty. By relying on the fact that solutions on neighboring subdomains must agree with each other, a more accurate estimate for the global solutionmore » can be achieved. Statistical approaches in this update process make it possible to account for the effect of system faults in the probabilistic description of the computational solution, and the associated uncertainty is reduced through successive iterations. By combining all of these elements, the probabilistic reformulation allows splitting the computational work over very many independent tasks for good scalability, while being robust to system faults.« less

Empirical prediction intervals improve energy forecasting

PubMed Central

Kaack, Lynn H.; Apt, Jay; Morgan, M. Granger; McSharry, Patrick

2017-01-01

Hundreds of organizations and analysts use energy projections, such as those contained in the US Energy Information Administration (EIA)’s Annual Energy Outlook (AEO), for investment and policy decisions. Retrospective analyses of past AEO projections have shown that observed values can differ from the projection by several hundred percent, and thus a thorough treatment of uncertainty is essential. We evaluate the out-of-sample forecasting performance of several empirical density forecasting methods, using the continuous ranked probability score (CRPS). The analysis confirms that a Gaussian density, estimated on past forecasting errors, gives comparatively accurate uncertainty estimates over a variety of energy quantities in the AEO, in particular outperforming scenario projections provided in the AEO. We report probabilistic uncertainties for 18 core quantities of the AEO 2016 projections. Our work frames how to produce, evaluate, and rank probabilistic forecasts in this setting. We propose a log transformation of forecast errors for price projections and a modified nonparametric empirical density forecasting method. Our findings give guidance on how to evaluate and communicate uncertainty in future energy outlooks. PMID:28760997

The Effect of Forest Management Strategy on Carbon Storage and Revenue in Western Washington: A Probabilistic Simulation of Tradeoffs.

PubMed

Fischer, Paul W; Cullen, Alison C; Ettl, Gregory J

2017-01-01

The objectives of this study are to understand tradeoffs between forest carbon and timber values, and evaluate the impact of uncertainty in improved forest management (IFM) carbon offset projects to improve forest management decisions. The study uses probabilistic simulation of uncertainty in financial risk for three management scenarios (clearcutting in 45- and 65-year rotations and no harvest) under three carbon price schemes (historic voluntary market prices, cap and trade, and carbon prices set to equal net present value (NPV) from timber-oriented management). Uncertainty is modeled for value and amount of carbon credits and wood products, the accuracy of forest growth model forecasts, and four other variables relevant to American Carbon Registry methodology. Calculations use forest inventory data from a 1,740 ha forest in western Washington State, using the Forest Vegetation Simulator (FVS) growth model. Sensitivity analysis shows that FVS model uncertainty contributes more than 70% to overall NPV variance, followed in importance by variability in inventory sample (3-14%), and short-term prices for timber products (8%), while variability in carbon credit price has little influence (1.1%). At regional average land-holding costs, a no-harvest management scenario would become revenue-positive at a carbon credit break-point price of $14.17/Mg carbon dioxide equivalent (CO 2 e). IFM carbon projects are associated with a greater chance of both large payouts and large losses to landowners. These results inform policymakers and forest owners of the carbon credit price necessary for IFM approaches to equal or better the business-as-usual strategy, while highlighting the magnitude of financial risk and reward through probabilistic simulation. © 2016 Society for Risk Analysis.

Use of Probabilistic Engineering Methods in the Detailed Design and Development Phases of the NASA Ares Launch Vehicle

NASA Technical Reports Server (NTRS)

Fayssal, Safie; Weldon, Danny

2008-01-01

The United States National Aeronautics and Space Administration (NASA) is in the midst of a space exploration program called Constellation to send crew and cargo to the international Space Station, to the moon, and beyond. As part of the Constellation program, a new launch vehicle, Ares I, is being developed by NASA Marshall Space Flight Center. Designing a launch vehicle with high reliability and increased safety requires a significant effort in understanding design variability and design uncertainty at the various levels of the design (system, element, subsystem, component, etc.) and throughout the various design phases (conceptual, preliminary design, etc.). In a previous paper [1] we discussed a probabilistic functional failure analysis approach intended mainly to support system requirements definition, system design, and element design during the early design phases. This paper provides an overview of the application of probabilistic engineering methods to support the detailed subsystem/component design and development as part of the "Design for Reliability and Safety" approach for the new Ares I Launch Vehicle. Specifically, the paper discusses probabilistic engineering design analysis cases that had major impact on the design and manufacturing of the Space Shuttle hardware. The cases represent important lessons learned from the Space Shuttle Program and clearly demonstrate the significance of probabilistic engineering analysis in better understanding design deficiencies and identifying potential design improvement for Ares I. The paper also discusses the probabilistic functional failure analysis approach applied during the early design phases of Ares I and the forward plans for probabilistic design analysis in the detailed design and development phases.

Water supply infrastructure planning under multiple uncertainties: A differentiated approach

NASA Astrophysics Data System (ADS)

Fletcher, S.; Strzepek, K.

2017-12-01

Many water planners face increased pressure on water supply systems from increasing demands from population and economic growth in combination with uncertain water supply. Supply uncertainty arises from short-term climate variability and long-term climate change as well as uncertainty in groundwater availability. Social and economic uncertainties - such as sectoral competition for water, food and energy security, urbanization, and environmental protection - compound physical uncertainty. Further, the varying risk aversion of stakeholders and water managers makes it difficult to assess the necessity of expensive infrastructure investments to reduce risk. We categorize these uncertainties on two dimensions: whether they can be updated over time by collecting additional information, and whether the uncertainties can be described probabilistically or are "deep" uncertainties whose likelihood is unknown. Based on this, we apply a decision framework that combines simulation for probabilistic uncertainty, scenario analysis for deep uncertainty, and multi-stage decision analysis for uncertainties that are reduced over time with additional information. In light of these uncertainties and the investment costs of large infrastructure, we propose the assessment of staged, modular infrastructure and information updating as a hedge against risk. We apply this framework to cases in Melbourne, Australia and Riyadh, Saudi Arabia. Melbourne is a surface water system facing uncertain population growth and variable rainfall and runoff. A severe drought from 1997 to 2009 prompted investment in a 150 MCM/y reverse osmosis desalination plan with a capital cost of 3.5 billion. Our analysis shows that flexible design in which a smaller portion of capacity is developed initially with the option to add modular capacity in the future can mitigate uncertainty and reduce the expected lifetime costs by up to 1 billion. In Riyadh, urban water use relies on fossil groundwater aquifers and desalination. Intense withdrawals for urban and agricultural use will lead to lowering of the water table in the aquifer at rapid but uncertain rates due to poor groundwater characterization. We assess the potential for additional groundwater data collection and a flexible infrastructure approach similar to that in Melbourne to mitigate risk.

Ambiguity and Uncertainty in Probabilistic Inference.

DTIC Science & Technology

1983-09-01

whether one was to judge the like- lihood that the majority or minority position was true . In order to sample a wide range of values of n and p, 40...AFD-A133 418 AMBIGUITY AND UNCERTAINTY IN PROBABILISTIC INFERENCE i/i U CLRS (U) CHICGO UNIT’ IL CENTER FOR DECISION RESERCH H J EINHORN ET AL. SEP...been demonstrated experimentally (Becker & Brownson, 1964; Yates & Zukowski, 1976). On the other hand, the process by which such second-order uncertainty

Bayesian Networks Improve Causal Environmental Assessments for Evidence-Based Policy.

PubMed

Carriger, John F; Barron, Mace G; Newman, Michael C

2016-12-20

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on valued ecological resources. These aspects are demonstrated through hypothetical problem scenarios that explore some major benefits of using Bayesian networks for reasoning and making inferences in evidence-based policy.

Probabilistic fracture finite elements

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Lua, Y. J.

1991-01-01

The Probabilistic Fracture Mechanics (PFM) is a promising method for estimating the fatigue life and inspection cycles for mechanical and structural components. The Probability Finite Element Method (PFEM), which is based on second moment analysis, has proved to be a promising, practical approach to handle problems with uncertainties. As the PFEM provides a powerful computational tool to determine first and second moment of random parameters, the second moment reliability method can be easily combined with PFEM to obtain measures of the reliability of the structural system. The method is also being applied to fatigue crack growth. Uncertainties in the material properties of advanced materials such as polycrystalline alloys, ceramics, and composites are commonly observed from experimental tests. This is mainly attributed to intrinsic microcracks, which are randomly distributed as a result of the applied load and the residual stress.

Probabilistic fracture finite elements

NASA Astrophysics Data System (ADS)

Liu, W. K.; Belytschko, T.; Lua, Y. J.

1991-05-01

The Probabilistic Fracture Mechanics (PFM) is a promising method for estimating the fatigue life and inspection cycles for mechanical and structural components. The Probability Finite Element Method (PFEM), which is based on second moment analysis, has proved to be a promising, practical approach to handle problems with uncertainties. As the PFEM provides a powerful computational tool to determine first and second moment of random parameters, the second moment reliability method can be easily combined with PFEM to obtain measures of the reliability of the structural system. The method is also being applied to fatigue crack growth. Uncertainties in the material properties of advanced materials such as polycrystalline alloys, ceramics, and composites are commonly observed from experimental tests. This is mainly attributed to intrinsic microcracks, which are randomly distributed as a result of the applied load and the residual stress.

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

DOE PAGES

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

2015-09-04

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

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.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

The case for probabilistic forecasting in hydrology

NASA Astrophysics Data System (ADS)

Krzysztofowicz, Roman

2001-08-01

That forecasts should be stated in probabilistic, rather than deterministic, terms has been argued from common sense and decision-theoretic perspectives for almost a century. Yet most operational hydrological forecasting systems produce deterministic forecasts and most research in operational hydrology has been devoted to finding the 'best' estimates rather than quantifying the predictive uncertainty. This essay presents a compendium of reasons for probabilistic forecasting of hydrological variates. Probabilistic forecasts are scientifically more honest, enable risk-based warnings of floods, enable rational decision making, and offer additional economic benefits. The growing demand for information about risk and the rising capability to quantify predictive uncertainties create an unparalleled opportunity for the hydrological profession to dramatically enhance the forecasting paradigm.

Reliability-Based Stability Analysis of Rock Slopes Using Numerical Analysis and Response Surface Method

NASA Astrophysics Data System (ADS)

Dadashzadeh, N.; Duzgun, H. S. B.; Yesiloglu-Gultekin, N.

2017-08-01

While advanced numerical techniques in slope stability analysis are successfully used in deterministic studies, they have so far found limited use in probabilistic analyses due to their high computation cost. The first-order reliability method (FORM) is one of the most efficient probabilistic techniques to perform probabilistic stability analysis by considering the associated uncertainties in the analysis parameters. However, it is not possible to directly use FORM in numerical slope stability evaluations as it requires definition of a limit state performance function. In this study, an integrated methodology for probabilistic numerical modeling of rock slope stability is proposed. The methodology is based on response surface method, where FORM is used to develop an explicit performance function from the results of numerical simulations. The implementation of the proposed methodology is performed by considering a large potential rock wedge in Sumela Monastery, Turkey. The accuracy of the developed performance function to truly represent the limit state surface is evaluated by monitoring the slope behavior. The calculated probability of failure is compared with Monte Carlo simulation (MCS) method. The proposed methodology is found to be 72% more efficient than MCS, while the accuracy is decreased with an error of 24%.

Probabilistic Flood Maps to support decision-making: Mapping the Value of Information

NASA Astrophysics Data System (ADS)

Alfonso, L.; Mukolwe, M. M.; Di Baldassarre, G.

2016-02-01

Floods are one of the most frequent and disruptive natural hazards that affect man. Annually, significant flood damage is documented worldwide. Flood mapping is a common preimpact flood hazard mitigation measure, for which advanced methods and tools (such as flood inundation models) are used to estimate potential flood extent maps that are used in spatial planning. However, these tools are affected, largely to an unknown degree, by both epistemic and aleatory uncertainty. Over the past few years, advances in uncertainty analysis with respect to flood inundation modeling show that it is appropriate to adopt Probabilistic Flood Maps (PFM) to account for uncertainty. However, the following question arises; how can probabilistic flood hazard information be incorporated into spatial planning? Thus, a consistent framework to incorporate PFMs into the decision-making is required. In this paper, a novel methodology based on Decision-Making under Uncertainty theories, in particular Value of Information (VOI) is proposed. Specifically, the methodology entails the use of a PFM to generate a VOI map, which highlights floodplain locations where additional information is valuable with respect to available floodplain management actions and their potential consequences. The methodology is illustrated with a simplified example and also applied to a real case study in the South of France, where a VOI map is analyzed on the basis of historical land use change decisions over a period of 26 years. Results show that uncertain flood hazard information encapsulated in PFMs can aid decision-making in floodplain planning.

Probabilistic confidence for decisions based on uncertain reliability estimates

NASA Astrophysics Data System (ADS)

Reid, Stuart G.

2013-05-01

Reliability assessments are commonly carried out to provide a rational basis for risk-informed decisions concerning the design or maintenance of engineering systems and structures. However, calculated reliabilities and associated probabilities of failure often have significant uncertainties associated with the possible estimation errors relative to the 'true' failure probabilities. For uncertain probabilities of failure, a measure of 'probabilistic confidence' has been proposed to reflect the concern that uncertainty about the true probability of failure could result in a system or structure that is unsafe and could subsequently fail. The paper describes how the concept of probabilistic confidence can be applied to evaluate and appropriately limit the probabilities of failure attributable to particular uncertainties such as design errors that may critically affect the dependability of risk-acceptance decisions. This approach is illustrated with regard to the dependability of structural design processes based on prototype testing with uncertainties attributable to sampling variability.

Probabilistic Exposure Analysis for Chemical Risk Characterization

PubMed Central

Bogen, Kenneth T.; Cullen, Alison C.; Frey, H. Christopher; Price, Paul S.

2009-01-01

This paper summarizes the state of the science of probabilistic exposure assessment (PEA) as applied to chemical risk characterization. Current probabilistic risk analysis methods applied to PEA are reviewed. PEA within the context of risk-based decision making is discussed, including probabilistic treatment of related uncertainty, interindividual heterogeneity, and other sources of variability. Key examples of recent experience gained in assessing human exposures to chemicals in the environment, and other applications to chemical risk characterization and assessment, are presented. It is concluded that, although improvements continue to be made, existing methods suffice for effective application of PEA to support quantitative analyses of the risk of chemically induced toxicity that play an increasing role in key decision-making objectives involving health protection, triage, civil justice, and criminal justice. Different types of information required to apply PEA to these different decision contexts are identified, and specific PEA methods are highlighted that are best suited to exposure assessment in these separate contexts. PMID:19223660

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.

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

Mixture Modeling for Background and Sources Separation in x-ray Astronomical Images

NASA Astrophysics Data System (ADS)

Guglielmetti, Fabrizia; Fischer, Rainer; Dose, Volker

2004-11-01

A probabilistic technique for the joint estimation of background and sources in high-energy astrophysics is described. Bayesian probability theory is applied to gain insight into the coexistence of background and sources through a probabilistic two-component mixture model, which provides consistent uncertainties of background and sources. The present analysis is applied to ROSAT PSPC data (0.1-2.4 keV) in Survey Mode. A background map is modelled using a Thin-Plate spline. Source probability maps are obtained for each pixel (45 arcsec) independently and for larger correlation lengths, revealing faint and extended sources. We will demonstrate that the described probabilistic method allows for detection improvement of faint extended celestial sources compared to the Standard Analysis Software System (SASS) used for the production of the ROSAT All-Sky Survey (RASS) catalogues.

On different types of uncertainties in the context of the precautionary principle.

PubMed

Aven, Terje

2011-10-01

Few policies for risk management have created more controversy than the precautionary principle. A main problem is the extreme number of different definitions and interpretations. Almost all definitions of the precautionary principle identify "scientific uncertainties" as the trigger or criterion for its invocation; however, the meaning of this concept is not clear. For applying the precautionary principle it is not sufficient that the threats or hazards are uncertain. A stronger requirement is needed. This article provides an in-depth analysis of this issue. We question how the scientific uncertainties are linked to the interpretation of the probability concept, expected values, the results from probabilistic risk assessments, the common distinction between aleatory uncertainties and epistemic uncertainties, and the problem of establishing an accurate prediction model (cause-effect relationship). A new classification structure is suggested to define what scientific uncertainties mean. © 2011 Society for Risk Analysis.

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.

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.

Reconciling Streamflow Uncertainty Estimation and River Bed Morphology Dynamics. Insights from a Probabilistic Assessment of Streamflow Uncertainties Using a Reliability Diagram

NASA Astrophysics Data System (ADS)

Morlot, T.; Mathevet, T.; Perret, C.; Favre Pugin, A. C.

2014-12-01

Streamflow uncertainty estimation has recently received a large attention in the literature. A dynamic rating curve assessment method has been introduced (Morlot et al., 2014). This dynamic method allows to compute a rating curve for each gauging and a continuous streamflow time-series, while calculating streamflow uncertainties. Streamflow uncertainty takes into account many sources of uncertainty (water level, rating curve interpolation and extrapolation, gauging aging, etc.) and produces an estimated distribution of streamflow for each days. In order to caracterise streamflow uncertainty, a probabilistic framework has been applied on a large sample of hydrometric stations of the Division Technique Générale (DTG) of Électricité de France (EDF) hydrometric network (>250 stations) in France. A reliability diagram (Wilks, 1995) has been constructed for some stations, based on the streamflow distribution estimated for a given day and compared to a real streamflow observation estimated via a gauging. To build a reliability diagram, we computed the probability of an observed streamflow (gauging), given the streamflow distribution. Then, the reliability diagram allows to check that the distribution of probabilities of non-exceedance of the gaugings follows a uniform law (i.e., quantiles should be equipropables). Given the shape of the reliability diagram, the probabilistic calibration is caracterised (underdispersion, overdispersion, bias) (Thyer et al., 2009). In this paper, we present case studies where reliability diagrams have different statistical properties for different periods. Compared to our knowledge of river bed morphology dynamic of these hydrometric stations, we show how reliability diagram gives us invaluable information on river bed movements, like a continuous digging or backfilling of the hydraulic control due to erosion or sedimentation processes. Hence, the careful analysis of reliability diagrams allows to reconcile statistics and long-term river bed morphology processes. This knowledge improves our real-time management of hydrometric stations, given a better caracterisation of erosion/sedimentation processes and the stability of hydrometric station hydraulic control.

Testing for ontological errors in probabilistic forecasting models of natural systems

PubMed Central

Marzocchi, Warner; Jordan, Thomas H.

2014-01-01

Probabilistic forecasting models describe the aleatory variability of natural systems as well as our epistemic uncertainty about how the systems work. Testing a model against observations exposes ontological errors in the representation of a system and its uncertainties. We clarify several conceptual issues regarding the testing of probabilistic forecasting models for ontological errors: the ambiguity of the aleatory/epistemic dichotomy, the quantification of uncertainties as degrees of belief, the interplay between Bayesian and frequentist methods, and the scientific pathway for capturing predictability. We show that testability of the ontological null hypothesis derives from an experimental concept, external to the model, that identifies collections of data, observed and not yet observed, that are judged to be exchangeable when conditioned on a set of explanatory variables. These conditional exchangeability judgments specify observations with well-defined frequencies. Any model predicting these behaviors can thus be tested for ontological error by frequentist methods; e.g., using P values. In the forecasting problem, prior predictive model checking, rather than posterior predictive checking, is desirable because it provides more severe tests. We illustrate experimental concepts using examples from probabilistic seismic hazard analysis. Severe testing of a model under an appropriate set of experimental concepts is the key to model validation, in which we seek to know whether a model replicates the data-generating process well enough to be sufficiently reliable for some useful purpose, such as long-term seismic forecasting. Pessimistic views of system predictability fail to recognize the power of this methodology in separating predictable behaviors from those that are not. PMID:25097265

Bias Characterization in Probabilistic Genotype Data and Improved Signal Detection with Multiple Imputation

PubMed Central

Palmer, Cameron; Pe’er, Itsik

2016-01-01

Missing data are an unavoidable component of modern statistical genetics. Different array or sequencing technologies cover different single nucleotide polymorphisms (SNPs), leading to a complicated mosaic pattern of missingness where both individual genotypes and entire SNPs are sporadically absent. Such missing data patterns cannot be ignored without introducing bias, yet cannot be inferred exclusively from nonmissing data. In genome-wide association studies, the accepted solution to missingness is to impute missing data using external reference haplotypes. The resulting probabilistic genotypes may be analyzed in the place of genotype calls. A general-purpose paradigm, called Multiple Imputation (MI), is known to model uncertainty in many contexts, yet it is not widely used in association studies. Here, we undertake a systematic evaluation of existing imputed data analysis methods and MI. We characterize biases related to uncertainty in association studies, and find that bias is introduced both at the imputation level, when imputation algorithms generate inconsistent genotype probabilities, and at the association level, when analysis methods inadequately model genotype uncertainty. We find that MI performs at least as well as existing methods or in some cases much better, and provides a straightforward paradigm for adapting existing genotype association methods to uncertain data. PMID:27310603

Location error uncertainties - an advanced using of probabilistic inverse theory

NASA Astrophysics Data System (ADS)

Debski, Wojciech

2016-04-01

The spatial location of sources of seismic waves is one of the first tasks when transient waves from natural (uncontrolled) sources are analyzed in many branches of physics, including seismology, oceanology, to name a few. Source activity and its spatial variability in time, the geometry of recording network, the complexity and heterogeneity of wave velocity distribution are all factors influencing the performance of location algorithms and accuracy of the achieved results. While estimating of the earthquake foci location is relatively simple a quantitative estimation of the location accuracy is really a challenging task even if the probabilistic inverse method is used because it requires knowledge of statistics of observational, modelling, and apriori uncertainties. In this presentation we addressed this task when statistics of observational and/or modeling errors are unknown. This common situation requires introduction of apriori constraints on the likelihood (misfit) function which significantly influence the estimated errors. Based on the results of an analysis of 120 seismic events from the Rudna copper mine operating in southwestern Poland we illustrate an approach based on an analysis of Shanon's entropy calculated for the aposteriori distribution. We show that this meta-characteristic of the aposteriori distribution carries some information on uncertainties of the solution found.

Bayesian wavelet PCA methodology for turbomachinery damage diagnosis under uncertainty

NASA Astrophysics Data System (ADS)

Xu, Shengli; Jiang, Xiaomo; Huang, Jinzhi; Yang, Shuhua; Wang, Xiaofang

2016-12-01

Centrifugal compressor often suffers various defects such as impeller cracking, resulting in forced outage of the total plant. Damage diagnostics and condition monitoring of such a turbomachinery system has become an increasingly important and powerful tool to prevent potential failure in components and reduce unplanned forced outage and further maintenance costs, while improving reliability, availability and maintainability of a turbomachinery system. This paper presents a probabilistic signal processing methodology for damage diagnostics using multiple time history data collected from different locations of a turbomachine, considering data uncertainty and multivariate correlation. The proposed methodology is based on the integration of three advanced state-of-the-art data mining techniques: discrete wavelet packet transform, Bayesian hypothesis testing, and probabilistic principal component analysis. The multiresolution wavelet analysis approach is employed to decompose a time series signal into different levels of wavelet coefficients. These coefficients represent multiple time-frequency resolutions of a signal. Bayesian hypothesis testing is then applied to each level of wavelet coefficient to remove possible imperfections. The ratio of posterior odds Bayesian approach provides a direct means to assess whether there is imperfection in the decomposed coefficients, thus avoiding over-denoising. Power spectral density estimated by the Welch method is utilized to evaluate the effectiveness of Bayesian wavelet cleansing method. Furthermore, the probabilistic principal component analysis approach is developed to reduce dimensionality of multiple time series and to address multivariate correlation and data uncertainty for damage diagnostics. The proposed methodology and generalized framework is demonstrated with a set of sensor data collected from a real-world centrifugal compressor with impeller cracks, through both time series and contour analyses of vibration signal and principal components.

Probabilistic framework for the estimation of the adult and child toxicokinetic intraspecies uncertainty factors.

PubMed

Pelekis, Michael; Nicolich, Mark J; Gauthier, Joseph S

2003-12-01

Human health risk assessments use point values to develop risk estimates and thus impart a deterministic character to risk, which, by definition, is a probability phenomenon. The risk estimates are calculated based on individuals and then, using uncertainty factors (UFs), are extrapolated to the population that is characterized by variability. Regulatory agencies have recommended the quantification of the impact of variability in risk assessments through the application of probabilistic methods. In the present study, a framework that deals with the quantitative analysis of uncertainty (U) and variability (V) in target tissue dose in the population was developed by applying probabilistic analysis to physiologically-based toxicokinetic models. The mechanistic parameters that determine kinetics were described with probability density functions (PDFs). Since each PDF depicts the frequency of occurrence of all expected values of each parameter in the population, the combined effects of multiple sources of U/V were accounted for in the estimated distribution of tissue dose in the population, and a unified (adult and child) intraspecies toxicokinetic uncertainty factor UFH-TK was determined. The results show that the proposed framework accounts effectively for U/V in population toxicokinetics. The ratio of the 95th percentile to the 50th percentile of the annual average concentration of the chemical at the target tissue organ (i.e., the UFH-TK) varies with age. The ratio is equivalent to a unified intraspecies toxicokinetic UF, and it is one of the UFs by which the NOAEL can be divided to obtain the RfC/RfD. The 10-fold intraspecies UF is intended to account for uncertainty and variability in toxicokinetics (3.2x) and toxicodynamics (3.2x). This article deals exclusively with toxicokinetic component of UF. The framework provides an alternative to the default methodology and is advantageous in that the evaluation of toxicokinetic variability is based on the distribution of the effective target tissue dose, rather than applied dose. It allows for the replacement of the default adult and children intraspecies UF with toxicokinetic data-derived values and provides accurate chemical-specific estimates for their magnitude. It shows that proper application of probability and toxicokinetic theories can reduce uncertainties when establishing exposure limits for specific compounds and provide better assurance that established limits are adequately protective. It contributes to the development of a probabilistic noncancer risk assessment framework and will ultimately lead to the unification of cancer and noncancer risk assessment methodologies.

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

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

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

2015-05-01

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

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.

B-value and slip rate sensitivity analysis for PGA value in Lembang fault and Cimandiri fault area

NASA Astrophysics Data System (ADS)

Pratama, Cecep; Ito, Takeo; Meilano, Irwan; Nugraha, Andri Dian

2017-07-01

We examine slip rate and b-value contribution of Peak Ground Acceleration (PGA), in probabilistic seismic hazard maps (10% probability of exceedence in 50 years or 500 years return period). Hazard curve of PGA have been investigated for Sukabumi and Bandung using a PSHA (Probabilistic Seismic Hazard Analysis). We observe that the most influence in the hazard estimate is crustal fault. Monte Carlo approach has been developed to assess the sensitivity. Uncertainty and coefficient of variation from slip rate and b-value in Lembang and Cimandiri Fault area have been calculated. We observe that seismic hazard estimates are sensitive to fault slip rate and b-value with uncertainty result are 0.25 g dan 0.1-0.2 g, respectively. For specific site, we found seismic hazard estimate are 0.49 + 0.13 g with COV 27% and 0.39 + 0.05 g with COV 13% for Sukabumi and Bandung, respectively.

Wind effects on long-span bridges: Probabilistic wind data format for buffeting and VIV load assessments

NASA Astrophysics Data System (ADS)

Hoffmann, K.; Srouji, R. G.; Hansen, S. O.

2017-12-01

The technology development within the structural design of long-span bridges in Norwegian fjords has created a need for reformulating the calculation format and the physical quantities used to describe the properties of wind and the associated wind-induced effects on bridge decks. Parts of a new probabilistic format describing the incoming, undisturbed wind is presented. It is expected that a fixed probabilistic format will facilitate a more physically consistent and precise description of the wind conditions, which in turn increase the accuracy and considerably reduce uncertainties in wind load assessments. Because the format is probabilistic, a quantification of the level of safety and uncertainty in predicted wind loads is readily accessible. A simple buffeting response calculation demonstrates the use of probabilistic wind data in the assessment of wind loads and responses. Furthermore, vortex-induced fatigue damage is discussed in relation to probabilistic wind turbulence data and response measurements from wind tunnel tests.

Treatment of uncertainties in the IPCC: a philosophical analysis

NASA Astrophysics Data System (ADS)

Jebeile, J.; Drouet, I.

2014-12-01

The IPCC produces scientific reports out of findings on climate and climate change. Because the findings are uncertain in many respects, the production of reports requires aggregating assessments of uncertainties of different kinds. This difficult task is currently regulated by the Guidance note for lead authors of the IPCC fifth assessment report on consistent treatment of uncertainties. The note recommends that two metrics—i.e. confidence and likelihood— be used for communicating the degree of certainty in findings. Confidence is expressed qualitatively "based on the type, amount, quality, and consistency of evidence […] and the degree of agreement", while likelihood is expressed probabilistically "based on statistical analysis of observations or model results, or expert judgment". Therefore, depending on the evidence evaluated, authors have the choice to present either an assigned level of confidence or a quantified measure of likelihood. But aggregating assessments of uncertainties of these two different kinds express distinct and conflicting methodologies. So the question arises whether the treatment of uncertainties in the IPCC is rationally justified. In order to answer the question, it is worth comparing the IPCC procedures with the formal normative theories of epistemic rationality which have been developed by philosophers. These theories—which include contributions to the philosophy of probability and to bayesian probabilistic confirmation theory—are relevant for our purpose because they are commonly used to assess the rationality of common collective jugement formation based on uncertain knowledge. In this paper we make the comparison and pursue the following objectives: i/we determine whether the IPCC confidence and likelihood can be compared with the notions of uncertainty targeted by or underlying the formal normative theories of epistemic rationality; ii/we investigate whether the formal normative theories of epistemic rationality justify treating uncertainty along those two dimensions, and indicate how this can be avoided.

Development and computer implementation of design/analysis techniques for multilayered composite structures. Probabilistic fiber composite micromechanics. M.S. Thesis, Mar. 1987 Final Report, 1 Sep. 1984 - 1 Oct. 1990

NASA Technical Reports Server (NTRS)

Stock, Thomas A.

1995-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. The variables in which uncertainties are accounted for include constituent and void volume ratios, constituent elastic properties and strengths, and fiber misalignment. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material property variations induced by random changes expected at the material micro level. Regression results are presented to show the relative correlation between predictor and response variables in the study. These computational procedures make possible a formal description of anticipated random processes at the intraply level, and the related effects of these on composite properties.

Dynamic Stability of Uncertain Laminated Beams Under Subtangential Loads

NASA Technical Reports Server (NTRS)

Goyal, Vijay K.; Kapania, Rakesh K.; Adelman, Howard (Technical Monitor); Horta, Lucas (Technical Monitor)

2002-01-01

Because of the inherent complexity of fiber-reinforced laminated composites, it can be challenging to manufacture composite structures according to their exact design specifications, resulting in unwanted material and geometric uncertainties. In this research, we focus on the deterministic and probabilistic stability analysis of laminated structures subject to subtangential loading, a combination of conservative and nonconservative tangential loads, using the dynamic criterion. Thus a shear-deformable laminated beam element, including warping effects, is derived to study the deterministic and probabilistic response of laminated beams. This twenty-one degrees of freedom element can be used for solving both static and dynamic problems. In the first-order shear deformable model used here we have employed a more accurate method to obtain the transverse shear correction factor. The dynamic version of the principle of virtual work for laminated composites is expressed in its nondimensional form and the element tangent stiffness and mass matrices are obtained using analytical integration The stability is studied by giving the structure a small disturbance about an equilibrium configuration, and observing if the resulting response remains small. In order to study the dynamic behavior by including uncertainties into the problem, three models were developed: Exact Monte Carlo Simulation, Sensitivity Based Monte Carlo Simulation, and Probabilistic FEA. These methods were integrated into the developed finite element analysis. Also, perturbation and sensitivity analysis have been used to study nonconservative problems, as well as to study the stability analysis, using the dynamic criterion.

Do probabilistic forecasts lead to better decisions?

NASA Astrophysics Data System (ADS)

Ramos, M. H.; van Andel, S. J.; Pappenberger, F.

2012-12-01

The last decade has seen growing research in producing probabilistic hydro-meteorological forecasts and increasing their reliability. This followed the promise that, supplied with information about uncertainty, people would take better risk-based decisions. In recent years, therefore, research and operational developments have also start putting attention to ways of communicating the probabilistic forecasts to decision makers. Communicating probabilistic forecasts includes preparing tools and products for visualization, but also requires understanding how decision makers perceive and use uncertainty information in real-time. At the EGU General Assembly 2012, we conducted a laboratory-style experiment in which several cases of flood forecasts and a choice of actions to take were presented as part of a game to participants, who acted as decision makers. Answers were collected and analyzed. In this paper, we present the results of this exercise and discuss if indeed we make better decisions on the basis of probabilistic forecasts.

Do probabilistic forecasts lead to better decisions?

NASA Astrophysics Data System (ADS)

Ramos, M. H.; van Andel, S. J.; Pappenberger, F.

2013-06-01

The last decade has seen growing research in producing probabilistic hydro-meteorological forecasts and increasing their reliability. This followed the promise that, supplied with information about uncertainty, people would take better risk-based decisions. In recent years, therefore, research and operational developments have also started focusing attention on ways of communicating the probabilistic forecasts to decision-makers. Communicating probabilistic forecasts includes preparing tools and products for visualisation, but also requires understanding how decision-makers perceive and use uncertainty information in real time. At the EGU General Assembly 2012, we conducted a laboratory-style experiment in which several cases of flood forecasts and a choice of actions to take were presented as part of a game to participants, who acted as decision-makers. Answers were collected and analysed. In this paper, we present the results of this exercise and discuss if we indeed make better decisions on the basis of probabilistic forecasts.

Uncertainty in weather and climate prediction

PubMed Central

Slingo, Julia; Palmer, Tim

2011-01-01

Following Lorenz's seminal work on chaos theory in the 1960s, probabilistic approaches to prediction have come to dominate the science of weather and climate forecasting. This paper gives a perspective on Lorenz's work and how it has influenced the ways in which we seek to represent uncertainty in forecasts on all lead times from hours to decades. It looks at how model uncertainty has been represented in probabilistic prediction systems and considers the challenges posed by a changing climate. Finally, the paper considers how the uncertainty in projections of climate change can be addressed to deliver more reliable and confident assessments that support decision-making on adaptation and mitigation. PMID:22042896

Dynamic Probabilistic Instability of Composite Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2009-01-01

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties in that order.

Probabilistic forecasts based on radar rainfall uncertainty

NASA Astrophysics Data System (ADS)

Liguori, S.; Rico-Ramirez, M. A.

2012-04-01

The potential advantages resulting from integrating weather radar rainfall estimates in hydro-meteorological forecasting systems is limited by the inherent uncertainty affecting radar rainfall measurements, which is due to various sources of error [1-3]. The improvement of quality control and correction techniques is recognized to play a role for the future improvement of radar-based flow predictions. However, the knowledge of the uncertainty affecting radar rainfall data can also be effectively used to build a hydro-meteorological forecasting system in a probabilistic framework. This work discusses the results of the implementation of a novel probabilistic forecasting system developed to improve ensemble predictions over a small urban area located in the North of England. An ensemble of radar rainfall fields can be determined as the sum of a deterministic component and a perturbation field, the latter being informed by the knowledge of the spatial-temporal characteristics of the radar error assessed with reference to rain-gauges measurements. This approach is similar to the REAL system [4] developed for use in the Southern-Alps. The radar uncertainty estimate can then be propagated with a nowcasting model, used to extrapolate an ensemble of radar rainfall forecasts, which can ultimately drive hydrological ensemble predictions. A radar ensemble generator has been calibrated using radar rainfall data made available from the UK Met Office after applying post-processing and corrections algorithms [5-6]. One hour rainfall accumulations from 235 rain gauges recorded for the year 2007 have provided the reference to determine the radar error. Statistics describing the spatial characteristics of the error (i.e. mean and covariance) have been computed off-line at gauges location, along with the parameters describing the error temporal correlation. A system has then been set up to impose the space-time error properties to stochastic perturbations, generated in real-time at gauges location, and then interpolated back onto the radar domain, in order to obtain probabilistic radar rainfall fields in real time. The deterministic nowcasting model integrated in the STEPS system [7-8] has been used for the purpose of propagating the uncertainty and assessing the benefit of implementing the radar ensemble generator for probabilistic rainfall forecasts and ultimately sewer flow predictions. For this purpose, events representative of different types of precipitation (i.e. stratiform/convective) and significant at the urban catchment scale (i.e. in terms of sewer overflow within the urban drainage system) have been selected. As high spatial/temporal resolution is required to the forecasts for their use in urban areas [9-11], the probabilistic nowcasts have been set up to be produced at 1 km resolution and 5 min intervals. The forecasting chain is completed by a hydrodynamic model of the urban drainage network. The aim of this work is to discuss the implementation of this probabilistic system, which takes into account the radar error to characterize the forecast uncertainty, with consequent potential benefits in the management of urban systems. It will also allow a comparison with previous findings related to the analysis of different approaches to uncertainty estimation and quantification in terms of rainfall [12] and flows at the urban scale [13]. Acknowledgements The authors would like to acknowledge the BADC, the UK Met Office and Dr. Alan Seed from the Australian Bureau of Meteorology for providing the radar data and the nowcasting model. The authors acknowledge the support from the Engineering and Physical Sciences Research Council (EPSRC) via grant EP/I012222/1.

Advanced probabilistic methods for quantifying the effects of various uncertainties in structural response

NASA Technical Reports Server (NTRS)

Nagpal, Vinod K.

1988-01-01

The effects of actual variations, also called uncertainties, in geometry and material properties on the structural response of a space shuttle main engine turbopump blade are evaluated. A normal distribution was assumed to represent the uncertainties statistically. Uncertainties were assumed to be totally random, partially correlated, and fully correlated. The magnitude of these uncertainties were represented in terms of mean and variance. Blade responses, recorded in terms of displacements, natural frequencies, and maximum stress, was evaluated and plotted in the form of probabilistic distributions under combined uncertainties. These distributions provide an estimate of the range of magnitudes of the response and probability of occurrence of a given response. Most importantly, these distributions provide the information needed to estimate quantitatively the risk in a structural design.

Probabilistic projections of 21st century climate change over Northern Eurasia

NASA Astrophysics Data System (ADS)

Monier, E.; Sokolov, A. P.; Schlosser, C. A.; Scott, J. R.; Gao, X.

2013-12-01

We present probabilistic projections of 21st century climate change over Northern Eurasia using the Massachusetts Institute of Technology (MIT) Integrated Global System Model (IGSM), an integrated assessment model that couples an earth system model of intermediate complexity, with a two-dimensional zonal-mean atmosphere, to a human activity model. Regional climate change is obtained by two downscaling methods: a dynamical downscaling, where the IGSM is linked to a three dimensional atmospheric model; and a statistical downscaling, where a pattern scaling algorithm uses climate-change patterns from 17 climate models. This framework allows for key sources of uncertainty in future projections of regional climate change to be accounted for: emissions projections; climate system parameters (climate sensitivity, strength of aerosol forcing and ocean heat uptake rate); natural variability; and structural uncertainty. Results show that the choice of climate policy and the climate parameters are the largest drivers of uncertainty. We also nd that dierent initial conditions lead to dierences in patterns of change as large as when using different climate models. Finally, this analysis reveals the wide range of possible climate change over Northern Eurasia, emphasizing the need to consider all sources of uncertainty when modeling climate impacts over Northern Eurasia.

Probabilistic projections of 21st century climate change over Northern Eurasia

NASA Astrophysics Data System (ADS)

Monier, Erwan; Sokolov, Andrei; Schlosser, Adam; Scott, Jeffery; Gao, Xiang

2013-12-01

We present probabilistic projections of 21st century climate change over Northern Eurasia using the Massachusetts Institute of Technology (MIT) Integrated Global System Model (IGSM), an integrated assessment model that couples an Earth system model of intermediate complexity with a two-dimensional zonal-mean atmosphere to a human activity model. Regional climate change is obtained by two downscaling methods: a dynamical downscaling, where the IGSM is linked to a three-dimensional atmospheric model, and a statistical downscaling, where a pattern scaling algorithm uses climate change patterns from 17 climate models. This framework allows for four major sources of uncertainty in future projections of regional climate change to be accounted for: emissions projections, climate system parameters (climate sensitivity, strength of aerosol forcing and ocean heat uptake rate), natural variability, and structural uncertainty. The results show that the choice of climate policy and the climate parameters are the largest drivers of uncertainty. We also find that different initial conditions lead to differences in patterns of change as large as when using different climate models. Finally, this analysis reveals the wide range of possible climate change over Northern Eurasia, emphasizing the need to consider these sources of uncertainty when modeling climate impacts over Northern Eurasia.

Probabilistic and Possibilistic Analyses of the Strength of a Bonded Joint

NASA Technical Reports Server (NTRS)

Stroud, W. Jefferson; Krishnamurthy, T.; Smith, Steven A.

2001-01-01

The effects of uncertainties on the strength of a single lap shear joint are explained. Probabilistic and possibilistic methods are used to account for uncertainties. Linear and geometrically nonlinear finite element analyses are used in the studies. To evaluate the strength of the joint, fracture in the adhesive and material strength failure in the strap are considered. The study shows that linear analyses yield conservative predictions for failure loads. The possibilistic approach for treating uncertainties appears to be viable for preliminary design, but with several qualifications.

Robust Control Design for Uncertain Nonlinear Dynamic Systems

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Probabilistic Analysis of Large-Scale Composite Structures Using the IPACS Code

NASA Technical Reports Server (NTRS)

Lemonds, Jeffrey; Kumar, Virendra

1995-01-01

An investigation was performed to ascertain the feasibility of using IPACS (Integrated Probabilistic Assessment of Composite Structures) for probabilistic analysis of a composite fan blade, the development of which is being pursued by various industries for the next generation of aircraft engines. A model representative of the class of fan blades used in the GE90 engine has been chosen as the structural component to be analyzed with IPACS. In this study, typical uncertainties are assumed in the level, and structural responses for ply stresses and frequencies are evaluated in the form of cumulative probability density functions. Because of the geometric complexity of the blade, the number of plies varies from several hundred at the root to about a hundred at the tip. This represents a extremely complex composites application for the IPACS code. A sensitivity study with respect to various random variables is also performed.

System Level Uncertainty Assessment for Collaborative RLV Design

NASA Technical Reports Server (NTRS)

Charania, A. C.; Bradford, John E.; Olds, John R.; Graham, Matthew

2002-01-01

A collaborative design process utilizing Probabilistic Data Assessment (PDA) is showcased. Given the limitation of financial resources by both the government and industry, strategic decision makers need more than just traditional point designs, they need to be aware of the likelihood of these future designs to meet their objectives. This uncertainty, an ever-present character in the design process, can be embraced through a probabilistic design environment. A conceptual design process is presented that encapsulates the major engineering disciplines for a Third Generation Reusable Launch Vehicle (RLV). Toolsets consist of aerospace industry standard tools in disciplines such as trajectory, propulsion, mass properties, cost, operations, safety, and economics. Variations of the design process are presented that use different fidelities of tools. The disciplinary engineering models are used in a collaborative engineering framework utilizing Phoenix Integration's ModelCenter and AnalysisServer environment. These tools allow the designer to join disparate models and simulations together in a unified environment wherein each discipline can interact with any other discipline. The design process also uses probabilistic methods to generate the system level output metrics of interest for a RLV conceptual design. The specific system being examined is the Advanced Concept Rocket Engine 92 (ACRE-92) RLV. Previous experience and knowledge (in terms of input uncertainty distributions from experts and modeling and simulation codes) can be coupled with Monte Carlo processes to best predict the chances of program success.

An Approach to Experimental Design for the Computer Analysis of Complex Phenomenon

NASA Technical Reports Server (NTRS)

Rutherford, Brian

2000-01-01

The ability to make credible system assessments, predictions and design decisions related to engineered systems and other complex phenomenon is key to a successful program for many large-scale investigations in government and industry. Recently, many of these large-scale analyses have turned to computational simulation to provide much of the required information. Addressing specific goals in the computer analysis of these complex phenomenon is often accomplished through the use of performance measures that are based on system response models. The response models are constructed using computer-generated responses together with physical test results where possible. They are often based on probabilistically defined inputs and generally require estimation of a set of response modeling parameters. As a consequence, the performance measures are themselves distributed quantities reflecting these variabilities and uncertainties. Uncertainty in the values of the performance measures leads to uncertainties in predicted performance and can cloud the decisions required of the analysis. A specific goal of this research has been to develop methodology that will reduce this uncertainty in an analysis environment where limited resources and system complexity together restrict the number of simulations that can be performed. An approach has been developed that is based on evaluation of the potential information provided for each "intelligently selected" candidate set of computer runs. Each candidate is evaluated by partitioning the performance measure uncertainty into two components - one component that could be explained through the additional computational simulation runs and a second that would remain uncertain. The portion explained is estimated using a probabilistic evaluation of likely results for the additional computational analyses based on what is currently known about the system. The set of runs indicating the largest potential reduction in uncertainty is then selected and the computational simulations are performed. Examples are provided to demonstrate this approach on small scale problems. These examples give encouraging results. Directions for further research are indicated.

Quantifying volcanic hazard at Campi Flegrei caldera (Italy) with uncertainty assessment: 2. Pyroclastic density current invasion maps

NASA Astrophysics Data System (ADS)

Neri, Augusto; Bevilacqua, Andrea; Esposti Ongaro, Tomaso; Isaia, Roberto; Aspinall, Willy P.; Bisson, Marina; Flandoli, Franco; Baxter, Peter J.; Bertagnini, Antonella; Iannuzzi, Enrico; Orsucci, Simone; Pistolesi, Marco; Rosi, Mauro; Vitale, Stefano

2015-04-01

Campi Flegrei (CF) is an example of an active caldera containing densely populated settlements at very high risk of pyroclastic density currents (PDCs). We present here an innovative method for assessing background spatial PDC hazard in a caldera setting with probabilistic invasion maps conditional on the occurrence of an explosive event. The method encompasses the probabilistic assessment of potential vent opening positions, derived in the companion paper, combined with inferences about the spatial density distribution of PDC invasion areas from a simplified flow model, informed by reconstruction of deposits from eruptions in the last 15 ka. The flow model describes the PDC kinematics and accounts for main effects of topography on flow propagation. Structured expert elicitation is used to incorporate certain sources of epistemic uncertainty, and a Monte Carlo approach is adopted to produce a set of probabilistic hazard maps for the whole CF area. Our findings show that, in case of eruption, almost the entire caldera is exposed to invasion with a mean probability of at least 5%, with peaks greater than 50% in some central areas. Some areas outside the caldera are also exposed to this danger, with mean probabilities of invasion of the order of 5-10%. Our analysis suggests that these probability estimates have location-specific uncertainties which can be substantial. The results prove to be robust with respect to alternative elicitation models and allow the influence on hazard mapping of different sources of uncertainty, and of theoretical and numerical assumptions, to be quantified.

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.

Development and comparison of metrics for evaluating climate models and estimation of projection uncertainty

NASA Astrophysics Data System (ADS)

Ring, Christoph; Pollinger, Felix; Kaspar-Ott, Irena; Hertig, Elke; Jacobeit, Jucundus; Paeth, Heiko

2017-04-01

The COMEPRO project (Comparison of Metrics for Probabilistic Climate Change Projections of Mediterranean Precipitation), funded by the Deutsche Forschungsgemeinschaft (DFG), is dedicated to the development of new evaluation metrics for state-of-the-art climate models. Further, we analyze implications for probabilistic projections of climate change. This study focuses on the results of 4-field matrix metrics. Here, six different approaches are compared. We evaluate 24 models of the Coupled Model Intercomparison Project Phase 3 (CMIP3), 40 of CMIP5 and 18 of the Coordinated Regional Downscaling Experiment (CORDEX). In addition to the annual and seasonal precipitation the mean temperature is analysed. We consider both 50-year trend and climatological mean for the second half of the 20th century. For the probabilistic projections of climate change A1b, A2 (CMIP3) and RCP4.5, RCP8.5 (CMIP5,CORDEX) scenarios are used. The eight main study areas are located in the Mediterranean. However, we apply our metrics to globally distributed regions as well. The metrics show high simulation quality of temperature trend and both precipitation and temperature mean for most climate models and study areas. In addition, we find high potential for model weighting in order to reduce uncertainty. These results are in line with other accepted evaluation metrics and studies. The comparison of the different 4-field approaches reveals high correlations for most metrics. The results of the metric-weighted probabilistic density functions of climate change are heterogeneous. We find for different regions and seasons both increases and decreases of uncertainty. The analysis of global study areas is consistent with the regional study areas of the Medeiterrenean.

Virtues and Limitations of Risk Analysis

ERIC Educational Resources Information Center

Weatherwax, Robert K.

1975-01-01

After summarizing the Rasmussion Report, the author reviews the probabilistic portion of the report from the perspectives of engineering utility and risk assessment uncertainty. The author shows that the report may represent a significant step forward in the assurance of reactor safety and an imperfect measure of actual reactor risk. (BT)

Displaying uncertainty: investigating the effects of display format and specificity.

PubMed

Bisantz, Ann M; Marsiglio, Stephanie Schinzing; Munch, Jessica

2005-01-01

We conducted four studies regarding the representation of probabilistic information. Experiments 1 through 3 compared performance on a simulated stock purchase task, in which information regarding stock profitability was probabilistic. Two variables were manipulated: display format for probabilistic information (blurred and colored icons, linguistic phrases, numeric expressions, and combinations) and specificity level (in which the number and size of discrete steps into which the probabilistic information was mapped differed). Results indicated few performance differences attributable to display format; however, performance did improve with greater specificity. Experiment 4, in which participants generated membership functions corresponding to three display formats, found a high degree of similarity in functions across formats and participants and a strong relationship between the shape of the membership function and the intended meaning of the representation. These results indicate that participants can successfully interpret nonnumeric representations of uncertainty and can use such representations in a manner similar to the way numeric expressions are used in a decision-making task. Actual or potential applications of this research include the use of graphical representations of uncertainty in systems such as command and control and situation displays.

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses.

PubMed

Fuller, Robert William; Wong, Tony E; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections.

Assuring Life in Composite Systems

NASA Technical Reports Server (NTRS)

Chamis, Christos c.

2008-01-01

A computational simulation method is presented to assure life in composite systems by using dynamic buckling of smart composite shells as an example. The combined use of composite mechanics, finite element computer codes, and probabilistic analysis enable the effective assessment of the dynamic buckling load of smart composite shells. A universal plot is generated to estimate the dynamic buckling load of composite shells at various load rates and probabilities. The shell structure is also evaluated with smart fibers embedded in the plies right below the outer plies. The results show that, on the average, the use of smart fibers improved the shell buckling resistance by about 9% at different probabilities and delayed the buckling occurrence time. The probabilistic sensitivities results indicate that uncertainties in the fiber volume ratio and ply thickness have major effects on the buckling load. The uncertainties in the electric field strength and smart material volume fraction have moderate effects and thereby in the assured life of the shell.

Probabilistic tsunami hazard analysis: Multiple sources and global applications

USGS Publications Warehouse

Grezio, Anita; Babeyko, Andrey; Baptista, Maria Ana; Behrens, Jörn; Costa, Antonio; Davies, Gareth; Geist, Eric L.; Glimsdal, Sylfest; González, Frank I.; Griffin, Jonathan; Harbitz, Carl B.; LeVeque, Randall J.; Lorito, Stefano; Løvholt, Finn; Omira, Rachid; Mueller, Christof; Paris, Raphaël; Parsons, Thomas E.; Polet, Jascha; Power, William; Selva, Jacopo; Sørensen, Mathilde B.; Thio, Hong Kie

2017-01-01

Applying probabilistic methods to infrequent but devastating natural events is intrinsically challenging. For tsunami analyses, a suite of geophysical assessments should be in principle evaluated because of the different causes generating tsunamis (earthquakes, landslides, volcanic activity, meteorological events, and asteroid impacts) with varying mean recurrence rates. Probabilistic Tsunami Hazard Analyses (PTHAs) are conducted in different areas of the world at global, regional, and local scales with the aim of understanding tsunami hazard to inform tsunami risk reduction activities. PTHAs enhance knowledge of the potential tsunamigenic threat by estimating the probability of exceeding specific levels of tsunami intensity metrics (e.g., run-up or maximum inundation heights) within a certain period of time (exposure time) at given locations (target sites); these estimates can be summarized in hazard maps or hazard curves. This discussion presents a broad overview of PTHA, including (i) sources and mechanisms of tsunami generation, emphasizing the variety and complexity of the tsunami sources and their generation mechanisms, (ii) developments in modeling the propagation and impact of tsunami waves, and (iii) statistical procedures for tsunami hazard estimates that include the associated epistemic and aleatoric uncertainties. Key elements in understanding the potential tsunami hazard are discussed, in light of the rapid development of PTHA methods during the last decade and the globally distributed applications, including the importance of considering multiple sources, their relative intensities, probabilities of occurrence, and uncertainties in an integrated and consistent probabilistic framework.

Probabilistic Tsunami Hazard Analysis: Multiple Sources and Global Applications

NASA Astrophysics Data System (ADS)

Grezio, Anita; Babeyko, Andrey; Baptista, Maria Ana; Behrens, Jörn; Costa, Antonio; Davies, Gareth; Geist, Eric L.; Glimsdal, Sylfest; González, Frank I.; Griffin, Jonathan; Harbitz, Carl B.; LeVeque, Randall J.; Lorito, Stefano; Løvholt, Finn; Omira, Rachid; Mueller, Christof; Paris, Raphaël.; Parsons, Tom; Polet, Jascha; Power, William; Selva, Jacopo; Sørensen, Mathilde B.; Thio, Hong Kie

2017-12-01

Applying probabilistic methods to infrequent but devastating natural events is intrinsically challenging. For tsunami analyses, a suite of geophysical assessments should be in principle evaluated because of the different causes generating tsunamis (earthquakes, landslides, volcanic activity, meteorological events, and asteroid impacts) with varying mean recurrence rates. Probabilistic Tsunami Hazard Analyses (PTHAs) are conducted in different areas of the world at global, regional, and local scales with the aim of understanding tsunami hazard to inform tsunami risk reduction activities. PTHAs enhance knowledge of the potential tsunamigenic threat by estimating the probability of exceeding specific levels of tsunami intensity metrics (e.g., run-up or maximum inundation heights) within a certain period of time (exposure time) at given locations (target sites); these estimates can be summarized in hazard maps or hazard curves. This discussion presents a broad overview of PTHA, including (i) sources and mechanisms of tsunami generation, emphasizing the variety and complexity of the tsunami sources and their generation mechanisms, (ii) developments in modeling the propagation and impact of tsunami waves, and (iii) statistical procedures for tsunami hazard estimates that include the associated epistemic and aleatoric uncertainties. Key elements in understanding the potential tsunami hazard are discussed, in light of the rapid development of PTHA methods during the last decade and the globally distributed applications, including the importance of considering multiple sources, their relative intensities, probabilities of occurrence, and uncertainties in an integrated and consistent probabilistic framework.

PCEMCAN - Probabilistic Ceramic Matrix Composites Analyzer: User's Guide, Version 1.0

NASA Technical Reports Server (NTRS)

Shah, Ashwin R.; Mital, Subodh K.; Murthy, Pappu L. N.

1998-01-01

PCEMCAN (Probabalistic CEramic Matrix Composites ANalyzer) is an integrated computer code developed at NASA Lewis Research Center that simulates uncertainties associated with the constituent properties, manufacturing process, and geometric parameters of fiber reinforced ceramic matrix composites and quantifies their random thermomechanical behavior. The PCEMCAN code can perform the deterministic as well as probabilistic analyses to predict thermomechanical properties. This User's guide details the step-by-step procedure to create input file and update/modify the material properties database required to run PCEMCAN computer code. An overview of the geometric conventions, micromechanical unit cell, nonlinear constitutive relationship and probabilistic simulation methodology is also provided in the manual. Fast probability integration as well as Monte-Carlo simulation methods are available for the uncertainty simulation. Various options available in the code to simulate probabilistic material properties and quantify sensitivity of the primitive random variables have been described. The description of deterministic as well as probabilistic results have been described using demonstration problems. For detailed theoretical description of deterministic and probabilistic analyses, the user is referred to the companion documents "Computational Simulation of Continuous Fiber-Reinforced Ceramic Matrix Composite Behavior," NASA TP-3602, 1996 and "Probabilistic Micromechanics and Macromechanics for Ceramic Matrix Composites", NASA TM 4766, June 1997.

Toward a probabilistic acoustic emission source location algorithm: A Bayesian approach

NASA Astrophysics Data System (ADS)

Schumacher, Thomas; Straub, Daniel; Higgins, Christopher

2012-09-01

Acoustic emissions (AE) are stress waves initiated by sudden strain releases within a solid body. These can be caused by internal mechanisms such as crack opening or propagation, crushing, or rubbing of crack surfaces. One application for the AE technique in the field of Structural Engineering is Structural Health Monitoring (SHM). With piezo-electric sensors mounted to the surface of the structure, stress waves can be detected, recorded, and stored for later analysis. An important step in quantitative AE analysis is the estimation of the stress wave source locations. Commonly, source location results are presented in a rather deterministic manner as spatial and temporal points, excluding information about uncertainties and errors. Due to variability in the material properties and uncertainty in the mathematical model, measures of uncertainty are needed beyond best-fit point solutions for source locations. This paper introduces a novel holistic framework for the development of a probabilistic source location algorithm. Bayesian analysis methods with Markov Chain Monte Carlo (MCMC) simulation are employed where all source location parameters are described with posterior probability density functions (PDFs). The proposed methodology is applied to an example employing data collected from a realistic section of a reinforced concrete bridge column. The selected approach is general and has the advantage that it can be extended and refined efficiently. Results are discussed and future steps to improve the algorithm are suggested.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

PubMed

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

Skill Assessment for Coupled Biological/Physical Models of Marine Systems

DTIC Science & Technology

2009-01-01

cluster analysis e.g., Clark and Corley, 2006) and shown that the dimensions of the problem can be reduced and multivariate and univariate goodness...information; a follow-up analysis (Arhonditsis et al., 2006) reported no relationship between the level of skill assessment presented or the accuracy of the...uncertainty analysis (Beck, 1987), model selection (Kass and Raftery, 1995), model averaging (Hoeting et al., 1999), and scores for probabilistic

COMMUNICATING PROBABILISTIC RISK OUTCOMES TO RISK MANAGERS

EPA Science Inventory

Increasingly, risk assessors are moving away from simple deterministic assessments to probabilistic approaches that explicitly incorporate ecological variability, measurement imprecision, and lack of knowledge (collectively termed "uncertainty"). While the new methods provide an...

Sarma-based key-group method for rock slope reliability analyses

NASA Astrophysics Data System (ADS)

Yarahmadi Bafghi, A. R.; Verdel, T.

2005-08-01

The methods used in conducting static stability analyses have remained pertinent to this day for reasons of both simplicity and speed of execution. The most well-known of these methods for purposes of stability analysis of fractured rock masses is the key-block method (KBM).This paper proposes an extension to the KBM, called the key-group method (KGM), which combines not only individual key-blocks but also groups of collapsable blocks into an iterative and progressive analysis of the stability of discontinuous rock slopes. To take intra-group forces into account, the Sarma method has been implemented within the KGM in order to generate a Sarma-based KGM, abbreviated SKGM. We will discuss herein the hypothesis behind this new method, details regarding its implementation, and validation through comparison with results obtained from the distinct element method.Furthermore, as an alternative to deterministic methods, reliability analyses or probabilistic analyses have been proposed to take account of the uncertainty in analytical parameters and models. The FOSM and ASM probabilistic methods could be implemented within the KGM and SKGM framework in order to take account of the uncertainty due to physical and mechanical data (density, cohesion and angle of friction). We will then show how such reliability analyses can be introduced into SKGM to give rise to the probabilistic SKGM (PSKGM) and how it can be used for rock slope reliability analyses. Copyright

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

Analysis of flood hazard under consideration of dike breaches

NASA Astrophysics Data System (ADS)

Vorogushyn, S.; Apel, H.; Lindenschmidt, K.-E.; Merz, B.

2009-04-01

The study focuses on the development and application of a new modelling system which allows a comprehensive flood hazard assessment along diked river reaches under consideration of dike failures. The proposed Inundation Hazard Assessment Model (IHAM) represents a hybrid probabilistic-deterministic model. It comprises three models interactively coupled at runtime. These are: (1) 1D unsteady hydrodynamic model of river channel and floodplain flow between dikes, (2) probabilistic dike breach model which determines possible dike breach locations, breach widths and breach outflow discharges, and (3) 2D raster-based diffusion wave storage cell model of the hinterland areas behind the dikes. Due to the unsteady nature of the 1D and 2D coupled models, the dependence between hydraulic load at various locations along the reach is explicitly considered. The probabilistic dike breach model describes dike failures due to three failure mechanisms: overtopping, piping and slope instability caused by the seepage flow through the dike core (micro-instability). Dike failures for each mechanism are simulated based on fragility functions. The probability of breach is conditioned by the uncertainty in geometrical and geotechnical dike parameters. The 2D storage cell model driven by the breach outflow boundary conditions computes an extended spectrum of flood intensity indicators such as water depth, flow velocity, impulse, inundation duration and rate of water rise. IHAM is embedded in a Monte Carlo simulation in order to account for the natural variability of the flood generation processes reflected in the form of input hydrographs and for the randomness of dike failures given by breach locations, times and widths. The scenario calculations for the developed synthetic input hydrographs for the main river and tributary were carried out for floods with return periods of T = 100; 200; 500; 1000 a. Based on the modelling results, probabilistic dike hazard maps could be generated that indicate the failure probability of each discretised dike section for every scenario magnitude. Besides the binary inundation patterns that indicate the probability of raster cells being inundated, IHAM generates probabilistic flood hazard maps. These maps display spatial patterns of the considered flood intensity indicators and their associated return periods. The probabilistic nature of IHAM allows for the generation of percentile flood hazard maps that indicate the median and uncertainty bounds of the flood intensity indicators. The uncertainty results from the natural variability of the flow hydrographs and randomness of dike breach processes. The same uncertainty sources determine the uncertainty in the flow hydrographs along the study reach. The simulations showed that the dike breach stochasticity has an increasing impact on hydrograph uncertainty in downstream direction. Whereas in the upstream part of the reach the hydrograph uncertainty is mainly stipulated by the variability of the flood wave form, the dike failures strongly shape the uncertainty boundaries in the downstream part of the reach. Finally, scenarios of polder deployment for the extreme floods with T = 200; 500; 1000 a were simulated with IHAM. The results indicate a rather weak reduction of the mean and median flow hydrographs in the river channel. However, the capping of the flow peaks resulted in a considerable reduction of the overtopping failures downstream of the polder with a simultaneous slight increase of the piping and slope micro-instability frequencies explained by a more durable average impoundment. The developed IHAM simulation system represents a new scientific tool for studying fluvial inundation dynamics under extreme conditions incorporating effects of technical flood protection measures. With its major outputs in form of novel probabilistic inundation and dike hazard maps, the IHAM system has a high practical value for decision support in flood management.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Mixed oxidizer hybrid propulsion system optimization under uncertainty using applied response surface methodology and Monte Carlo simulation

NASA Astrophysics Data System (ADS)

Whitehead, James Joshua

The analysis documented herein provides an integrated approach for the conduct of optimization under uncertainty (OUU) using Monte Carlo Simulation (MCS) techniques coupled with response surface-based methods for characterization of mixture-dependent variables. This novel methodology provides an innovative means of conducting optimization studies under uncertainty in propulsion system design. Analytic inputs are based upon empirical regression rate information obtained from design of experiments (DOE) mixture studies utilizing a mixed oxidizer hybrid rocket concept. Hybrid fuel regression rate was selected as the target response variable for optimization under uncertainty, with maximization of regression rate chosen as the driving objective. Characteristic operational conditions and propellant mixture compositions from experimental efforts conducted during previous foundational work were combined with elemental uncertainty estimates as input variables. Response surfaces for mixture-dependent variables and their associated uncertainty levels were developed using quadratic response equations incorporating single and two-factor interactions. These analysis inputs, response surface equations and associated uncertainty contributions were applied to a probabilistic MCS to develop dispersed regression rates as a function of operational and mixture input conditions within design space. Illustrative case scenarios were developed and assessed using this analytic approach including fully and partially constrained operational condition sets over all of design mixture space. In addition, optimization sets were performed across an operationally representative region in operational space and across all investigated mixture combinations. These scenarios were selected as representative examples relevant to propulsion system optimization, particularly for hybrid and solid rocket platforms. Ternary diagrams, including contour and surface plots, were developed and utilized to aid in visualization. The concept of Expanded-Durov diagrams was also adopted and adapted to this study to aid in visualization of uncertainty bounds. Regions of maximum regression rate and associated uncertainties were determined for each set of case scenarios. Application of response surface methodology coupled with probabilistic-based MCS allowed for flexible and comprehensive interrogation of mixture and operating design space during optimization cases. Analyses were also conducted to assess sensitivity of uncertainty to variations in key elemental uncertainty estimates. The methodology developed during this research provides an innovative optimization tool for future propulsion design efforts.

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

NASA Astrophysics Data System (ADS)

Faybishenko, B.; Flach, G. P.

2012-12-01

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

Bayesian uncertainty quantification in linear models for diffusion MRI.

PubMed

Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans

2018-03-29

Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.

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.

Weighing Clinical Evidence Using Patient Preferences: An Application of Probabilistic Multi-Criteria Decision Analysis.

PubMed

Broekhuizen, Henk; IJzerman, Maarten J; Hauber, A Brett; Groothuis-Oudshoorn, Catharina G M

2017-03-01

The need for patient engagement has been recognized by regulatory agencies, but there is no consensus about how to operationalize this. One approach is the formal elicitation and use of patient preferences for weighing clinical outcomes. The aim of this study was to demonstrate how patient preferences can be used to weigh clinical outcomes when both preferences and clinical outcomes are uncertain by applying a probabilistic value-based multi-criteria decision analysis (MCDA) method. Probability distributions were used to model random variation and parameter uncertainty in preferences, and parameter uncertainty in clinical outcomes. The posterior value distributions and rank probabilities for each treatment were obtained using Monte-Carlo simulations. The probability of achieving the first rank is the probability that a treatment represents the highest value to patients. We illustrated our methodology for a simplified case on six HIV treatments. Preferences were modeled with normal distributions and clinical outcomes were modeled with beta distributions. The treatment value distributions showed the rank order of treatments according to patients and illustrate the remaining decision uncertainty. This study demonstrated how patient preference data can be used to weigh clinical evidence using MCDA. The model takes into account uncertainty in preferences and clinical outcomes. The model can support decision makers during the aggregation step of the MCDA process and provides a first step toward preference-based personalized medicine, yet requires further testing regarding its appropriate use in real-world settings.

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.

Probabilistic Harmonic Analysis on Distributed Photovoltaic Integration Considering Typical Weather Scenarios

NASA Astrophysics Data System (ADS)

Bin, Che; Ruoying, Yu; Dongsheng, Dang; Xiangyan, Wang

2017-05-01

Distributed Generation (DG) integrating to the network would cause the harmonic pollution which would cause damages on electrical devices and affect the normal operation of power system. On the other hand, due to the randomness of the wind and solar irradiation, the output of DG is random, too, which leads to an uncertainty of the harmonic generated by the DG. Thus, probabilistic methods are needed to analyse the impacts of the DG integration. In this work we studied the harmonic voltage probabilistic distribution and the harmonic distortion in distributed network after the distributed photovoltaic (DPV) system integrating in different weather conditions, mainly the sunny day, cloudy day, rainy day and the snowy day. The probabilistic distribution function of the DPV output power in different typical weather conditions could be acquired via the parameter identification method of maximum likelihood estimation. The Monte-Carlo simulation method was adopted to calculate the probabilistic distribution of harmonic voltage content at different frequency orders as well as the harmonic distortion (THD) in typical weather conditions. The case study was based on the IEEE33 system and the results of harmonic voltage content probabilistic distribution as well as THD in typical weather conditions were compared.

Probabilistic Geoacoustic Inversion in Complex Environments

DTIC Science & Technology

2015-09-30

Probabilistic Geoacoustic Inversion in Complex Environments Jan Dettmer School of Earth and Ocean Sciences, University of Victoria, Victoria BC...long-range inversion methods can fail to provide sufficient resolution. For proper quantitative examination of variability, parameter uncertainty must...project aims to advance probabilistic geoacoustic inversion methods for complex ocean environments for a range of geoacoustic data types. The work is

77 FR 61446 - Proposed Revision Probabilistic Risk Assessment and Severe Accident Evaluation for New Reactors

Federal Register 2010, 2011, 2012, 2013, 2014

2012-10-09

... documents online in the NRC Library at http://www.nrc.gov/reading-rm/adams.html . To begin the search... of digital instrumentation and control system PRAs, including common cause failures in PRAs and uncertainty analysis associated with new reactor digital systems, and (4) incorporation of additional...

77 FR 66649 - Proposed Revision to Probabilistic Risk Assessment and Severe Accident Evaluation for New Reactors

Federal Register 2010, 2011, 2012, 2013, 2014

2012-11-06

... in the NRC Library at http://www.nrc.gov/reading-rm/adams.html . To begin the search, select ``ADAMS... of digital instrumentation and control system PRAs, including common cause failures in PRAs and uncertainty analysis associated with new reactor digital systems, and (4) incorporation of additional...

CPT-based probabilistic and deterministic assessment of in situ seismic soil liquefaction potential

USGS Publications Warehouse

Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Der Kiureghian, A.; Cetin, K.O.

2006-01-01

This paper presents a complete methodology for both probabilistic and deterministic assessment of seismic soil liquefaction triggering potential based on the cone penetration test (CPT). A comprehensive worldwide set of CPT-based liquefaction field case histories were compiled and back analyzed, and the data then used to develop probabilistic triggering correlations. Issues investigated in this study include improved normalization of CPT resistance measurements for the influence of effective overburden stress, and adjustment to CPT tip resistance for the potential influence of "thin" liquefiable layers. The effects of soil type and soil character (i.e., "fines" adjustment) for the new correlations are based on a combination of CPT tip and sleeve resistance. To quantify probability for performancebased engineering applications, Bayesian "regression" methods were used, and the uncertainties of all variables comprising both the seismic demand and the liquefaction resistance were estimated and included in the analysis. The resulting correlations were developed using a Bayesian framework and are presented in both probabilistic and deterministic formats. The results are compared to previous probabilistic and deterministic correlations. ?? 2006 ASCE.

A probabilistic sizing tool and Monte Carlo analysis for entry vehicle ablative thermal protection systems

NASA Astrophysics Data System (ADS)

Mazzaracchio, Antonio; Marchetti, Mario

2010-03-01

Implicit ablation and thermal response software was developed to analyse and size charring ablative thermal protection systems for entry vehicles. A statistical monitor integrated into the tool, which uses the Monte Carlo technique, allows a simulation to run over stochastic series. This performs an uncertainty and sensitivity analysis, which estimates the probability of maintaining the temperature of the underlying material within specified requirements. This approach and the associated software are primarily helpful during the preliminary design phases of spacecraft thermal protection systems. They are proposed as an alternative to traditional approaches, such as the Root-Sum-Square method. The developed tool was verified by comparing the results with those from previous work on thermal protection system probabilistic sizing methodologies, which are based on an industry standard high-fidelity ablation and thermal response program. New case studies were analysed to establish thickness margins on sizing heat shields that are currently proposed for vehicles using rigid aeroshells for future aerocapture missions at Neptune, and identifying the major sources of uncertainty in the material response.

Regional crop yield forecasting: a probabilistic approach

NASA Astrophysics Data System (ADS)

de Wit, A.; van Diepen, K.; Boogaard, H.

2009-04-01

Information on the outlook on yield and production of crops over large regions is essential for government services dealing with import and export of food crops, for agencies with a role in food relief, for international organizations with a mandate in monitoring the world food production and trade, and for commodity traders. Process-based mechanistic crop models are an important tool for providing such information, because they can integrate the effect of crop management, weather and soil on crop growth. When properly integrated in a yield forecasting system, the aggregated model output can be used to predict crop yield and production at regional, national and continental scales. Nevertheless, given the scales at which these models operate, the results are subject to large uncertainties due to poorly known weather conditions and crop management. Current yield forecasting systems are generally deterministic in nature and provide no information about the uncertainty bounds on their output. To improve on this situation we present an ensemble-based approach where uncertainty bounds can be derived from the dispersion of results in the ensemble. The probabilistic information provided by this ensemble-based system can be used to quantify uncertainties (risk) on regional crop yield forecasts and can therefore be an important support to quantitative risk analysis in a decision making process.

Probabilistic evaluation of uncertainties and risks in aerospace components

NASA Technical Reports Server (NTRS)

Shah, A. R.; Shiao, M. C.; Nagpal, V. K.; Chamis, C. C.

1992-01-01

This paper summarizes a methodology developed at NASA Lewis Research Center which computationally simulates the structural, material, and load uncertainties associated with Space Shuttle Main Engine (SSME) components. The methodology was applied to evaluate the scatter in static, buckling, dynamic, fatigue, and damage behavior of the SSME turbo pump blade. Also calculated are the probability densities of typical critical blade responses, such as effective stress, natural frequency, damage initiation, most probable damage path, etc. Risk assessments were performed for different failure modes, and the effect of material degradation on the fatigue and damage behaviors of a blade were calculated using a multi-factor interaction equation. Failure probabilities for different fatigue cycles were computed and the uncertainties associated with damage initiation and damage propagation due to different load cycle were quantified. Evaluations on the effects of mistuned blades on a rotor were made; uncertainties in the excitation frequency were found to significantly amplify the blade responses of a mistuned rotor. The effects of the number of blades on a rotor were studied. The autocorrelation function of displacements and the probability density function of the first passage time for deterministic and random barriers for structures subjected to random processes also were computed. A brief discussion was included on the future direction of probabilistic structural analysis.

Probabilistic assessment of smart composite structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Shiao, Michael C.

1994-01-01

A composite wing with spars and bulkheads is used to demonstrate the effectiveness of probabilistic assessment of smart composite structures to control uncertainties in distortions and stresses. Results show that a smart composite wing can be controlled to minimize distortions and to have specified stress levels in the presence of defects. Structural responses such as changes in angle of attack, vertical displacements, and stress in the control and controlled plies are probabilistically assessed to quantify their respective uncertainties. Sensitivity factors are evaluated to identify those parameters that have the greatest influence on a specific structural response. Results show that smart composite structures can be configured to control both distortions and ply stresses to satisfy specified design requirements.

Probabilistic simulation of the human factor in structural reliability

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1993-01-01

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

Probabilistic simulation of the human factor in structural reliability

NASA Astrophysics Data System (ADS)

Chamis, Christos C.; Singhal, Surendra N.

1994-09-01

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

Probabilistic Simulation of the Human Factor in Structural Reliability

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Singhal, Surendra N.

1994-01-01

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

Probabilistic risk assessment for CO2 storage in geological formations: robust design and support for decision making under uncertainty

NASA Astrophysics Data System (ADS)

Oladyshkin, Sergey; Class, Holger; Helmig, Rainer; Nowak, Wolfgang

2010-05-01

CO2 storage in geological formations is currently being discussed intensively as a technology for mitigating CO2 emissions. However, any large-scale application requires a thorough analysis of the potential risks. Current numerical simulation models are too expensive for probabilistic risk analysis and for stochastic approaches based on brute-force repeated simulation. Even single deterministic simulations may require parallel high-performance computing. The multiphase flow processes involved are too non-linear for quasi-linear error propagation and other simplified stochastic tools. As an alternative approach, we propose a massive stochastic model reduction based on the probabilistic collocation method. The model response is projected onto a orthogonal basis of higher-order polynomials to approximate dependence on uncertain parameters (porosity, permeability etc.) and design parameters (injection rate, depth etc.). This allows for a non-linear propagation of model uncertainty affecting the predicted risk, ensures fast computation and provides a powerful tool for combining design variables and uncertain variables into one approach based on an integrative response surface. Thus, the design task of finding optimal injection regimes explicitly includes uncertainty, which leads to robust designs of the non-linear system that minimize failure probability and provide valuable support for risk-informed management decisions. We validate our proposed stochastic approach by Monte Carlo simulation using a common 3D benchmark problem (Class et al. Computational Geosciences 13, 2009). A reasonable compromise between computational efforts and precision was reached already with second-order polynomials. In our case study, the proposed approach yields a significant computational speedup by a factor of 100 compared to Monte Carlo simulation. We demonstrate that, due to the non-linearity of the flow and transport processes during CO2 injection, including uncertainty in the analysis leads to a systematic and significant shift of predicted leakage rates towards higher values compared with deterministic simulations, affecting both risk estimates and the design of injection scenarios. This implies that, neglecting uncertainty can be a strong simplification for modeling CO2 injection, and the consequences can be stronger than when neglecting several physical phenomena (e.g. phase transition, convective mixing, capillary forces etc.). The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart. Keywords: polynomial chaos; CO2 storage; multiphase flow; porous media; risk assessment; uncertainty; integrative response surfaces

Propagating Mixed Uncertainties in Cyber Attacker Payoffs: Exploration of Two-Phase Monte Carlo Sampling and Probability Bounds Analysis

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

Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.

Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker andmore » system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.« less

Probabilistic Evaluation of Blade Impact Damage

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Abumeri, G. H.

2003-01-01

The response to high velocity impact of a composite blade is probabilistically evaluated. The evaluation is focused on quantifying probabilistically the effects of uncertainties (scatter) in the variables that describe the impact, the blade make-up (geometry and material), the blade response (displacements, strains, stresses, frequencies), the blade residual strength after impact, and the blade damage tolerance. The results of probabilistic evaluations results are in terms of probability cumulative distribution functions and probabilistic sensitivities. Results show that the blade has relatively low damage tolerance at 0.999 probability of structural failure and substantial at 0.01 probability.

Concurrent Probabilistic Simulation of High Temperature Composite Structural Response

NASA Technical Reports Server (NTRS)

Abdi, Frank

1996-01-01

A computational structural/material analysis and design tool which would meet industry's future demand for expedience and reduced cost is presented. This unique software 'GENOA' is dedicated to parallel and high speed analysis to perform probabilistic evaluation of high temperature composite response of aerospace systems. The development is based on detailed integration and modification of diverse fields of specialized analysis techniques and mathematical models to combine their latest innovative capabilities into a commercially viable software package. The technique is specifically designed to exploit the availability of processors to perform computationally intense probabilistic analysis assessing uncertainties in structural reliability analysis and composite micromechanics. The primary objectives which were achieved in performing the development were: (1) Utilization of the power of parallel processing and static/dynamic load balancing optimization to make the complex simulation of structure, material and processing of high temperature composite affordable; (2) Computational integration and synchronization of probabilistic mathematics, structural/material mechanics and parallel computing; (3) Implementation of an innovative multi-level domain decomposition technique to identify the inherent parallelism, and increasing convergence rates through high- and low-level processor assignment; (4) Creating the framework for Portable Paralleled architecture for the machine independent Multi Instruction Multi Data, (MIMD), Single Instruction Multi Data (SIMD), hybrid and distributed workstation type of computers; and (5) Market evaluation. The results of Phase-2 effort provides a good basis for continuation and warrants Phase-3 government, and industry partnership.

Bayesian analysis of rare events

NASA Astrophysics Data System (ADS)

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

Probabilistic Learning in Junior High School: Investigation of Student Probabilistic Thinking Levels

NASA Astrophysics Data System (ADS)

Kurniasih, R.; Sujadi, I.

2017-09-01

This paper was to investigate level on students’ probabilistic thinking. Probabilistic thinking level is level of probabilistic thinking. Probabilistic thinking is thinking about probabilistic or uncertainty matter in probability material. The research’s subject was students in grade 8th Junior High School students. The main instrument is a researcher and a supporting instrument is probabilistic thinking skills test and interview guidelines. Data was analyzed using triangulation method. The results showed that the level of students probabilistic thinking before obtaining a teaching opportunity at the level of subjective and transitional. After the students’ learning level probabilistic thinking is changing. Based on the results of research there are some students who have in 8th grade level probabilistic thinking numerically highest of levels. Level of students’ probabilistic thinking can be used as a reference to make a learning material and strategy.

Probabilistic simulation of uncertainties in composite uniaxial strengths

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Stock, T. A.

1990-01-01

Probabilistic composite micromechanics methods are developed that simulate uncertainties in unidirectional fiber composite strengths. These methods are in the form of computational procedures using composite mechanics with Monte Carlo simulation. The variables for which uncertainties are accounted include constituent strengths and their respective scatter. A graphite/epoxy unidirectional composite (ply) is studied to illustrate the procedure and its effectiveness to formally estimate the probable scatter in the composite uniaxial strengths. The results show that ply longitudinal tensile and compressive, transverse compressive and intralaminar shear strengths are not sensitive to single fiber anomalies (breaks, intergacial disbonds, matrix microcracks); however, the ply transverse tensile strength is.

Quantification and propagation of disciplinary uncertainty via Bayesian statistics

NASA Astrophysics Data System (ADS)

Mantis, George Constantine

2002-08-01

Several needs exist in the military, commercial, and civil sectors for new hypersonic systems. These needs remain unfulfilled, due in part to the uncertainty encountered in designing these systems. This uncertainty takes a number of forms, including disciplinary uncertainty, that which is inherent in the analytical tools utilized during the design process. Yet, few efforts to date empower the designer with the means to account for this uncertainty within the disciplinary analyses. In the current state-of-the-art in design, the effects of this unquantifiable uncertainty significantly increase the risks associated with new design efforts. Typically, the risk proves too great to allow a given design to proceed beyond the conceptual stage. To that end, the research encompasses the formulation and validation of a new design method, a systematic process for probabilistically assessing the impact of disciplinary uncertainty. The method implements Bayesian Statistics theory to quantify this source of uncertainty, and propagate its effects to the vehicle system level. Comparison of analytical and physical data for existing systems, modeled a priori in the given analysis tools, leads to quantification of uncertainty in those tools' calculation of discipline-level metrics. Then, after exploration of the new vehicle's design space, the quantified uncertainty is propagated probabilistically through the design space. This ultimately results in the assessment of the impact of disciplinary uncertainty on the confidence in the design solution: the final shape and variability of the probability functions defining the vehicle's system-level metrics. Although motivated by the hypersonic regime, the proposed treatment of uncertainty applies to any class of aerospace vehicle, just as the problem itself affects the design process of any vehicle. A number of computer programs comprise the environment constructed for the implementation of this work. Application to a single-stage-to-orbit (SSTO) reusable launch vehicle concept, developed by the NASA Langley Research Center under the Space Launch Initiative, provides the validation case for this work, with the focus placed on economics, aerothermodynamics, propulsion, and structures metrics. (Abstract shortened by UMI.)

Bayesian probabilistic population projections for all countries.

PubMed

Raftery, Adrian E; Li, Nan; Ševčíková, Hana; Gerland, Patrick; Heilig, Gerhard K

2012-08-28

Projections of countries' future populations, broken down by age and sex, are widely used for planning and research. They are mostly done deterministically, but there is a widespread need for probabilistic projections. We propose a bayesian method for probabilistic population projections for all countries. The total fertility rate and female and male life expectancies at birth are projected probabilistically using bayesian hierarchical models estimated via Markov chain Monte Carlo using United Nations population data for all countries. These are then converted to age-specific rates and combined with a cohort component projection model. This yields probabilistic projections of any population quantity of interest. The method is illustrated for five countries of different demographic stages, continents and sizes. The method is validated by an out of sample experiment in which data from 1950-1990 are used for estimation, and applied to predict 1990-2010. The method appears reasonably accurate and well calibrated for this period. The results suggest that the current United Nations high and low variants greatly underestimate uncertainty about the number of oldest old from about 2050 and that they underestimate uncertainty for high fertility countries and overstate uncertainty for countries that have completed the demographic transition and whose fertility has started to recover towards replacement level, mostly in Europe. The results also indicate that the potential support ratio (persons aged 20-64 per person aged 65+) will almost certainly decline dramatically in most countries over the coming decades.

Multi-parametric variational data assimilation for hydrological forecasting

NASA Astrophysics Data System (ADS)

Alvarado-Montero, R.; Schwanenberg, D.; Krahe, P.; Helmke, P.; Klein, B.

2017-12-01

Ensemble forecasting is increasingly applied in flow forecasting systems to provide users with a better understanding of forecast uncertainty and consequently to take better-informed decisions. A common practice in probabilistic streamflow forecasting is to force deterministic hydrological model with an ensemble of numerical weather predictions. This approach aims at the representation of meteorological uncertainty but neglects uncertainty of the hydrological model as well as its initial conditions. Complementary approaches use probabilistic data assimilation techniques to receive a variety of initial states or represent model uncertainty by model pools instead of single deterministic models. This paper introduces a novel approach that extends a variational data assimilation based on Moving Horizon Estimation to enable the assimilation of observations into multi-parametric model pools. It results in a probabilistic estimate of initial model states that takes into account the parametric model uncertainty in the data assimilation. The assimilation technique is applied to the uppermost area of River Main in Germany. We use different parametric pools, each of them with five parameter sets, to assimilate streamflow data, as well as remotely sensed data from the H-SAF project. We assess the impact of the assimilation in the lead time performance of perfect forecasts (i.e. observed data as forcing variables) as well as deterministic and probabilistic forecasts from ECMWF. The multi-parametric assimilation shows an improvement of up to 23% for CRPS performance and approximately 20% in Brier Skill Scores with respect to the deterministic approach. It also improves the skill of the forecast in terms of rank histogram and produces a narrower ensemble spread.

An Integrated Probabilistic-Fuzzy Assessment of Uncertainty Associated with Human Health Risk to MSW Landfill Leachate Contamination

NASA Astrophysics Data System (ADS)

Mishra, H.; Karmakar, S.; Kumar, R.

2016-12-01

Risk assessment will not remain simple when it involves multiple uncertain variables. Uncertainties in risk assessment majorly results from (1) the lack of knowledge of input variable (mostly random), and (2) data obtained from expert judgment or subjective interpretation of available information (non-random). An integrated probabilistic-fuzzy health risk approach has been proposed for simultaneous treatment of random and non-random uncertainties associated with input parameters of health risk model. The LandSim 2.5, a landfill simulator, has been used to simulate the Turbhe landfill (Navi Mumbai, India) activities for various time horizons. Further the LandSim simulated six heavy metals concentration in ground water have been used in the health risk model. The water intake, exposure duration, exposure frequency, bioavailability and average time are treated as fuzzy variables, while the heavy metals concentration and body weight are considered as probabilistic variables. Identical alpha-cut and reliability level are considered for fuzzy and probabilistic variables respectively and further, uncertainty in non-carcinogenic human health risk is estimated using ten thousand Monte-Carlo simulations (MCS). This is the first effort in which all the health risk variables have been considered as non-deterministic for the estimation of uncertainty in risk output. The non-exceedance probability of Hazard Index (HI), summation of hazard quotients, of heavy metals of Co, Cu, Mn, Ni, Zn and Fe for male and female population have been quantified and found to be high (HI>1) for all the considered time horizon, which evidently shows possibility of adverse health effects on the population residing near Turbhe landfill.

Probabilistic short-term volcanic hazard in phases of unrest: A case study for tephra fallout

NASA Astrophysics Data System (ADS)

Selva, Jacopo; Costa, Antonio; Sandri, Laura; Macedonio, Giovanni; Marzocchi, Warner

2014-12-01

During volcanic crises, volcanologists estimate the impact of possible imminent eruptions usually through deterministic modeling of the effects of one or a few preestablished scenarios. Despite such an approach may bring an important information to the decision makers, the sole use of deterministic scenarios does not allow scientists to properly take into consideration all uncertainties, and it cannot be used to assess quantitatively the risk because the latter unavoidably requires a probabilistic approach. We present a model based on the concept of Bayesian event tree (hereinafter named BET_VH_ST, standing for Bayesian event tree for short-term volcanic hazard), for short-term near-real-time probabilistic volcanic hazard analysis formulated for any potential hazardous phenomenon accompanying an eruption. The specific goal of BET_VH_ST is to produce a quantitative assessment of the probability of exceedance of any potential level of intensity for a given volcanic hazard due to eruptions within restricted time windows (hours to days) in any area surrounding the volcano, accounting for all natural and epistemic uncertainties. BET_VH_ST properly assesses the conditional probability at each level of the event tree accounting for any relevant information derived from the monitoring system, theoretical models, and the past history of the volcano, propagating any relevant epistemic uncertainty underlying these assessments. As an application example of the model, we apply BET_VH_ST to assess short-term volcanic hazard related to tephra loading during Major Emergency Simulation Exercise, a major exercise at Mount Vesuvius that took place from 19 to 23 October 2006, consisting in a blind simulation of Vesuvius reactivation, from the early warning phase up to the final eruption, including the evacuation of a sample of about 2000 people from the area at risk. The results show that BET_VH_ST is able to produce short-term forecasts of the impact of tephra fall during a rapidly evolving crisis, accurately accounting for and propagating all uncertainties and enabling rational decision making under uncertainty.

Estimating uncertainties in complex joint inverse problems

NASA Astrophysics Data System (ADS)

Afonso, Juan Carlos

2016-04-01

Sources of uncertainty affecting geophysical inversions can be classified either as reflective (i.e. the practitioner is aware of her/his ignorance) or non-reflective (i.e. the practitioner does not know that she/he does not know!). Although we should be always conscious of the latter, the former are the ones that, in principle, can be estimated either empirically (by making measurements or collecting data) or subjectively (based on the experience of the researchers). For complex parameter estimation problems in geophysics, subjective estimation of uncertainty is the most common type. In this context, probabilistic (aka Bayesian) methods are commonly claimed to offer a natural and realistic platform from which to estimate model uncertainties. This is because in the Bayesian approach, errors (whatever their nature) can be naturally included as part of the global statistical model, the solution of which represents the actual solution to the inverse problem. However, although we agree that probabilistic inversion methods are the most powerful tool for uncertainty estimation, the common claim that they produce "realistic" or "representative" uncertainties is not always justified. Typically, ALL UNCERTAINTY ESTIMATES ARE MODEL DEPENDENT, and therefore, besides a thorough characterization of experimental uncertainties, particular care must be paid to the uncertainty arising from model errors and input uncertainties. We recall here two quotes by G. Box and M. Gunzburger, respectively, of special significance for inversion practitioners and for this session: "…all models are wrong, but some are useful" and "computational results are believed by no one, except the person who wrote the code". In this presentation I will discuss and present examples of some problems associated with the estimation and quantification of uncertainties in complex multi-observable probabilistic inversions, and how to address them. Although the emphasis will be on sources of uncertainty related to the forward and statistical models, I will also address other uncertainties associated with data and uncertainty propagation.

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses

PubMed Central

Wong, Tony E.; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections. PMID:29287095

The impact of personalized probabilistic wall thickness models on peak wall stress in abdominal aortic aneurysms.

PubMed

Biehler, J; Wall, W A

2018-02-01

If computational models are ever to be used in high-stakes decision making in clinical practice, the use of personalized models and predictive simulation techniques is a must. This entails rigorous quantification of uncertainties as well as harnessing available patient-specific data to the greatest extent possible. Although researchers are beginning to realize that taking uncertainty in model input parameters into account is a necessity, the predominantly used probabilistic description for these uncertain parameters is based on elementary random variable models. In this work, we set out for a comparison of different probabilistic models for uncertain input parameters using the example of an uncertain wall thickness in finite element models of abdominal aortic aneurysms. We provide the first comparison between a random variable and a random field model for the aortic wall and investigate the impact on the probability distribution of the computed peak wall stress. Moreover, we show that the uncertainty about the prevailing peak wall stress can be reduced if noninvasively available, patient-specific data are harnessed for the construction of the probabilistic wall thickness model. Copyright © 2017 John Wiley & Sons, Ltd.

Non-Deterministic Dynamic Instability of Composite Shells

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Abumeri, Galib H.

2004-01-01

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics, and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties, in that order.

Probabilistic graphs as a conceptual and computational tool in hydrology and water management

NASA Astrophysics Data System (ADS)

Schoups, Gerrit

2014-05-01

Originally developed in the fields of machine learning and artificial intelligence, probabilistic graphs constitute a general framework for modeling complex systems in the presence of uncertainty. The framework consists of three components: 1. Representation of the model as a graph (or network), with nodes depicting random variables in the model (e.g. parameters, states, etc), which are joined together by factors. Factors are local probabilistic or deterministic relations between subsets of variables, which, when multiplied together, yield the joint distribution over all variables. 2. Consistent use of probability theory for quantifying uncertainty, relying on basic rules of probability for assimilating data into the model and expressing unknown variables as a function of observations (via the posterior distribution). 3. Efficient, distributed approximation of the posterior distribution using general-purpose algorithms that exploit model structure encoded in the graph. These attributes make probabilistic graphs potentially useful as a conceptual and computational tool in hydrology and water management (and beyond). Conceptually, they can provide a common framework for existing and new probabilistic modeling approaches (e.g. by drawing inspiration from other fields of application), while computationally they can make probabilistic inference feasible in larger hydrological models. The presentation explores, via examples, some of these benefits.

Communicating uncertainty in hydrological forecasts: mission impossible?

NASA Astrophysics Data System (ADS)

Ramos, Maria-Helena; Mathevet, Thibault; Thielen, Jutta; Pappenberger, Florian

2010-05-01

Cascading uncertainty in meteo-hydrological modelling chains for forecasting and integrated flood risk assessment is an essential step to improve the quality of hydrological forecasts. Although the best methodology to quantify the total predictive uncertainty in hydrology is still debated, there is a common agreement that one must avoid uncertainty misrepresentation and miscommunication, as well as misinterpretation of information by users. Several recent studies point out that uncertainty, when properly explained and defined, is no longer unwelcome among emergence response organizations, users of flood risk information and the general public. However, efficient communication of uncertain hydro-meteorological forecasts is far from being a resolved issue. This study focuses on the interpretation and communication of uncertain hydrological forecasts based on (uncertain) meteorological forecasts and (uncertain) rainfall-runoff modelling approaches to decision-makers such as operational hydrologists and water managers in charge of flood warning and scenario-based reservoir operation. An overview of the typical flow of uncertainties and risk-based decisions in hydrological forecasting systems is presented. The challenges related to the extraction of meaningful information from probabilistic forecasts and the test of its usefulness in assisting operational flood forecasting are illustrated with the help of two case-studies: 1) a study on the use and communication of probabilistic flood forecasting within the European Flood Alert System; 2) a case-study on the use of probabilistic forecasts by operational forecasters from the hydroelectricity company EDF in France. These examples show that attention must be paid to initiatives that promote or reinforce the active participation of expert forecasters in the forecasting chain. The practice of face-to-face forecast briefings, focusing on sharing how forecasters interpret, describe and perceive the model output forecasted scenarios, is essential. We believe that the efficient communication of uncertainty in hydro-meteorological forecasts is not a mission impossible. Questions remaining unanswered in probabilistic hydrological forecasting should not neutralize the goal of such a mission, and the suspense kept should instead act as a catalyst for overcoming the remaining challenges.

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.

An integrated modeling approach to support management decisions of coupled groundwater-agricultural systems under multiple uncertainties

NASA Astrophysics Data System (ADS)

Hagos Subagadis, Yohannes; Schütze, Niels; Grundmann, Jens

2015-04-01

The planning and implementation of effective water resources management strategies need an assessment of multiple (physical, environmental, and socio-economic) issues, and often requires new research in which knowledge of diverse disciplines are combined in a unified methodological and operational frameworks. Such integrative research to link different knowledge domains faces several practical challenges. Such complexities are further compounded by multiple actors frequently with conflicting interests and multiple uncertainties about the consequences of potential management decisions. A fuzzy-stochastic multiple criteria decision analysis tool was developed in this study to systematically quantify both probabilistic and fuzzy uncertainties associated with complex hydrosystems management. It integrated physical process-based models, fuzzy logic, expert involvement and stochastic simulation within a general framework. Subsequently, the proposed new approach is applied to a water-scarce coastal arid region water management problem in northern Oman, where saltwater intrusion into a coastal aquifer due to excessive groundwater extraction for irrigated agriculture has affected the aquifer sustainability, endangering associated socio-economic conditions as well as traditional social structure. Results from the developed method have provided key decision alternatives which can serve as a platform for negotiation and further exploration. In addition, this approach has enabled to systematically quantify both probabilistic and fuzzy uncertainties associated with the decision problem. Sensitivity analysis applied within the developed tool has shown that the decision makers' risk aversion and risk taking attitude may yield in different ranking of decision alternatives. The developed approach can be applied to address the complexities and uncertainties inherent in water resources systems to support management decisions, while serving as a platform for stakeholder participation.

Assessing uncertainties in global cropland futures using a conditional probabilistic modelling framework

NASA Astrophysics Data System (ADS)

Engström, Kerstin; Olin, Stefan; Rounsevell, Mark D. A.; Brogaard, Sara; van Vuuren, Detlef P.; Alexander, Peter; Murray-Rust, Dave; Arneth, Almut

2016-11-01

We present a modelling framework to simulate probabilistic futures of global cropland areas that are conditional on the SSP (shared socio-economic pathway) scenarios. Simulations are based on the Parsimonious Land Use Model (PLUM) linked with the global dynamic vegetation model LPJ-GUESS (Lund-Potsdam-Jena General Ecosystem Simulator) using socio-economic data from the SSPs and climate data from the RCPs (representative concentration pathways). The simulated range of global cropland is 893-2380 Mha in 2100 (± 1 standard deviation), with the main uncertainties arising from differences in the socio-economic conditions prescribed by the SSP scenarios and the assumptions that underpin the translation of qualitative SSP storylines into quantitative model input parameters. Uncertainties in the assumptions for population growth, technological change and cropland degradation were found to be the most important for global cropland, while uncertainty in food consumption had less influence on the results. The uncertainties arising from climate variability and the differences between climate change scenarios do not strongly affect the range of global cropland futures. Some overlap occurred across all of the conditional probabilistic futures, except for those based on SSP3. We conclude that completely different socio-economic and climate change futures, although sharing low to medium population development, can result in very similar cropland areas on the aggregated global scale.

The Challenges of Credible Thermal Protection System Reliability Quantification

NASA Technical Reports Server (NTRS)

Green, Lawrence L.

2013-01-01

The paper discusses several of the challenges associated with developing a credible reliability estimate for a human-rated crew capsule thermal protection system. The process of developing such a credible estimate is subject to the quantification, modeling and propagation of numerous uncertainties within a probabilistic analysis. The development of specific investment recommendations, to improve the reliability prediction, among various potential testing and programmatic options is then accomplished through Bayesian analysis.

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.

Expert judgement and uncertainty quantification for climate change

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

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.

Assessing Uncertainties in Surface Water Security: A Probabilistic Multi-model Resampling approach

NASA Astrophysics Data System (ADS)

Rodrigues, D. B. B.

2015-12-01

Various uncertainties are involved in the representation of processes that characterize interactions between societal needs, ecosystem functioning, and hydrological conditions. Here, we develop an empirical uncertainty assessment of water security indicators that characterize scarcity and vulnerability, based on a multi-model and resampling framework. We consider several uncertainty sources including those related to: i) observed streamflow data; ii) hydrological model structure; iii) residual analysis; iv) the definition of Environmental Flow Requirement method; v) the definition of critical conditions for water provision; and vi) the critical demand imposed by human activities. We estimate the overall uncertainty coming from the hydrological model by means of a residual bootstrap resampling approach, and by uncertainty propagation through different methodological arrangements applied to a 291 km² agricultural basin within the Cantareira water supply system in Brazil. Together, the two-component hydrograph residual analysis and the block bootstrap resampling approach result in a more accurate and precise estimate of the uncertainty (95% confidence intervals) in the simulated time series. We then compare the uncertainty estimates associated with water security indicators using a multi-model framework and provided by each model uncertainty estimation approach. The method is general and can be easily extended forming the basis for meaningful support to end-users facing water resource challenges by enabling them to incorporate a viable uncertainty analysis into a robust decision making process.

Quantification of uncertainties in the performance of smart composite structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1993-01-01

A composite wing with spars, bulkheads, and built-in control devices is evaluated using a method for the probabilistic assessment of smart composite structures. Structural responses (such as change in angle of attack, vertical displacements, and stresses in regular plies with traditional materials and in control plies with mixed traditional and actuation materials) are probabilistically assessed to quantify their respective scatter. Probabilistic sensitivity factors are computed to identify those parameters that have a significant influence on a specific structural response. Results show that the uncertainties in the responses of smart composite structures can be quantified. Responses such as structural deformation, ply stresses, frequencies, and buckling loads in the presence of defects can be reliably controlled to satisfy specified design requirements.

Probabilistic location estimation of acoustic emission sources in isotropic plates with one sensor

NASA Astrophysics Data System (ADS)

Ebrahimkhanlou, Arvin; Salamone, Salvatore

2017-04-01

This paper presents a probabilistic acoustic emission (AE) source localization algorithm for isotropic plate structures. The proposed algorithm requires only one sensor and uniformly monitors the entire area of such plates without any blind zones. In addition, it takes a probabilistic approach and quantifies localization uncertainties. The algorithm combines a modal acoustic emission (MAE) and a reflection-based technique to obtain information pertaining to the location of AE sources. To estimate confidence contours for the location of sources, uncertainties are quantified and propagated through the two techniques. The approach was validated using standard pencil lead break (PLB) tests on an Aluminum plate. The results demonstrate that the proposed source localization algorithm successfully estimates confidence contours for the location of AE sources.

Quantification of uncertainty in photon source spot size inference during laser-driven radiography experiments at TRIDENT

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

Tobias, Benjamin John; Palaniyappan, Sasikumar; Gautier, Donald Cort

Images of the R2DTO resolution target were obtained during laser-driven-radiography experiments performed at the TRIDENT laser facility, and analysis of these images using the Bayesian Inference Engine (BIE) determines a most probable full-width half maximum (FWHM) spot size of 78 μm. However, significant uncertainty prevails due to variation in the measured detector blur. Propagating this uncertainty in detector blur through the forward model results in an interval of probabilistic ambiguity spanning approximately 35-195 μm when the laser energy impinges on a thick (1 mm) tantalum target. In other phases of the experiment, laser energy is deposited on a thin (~100more » nm) aluminum target placed 250 μm ahead of the tantalum converter. When the energetic electron beam is generated in this manner, upstream from the bremsstrahlung converter, the inferred spot size shifts to a range of much larger values, approximately 270-600 μm FWHM. This report discusses methods applied to obtain these intervals as well as concepts necessary for interpreting the result within a context of probabilistic quantitative inference.« less

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML)

PubMed Central

Lechevalier, D.; Ak, R.; Ferguson, M.; Law, K. H.; Lee, Y.-T. T.; Rachuri, S.

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain. PMID:29202125

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML).

PubMed

Park, J; Lechevalier, D; Ak, R; Ferguson, M; Law, K H; Lee, Y-T T; Rachuri, S

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain.

A global probabilistic tsunami hazard assessment from earthquake sources

USGS Publications Warehouse

Davies, Gareth; Griffin, Jonathan; Lovholt, Finn; Glimsdal, Sylfest; Harbitz, Carl; Thio, Hong Kie; Lorito, Stefano; Basili, Roberto; Selva, Jacopo; Geist, Eric L.; Baptista, Maria Ana

2017-01-01

Large tsunamis occur infrequently but have the capacity to cause enormous numbers of casualties, damage to the built environment and critical infrastructure, and economic losses. A sound understanding of tsunami hazard is required to underpin management of these risks, and while tsunami hazard assessments are typically conducted at regional or local scales, globally consistent assessments are required to support international disaster risk reduction efforts, and can serve as a reference for local and regional studies. This study presents a global-scale probabilistic tsunami hazard assessment (PTHA), extending previous global-scale assessments based largely on scenario analysis. Only earthquake sources are considered, as they represent about 80% of the recorded damaging tsunami events. Globally extensive estimates of tsunami run-up height are derived at various exceedance rates, and the associated uncertainties are quantified. Epistemic uncertainties in the exceedance rates of large earthquakes often lead to large uncertainties in tsunami run-up. Deviations between modelled tsunami run-up and event observations are quantified, and found to be larger than suggested in previous studies. Accounting for these deviations in PTHA is important, as it leads to a pronounced increase in predicted tsunami run-up for a given exceedance rate.

Probabilistic Risk Assessment to Inform Decision Making: Frequently Asked Questions

EPA Pesticide Factsheets

General concepts and principles of Probabilistic Risk Assessment (PRA), describe how PRA can improve the bases of Agency decisions, and provide illustrations of how PRA has been used in risk estimation and in describing the uncertainty in decision making.

Robust Control Design for Systems With Probabilistic Uncertainty

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.

2005-01-01

This paper presents a reliability- and robustness-based formulation for robust control synthesis for systems with probabilistic uncertainty. In a reliability-based formulation, the probability of violating design requirements prescribed by inequality constraints is minimized. In a robustness-based formulation, a metric which measures the tendency of a random variable/process to cluster close to a target scalar/function is minimized. A multi-objective optimization procedure, which combines stability and performance requirements in time and frequency domains, is used to search for robustly optimal compensators. Some of the fundamental differences between the proposed strategy and conventional robust control methods are: (i) unnecessary conservatism is eliminated since there is not need for convex supports, (ii) the most likely plants are favored during synthesis allowing for probabilistic robust optimality, (iii) the tradeoff between robust stability and robust performance can be explored numerically, (iv) the uncertainty set is closely related to parameters with clear physical meaning, and (v) compensators with improved robust characteristics for a given control structure can be synthesized.

Probabilistic accounting of uncertainty in forecasts of species distributions under climate change

USGS Publications Warehouse

Wenger, Seth J.; Som, Nicholas A.; Dauwalter, Daniel C.; Isaak, Daniel J.; Neville, Helen M.; Luce, Charles H.; Dunham, Jason B.; Young, Michael K.; Fausch, Kurt D.; Rieman, Bruce E.

2013-01-01

Forecasts of species distributions under future climates are inherently uncertain, but there have been few attempts to describe this uncertainty comprehensively in a probabilistic manner. We developed a Monte Carlo approach that accounts for uncertainty within generalized linear regression models (parameter uncertainty and residual error), uncertainty among competing models (model uncertainty), and uncertainty in future climate conditions (climate uncertainty) to produce site-specific frequency distributions of occurrence probabilities across a species’ range. We illustrated the method by forecasting suitable habitat for bull trout (Salvelinus confluentus) in the Interior Columbia River Basin, USA, under recent and projected 2040s and 2080s climate conditions. The 95% interval of total suitable habitat under recent conditions was estimated at 30.1–42.5 thousand km; this was predicted to decline to 0.5–7.9 thousand km by the 2080s. Projections for the 2080s showed that the great majority of stream segments would be unsuitable with high certainty, regardless of the climate data set or bull trout model employed. The largest contributor to uncertainty in total suitable habitat was climate uncertainty, followed by parameter uncertainty and model uncertainty. Our approach makes it possible to calculate a full distribution of possible outcomes for a species, and permits ready graphical display of uncertainty for individual locations and of total habitat.

Space system operations and support cost analysis using Markov chains

NASA Technical Reports Server (NTRS)

Unal, Resit; Dean, Edwin B.; Moore, Arlene A.; Fairbairn, Robert E.

1990-01-01

This paper evaluates the use of Markov chain process in probabilistic life cycle cost analysis and suggests further uses of the process as a design aid tool. A methodology is developed for estimating operations and support cost and expected life for reusable space transportation systems. Application of the methodology is demonstrated for the case of a hypothetical space transportation vehicle. A sensitivity analysis is carried out to explore the effects of uncertainty in key model inputs.

Assessment of Optimal Flexibility in Ensemble of Frequency Responsive Loads

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

Kundu, Soumya; Hansen, Jacob; Lian, Jianming

2018-04-19

Potential of electrical loads in providing grid ancillary services is often limited due to the uncertainties associated with the load behavior. A knowledge of the expected uncertainties with a load control program would invariably yield to better informed control policies, opening up the possibility of extracting the maximal load control potential without affecting grid operations. In the context of frequency responsive load control, a probabilistic uncertainty analysis framework is presented to quantify the expected error between the target and actual load response, under uncertainties in the load dynamics. A closed-form expression of an optimal demand flexibility, minimizing the expected errormore » in actual and committed flexibility, is provided. Analytical results are validated through Monte Carlo simulations of ensembles of electric water heaters.« less

Life prediction of different commercial dental implants as influence by uncertainties in their fatigue material properties and loading conditions.

PubMed

Pérez, M A

2012-12-01

Probabilistic analyses allow the effect of uncertainty in system parameters to be determined. In the literature, many researchers have investigated static loading effects on dental implants. However, the intrinsic variability and uncertainty of most of the main problem parameters are not accounted for. The objective of this research was to apply a probabilistic computational approach to predict the fatigue life of three different commercial dental implants considering the variability and uncertainty in their fatigue material properties and loading conditions. For one of the commercial dental implants, the influence of its diameter in the fatigue life performance was also studied. This stochastic technique was based on the combination of a probabilistic finite element method (PFEM) and a cumulative damage approach known as B-model. After 6 million of loading cycles, local failure probabilities of 0.3, 0.4 and 0.91 were predicted for the Lifecore, Avinent and GMI implants, respectively (diameter of 3.75mm). The influence of the diameter for the GMI implant was studied and the results predicted a local failure probability of 0.91 and 0.1 for the 3.75mm and 5mm, respectively. In all cases the highest failure probability was located at the upper screw-threads. Therefore, the probabilistic methodology proposed herein may be a useful tool for performing a qualitative comparison between different commercial dental implants. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Uncertainty Estimation in Tsunami Initial Condition From Rapid Bayesian Finite Fault Modeling

NASA Astrophysics Data System (ADS)

Benavente, R. F.; Dettmer, J.; Cummins, P. R.; Urrutia, A.; Cienfuegos, R.

2017-12-01

It is well known that kinematic rupture models for a given earthquake can present discrepancies even when similar datasets are employed in the inversion process. While quantifying this variability can be critical when making early estimates of the earthquake and triggered tsunami impact, "most likely models" are normally used for this purpose. In this work, we quantify the uncertainty of the tsunami initial condition for the great Illapel earthquake (Mw = 8.3, 2015, Chile). We focus on utilizing data and inversion methods that are suitable to rapid source characterization yet provide meaningful and robust results. Rupture models from teleseismic body and surface waves as well as W-phase are derived and accompanied by Bayesian uncertainty estimates from linearized inversion under positivity constraints. We show that robust and consistent features about the rupture kinematics appear when working within this probabilistic framework. Moreover, by using static dislocation theory, we translate the probabilistic slip distributions into seafloor deformation which we interpret as a tsunami initial condition. After considering uncertainty, our probabilistic seafloor deformation models obtained from different data types appear consistent with each other providing meaningful results. We also show that selecting just a single "representative" solution from the ensemble of initial conditions for tsunami propagation may lead to overestimating information content in the data. Our results suggest that rapid, probabilistic rupture models can play a significant role during emergency response by providing robust information about the extent of the disaster.

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.

Neural network modeling and an uncertainty analysis in Bayesian framework: A case study from the KTB borehole site

NASA Astrophysics Data System (ADS)

Maiti, Saumen; Tiwari, Ram Krishna

2010-10-01

A new probabilistic approach based on the concept of Bayesian neural network (BNN) learning theory is proposed for decoding litho-facies boundaries from well-log data. We show that how a multi-layer-perceptron neural network model can be employed in Bayesian framework to classify changes in litho-log successions. The method is then applied to the German Continental Deep Drilling Program (KTB) well-log data for classification and uncertainty estimation in the litho-facies boundaries. In this framework, a posteriori distribution of network parameter is estimated via the principle of Bayesian probabilistic theory, and an objective function is minimized following the scaled conjugate gradient optimization scheme. For the model development, we inflict a suitable criterion, which provides probabilistic information by emulating different combinations of synthetic data. Uncertainty in the relationship between the data and the model space is appropriately taken care by assuming a Gaussian a priori distribution of networks parameters (e.g., synaptic weights and biases). Prior to applying the new method to the real KTB data, we tested the proposed method on synthetic examples to examine the sensitivity of neural network hyperparameters in prediction. Within this framework, we examine stability and efficiency of this new probabilistic approach using different kinds of synthetic data assorted with different level of correlated noise. Our data analysis suggests that the designed network topology based on the Bayesian paradigm is steady up to nearly 40% correlated noise; however, adding more noise (˜50% or more) degrades the results. We perform uncertainty analyses on training, validation, and test data sets with and devoid of intrinsic noise by making the Gaussian approximation of the a posteriori distribution about the peak model. We present a standard deviation error-map at the network output corresponding to the three types of the litho-facies present over the entire litho-section of the KTB. The comparisons of maximum a posteriori geological sections constructed here, based on the maximum a posteriori probability distribution, with the available geological information and the existing geophysical findings suggest that the BNN results reveal some additional finer details in the KTB borehole data at certain depths, which appears to be of some geological significance. We also demonstrate that the proposed BNN approach is superior to the conventional artificial neural network in terms of both avoiding "over-fitting" and aiding uncertainty estimation, which are vital for meaningful interpretation of geophysical records. Our analyses demonstrate that the BNN-based approach renders a robust means for the classification of complex changes in the litho-facies successions and thus could provide a useful guide for understanding the crustal inhomogeneity and the structural discontinuity in many other tectonically complex regions.

Global sensitivity analysis, probabilistic calibration, and predictive assessment for the data assimilation linked ecosystem carbon model

DOE PAGES

Safta, C.; Ricciuto, Daniel M.; Sargsyan, Khachik; ...

2015-07-01

In this paper we propose a probabilistic framework for an uncertainty quantification (UQ) study of a carbon cycle model and focus on the comparison between steady-state and transient simulation setups. A global sensitivity analysis (GSA) study indicates the parameters and parameter couplings that are important at different times of the year for quantities of interest (QoIs) obtained with the data assimilation linked ecosystem carbon (DALEC) model. We then employ a Bayesian approach and a statistical model error term to calibrate the parameters of DALEC using net ecosystem exchange (NEE) observations at the Harvard Forest site. The calibration results are employedmore » in the second part of the paper to assess the predictive skill of the model via posterior predictive checks.« less

Aircraft Conflict Analysis and Real-Time Conflict Probing Using Probabilistic Trajectory Modeling

NASA Technical Reports Server (NTRS)

Yang, Lee C.; Kuchar, James K.

2000-01-01

Methods for maintaining separation between aircraft in the current airspace system have been built from a foundation of structured routes and evolved procedures. However, as the airspace becomes more congested and the chance of failures or operational error become more problematic, automated conflict alerting systems have been proposed to help provide decision support and to serve as traffic monitoring aids. The problem of conflict detection and resolution has been tackled from a number of different ways, but in this thesis, it is recast as a problem of prediction in the presence of uncertainties. Much of the focus is concentrated on the errors and uncertainties from the working trajectory model used to estimate future aircraft positions. The more accurate the prediction, the more likely an ideal (no false alarms, no missed detections) alerting system can be designed. Additional insights into the problem were brought forth by a review of current operational and developmental approaches found in the literature. An iterative, trial and error approach to threshold design was identified. When examined from a probabilistic perspective, the threshold parameters were found to be a surrogate to probabilistic performance measures. To overcome the limitations in the current iterative design method, a new direct approach is presented where the performance measures are directly computed and used to perform the alerting decisions. The methodology is shown to handle complex encounter situations (3-D, multi-aircraft, multi-intent, with uncertainties) with relative ease. Utilizing a Monte Carlo approach, a method was devised to perform the probabilistic computations in near realtime. Not only does this greatly increase the method's potential as an analytical tool, but it also opens up the possibility for use as a real-time conflict alerting probe. A prototype alerting logic was developed and has been utilized in several NASA Ames Research Center experimental studies.

Bayesian probabilistic population projections for all countries

PubMed Central

Raftery, Adrian E.; Li, Nan; Ševčíková, Hana; Gerland, Patrick; Heilig, Gerhard K.

2012-01-01

Projections of countries’ future populations, broken down by age and sex, are widely used for planning and research. They are mostly done deterministically, but there is a widespread need for probabilistic projections. We propose a Bayesian method for probabilistic population projections for all countries. The total fertility rate and female and male life expectancies at birth are projected probabilistically using Bayesian hierarchical models estimated via Markov chain Monte Carlo using United Nations population data for all countries. These are then converted to age-specific rates and combined with a cohort component projection model. This yields probabilistic projections of any population quantity of interest. The method is illustrated for five countries of different demographic stages, continents and sizes. The method is validated by an out of sample experiment in which data from 1950–1990 are used for estimation, and applied to predict 1990–2010. The method appears reasonably accurate and well calibrated for this period. The results suggest that the current United Nations high and low variants greatly underestimate uncertainty about the number of oldest old from about 2050 and that they underestimate uncertainty for high fertility countries and overstate uncertainty for countries that have completed the demographic transition and whose fertility has started to recover towards replacement level, mostly in Europe. The results also indicate that the potential support ratio (persons aged 20–64 per person aged 65+) will almost certainly decline dramatically in most countries over the coming decades. PMID:22908249

Probabilistic Simulation of Multi-Scale Composite Behavior

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2012-01-01

A methodology is developed to computationally assess the non-deterministic composite response at all composite scales (from micro to structural) due to the uncertainties in the constituent (fiber and matrix) properties, in the fabrication process and in structural variables (primitive variables). The methodology is computationally efficient for simulating the probability distributions of composite behavior, such as material properties, laminate and structural responses. Bi-products of the methodology are probabilistic sensitivities of the composite primitive variables. The methodology has been implemented into the computer codes PICAN (Probabilistic Integrated Composite ANalyzer) and IPACS (Integrated Probabilistic Assessment of Composite Structures). The accuracy and efficiency of this methodology are demonstrated by simulating the uncertainties in composite typical laminates and comparing the results with the Monte Carlo simulation method. Available experimental data of composite laminate behavior at all scales fall within the scatters predicted by PICAN. Multi-scaling is extended to simulate probabilistic thermo-mechanical fatigue and to simulate the probabilistic design of a composite redome in order to illustrate its versatility. Results show that probabilistic fatigue can be simulated for different temperature amplitudes and for different cyclic stress magnitudes. Results also show that laminate configurations can be selected to increase the redome reliability by several orders of magnitude without increasing the laminate thickness--a unique feature of structural composites. The old reference denotes that nothing fundamental has been done since that time.

Staged decision making based on probabilistic forecasting

NASA Astrophysics Data System (ADS)

Booister, Nikéh; Verkade, Jan; Werner, Micha; Cranston, Michael; Cumiskey, Lydia; Zevenbergen, Chris

2016-04-01

Flood forecasting systems reduce, but cannot eliminate uncertainty about the future. Probabilistic forecasts explicitly show that uncertainty remains. However, as - compared to deterministic forecasts - a dimension is added ('probability' or 'likelihood'), with this added dimension decision making is made slightly more complicated. A technique of decision support is the cost-loss approach, which defines whether or not to issue a warning or implement mitigation measures (risk-based method). With the cost-loss method a warning will be issued when the ratio of the response costs to the damage reduction is less than or equal to the probability of the possible flood event. This cost-loss method is not widely used, because it motivates based on only economic values and is a technique that is relatively static (no reasoning, yes/no decision). Nevertheless it has high potential to improve risk-based decision making based on probabilistic flood forecasting because there are no other methods known that deal with probabilities in decision making. The main aim of this research was to explore the ways of making decision making based on probabilities with the cost-loss method better applicable in practice. The exploration began by identifying other situations in which decisions were taken based on uncertain forecasts or predictions. These cases spanned a range of degrees of uncertainty: from known uncertainty to deep uncertainty. Based on the types of uncertainties, concepts of dealing with situations and responses were analysed and possible applicable concepts where chosen. Out of this analysis the concepts of flexibility and robustness appeared to be fitting to the existing method. Instead of taking big decisions with bigger consequences at once, the idea is that actions and decisions are cut-up into smaller pieces and finally the decision to implement is made based on economic costs of decisions and measures and the reduced effect of flooding. The more lead-time there is in flood event management, the more damage can be reduced. And with decisions based on probabilistic forecasts, partial decisions can be made earlier in time (with a lower probability) and can be scaled up or down later in time when there is more certainty; whether the event takes place or not. Partial decisions are often more cheap, or shorten the final mitigation-time at the moment when there is more certainty. The proposed method is tested on Stonehaven, on the Carron River in Scotland. Decisions to implement demountable defences in the town are currently made based on a very short lead-time due to the absence of certainty. Application showed that staged decision making is possible and gives the decision maker more time to respond to a situation. The decision maker is able to take a lower regret decision with higher uncertainty and less related negative consequences. Although it is not possible to quantify intangible effects, it is part of the analysis to reduce these effects. Above all, the proposed approach has shown to be a possible improvement in economic terms and opens up possibilities of more flexible and robust decision making.

Dynamic Cost Risk Assessment for Controlling the Cost of Naval Vessels

DTIC Science & Technology

2008-04-23

for each individual RRA at the start of the project are depicted in Figures 2a and 2b, respectively. The PDFs are multimodal and cannot be...underestimates cost. 7 Probabilistic cost analysis A physician metaphor Adapted from Yacov Y. Haimes, NPS 2007 8 Dynamic cost risk management A physician... metaphor Adapted from Yacov Y. Haimes, NPS 2007 9 Sources of cost uncertainty Macroscopic analysis Economic, Materials & Labor, Learning rates

Transient flow conditions in probabilistic wellhead protection: importance and ways to manage spatial and temporal uncertainty in capture zone delineation

NASA Astrophysics Data System (ADS)

Enzenhoefer, R.; Rodriguez-Pretelin, A.; Nowak, W.

2012-12-01

"From an engineering standpoint, the quantification of uncertainty is extremely important not only because it allows estimating risk but mostly because it allows taking optimal decisions in an uncertain framework" (Renard, 2007). The most common way to account for uncertainty in the field of subsurface hydrology and wellhead protection is to randomize spatial parameters, e.g. the log-hydraulic conductivity or porosity. This enables water managers to take robust decisions in delineating wellhead protection zones with rationally chosen safety margins in the spirit of probabilistic risk management. Probabilistic wellhead protection zones are commonly based on steady-state flow fields. However, several past studies showed that transient flow conditions may substantially influence the shape and extent of catchments. Therefore, we believe they should be accounted for in the probabilistic assessment and in the delineation process. The aim of our work is to show the significance of flow transients and to investigate the interplay between spatial uncertainty and flow transients in wellhead protection zone delineation. To this end, we advance our concept of probabilistic capture zone delineation (Enzenhoefer et al., 2012) that works with capture probabilities and other probabilistic criteria for delineation. The extended framework is able to evaluate the time fraction that any point on a map falls within a capture zone. In short, we separate capture probabilities into spatial/statistical and time-related frequencies. This will provide water managers additional information on how to manage a well catchment in the light of possible hazard conditions close to the capture boundary under uncertain and time-variable flow conditions. In order to save computational costs, we take advantage of super-positioned flow components with time-variable coefficients. We assume an instantaneous development of steady-state flow conditions after each temporal change in driving forces, following an idea by Festger and Walter, 2002. These quasi steady-state flow fields are cast into a geostatistical Monte Carlo framework to admit and evaluate the influence of parameter uncertainty on the delineation process. Furthermore, this framework enables conditioning on observed data with any conditioning scheme, such as rejection sampling, Ensemble Kalman Filters, etc. To further reduce the computational load, we use the reverse formulation of advective-dispersive transport. We simulate the reverse transport by particle tracking random walk in order to avoid numerical dispersion to account for well arrival times.

Uncertainty and probability for branching selves

NASA Astrophysics Data System (ADS)

Lewis, Peter J.

Everettian accounts of quantum mechanics entail that people branch; every possible result of a measurement actually occurs, and I have one successor for each result. Is there room for probability in such an account? The prima facie answer is no; there are no ontic chances here, and no ignorance about what will happen. But since any adequate quantum mechanical theory must make probabilistic predictions, much recent philosophical labor has gone into trying to construct an account of probability for branching selves. One popular strategy involves arguing that branching selves introduce a new kind of subjective uncertainty. I argue here that the variants of this strategy in the literature all fail, either because the uncertainty is spurious, or because it is in the wrong place to yield probabilistic predictions. I conclude that uncertainty cannot be the ground for probability in Everettian quantum mechanics.

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.

Analysis of mean seismic ground motion and its uncertainty based on the UCERF3 geologic slip rate model with uncertainty for California

USGS Publications Warehouse

Zeng, Yuehua

2018-01-01

The Uniform California Earthquake Rupture Forecast v.3 (UCERF3) model (Field et al., 2014) considers epistemic uncertainty in fault‐slip rate via the inclusion of multiple rate models based on geologic and/or geodetic data. However, these slip rates are commonly clustered about their mean value and do not reflect the broader distribution of possible rates and associated probabilities. Here, we consider both a double‐truncated 2σ Gaussian and a boxcar distribution of slip rates and use a Monte Carlo simulation to sample the entire range of the distribution for California fault‐slip rates. We compute the seismic hazard following the methodology and logic‐tree branch weights applied to the 2014 national seismic hazard model (NSHM) for the western U.S. region (Petersen et al., 2014, 2015). By applying a new approach developed in this study to the probabilistic seismic hazard analysis (PSHA) using precomputed rates of exceedance from each fault as a Green’s function, we reduce the computer time by about 10^5‐fold and apply it to the mean PSHA estimates with 1000 Monte Carlo samples of fault‐slip rates to compare with results calculated using only the mean or preferred slip rates. The difference in the mean probabilistic peak ground motion corresponding to a 2% in 50‐yr probability of exceedance is less than 1% on average over all of California for both the Gaussian and boxcar probability distributions for slip‐rate uncertainty but reaches about 18% in areas near faults compared with that calculated using the mean or preferred slip rates. The average uncertainties in 1σ peak ground‐motion level are 5.5% and 7.3% of the mean with the relative maximum uncertainties of 53% and 63% for the Gaussian and boxcar probability density function (PDF), respectively.

Risk assessment of turbine rotor failure using probabilistic ultrasonic non-destructive evaluations

NASA Astrophysics Data System (ADS)

Guan, Xuefei; Zhang, Jingdan; Zhou, S. Kevin; Rasselkorde, El Mahjoub; Abbasi, Waheed A.

2014-02-01

The study presents a method and application of risk assessment methodology for turbine rotor fatigue failure using probabilistic ultrasonic nondestructive evaluations. A rigorous probabilistic modeling for ultrasonic flaw sizing is developed by incorporating the model-assisted probability of detection, and the probability density function (PDF) of the actual flaw size is derived. Two general scenarios, namely the ultrasonic inspection with an identified flaw indication and the ultrasonic inspection without flaw indication, are considered in the derivation. To perform estimations for fatigue reliability and remaining useful life, uncertainties from ultrasonic flaw sizing and fatigue model parameters are systematically included and quantified. The model parameter PDF is estimated using Bayesian parameter estimation and actual fatigue testing data. The overall method is demonstrated using a realistic application of steam turbine rotor, and the risk analysis under given safety criteria is provided to support maintenance planning.

Bayesian analysis of rare events

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

Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into themore » probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.« less

Application of the CO2-PENS risk analysis tool to the Rock Springs Uplift, Wyoming

USGS Publications Warehouse

Stauffer, P.H.; Pawar, R.J.; Surdam, R.C.; Jiao, Z.; Deng, H.; Lettelier, B.C.; Viswanathan, H.S.; Sanzo, D.L.; Keating, G.N.

2011-01-01

We describe preliminary application of the CO2-PENS performance and risk analysis tool to a planned geologic CO2 sequestration demonstration project in the Rock Springs Uplift (RSU), located in south western Wyoming. We use data from the RSU to populate CO2-PENS, an evolving system-level modeling tool developed at Los Alamos National Laboratory. This tool has been designed to generate performance and risk assessment calculations for the geologic sequestration of carbon dioxide. Our approach follows Systems Analysis logic and includes estimates of uncertainty in model parameters and Monte-Carlo simulations that lead to probabilistic results. Probabilistic results provide decision makers with a range in the likelihood of different outcomes. Herein we present results from a newly implemented approach in CO 2-PENS that captures site-specific spatially coherent details such as topography on the reservoir/cap-rock interface, changes in saturation and pressure during injection, and dip on overlying aquifers that may be impacted by leakage upward through wellbores and faults. We present simulations of CO 2 injection under different uncertainty distributions for hypothetical leaking wells and faults. Although results are preliminary and to be used only for demonstration of the approach, future results of the risk analysis will form the basis for a discussion on methods to reduce uncertainty in the risk calculations. Additionally, we present ideas on using the model to help locate monitoring equipment to detect potential leaks. By maintaining site-specific details in the CO2-PENS analysis we provide a tool that allows more logical presentations to stakeholders in the region. ?? 2011 Published by Elsevier Ltd.

Crash Certification by Analysis - Are We There Yet?

NASA Technical Reports Server (NTRS)

Jackson, Karen E.; Fasanella, Edwin L.; Lyle, Karen H.

2006-01-01

This paper addresses the issue of crash certification by analysis. This broad topic encompasses many ancillary issues including model validation procedures, uncertainty in test data and analysis models, probabilistic techniques for test-analysis correlation, verification of the mathematical formulation, and establishment of appropriate qualification requirements. This paper will focus on certification requirements for crashworthiness of military helicopters; capabilities of the current analysis codes used for crash modeling and simulation, including some examples of simulations from the literature to illustrate the current approach to model validation; and future directions needed to achieve "crash certification by analysis."

Visualising probabilistic flood forecast information: expert preferences and perceptions of best practice in uncertainty communication

NASA Astrophysics Data System (ADS)

Pappenberger, F.; Stephens, E. M.; Thielen, J.; Salomon, P.; Demeritt, D.; van Andel, S.; Wetterhall, F.; Alfieri, L.

2011-12-01

The aim of this paper is to understand and to contribute to improved communication of the probabilistic flood forecasts generated by Hydrological Ensemble Prediction Systems (HEPS) with particular focus on the inter expert communication. Different users are likely to require different kinds of information from HEPS and thus different visualizations. The perceptions of this expert group are important both because they are the designers and primary users of existing HEPS. Nevertheless, they have sometimes resisted the release of uncertainty information to the general public because of doubts about whether it can be successfully communicated in ways that would be readily understood to non-experts. In this paper we explore the strengths and weaknesses of existing HEPS visualization methods and thereby formulate some wider recommendations about best practice for HEPS visualization and communication. We suggest that specific training on probabilistic forecasting would foster use of probabilistic forecasts with a wider range of applications. The result of a case study exercise showed that there is no overarching agreement between experts on how to display probabilistic forecasts and what they consider essential information that should accompany plots and diagrams. In this paper we propose a list of minimum properties that, if consistently displayed with probabilistic forecasts, would make the products more easily understandable.

Probabilistic Modeling of High-Temperature Material Properties of a 5-Harness 0/90 Sylramic Fiber/ CVI-SiC/ MI-SiC Woven Composite

NASA Technical Reports Server (NTRS)

Nagpal, Vinod K.; Tong, Michael; Murthy, P. L. N.; Mital, Subodh

1998-01-01

An integrated probabilistic approach has been developed to assess composites for high temperature applications. This approach was used to determine thermal and mechanical properties and their probabilistic distributions of a 5-harness 0/90 Sylramic fiber/CVI-SiC/Mi-SiC woven Ceramic Matrix Composite (CMC) at high temperatures. The purpose of developing this approach was to generate quantitative probabilistic information on this CMC to help complete the evaluation for its potential application for HSCT combustor liner. This approach quantified the influences of uncertainties inherent in constituent properties called primitive variables on selected key response variables of the CMC at 2200 F. The quantitative information is presented in the form of Cumulative Density Functions (CDFs). Probability Density Functions (PDFS) and primitive variable sensitivities on response. Results indicate that the scatters in response variables were reduced by 30-50% when the uncertainties in the primitive variables, which showed the most influence, were reduced by 50%.

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

NASA Astrophysics Data System (ADS)

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

2002-05-01

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

Reliability of a Parallel Pipe Network

NASA Technical Reports Server (NTRS)

Herrera, Edgar; Chamis, Christopher (Technical Monitor)

2001-01-01

The goal of this NASA-funded research is to advance research and education objectives in theoretical and computational probabilistic structural analysis, reliability, and life prediction methods for improved aerospace and aircraft propulsion system components. Reliability methods are used to quantify response uncertainties due to inherent uncertainties in design variables. In this report, several reliability methods are applied to a parallel pipe network. The observed responses are the head delivered by a main pump and the head values of two parallel lines at certain flow rates. The probability that the flow rates in the lines will be less than their specified minimums will be discussed.

Managing Uncertainty in Water Infrastructure Design Using Info-gap Robustness

NASA Astrophysics Data System (ADS)

Irias, X.; Cicala, D.

2013-12-01

Info-gap theory, a tool for managing deep uncertainty, can be of tremendous value for design of water systems in areas of high seismic risk. Maintaining reliable water service in those areas is subject to significant uncertainties including uncertainty of seismic loading, unknown seismic performance of infrastructure, uncertain costs of innovative seismic-resistant construction, unknown costs to repair seismic damage, unknown societal impacts from downtime, and more. Practically every major earthquake that strikes a population center reveals additional knowledge gaps. In situations of such deep uncertainty, info-gap can offer advantages over traditional approaches, whether deterministic approaches that use empirical safety factors to address the uncertainties involved, or probabilistic methods that attempt to characterize various stochastic properties and target a compromise between cost and reliability. The reason is that in situations of deep uncertainty, it may not be clear what safety factor would be reasonable, or even if any safety factor is sufficient to address the uncertainties, and we may lack data to characterize the situation probabilistically. Info-gap is a tool that recognizes up front that our best projection of the future may be wrong. Thus, rather than seeking a solution that is optimal for that projection, info-gap seeks a solution that works reasonably well for all plausible conditions. In other words, info-gap seeks solutions that are robust in the face of uncertainty. Info-gap has been used successfully across a wide range of disciplines including climate change science, project management, and structural design. EBMUD is currently using info-gap to help it gain insight into possible solutions for providing reliable water service to an island community within its service area. The island, containing about 75,000 customers, is particularly vulnerable to water supply disruption from earthquakes, since it has negligible water storage and is entirely dependent on four potentially fragile water transmission mains for its day-to-day water supply. Using info-gap analysis, EBMUD is evaluating competing strategies for providing water supply to the island, for example submarine pipelines versus tunnels. The analysis considers not only the likely or 'average' results for each strategy, but also the worst-case performance of each strategy under varying levels of uncertainty. This analysis is improving the quality of the planning process, since it can identify strategies that ensure minimal disruption of water supply following a major earthquake, even if the earthquake and resulting damage fail to conform to our expectations. Results to date are presented, including a discussion of how info-gap analysis complements existing tools for comparing alternative strategies, and how info-gap improves our ability to quantify our tolerance for uncertainty.

Maximizing Statistical Power When Verifying Probabilistic Forecasts of Hydrometeorological Events

NASA Astrophysics Data System (ADS)

DeChant, C. M.; Moradkhani, H.

2014-12-01

Hydrometeorological events (i.e. floods, droughts, precipitation) are increasingly being forecasted probabilistically, owing to the uncertainties in the underlying causes of the phenomenon. In these forecasts, the probability of the event, over some lead time, is estimated based on some model simulations or predictive indicators. By issuing probabilistic forecasts, agencies may communicate the uncertainty in the event occurring. Assuming that the assigned probability of the event is correct, which is referred to as a reliable forecast, the end user may perform some risk management based on the potential damages resulting from the event. Alternatively, an unreliable forecast may give false impressions of the actual risk, leading to improper decision making when protecting resources from extreme events. Due to this requisite for reliable forecasts to perform effective risk management, this study takes a renewed look at reliability assessment in event forecasts. Illustrative experiments will be presented, showing deficiencies in the commonly available approaches (Brier Score, Reliability Diagram). Overall, it is shown that the conventional reliability assessment techniques do not maximize the ability to distinguish between a reliable and unreliable forecast. In this regard, a theoretical formulation of the probabilistic event forecast verification framework will be presented. From this analysis, hypothesis testing with the Poisson-Binomial distribution is the most exact model available for the verification framework, and therefore maximizes one's ability to distinguish between a reliable and unreliable forecast. Application of this verification system was also examined within a real forecasting case study, highlighting the additional statistical power provided with the use of the Poisson-Binomial distribution.

Decerns: A framework for multi-criteria decision analysis

DOE PAGES

Yatsalo, Boris; Didenko, Vladimir; Gritsyuk, Sergey; ...

2015-02-27

A new framework, Decerns, for multicriteria decision analysis (MCDA) of a wide range of practical problems on risk management is introduced. Decerns framework contains a library of modules that are the basis for two scalable systems: DecernsMCDA for analysis of multicriteria problems, and DecernsSDSS for multicriteria analysis of spatial options. DecernsMCDA includes well known MCDA methods and original methods for uncertainty treatment based on probabilistic approaches and fuzzy numbers. As a result, these MCDA methods are described along with a case study on analysis of multicriteria location problem.

Cost-utility analysis of screening for diabetic retinopathy in Japan: a probabilistic Markov modeling study.

PubMed

Kawasaki, Ryo; Akune, Yoko; Hiratsuka, Yoshimune; Fukuhara, Shunichi; Yamada, Masakazu

2015-02-01

To evaluate the cost-effectiveness for a screening interval longer than 1 year detecting diabetic retinopathy (DR) through the estimation of incremental costs per quality-adjusted life year (QALY) based on the best available clinical data in Japan. A Markov model with a probabilistic cohort analysis was framed to calculate incremental costs per QALY gained by implementing a screening program detecting DR in Japan. A 1-year cycle length and population size of 50,000 with a 50-year time horizon (age 40-90 years) was used. Best available clinical data from publications and national surveillance data was used, and a model was designed including current diagnosis and management of DR with corresponding visual outcomes. One-way and probabilistic sensitivity analyses were performed considering uncertainties in the parameters. In the base-case analysis, the strategy with a screening program resulted in an incremental cost of 5,147 Japanese yen (¥; US$64.6) and incremental effectiveness of 0.0054 QALYs per person screened. The incremental cost-effectiveness ratio was ¥944,981 (US$11,857) per QALY. The simulation suggested that screening would result in a significant reduction in blindness in people aged 40 years or over (-16%). Sensitivity analyses suggested that in order to achieve both reductions in blindness and cost-effectiveness in Japan, the screening program should screen those aged 53-84 years, at intervals of 3 years or less. An eye screening program in Japan would be cost-effective in detecting DR and preventing blindness from DR, even allowing for the uncertainties in estimates of costs, utility, and current management of DR.

Incremental dynamical downscaling for probabilistic analysis based on multiple GCM projections

NASA Astrophysics Data System (ADS)

Wakazuki, Y.

2015-12-01

A dynamical downscaling method for probabilistic regional scale climate change projections was developed to cover an uncertainty of multiple general circulation model (GCM) climate simulations. The climatological increments (future minus present climate states) estimated by GCM simulation results were statistically analyzed using the singular vector decomposition. Both positive and negative perturbations from the ensemble mean with the magnitudes of their standard deviations were extracted and were added to the ensemble mean of the climatological increments. The analyzed multiple modal increments were utilized to create multiple modal lateral boundary conditions for the future climate regional climate model (RCM) simulations by adding to an objective analysis data. This data handling is regarded to be an advanced method of the pseudo-global-warming (PGW) method previously developed by Kimura and Kitoh (2007). The incremental handling for GCM simulations realized approximated probabilistic climate change projections with the smaller number of RCM simulations. Three values of a climatological variable simulated by RCMs for a mode were used to estimate the response to the perturbation of the mode. For the probabilistic analysis, climatological variables of RCMs were assumed to show linear response to the multiple modal perturbations, although the non-linearity was seen for local scale rainfall. Probability of temperature was able to be estimated within two modes perturbation simulations, where the number of RCM simulations for the future climate is five. On the other hand, local scale rainfalls needed four modes simulations, where the number of the RCM simulations is nine. The probabilistic method is expected to be used for regional scale climate change impact assessment in the future.

Reliability, Risk and Cost Trade-Offs for Composite Designs

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Singhal, Surendra N.; Chamis, Christos C.

1996-01-01

Risk and cost trade-offs have been simulated using a probabilistic method. The probabilistic method accounts for all naturally-occurring uncertainties including those in constituent material properties, fabrication variables, structure geometry and loading conditions. The probability density function of first buckling load for a set of uncertain variables is computed. The probabilistic sensitivity factors of uncertain variables to the first buckling load is calculated. The reliability-based cost for a composite fuselage panel is defined and minimized with respect to requisite design parameters. The optimization is achieved by solving a system of nonlinear algebraic equations whose coefficients are functions of probabilistic sensitivity factors. With optimum design parameters such as the mean and coefficient of variation (representing range of scatter) of uncertain variables, the most efficient and economical manufacturing procedure can be selected. In this paper, optimum values of the requisite design parameters for a predetermined cost due to failure occurrence are computationally determined. The results for the fuselage panel analysis show that the higher the cost due to failure occurrence, the smaller the optimum coefficient of variation of fiber modulus (design parameter) in longitudinal direction.

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

Ramuhalli, Pradeep; Hirt, Evelyn H.; Veeramany, Arun

This research report summaries the development and evaluation of a prototypic enhanced risk monitor (ERM) methodology (framework) that includes alternative risk metrics and uncertainty analysis. This updated ERM methodology accounts for uncertainty in the equipment condition assessment (ECA), the prognostic result, and the probabilistic risk assessment (PRA) model. It is anticipated that the ability to characterize uncertainty in the estimated risk and update the risk estimates in real time based on equipment condition assessment (ECA) will provide a mechanism for optimizing plant performance while staying within specified safety margins. These results (based on impacting active component O&M using real-time equipmentmore » condition information) are a step towards ERMs that, if integrated with AR supervisory plant control systems, can help control O&M costs and improve affordability of advanced reactors.« less

A Bottom-up Vulnerability Analysis of Water Systems with Decentralized Decision Making and Demographic Shifts- the Case of Jordan.

NASA Astrophysics Data System (ADS)

Lachaut, T.; Yoon, J.; Klassert, C. J. A.; Talozi, S.; Mustafa, D.; Knox, S.; Selby, P. D.; Haddad, Y.; Gorelick, S.; Tilmant, A.

2016-12-01

Probabilistic approaches to uncertainty in water systems management can face challenges of several types: non stationary climate, sudden shocks such as conflict-driven migrations, or the internal complexity and dynamics of large systems. There has been a rising trend in the development of bottom-up methods that place focus on the decision side instead of probability distributions and climate scenarios. These approaches are based on defining acceptability thresholds for the decision makers and considering the entire range of possibilities over which such thresholds are crossed. We aim at improving the knowledge on the applicability and relevance of this approach by enlarging its scope beyond climate uncertainty and single decision makers; thus including demographic shifts, internal system dynamics, and multiple stakeholders at different scales. This vulnerability analysis is part of the Jordan Water Project and makes use of an ambitious multi-agent model developed by its teams with the extensive cooperation of the Ministry of Water and Irrigation of Jordan. The case of Jordan is a relevant example for migration spikes, rapid social changes, resource depletion and climate change impacts. The multi-agent modeling framework used provides a consistent structure to assess the vulnerability of complex water resources systems with distributed acceptability thresholds and stakeholder interaction. A proof of concept and preliminary results are presented for a non-probabilistic vulnerability analysis that involves different types of stakeholders, uncertainties other than climatic and the integration of threshold-based indicators. For each stakeholder (agent) a vulnerability matrix is constructed over a multi-dimensional domain, which includes various hydrologic and/or demographic variables.

Probabilistic Scenario-based Seismic Risk Analysis for Critical Infrastructures Method and Application for a Nuclear Power Plant

NASA Astrophysics Data System (ADS)

Klügel, J.

2006-12-01

Deterministic scenario-based seismic hazard analysis has a long tradition in earthquake engineering for developing the design basis of critical infrastructures like dams, transport infrastructures, chemical plants and nuclear power plants. For many applications besides of the design of infrastructures it is of interest to assess the efficiency of the design measures taken. These applications require a method allowing to perform a meaningful quantitative risk analysis. A new method for a probabilistic scenario-based seismic risk analysis has been developed based on a probabilistic extension of proven deterministic methods like the MCE- methodology. The input data required for the method are entirely based on the information which is necessary to perform any meaningful seismic hazard analysis. The method is based on the probabilistic risk analysis approach common for applications in nuclear technology developed originally by Kaplan & Garrick (1981). It is based (1) on a classification of earthquake events into different size classes (by magnitude), (2) the evaluation of the frequency of occurrence of events, assigned to the different classes (frequency of initiating events, (3) the development of bounding critical scenarios assigned to each class based on the solution of an optimization problem and (4) in the evaluation of the conditional probability of exceedance of critical design parameters (vulnerability analysis). The advantage of the method in comparison with traditional PSHA consists in (1) its flexibility, allowing to use different probabilistic models for earthquake occurrence as well as to incorporate advanced physical models into the analysis, (2) in the mathematically consistent treatment of uncertainties, and (3) in the explicit consideration of the lifetime of the critical structure as a criterion to formulate different risk goals. The method was applied for the evaluation of the risk of production interruption losses of a nuclear power plant during its residual lifetime.

Probabilistic durability assessment of concrete structures in marine environments: Reliability and sensitivity analysis

NASA Astrophysics Data System (ADS)

Yu, Bo; Ning, Chao-lie; Li, Bing

2017-03-01

A probabilistic framework for durability assessment of concrete structures in marine environments was proposed in terms of reliability and sensitivity analysis, which takes into account the uncertainties under the environmental, material, structural and executional conditions. A time-dependent probabilistic model of chloride ingress was established first to consider the variations in various governing parameters, such as the chloride concentration, chloride diffusion coefficient, and age factor. Then the Nataf transformation was adopted to transform the non-normal random variables from the original physical space into the independent standard Normal space. After that the durability limit state function and its gradient vector with respect to the original physical parameters were derived analytically, based on which the first-order reliability method was adopted to analyze the time-dependent reliability and parametric sensitivity of concrete structures in marine environments. The accuracy of the proposed method was verified by comparing with the second-order reliability method and the Monte Carlo simulation. Finally, the influences of environmental conditions, material properties, structural parameters and execution conditions on the time-dependent reliability of concrete structures in marine environments were also investigated. The proposed probabilistic framework can be implemented in the decision-making algorithm for the maintenance and repair of deteriorating concrete structures in marine environments.

On the limits of probabilistic forecasting in nonlinear time series analysis II: Differential entropy.

PubMed

Amigó, José M; Hirata, Yoshito; Aihara, Kazuyuki

2017-08-01

In a previous paper, the authors studied the limits of probabilistic prediction in nonlinear time series analysis in a perfect model scenario, i.e., in the ideal case that the uncertainty of an otherwise deterministic model is due to only the finite precision of the observations. The model consisted of the symbolic dynamics of a measure-preserving transformation with respect to a finite partition of the state space, and the quality of the predictions was measured by the so-called ignorance score, which is a conditional entropy. In practice, though, partitions are dispensed with by considering numerical and experimental data to be continuous, which prompts us to trade off in this paper the Shannon entropy for the differential entropy. Despite technical differences, we show that the core of the previous results also hold in this extended scenario for sufficiently high precision. The corresponding imperfect model scenario will be revisited too because it is relevant for the applications. The theoretical part and its application to probabilistic forecasting are illustrated with numerical simulations and a new prediction algorithm.

Extended applications of track irregularity probabilistic model and vehicle-slab track coupled model on dynamics of railway systems

NASA Astrophysics Data System (ADS)

Xu, Lei; Zhai, Wanming; Gao, Jianmin

2017-11-01

Track irregularities are inevitably in a process of stochastic evolution due to the uncertainty and continuity of wheel-rail interactions. For depicting the dynamic behaviours of vehicle-track coupling system caused by track random irregularities thoroughly, it is a necessity to develop a track irregularity probabilistic model to simulate rail surface irregularities with ergodic properties on amplitudes, wavelengths and probabilities, and to build a three-dimensional vehicle-track coupled model by properly considering the wheel-rail nonlinear contact mechanisms. In the present study, the vehicle-track coupled model is programmed by combining finite element method with wheel-rail coupling model firstly. Then, in light of the capability of power spectral density (PSD) in characterising amplitudes and wavelengths of stationary random signals, a track irregularity probabilistic model is presented to reveal and simulate the whole characteristics of track irregularity PSD. Finally, extended applications from three aspects, that is, extreme analysis, reliability analysis and response relationships between dynamic indices, are conducted to the evaluation and application of the proposed models.

Constraining ozone-precursor responsiveness using ambient measurements

EPA Science Inventory

This study develops probabilistic estimates of ozone (O3) sensitivities to precursoremissions by incorporating uncertainties in photochemical modeling and evaluating modelperformance based on ground-level observations of O3 and oxides of nitrogen (NOx).Uncertainties in model form...

Assessment of Uncertainties Related to Seismic Hazard Using Fuzzy Analysis

NASA Astrophysics Data System (ADS)

Jorjiashvili, N.; Yokoi, T.; Javakhishvili, Z.

2013-05-01

Seismic hazard analysis in last few decades has been become very important issue. Recently, new technologies and available data have been improved that helped many scientists to understand where and why earthquakes happen, physics of earthquakes, etc. They have begun to understand the role of uncertainty in Seismic hazard analysis. However, there is still significant problem how to handle existing uncertainty. The same lack of information causes difficulties to quantify uncertainty accurately. Usually attenuation curves are obtained in statistical way: regression analysis. Statistical and probabilistic analysis show overlapped results for the site coefficients. This overlapping takes place not only at the border between two neighboring classes, but also among more than three classes. Although the analysis starts from classifying sites using the geological terms, these site coefficients are not classified at all. In the present study, this problem is solved using Fuzzy set theory. Using membership functions the ambiguities at the border between neighboring classes can be avoided. Fuzzy set theory is performed for southern California by conventional way. In this study standard deviations that show variations between each site class obtained by Fuzzy set theory and classical way are compared. Results on this analysis show that when we have insufficient data for hazard assessment site classification based on Fuzzy set theory shows values of standard deviations less than obtained by classical way which is direct proof of less uncertainty.

Probabilistic flood extent estimates from social media flood observations

NASA Astrophysics Data System (ADS)

Brouwer, Tom; Eilander, Dirk; van Loenen, Arnejan; Booij, Martijn J.; Wijnberg, Kathelijne M.; Verkade, Jan S.; Wagemaker, Jurjen

2017-05-01

The increasing number and severity of floods, driven by phenomena such as urbanization, deforestation, subsidence and climate change, create a growing need for accurate and timely flood maps. In this paper we present and evaluate a method to create deterministic and probabilistic flood maps from Twitter messages that mention locations of flooding. A deterministic flood map created for the December 2015 flood in the city of York (UK) showed good performance (F(2) = 0.69; a statistic ranging from 0 to 1, with 1 expressing a perfect fit with validation data). The probabilistic flood maps we created showed that, in the York case study, the uncertainty in flood extent was mainly induced by errors in the precise locations of flood observations as derived from Twitter data. Errors in the terrain elevation data or in the parameters of the applied algorithm contributed less to flood extent uncertainty. Although these maps tended to overestimate the actual probability of flooding, they gave a reasonable representation of flood extent uncertainty in the area. This study illustrates that inherently uncertain data from social media can be used to derive information about flooding.

Application of cause-and-effect analysis to potentiometric titration.

PubMed

Kufelnicki, A; Lis, S; Meinrath, G

2005-08-01

A first attempt has been made to interpret physicochemical data from potentiometric titration analysis in accordance with the complete measurement-uncertainty budget approach (bottom-up) of ISO and Eurachem. A cause-and-effect diagram is established and discussed. Titration data for arsenazo III are used as a basis for this discussion. The commercial software Superquad is used and applied within a computer-intensive resampling framework. The cause-and-effect diagram is applied to evaluation of seven protonation constants of arsenazo III in the pH range 2-10.7. The data interpretation is based on empirical probability distributions and their analysis by second-order correct confidence estimates. The evaluated data are applied in the calculation of a speciation diagram including uncertainty estimates using the probabilistic speciation software Ljungskile.

Mathematical modeling and fuzzy availability analysis for serial processes in the crystallization system of a sugar plant

NASA Astrophysics Data System (ADS)

Aggarwal, Anil Kr.; Kumar, Sanjeev; Singh, Vikram

2017-03-01

The binary states, i.e., success or failed state assumptions used in conventional reliability are inappropriate for reliability analysis of complex industrial systems due to lack of sufficient probabilistic information. For large complex systems, the uncertainty of each individual parameter enhances the uncertainty of the system reliability. In this paper, the concept of fuzzy reliability has been used for reliability analysis of the system, and the effect of coverage factor, failure and repair rates of subsystems on fuzzy availability for fault-tolerant crystallization system of sugar plant is analyzed. Mathematical modeling of the system is carried out using the mnemonic rule to derive Chapman-Kolmogorov differential equations. These governing differential equations are solved with Runge-Kutta fourth-order method.

A Practical Probabilistic Graphical Modeling Tool for Weighing ...

EPA Pesticide Factsheets

Past weight-of-evidence frameworks for adverse ecological effects have provided soft-scoring procedures for judgments based on the quality and measured attributes of evidence. Here, we provide a flexible probabilistic structure for weighing and integrating lines of evidence for ecological risk determinations. Probabilistic approaches can provide both a quantitative weighing of lines of evidence and methods for evaluating risk and uncertainty. The current modeling structure wasdeveloped for propagating uncertainties in measured endpoints and their influence on the plausibility of adverse effects. To illustrate the approach, we apply the model framework to the sediment quality triad using example lines of evidence for sediment chemistry measurements, bioassay results, and in situ infauna diversity of benthic communities using a simplified hypothetical case study. We then combine the three lines evidence and evaluate sensitivity to the input parameters, and show how uncertainties are propagated and how additional information can be incorporated to rapidly update the probability of impacts. The developed network model can be expanded to accommodate additional lines of evidence, variables and states of importance, and different types of uncertainties in the lines of evidence including spatial and temporal as well as measurement errors. We provide a flexible Bayesian network structure for weighing and integrating lines of evidence for ecological risk determinations

A Conceptual Methodology for Assessing Acquisition Requirements Robustness against Technology Uncertainties

NASA Astrophysics Data System (ADS)

Chou, Shuo-Ju

2011-12-01

In recent years the United States has shifted from a threat-based acquisition policy that developed systems for countering specific threats to a capabilities-based strategy that emphasizes the acquisition of systems that provide critical national defense capabilities. This shift in policy, in theory, allows for the creation of an "optimal force" that is robust against current and future threats regardless of the tactics and scenario involved. In broad terms, robustness can be defined as the insensitivity of an outcome to "noise" or non-controlled variables. Within this context, the outcome is the successful achievement of defense strategies and the noise variables are tactics and scenarios that will be associated with current and future enemies. Unfortunately, a lack of system capability, budget, and schedule robustness against technology performance and development uncertainties has led to major setbacks in recent acquisition programs. This lack of robustness stems from the fact that immature technologies have uncertainties in their expected performance, development cost, and schedule that cause to variations in system effectiveness and program development budget and schedule requirements. Unfortunately, the Technology Readiness Assessment process currently used by acquisition program managers and decision-makers to measure technology uncertainty during critical program decision junctions does not adequately capture the impact of technology performance and development uncertainty on program capability and development metrics. The Technology Readiness Level metric employed by the TRA to describe program technology elements uncertainties can only provide a qualitative and non-descript estimation of the technology uncertainties. In order to assess program robustness, specifically requirements robustness, against technology performance and development uncertainties, a new process is needed. This process should provide acquisition program managers and decision-makers with the ability to assess or measure the robustness of program requirements against such uncertainties. A literature review of techniques for forecasting technology performance and development uncertainties and subsequent impacts on capability, budget, and schedule requirements resulted in the conclusion that an analysis process that coupled a probabilistic analysis technique such as Monte Carlo Simulations with quantitative and parametric models of technology performance impact and technology development time and cost requirements would allow the probabilities of meeting specific constraints of these requirements to be established. These probabilities of requirements success metrics can then be used as a quantitative and probabilistic measure of program requirements robustness against technology uncertainties. Combined with a Multi-Objective Genetic Algorithm optimization process and computer-based Decision Support System, critical information regarding requirements robustness against technology uncertainties can be captured and quantified for acquisition decision-makers. This results in a more informed and justifiable selection of program technologies during initial program definition as well as formulation of program development and risk management strategies. To meet the stated research objective, the ENhanced TEchnology Robustness Prediction and RISk Evaluation (ENTERPRISE) methodology was formulated to provide a structured and transparent process for integrating these enabling techniques to provide a probabilistic and quantitative assessment of acquisition program requirements robustness against technology performance and development uncertainties. In order to demonstrate the capabilities of the ENTERPRISE method and test the research Hypotheses, an demonstration application of this method was performed on a notional program for acquiring the Carrier-based Suppression of Enemy Air Defenses (SEAD) using Unmanned Combat Aircraft Systems (UCAS) and their enabling technologies. The results of this implementation provided valuable insights regarding the benefits and inner workings of this methodology as well as its limitations that should be addressed in the future to narrow the gap between current state and the desired state.

Uncertainty analysis of a groundwater flow model in east-central Florida

USGS Publications Warehouse

Sepúlveda, Nicasio; Doherty, John E.

2014-01-01

A groundwater flow model for east-central Florida has been developed to help water-resource managers assess the impact of increased groundwater withdrawals from the Floridan aquifer system on heads and spring flows originating from the Upper Floridan aquifer. The model provides a probabilistic description of predictions of interest to water-resource managers, given the uncertainty associated with system heterogeneity, the large number of input parameters, and a nonunique groundwater flow solution. The uncertainty associated with these predictions can then be considered in decisions with which the model has been designed to assist. The “Null Space Monte Carlo” method is a stochastic probabilistic approach used to generate a suite of several hundred parameter field realizations, each maintaining the model in a calibrated state, and each considered to be hydrogeologically plausible. The results presented herein indicate that the model’s capacity to predict changes in heads or spring flows that originate from increased groundwater withdrawals is considerably greater than its capacity to predict the absolute magnitudes of heads or spring flows. Furthermore, the capacity of the model to make predictions that are similar in location and in type to those in the calibration dataset exceeds its capacity to make predictions of different types at different locations. The quantification of these outcomes allows defensible use of the modeling process in support of future water-resources decisions. The model allows the decision-making process to recognize the uncertainties, and the spatial/temporal variability of uncertainties that are associated with predictions of future system behavior in a complex hydrogeological context.

Uncertainty analysis of a groundwater flow model in East-central Florida.

PubMed

Sepúlveda, Nicasio; Doherty, John

2015-01-01

A groundwater flow model for east-central Florida has been developed to help water-resource managers assess the impact of increased groundwater withdrawals from the Floridan aquifer system on heads and spring flows originating from the Upper Floridan Aquifer. The model provides a probabilistic description of predictions of interest to water-resource managers, given the uncertainty associated with system heterogeneity, the large number of input parameters, and a nonunique groundwater flow solution. The uncertainty associated with these predictions can then be considered in decisions with which the model has been designed to assist. The "Null Space Monte Carlo" method is a stochastic probabilistic approach used to generate a suite of several hundred parameter field realizations, each maintaining the model in a calibrated state, and each considered to be hydrogeologically plausible. The results presented herein indicate that the model's capacity to predict changes in heads or spring flows that originate from increased groundwater withdrawals is considerably greater than its capacity to predict the absolute magnitudes of heads or spring flows. Furthermore, the capacity of the model to make predictions that are similar in location and in type to those in the calibration dataset exceeds its capacity to make predictions of different types at different locations. The quantification of these outcomes allows defensible use of the modeling process in support of future water-resources decisions. The model allows the decision-making process to recognize the uncertainties, and the spatial or temporal variability of uncertainties that are associated with predictions of future system behavior in a complex hydrogeological context. © 2014, National Ground Water Association.

On the Accuracy of Probabilistic Bucking Load Prediction

NASA Technical Reports Server (NTRS)

Arbocz, Johann; Starnes, James H.; Nemeth, Michael P.

2001-01-01

The buckling strength of thin-walled stiffened or unstiffened, metallic or composite shells is of major concern in aeronautical and space applications. The difficulty to predict the behavior of axially compressed thin-walled cylindrical shells continues to worry design engineers as we enter the third millennium. Thanks to extensive research programs in the late sixties and early seventies and the contributions of many eminent scientists, it is known that buckling strength calculations are affected by the uncertainties in the definition of the parameters of the problem such as definition of loads, material properties, geometric variables, edge support conditions, and the accuracy of the engineering models and analysis tools used in the design phase. The NASA design criteria monographs from the late sixties account for these design uncertainties by the use of a lump sum safety factor. This so-called 'empirical knockdown factor gamma' usually results in overly conservative design. Recently new reliability based probabilistic design procedure for buckling critical imperfect shells have been proposed. It essentially consists of a stochastic approach which introduces an improved 'scientific knockdown factor lambda(sub a)', that is not as conservative as the traditional empirical one. In order to incorporate probabilistic methods into a High Fidelity Analysis Approach one must be able to assess the accuracy of the various steps that must be executed to complete a reliability calculation. In the present paper the effect of size of the experimental input sample on the predicted value of the scientific knockdown factor lambda(sub a) calculated by the First-Order, Second-Moment Method is investigated.

Two approaches to incorporate clinical data uncertainty into multiple criteria decision analysis for benefit-risk assessment of medicinal products.

PubMed

Wen, Shihua; Zhang, Lanju; Yang, Bo

2014-07-01

The Problem formulation, Objectives, Alternatives, Consequences, Trade-offs, Uncertainties, Risk attitude, and Linked decisions (PrOACT-URL) framework and multiple criteria decision analysis (MCDA) have been recommended by the European Medicines Agency for structured benefit-risk assessment of medicinal products undergoing regulatory review. The objective of this article was to provide solutions to incorporate the uncertainty from clinical data into the MCDA model when evaluating the overall benefit-risk profiles among different treatment options. Two statistical approaches, the δ-method approach and the Monte-Carlo approach, were proposed to construct the confidence interval of the overall benefit-risk score from the MCDA model as well as other probabilistic measures for comparing the benefit-risk profiles between treatment options. Both approaches can incorporate the correlation structure between clinical parameters (criteria) in the MCDA model and are straightforward to implement. The two proposed approaches were applied to a case study to evaluate the benefit-risk profile of an add-on therapy for rheumatoid arthritis (drug X) relative to placebo. It demonstrated a straightforward way to quantify the impact of the uncertainty from clinical data to the benefit-risk assessment and enabled statistical inference on evaluating the overall benefit-risk profiles among different treatment options. The δ-method approach provides a closed form to quantify the variability of the overall benefit-risk score in the MCDA model, whereas the Monte-Carlo approach is more computationally intensive but can yield its true sampling distribution for statistical inference. The obtained confidence intervals and other probabilistic measures from the two approaches enhance the benefit-risk decision making of medicinal products. Copyright © 2014 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

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.

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

Propagation of stage measurement uncertainties to streamflow time series

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Probabilistic seismic vulnerability and risk assessment of stone masonry structures

NASA Astrophysics Data System (ADS)

Abo El Ezz, Ahmad

Earthquakes represent major natural hazards that regularly impact the built environment in seismic prone areas worldwide and cause considerable social and economic losses. The high losses incurred following the past destructive earthquakes promoted the need for assessment of the seismic vulnerability and risk of the existing buildings. Many historic buildings in the old urban centers in Eastern Canada such as Old Quebec City are built of stone masonry and represent un-measurable architectural and cultural heritage. These buildings were built to resist gravity loads only and generally offer poor resistance to lateral seismic loads. Seismic vulnerability assessment of stone masonry buildings is therefore the first necessary step in developing seismic retrofitting and pre-disaster mitigation plans. The objective of this study is to develop a set of probability-based analytical tools for efficient seismic vulnerability and uncertainty analysis of stone masonry buildings. A simplified probabilistic analytical methodology for vulnerability modelling of stone masonry building with systematic treatment of uncertainties throughout the modelling process is developed in the first part of this study. Building capacity curves are developed using a simplified mechanical model. A displacement based procedure is used to develop damage state fragility functions in terms of spectral displacement response based on drift thresholds of stone masonry walls. A simplified probabilistic seismic demand analysis is proposed to capture the combined uncertainty in capacity and demand on fragility functions. In the second part, a robust analytical procedure for the development of seismic hazard compatible fragility and vulnerability functions is proposed. The results are given by sets of seismic hazard compatible vulnerability functions in terms of structure-independent intensity measure (e.g. spectral acceleration) that can be used for seismic risk analysis. The procedure is very efficient for conducting rapid vulnerability assessment of stone masonry buildings. With modification of input structural parameters, it can be adapted and applied to any other building class. A sensitivity analysis of the seismic vulnerability modelling is conducted to quantify the uncertainties associated with each of the input parameters. The proposed methodology was validated for a scenario-based seismic risk assessment of existing buildings in Old Quebec City. The procedure for hazard compatible vulnerability modelling was used to develop seismic fragility functions in terms of spectral acceleration representative of the inventoried buildings. A total of 1220 buildings were considered. The assessment was performed for a scenario event of magnitude 6.2 at distance 15km with a probability of exceedance of 2% in 50 years. The study showed that most of the expected damage is concentrated in the old brick and stone masonry buildings.

Failure Bounding And Sensitivity Analysis Applied To Monte Carlo Entry, Descent, And Landing Simulations

NASA Technical Reports Server (NTRS)

Gaebler, John A.; Tolson, Robert H.

2010-01-01

In the study of entry, descent, and landing, Monte Carlo sampling methods are often employed to study the uncertainty in the designed trajectory. The large number of uncertain inputs and outputs, coupled with complicated non-linear models, can make interpretation of the results difficult. Three methods that provide statistical insights are applied to an entry, descent, and landing simulation. The advantages and disadvantages of each method are discussed in terms of the insights gained versus the computational cost. The first method investigated was failure domain bounding which aims to reduce the computational cost of assessing the failure probability. Next a variance-based sensitivity analysis was studied for the ability to identify which input variable uncertainty has the greatest impact on the uncertainty of an output. Finally, probabilistic sensitivity analysis is used to calculate certain sensitivities at a reduced computational cost. These methods produce valuable information that identifies critical mission parameters and needs for new technology, but generally at a significant computational cost.

Pharmacological Fingerprints of Contextual Uncertainty

PubMed Central

Ruge, Diane; Stephan, Klaas E.

2016-01-01

Successful interaction with the environment requires flexible updating of our beliefs about the world. By estimating the likelihood of future events, it is possible to prepare appropriate actions in advance and execute fast, accurate motor responses. According to theoretical proposals, agents track the variability arising from changing environments by computing various forms of uncertainty. Several neuromodulators have been linked to uncertainty signalling, but comprehensive empirical characterisation of their relative contributions to perceptual belief updating, and to the selection of motor responses, is lacking. Here we assess the roles of noradrenaline, acetylcholine, and dopamine within a single, unified computational framework of uncertainty. Using pharmacological interventions in a sample of 128 healthy human volunteers and a hierarchical Bayesian learning model, we characterise the influences of noradrenergic, cholinergic, and dopaminergic receptor antagonism on individual computations of uncertainty during a probabilistic serial reaction time task. We propose that noradrenaline influences learning of uncertain events arising from unexpected changes in the environment. In contrast, acetylcholine balances attribution of uncertainty to chance fluctuations within an environmental context, defined by a stable set of probabilistic associations, or to gross environmental violations following a contextual switch. Dopamine supports the use of uncertainty representations to engender fast, adaptive responses. PMID:27846219

Propagation of the velocity model uncertainties to the seismic event location

NASA Astrophysics Data System (ADS)

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

2015-01-01

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

Risk-Based Probabilistic Approach to Aeropropulsion System Assessment

NASA Technical Reports Server (NTRS)

Tong, Michael T.

2002-01-01

In an era of shrinking development budgets and resources, where there is also an emphasis on reducing the product development cycle, the role of system assessment, performed in the early stages of an engine development program, becomes very critical to the successful development of new aeropropulsion systems. A reliable system assessment not only helps to identify the best propulsion system concept among several candidates, it can also identify which technologies are worth pursuing. This is particularly important for advanced aeropropulsion technology development programs, which require an enormous amount of resources. In the current practice of deterministic, or point-design, approaches, the uncertainties of design variables are either unaccounted for or accounted for by safety factors. This could often result in an assessment with unknown and unquantifiable reliability. Consequently, it would fail to provide additional insight into the risks associated with the new technologies, which are often needed by decision makers to determine the feasibility and return-on-investment of a new aircraft engine. In this work, an alternative approach based on the probabilistic method was described for a comprehensive assessment of an aeropropulsion system. The statistical approach quantifies the design uncertainties inherent in a new aeropropulsion system and their influences on engine performance. Because of this, it enhances the reliability of a system assessment. A technical assessment of a wave-rotor-enhanced gas turbine engine was performed to demonstrate the methodology. The assessment used probability distributions to account for the uncertainties that occur in component efficiencies and flows and in mechanical design variables. The approach taken in this effort was to integrate the thermodynamic cycle analysis embedded in the computer code NEPP (NASA Engine Performance Program) and the engine weight analysis embedded in the computer code WATE (Weight Analysis of Turbine Engines) with the fast probability integration technique (FPI). FPI was developed by Southwest Research Institute under contract with the NASA Glenn Research Center. The results were plotted in the form of cumulative distribution functions and sensitivity analyses and were compared with results from the traditional deterministic approach. The comparison showed that the probabilistic approach provides a more realistic and systematic way to assess an aeropropulsion system. The current work addressed the application of the probabilistic approach to assess specific fuel consumption, engine thrust, and weight. Similarly, the approach can be used to assess other aspects of aeropropulsion system performance, such as cost, acoustic noise, and emissions. Additional information is included in the original extended abstract.

Diagnosing Geospatial Uncertainty Visualization Challenges in Seasonal Temperature and Precipitation Forecasts

NASA Astrophysics Data System (ADS)

Speciale, A.; Kenney, M. A.; Gerst, M.; Baer, A. E.; DeWitt, D.; Gottschalk, J.; Handel, S.

2017-12-01

The uncertainty of future weather and climate conditions is important for many decisions made in communities and economic sectors. One tool that decision-makers use in gauging this uncertainty is forecasts, especially maps (or visualizations) of probabilistic forecast results. However, visualizing geospatial uncertainty is challenging because including probability introduces an extra variable to represent and probability is often poorly understood by users. Using focus group and survey methods, this study seeks to understand the barriers to using probabilistic temperature and precipitation visualizations for specific decisions in the agriculture, energy, emergency management, and water resource sectors. Preliminary results shown here focus on findings of emergency manager needs. Our experimental design uses National Oceanic and Atmospheric Administration (NOAA's) Climate Prediction Center (CPC) climate outlooks, which produce probabilistic temperature and precipitation forecast visualizations at the 6-10 day, 8-14 day, 3-4 week, and 1 and 3 month timeframes. Users were asked to complete questions related to how they use weather information, how uncertainty is represented, and design elements (e.g., color, contour lines) of the visualizations. Preliminary results from the emergency management sector indicate there is significant confusion on how "normal" weather is defined, boundaries between probability ranges, and meaning of the contour lines. After a complete understandability diagnosis is made using results from all sectors, we will collaborate with CPC to suggest modifications to the climate outlook visualizations. These modifications will then be retested in similar focus groups and web-based surveys to confirm they better meet the needs of users.

Probabilistic models and uncertainty quantification for the ionization reaction rate of atomic Nitrogen

NASA Astrophysics Data System (ADS)

Miki, K.; Panesi, M.; Prudencio, E. E.; Prudhomme, S.

2012-05-01

The objective in this paper is to analyze some stochastic models for estimating the ionization reaction rate constant of atomic Nitrogen (N + e- → N+ + 2e-). Parameters of the models are identified by means of Bayesian inference using spatially resolved absolute radiance data obtained from the Electric Arc Shock Tube (EAST) wind-tunnel. The proposed methodology accounts for uncertainties in the model parameters as well as physical model inadequacies, providing estimates of the rate constant that reflect both types of uncertainties. We present four different probabilistic models by varying the error structure (either additive or multiplicative) and by choosing different descriptions of the statistical correlation among data points. In order to assess the validity of our methodology, we first present some calibration results obtained with manufactured data and then proceed by using experimental data collected at EAST experimental facility. In order to simulate the radiative signature emitted in the shock-heated air plasma, we use a one-dimensional flow solver with Park's two-temperature model that simulates non-equilibrium effects. We also discuss the implications of the choice of the stochastic model on the estimation of the reaction rate and its uncertainties. Our analysis shows that the stochastic models based on correlated multiplicative errors are the most plausible models among the four models proposed in this study. The rate of the atomic Nitrogen ionization is found to be (6.2 ± 3.3) × 1011 cm3 mol-1 s-1 at 10,000 K.

Development of probabilistic regional climate scenario in East Asia

NASA Astrophysics Data System (ADS)

Dairaku, K.; Ueno, G.; Ishizaki, N. N.

2015-12-01

Climate information and services for Impacts, Adaptation and Vulnerability (IAV) Assessments are of great concern. In order to develop probabilistic regional climate information that represents the uncertainty in climate scenario experiments in East Asia (CORDEX-EA and Japan), the probability distribution of 2m air temperature was estimated by using developed regression model. The method can be easily applicable to other regions and other physical quantities, and also to downscale to finer-scale dependent on availability of observation dataset. Probabilistic climate information in present (1969-1998) and future (2069-2098) climate was developed using CMIP3 SRES A1b scenarios 21 models and the observation data (CRU_TS3.22 & University of Delaware in CORDEX-EA, NIAES AMeDAS mesh data in Japan). The prototype of probabilistic information in CORDEX-EA and Japan represent the quantified structural uncertainties of multi-model ensemble experiments of climate change scenarios. Appropriate combination of statistical methods and optimization of climate ensemble experiments using multi-General Circulation Models (GCMs) and multi-regional climate models (RCMs) ensemble downscaling experiments are investigated.

A Probabilistic Collocation Based Iterative Kalman Filter for Landfill Data Assimilation

NASA Astrophysics Data System (ADS)

Qiang, Z.; Zeng, L.; Wu, L.

2016-12-01

Due to the strong spatial heterogeneity of landfill, uncertainty is ubiquitous in gas transport process in landfill. To accurately characterize the landfill properties, the ensemble Kalman filter (EnKF) has been employed to assimilate the measurements, e.g., the gas pressure. As a Monte Carlo (MC) based method, the EnKF usually requires a large ensemble size, which poses a high computational cost for large scale problems. In this work, we propose a probabilistic collocation based iterative Kalman filter (PCIKF) to estimate permeability in a liquid-gas coupling model. This method employs polynomial chaos expansion (PCE) to represent and propagate the uncertainties of model parameters and states, and an iterative form of Kalman filter to assimilate the current gas pressure data. To further reduce the computation cost, the functional ANOVA (analysis of variance) decomposition is conducted, and only the first order ANOVA components are remained for PCE. Illustrated with numerical case studies, this proposed method shows significant superiority in computation efficiency compared with the traditional MC based iterative EnKF. The developed method has promising potential in reliable prediction and management of landfill gas production.

A Unified Probabilistic Framework for Dose-Response Assessment of Human Health Effects.

PubMed

Chiu, Weihsueh A; Slob, Wout

2015-12-01

When chemical health hazards have been identified, probabilistic dose-response assessment ("hazard characterization") quantifies uncertainty and/or variability in toxicity as a function of human exposure. Existing probabilistic approaches differ for different types of endpoints or modes-of-action, lacking a unifying framework. We developed a unified framework for probabilistic dose-response assessment. We established a framework based on four principles: a) individual and population dose responses are distinct; b) dose-response relationships for all (including quantal) endpoints can be recast as relating to an underlying continuous measure of response at the individual level; c) for effects relevant to humans, "effect metrics" can be specified to define "toxicologically equivalent" sizes for this underlying individual response; and d) dose-response assessment requires making adjustments and accounting for uncertainty and variability. We then derived a step-by-step probabilistic approach for dose-response assessment of animal toxicology data similar to how nonprobabilistic reference doses are derived, illustrating the approach with example non-cancer and cancer datasets. Probabilistically derived exposure limits are based on estimating a "target human dose" (HDMI), which requires risk management-informed choices for the magnitude (M) of individual effect being protected against, the remaining incidence (I) of individuals with effects ≥ M in the population, and the percent confidence. In the example datasets, probabilistically derived 90% confidence intervals for HDMI values span a 40- to 60-fold range, where I = 1% of the population experiences ≥ M = 1%-10% effect sizes. Although some implementation challenges remain, this unified probabilistic framework can provide substantially more complete and transparent characterization of chemical hazards and support better-informed risk management decisions.

Ecohydrology of agroecosystems: probabilistic description of yield reduction risk under limited water availability

NASA Astrophysics Data System (ADS)

Vico, Giulia; Porporato, Amilcare

2013-04-01

Supplemental irrigation represents one of the main strategies to mitigate the effects of climate variability and stabilize yields. Irrigated agriculture currently provides 40% of food production and its relevance is expected to further increase in the near future, in face of the projected alterations of rainfall patterns and increase in food, fiber, and biofuel demand. Because of the significant investments and water requirements involved in irrigation, strategic choices are needed to preserve productivity and profitability, while maintaining a sustainable water management - a nontrivial task given the unpredictability of the rainfall forcing. To facilitate decision making under uncertainty, a widely applicable probabilistic framework is proposed. The occurrence of rainfall events and irrigation applications are linked probabilistically to crop development during the growing season and yields at harvest. Based on these linkages, the probability density function of yields and corresponding probability density function of required irrigation volumes, as well as the probability density function of yields under the most common case of limited water availability are obtained analytically, as a function of irrigation strategy, climate, soil and crop parameters. The full probabilistic description of the frequency of occurrence of yields and water requirements is a crucial tool for decision making under uncertainty, e.g., via expected utility analysis. Furthermore, the knowledge of the probability density function of yield allows us to quantify the yield reduction hydrologic risk. Two risk indices are defined and quantified: the long-term risk index, suitable for long-term irrigation strategy assessment and investment planning, and the real-time risk index, providing a rigorous probabilistic quantification of the emergence of drought conditions during a single growing season in an agricultural setting. Our approach employs relatively few parameters and is thus easily and broadly applicable to different crops and sites, under current and future climate scenarios. Hence, the proposed probabilistic framework provides a quantitative tool to assess the impact of irrigation strategy and water allocation on the risk of not meeting a certain target yield, thus guiding the optimal allocation of water resources for human and environmental needs.

Uncertainty quantification of environmental performance metrics in heterogeneous aquifers with long-range correlations

NASA Astrophysics Data System (ADS)

Moslehi, Mahsa; de Barros, Felipe P. J.

2017-01-01

We investigate how the uncertainty stemming from disordered porous media that display long-range correlation in the hydraulic conductivity (K) field propagates to predictions of environmental performance metrics (EPMs). In this study, the EPMs are quantities that are of relevance to risk analysis and remediation, such as peak flux-averaged concentration, early and late arrival times among others. By using stochastic simulations, we quantify the uncertainty associated with the EPMs for a given disordered spatial structure of the K-field and identify the probability distribution function (PDF) model that best captures the statistics of the EPMs of interest. Results indicate that the probabilistic distribution of the EPMs considered in this study follows lognormal PDF. Finally, through the use of information theory, we reveal how the persistent/anti-persistent correlation structure of the K-field influences the EPMs and corresponding uncertainties.

Probabilistic Multi-Scale, Multi-Level, Multi-Disciplinary Analysis and Optimization of Engine Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Abumeri, Galib H.

2000-01-01

Aircraft engines are assemblies of dynamically interacting components. Engine updates to keep present aircraft flying safely and engines for new aircraft are progressively required to operate in more demanding technological and environmental requirements. Designs to effectively meet those requirements are necessarily collections of multi-scale, multi-level, multi-disciplinary analysis and optimization methods and probabilistic methods are necessary to quantify respective uncertainties. These types of methods are the only ones that can formally evaluate advanced composite designs which satisfy those progressively demanding requirements while assuring minimum cost, maximum reliability and maximum durability. Recent research activities at NASA Glenn Research Center have focused on developing multi-scale, multi-level, multidisciplinary analysis and optimization methods. Multi-scale refers to formal methods which describe complex material behavior metal or composite; multi-level refers to integration of participating disciplines to describe a structural response at the scale of interest; multidisciplinary refers to open-ended for various existing and yet to be developed discipline constructs required to formally predict/describe a structural response in engine operating environments. For example, these include but are not limited to: multi-factor models for material behavior, multi-scale composite mechanics, general purpose structural analysis, progressive structural fracture for evaluating durability and integrity, noise and acoustic fatigue, emission requirements, hot fluid mechanics, heat-transfer and probabilistic simulations. Many of these, as well as others, are encompassed in an integrated computer code identified as Engine Structures Technology Benefits Estimator (EST/BEST) or Multi-faceted/Engine Structures Optimization (MP/ESTOP). The discipline modules integrated in MP/ESTOP include: engine cycle (thermodynamics), engine weights, internal fluid mechanics, cost, mission and coupled structural/thermal, various composite property simulators and probabilistic methods to evaluate uncertainty effects (scatter ranges) in all the design parameters. The objective of the proposed paper is to briefly describe a multi-faceted design analysis and optimization capability for coupled multi-discipline engine structures optimization. Results are presented for engine and aircraft type metrics to illustrate the versatility of that capability. Results are also presented for reliability, noise and fatigue to illustrate its inclusiveness. For example, replacing metal rotors with composites reduces the engine weight by 20 percent, 15 percent noise reduction, and an order of magnitude improvement in reliability. Composite designs exist to increase fatigue life by at least two orders of magnitude compared to state-of-the-art metals.

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

Probabilistic Usage of the Multi-Factor Interaction Model

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2008-01-01

A Multi-Factor Interaction Model (MFIM) is used to predict the insulating foam mass expulsion during the ascending of a space vehicle. The exponents in the MFIM are evaluated by an available approach which consists of least squares and an optimization algorithm. These results were subsequently used to probabilistically evaluate the effects of the uncertainties in each participating factor in the mass expulsion. The probabilistic results show that the surface temperature dominates at high probabilities and the pressure which causes the mass expulsion at low probabil

E-Area LLWF Vadose Zone Model: Probabilistic Model for Estimating Subsided-Area Infiltration Rates

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

Dyer, J.; Flach, G.

A probabilistic model employing a Monte Carlo sampling technique was developed in Python to generate statistical distributions of the upslope-intact-area to subsided-area ratio (Area UAi/Area SAi) for closure cap subsidence scenarios that differ in assumed percent subsidence and the total number of intact plus subsided compartments. The plan is to use this model as a component in the probabilistic system model for the E-Area Performance Assessment (PA), contributing uncertainty in infiltration estimates.

Probabilistic performance-assessment modeling of the mixed waste landfill at Sandia National Laboratories.

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

Peace, Gerald; Goering, Timothy James; Miller, Mark Laverne

2007-01-01

A probabilistic performance assessment has been conducted to evaluate the fate and transport of radionuclides (americium-241, cesium-137, cobalt-60, plutonium-238, plutonium-239, radium-226, radon-222, strontium-90, thorium-232, tritium, uranium-238), heavy metals (lead and cadmium), and volatile organic compounds (VOCs) at the Mixed Waste Landfill (MWL). Probabilistic analyses were performed to quantify uncertainties inherent in the system and models for a 1,000-year period, and sensitivity analyses were performed to identify parameters and processes that were most important to the simulated performance metrics. Comparisons between simulated results and measured values at the MWL were made to gain confidence in the models and perform calibrations whenmore » data were available. In addition, long-term monitoring requirements and triggers were recommended based on the results of the quantified uncertainty and sensitivity analyses.« less

Probabilistic Methods for Structural Design and Reliability

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Whitlow, Woodrow, Jr. (Technical Monitor)

2002-01-01

This report describes a formal method to quantify structural damage tolerance and reliability in the presence of a multitude of uncertainties in turbine engine components. The method is based at the material behavior level where primitive variables with their respective scatter ranges are used to describe behavior. Computational simulation is then used to propagate the uncertainties to the structural scale where damage tolerance and reliability are usually specified. Several sample cases are described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from this method demonstrate, that it is mature and that it can be used to probabilistically evaluate turbine engine structural components. It may be inferred from the results that the method is suitable for probabilistically predicting the remaining life in aging or in deteriorating structures, for making strategic projections and plans, and for achieving better, cheaper, faster products that give competitive advantages in world markets.

Is there a basis for preferring characteristic earthquakes over a Gutenberg–Richter distribution in probabilistic earthquake forecasting?

USGS Publications Warehouse

Parsons, Thomas E.; Geist, Eric L.

2009-01-01

The idea that faults rupture in repeated, characteristic earthquakes is central to most probabilistic earthquake forecasts. The concept is elegant in its simplicity, and if the same event has repeated itself multiple times in the past, we might anticipate the next. In practice however, assembling a fault-segmented characteristic earthquake rupture model can grow into a complex task laden with unquantified uncertainty. We weigh the evidence that supports characteristic earthquakes against a potentially simpler model made from extrapolation of a Gutenberg–Richter magnitude-frequency law to individual fault zones. We find that the Gutenberg–Richter model satisfies key data constraints used for earthquake forecasting equally well as a characteristic model. Therefore, judicious use of instrumental and historical earthquake catalogs enables large-earthquake-rate calculations with quantifiable uncertainty that should get at least equal weighting in probabilistic forecasting.

Fast, Nonlinear, Fully Probabilistic Inversion of Large Geophysical Problems

NASA Astrophysics Data System (ADS)

Curtis, A.; Shahraeeni, M.; Trampert, J.; Meier, U.; Cho, G.

2010-12-01

Almost all Geophysical inverse problems are in reality nonlinear. Fully nonlinear inversion including non-approximated physics, and solving for probability distribution functions (pdf’s) that describe the solution uncertainty, generally requires sampling-based Monte-Carlo style methods that are computationally intractable in most large problems. In order to solve such problems, physical relationships are usually linearized leading to efficiently-solved, (possibly iterated) linear inverse problems. However, it is well known that linearization can lead to erroneous solutions, and in particular to overly optimistic uncertainty estimates. What is needed across many Geophysical disciplines is a method to invert large inverse problems (or potentially tens of thousands of small inverse problems) fully probabilistically and without linearization. This talk shows how very large nonlinear inverse problems can be solved fully probabilistically and incorporating any available prior information using mixture density networks (driven by neural network banks), provided the problem can be decomposed into many small inverse problems. In this talk I will explain the methodology, compare multi-dimensional pdf inversion results to full Monte Carlo solutions, and illustrate the method with two applications: first, inverting surface wave group and phase velocities for a fully-probabilistic global tomography model of the Earth’s crust and mantle, and second inverting industrial 3D seismic data for petrophysical properties throughout and around a subsurface hydrocarbon reservoir. The latter problem is typically decomposed into 104 to 105 individual inverse problems, each solved fully probabilistically and without linearization. The results in both cases are sufficiently close to the Monte Carlo solution to exhibit realistic uncertainty, multimodality and bias. This provides far greater confidence in the results, and in decisions made on their basis.

Probabilistic measures of climate change vulnerability, adaptation action benefits, and related uncertainty from maximum temperature metric selection.

PubMed

DeWeber, Jefferson T; Wagner, Tyler

2018-06-01

Predictions of the projected changes in species distributions and potential adaptation action benefits can help guide conservation actions. There is substantial uncertainty in projecting species distributions into an unknown future, however, which can undermine confidence in predictions or misdirect conservation actions if not properly considered. Recent studies have shown that the selection of alternative climate metrics describing very different climatic aspects (e.g., mean air temperature vs. mean precipitation) can be a substantial source of projection uncertainty. It is unclear, however, how much projection uncertainty might stem from selecting among highly correlated, ecologically similar climate metrics (e.g., maximum temperature in July, maximum 30-day temperature) describing the same climatic aspect (e.g., maximum temperatures) known to limit a species' distribution. It is also unclear how projection uncertainty might propagate into predictions of the potential benefits of adaptation actions that might lessen climate change effects. We provide probabilistic measures of climate change vulnerability, adaptation action benefits, and related uncertainty stemming from the selection of four maximum temperature metrics for brook trout (Salvelinus fontinalis), a cold-water salmonid of conservation concern in the eastern United States. Projected losses in suitable stream length varied by as much as 20% among alternative maximum temperature metrics for mid-century climate projections, which was similar to variation among three climate models. Similarly, the regional average predicted increase in brook trout occurrence probability under an adaptation action scenario of full riparian forest restoration varied by as much as .2 among metrics. Our use of Bayesian inference provides probabilistic measures of vulnerability and adaptation action benefits for individual stream reaches that properly address statistical uncertainty and can help guide conservation actions. Our study demonstrates that even relatively small differences in the definitions of climate metrics can result in very different projections and reveal high uncertainty in predicted climate change effects. © 2018 John Wiley & Sons Ltd.

Probabilistic measures of climate change vulnerability, adaptation action benefits, and related uncertainty from maximum temperature metric selection

USGS Publications Warehouse

DeWeber, Jefferson T.; Wagner, Tyler

2018-01-01

Predictions of the projected changes in species distributions and potential adaptation action benefits can help guide conservation actions. There is substantial uncertainty in projecting species distributions into an unknown future, however, which can undermine confidence in predictions or misdirect conservation actions if not properly considered. Recent studies have shown that the selection of alternative climate metrics describing very different climatic aspects (e.g., mean air temperature vs. mean precipitation) can be a substantial source of projection uncertainty. It is unclear, however, how much projection uncertainty might stem from selecting among highly correlated, ecologically similar climate metrics (e.g., maximum temperature in July, maximum 30‐day temperature) describing the same climatic aspect (e.g., maximum temperatures) known to limit a species’ distribution. It is also unclear how projection uncertainty might propagate into predictions of the potential benefits of adaptation actions that might lessen climate change effects. We provide probabilistic measures of climate change vulnerability, adaptation action benefits, and related uncertainty stemming from the selection of four maximum temperature metrics for brook trout (Salvelinus fontinalis), a cold‐water salmonid of conservation concern in the eastern United States. Projected losses in suitable stream length varied by as much as 20% among alternative maximum temperature metrics for mid‐century climate projections, which was similar to variation among three climate models. Similarly, the regional average predicted increase in brook trout occurrence probability under an adaptation action scenario of full riparian forest restoration varied by as much as .2 among metrics. Our use of Bayesian inference provides probabilistic measures of vulnerability and adaptation action benefits for individual stream reaches that properly address statistical uncertainty and can help guide conservation actions. Our study demonstrates that even relatively small differences in the definitions of climate metrics can result in very different projections and reveal high uncertainty in predicted climate change effects.

Overview of Probabilistic Methods for SAE G-11 Meeting for Reliability and Uncertainty Quantification for DoD TACOM Initiative with SAE G-11 Division

NASA Technical Reports Server (NTRS)

Singhal, Surendra N.

2003-01-01

The SAE G-11 RMSL Division and Probabilistic Methods Committee meeting during October 6-8 at the Best Western Sterling Inn, Sterling Heights (Detroit), Michigan is co-sponsored by US Army Tank-automotive & Armaments Command (TACOM). The meeting will provide an industry/government/academia forum to review RMSL technology; reliability and probabilistic technology; reliability-based design methods; software reliability; and maintainability standards. With over 100 members including members with national/international standing, the mission of the G-11's Probabilistic Methods Committee is to "enable/facilitate rapid deployment of probabilistic technology to enhance the competitiveness of our industries by better, faster, greener, smarter, affordable and reliable product development."

A Probabilistic Approach to Uncertainty Analysis in NTPR Radiation Dose Assessments

DTIC Science & Technology

2009-11-01

Zeman, members of the Subcommittee on Dose Reconstruction of the Veterans’ Advisory Board on Dose Reconstruction (VBDR) for their critical review of...production and decay of fission products, activation products, and actinides . (It is generally assumed in these calculations that no 30 Time...histories”), and on each history selecting random values from each of the pdf’s, they were able to conduct “numerical experiments” and derive critical

Improving Robustness of Hydrologic Ensemble Predictions Through Probabilistic Pre- and Post-Processing in Sequential Data Assimilation

NASA Astrophysics Data System (ADS)

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

2018-03-01

Data assimilation using the ensemble Kalman filter (EnKF) has been increasingly recognized as a promising tool for probabilistic hydrologic predictions. However, little effort has been made to conduct the pre- and post-processing of assimilation experiments, posing a significant challenge in achieving the best performance of hydrologic predictions. This paper presents a unified data assimilation framework for improving the robustness of hydrologic ensemble predictions. Statistical pre-processing of assimilation experiments is conducted through the factorial design and analysis to identify the best EnKF settings with maximized performance. After the data assimilation operation, statistical post-processing analysis is also performed through the factorial polynomial chaos expansion to efficiently address uncertainties in hydrologic predictions, as well as to explicitly reveal potential interactions among model parameters and their contributions to the predictive accuracy. In addition, the Gaussian anamorphosis is used to establish a seamless bridge between data assimilation and uncertainty quantification of hydrologic predictions. Both synthetic and real data assimilation experiments are carried out to demonstrate feasibility and applicability of the proposed methodology in the Guadalupe River basin, Texas. Results suggest that statistical pre- and post-processing of data assimilation experiments provide meaningful insights into the dynamic behavior of hydrologic systems and enhance robustness of hydrologic ensemble predictions.

Emulation for probabilistic weather forecasting

NASA Astrophysics Data System (ADS)

Cornford, Dan; Barillec, Remi

2010-05-01

Numerical weather prediction models are typically very expensive to run due to their complexity and resolution. Characterising the sensitivity of the model to its initial condition and/or to its parameters requires numerous runs of the model, which is impractical for all but the simplest models. To produce probabilistic forecasts requires knowledge of the distribution of the model outputs, given the distribution over the inputs, where the inputs include the initial conditions, boundary conditions and model parameters. Such uncertainty analysis for complex weather prediction models seems a long way off, given current computing power, with ensembles providing only a partial answer. One possible way forward that we develop in this work is the use of statistical emulators. Emulators provide an efficient statistical approximation to the model (or simulator) while quantifying the uncertainty introduced. In the emulator framework, a Gaussian process is fitted to the simulator response as a function of the simulator inputs using some training data. The emulator is essentially an interpolator of the simulator output and the response in unobserved areas is dictated by the choice of covariance structure and parameters in the Gaussian process. Suitable parameters are inferred from the data in a maximum likelihood, or Bayesian framework. Once trained, the emulator allows operations such as sensitivity analysis or uncertainty analysis to be performed at a much lower computational cost. The efficiency of emulators can be further improved by exploiting the redundancy in the simulator output through appropriate dimension reduction techniques. We demonstrate this using both Principal Component Analysis on the model output and a new reduced-rank emulator in which an optimal linear projection operator is estimated jointly with other parameters, in the context of simple low order models, such as the Lorenz 40D system. We present the application of emulators to probabilistic weather forecasting, where the construction of the emulator training set replaces the traditional ensemble model runs. Thus the actual forecast distributions are computed using the emulator conditioned on the ‘ensemble runs' which are chosen to explore the plausible input space using relatively crude experimental design methods. One benefit here is that the ensemble does not need to be a sample from the true distribution of the input space, rather it should cover that input space in some sense. The probabilistic forecasts are computed using Monte Carlo methods sampling from the input distribution and using the emulator to produce the output distribution. Finally we discuss the limitations of this approach and briefly mention how we might use similar methods to learn the model error within a framework that incorporates a data assimilation like aspect, using emulators and learning complex model error representations. We suggest future directions for research in the area that will be necessary to apply the method to more realistic numerical weather prediction models.

Probabilistic evaluation of n traces with no putative source: A likelihood ratio based approach in an investigative framework.

PubMed

De March, I; Sironi, E; Taroni, F

2016-09-01

Analysis of marks recovered from different crime scenes can be useful to detect a linkage between criminal cases, even though a putative source for the recovered traces is not available. This particular circumstance is often encountered in the early stage of investigations and thus, the evaluation of evidence association may provide useful information for the investigators. This association is evaluated here from a probabilistic point of view: a likelihood ratio based approach is suggested in order to quantify the strength of the evidence of trace association in the light of two mutually exclusive propositions, namely that the n traces come from a common source or from an unspecified number of sources. To deal with this kind of problem, probabilistic graphical models are used, in form of Bayesian networks and object-oriented Bayesian networks, allowing users to intuitively handle with uncertainty related to the inferential problem. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Incorporating seismic phase correlations into a probabilistic model of global-scale seismology

NASA Astrophysics Data System (ADS)

Arora, Nimar

2013-04-01

We present a probabilistic model of seismic phases whereby the attributes of the body-wave phases are correlated to those of the first arriving P phase. This model has been incorporated into NET-VISA (Network processing Vertically Integrated Seismic Analysis) a probabilistic generative model of seismic events, their transmission, and detection on a global seismic network. In the earlier version of NET-VISA, seismic phase were assumed to be independent of each other. Although this didn't affect the quality of the inferred seismic bulletin, for the most part, it did result in a few instances of anomalous phase association. For example, an S phase with a smaller slowness than the corresponding P phase. We demonstrate that the phase attributes are indeed highly correlated, for example the uncertainty in the S phase travel time is significantly reduced given the P phase travel time. Our new model exploits these correlations to produce better calibrated probabilities for the events, as well as fewer anomalous associations.

Comparison of bias analysis strategies applied to a large data set.

PubMed

Lash, Timothy L; Abrams, Barbara; Bodnar, Lisa M

2014-07-01

Epidemiologic data sets continue to grow larger. Probabilistic-bias analyses, which simulate hundreds of thousands of replications of the original data set, may challenge desktop computational resources. We implemented a probabilistic-bias analysis to evaluate the direction, magnitude, and uncertainty of the bias arising from misclassification of prepregnancy body mass index when studying its association with early preterm birth in a cohort of 773,625 singleton births. We compared 3 bias analysis strategies: (1) using the full cohort, (2) using a case-cohort design, and (3) weighting records by their frequency in the full cohort. Underweight and overweight mothers were more likely to deliver early preterm. A validation substudy demonstrated misclassification of prepregnancy body mass index derived from birth certificates. Probabilistic-bias analyses suggested that the association between underweight and early preterm birth was overestimated by the conventional approach, whereas the associations between overweight categories and early preterm birth were underestimated. The 3 bias analyses yielded equivalent results and challenged our typical desktop computing environment. Analyses applied to the full cohort, case cohort, and weighted full cohort required 7.75 days and 4 terabytes, 15.8 hours and 287 gigabytes, and 8.5 hours and 202 gigabytes, respectively. Large epidemiologic data sets often include variables that are imperfectly measured, often because data were collected for other purposes. Probabilistic-bias analysis allows quantification of errors but may be difficult in a desktop computing environment. Solutions that allow these analyses in this environment can be achieved without new hardware and within reasonable computational time frames.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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.

Probabilistic Storm Surge Forecast For Venice

NASA Astrophysics Data System (ADS)

Mel, Riccardo; Lionello, Piero

2013-04-01

This study describes an ensemble storm surge prediction procedure for the city of Venice, which is potentially very useful for its management, maintenance and for operating the movable barriers that are presently being built. Ensemble Prediction System (EPS) is meant to complement the existing SL forecast system by providing a probabilistic forecast and information on uncertainty of SL prediction. The procedure is applied to storm surge events in the period 2009-2010 producing for each of them an ensemble of 50 simulations. It is shown that EPS slightly increases the accuracy of SL prediction with respect to the deterministic forecast (DF) and it is more reliable than it. Though results are low biased and forecast uncertainty is underestimated, the probability distribution of maximum sea level produced by the EPS is acceptably realistic. The error of the EPS mean is shown to be correlated with the EPS spread. SL peaks correspond to maxima of uncertainty and uncertainty increases linearly with the forecast range. The quasi linear dynamics of the storm surges produces a modulation of the uncertainty after the SL peak with period corresponding to that of the main Adriatic seiche.

Risk assessments of regional climate change over Europe: generation of probabilistic ensemble and uncertainty assessment for EURO-CODEX

NASA Astrophysics Data System (ADS)

Yuan, J.; Kopp, R. E.

2017-12-01

Quantitative risk analysis of regional climate change is crucial for risk management and impact assessment of climate change. Two major challenges to assessing the risks of climate change are: CMIP5 model runs, which drive EURO-CODEX downscaling runs, do not cover the full range of uncertainty of future projections; Climate models may underestimate the probability of tail risks (i.e. extreme events). To overcome the difficulties, this study offers a viable avenue, where a set of probabilistic climate ensemble is generated using the Surrogate/Model Mixed Ensemble (SMME) method. The probabilistic ensembles for temperature and precipitation are used to assess the range of uncertainty covered by five bias-corrected simulations from the high-resolution (0.11º) EURO-CODEX database, which are selected by the PESETA (The Projection of Economic impacts of climate change in Sectors of the European Union based on bottom-up Analysis) III project. Results show that the distribution of SMME ensemble is notably wider than both distribution of raw ensemble of GCMs and the spread of the five EURO-CORDEX in RCP8.5. Tail risks are well presented by the SMME ensemble. Both SMME ensemble and EURO-CORDEX projections are aggregated to administrative level, and are integrated into impact functions of PESETA III to assess climate risks in Europe. To further evaluate the uncertainties introduced by the downscaling process, we compare the 5 runs from EURO-CORDEX with runs from the corresponding GCMs. Time series of regional mean, spatial patterns, and climate indices are examined for the future climate (2080-2099) deviating from the present climate (1981-2010). The downscaling processes do not appear to be trend-preserving, e.g. the increase in regional mean temperature from EURO-CORDEX is slower than that from the corresponding GCM. The spatial pattern comparison reveals that the differences between each pair of GCM and EURO-CORDEX are small in winter. In summer, the temperatures of EURO-CORDEX are generally lower than those of GCMs, while the drying trends in precipitation of EURO-CORDEX are smaller than those of GCMs. Climate indices are significantly affected by bias-correction and downscaling process. Our study provides valuable information for selecting climate indices in different regions over Europe.

Probabilistic composite micromechanics

NASA Technical Reports Server (NTRS)

Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.

1988-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.

EXPOSURE TO PESTICIDES BY MEDIUM AND ROUTE: THE 90TH PERCENTILE AND RELATED UNCERTAINTIES

EPA Science Inventory

This study investigates distributions of exposure to chlorpyrifos and diazinon using the database generated in the state of Arizona by the National Human Exposure Assessment Survey (NHEXAS-AZ). Exposure to pesticide and associated uncertainties are estimated using probabilistic...

How much swamp are we talking here?: Propagating uncertainty about the area of coastal wetlands into the U.S. greenhouse gas inventory

NASA Astrophysics Data System (ADS)

Holmquist, J. R.; Crooks, S.; Windham-Myers, L.; Megonigal, P.; Weller, D.; Lu, M.; Bernal, B.; Byrd, K. B.; Morris, J. T.; Troxler, T.; McCombs, J.; Herold, N.

2017-12-01

Stable coastal wetlands can store substantial amounts of carbon (C) that can be released when they are degraded or eroded. The EPA recently incorporated coastal wetland net-storage and emissions within the Agricultural Forested and Other Land Uses category of the U.S. National Greenhouse Gas Inventory (NGGI). This was a seminal analysis, but its quantification of uncertainty needs improvement. We provide a value-added analysis by estimating that uncertainty, focusing initially on the most basic assumption, the area of coastal wetlands. We considered three sources: uncertainty in the areas of vegetation and salinity subclasses, uncertainty in the areas of changing or stable wetlands, and uncertainty in the inland extent of coastal wetlands. The areas of vegetation and salinity subtypes, as well as stable or changing, were estimated from 2006 and 2010 maps derived from Landsat imagery by the Coastal Change Analysis Program (C-CAP). We generated unbiased area estimates and confidence intervals for C-CAP, taking into account mapped area, proportional areas of commission and omission errors, as well as the number of observations. We defined the inland extent of wetlands as all land below the current elevation of twice monthly highest tides. We generated probabilistic inundation maps integrating wetland-specific bias and random error in light-detection and ranging elevation maps, with the spatially explicit random error in tidal surfaces generated from tide gauges. This initial uncertainty analysis will be extended to calculate total propagated uncertainty in the NGGI by including the uncertainties in the amount of C lost from eroded and degraded wetlands, stored annually in stable wetlands, and emitted in the form of methane by tidal freshwater wetlands.

Big Data Geo-Analytical Tool Development for Spatial Analysis Uncertainty Visualization and Quantification Needs

NASA Astrophysics Data System (ADS)

Rose, K.; Bauer, J. R.; Baker, D. V.

2015-12-01

As big data computing capabilities are increasingly paired with spatial analytical tools and approaches, there is a need to ensure uncertainty associated with the datasets used in these analyses is adequately incorporated and portrayed in results. Often the products of spatial analyses, big data and otherwise, are developed using discontinuous, sparse, and often point-driven data to represent continuous phenomena. Results from these analyses are generally presented without clear explanations of the uncertainty associated with the interpolated values. The Variable Grid Method (VGM) offers users with a flexible approach designed for application to a variety of analyses where users there is a need to study, evaluate, and analyze spatial trends and patterns while maintaining connection to and communicating the uncertainty in the underlying spatial datasets. The VGM outputs a simultaneous visualization representative of the spatial data analyses and quantification of underlying uncertainties, which can be calculated using data related to sample density, sample variance, interpolation error, uncertainty calculated from multiple simulations. In this presentation we will show how we are utilizing Hadoop to store and perform spatial analysis through the development of custom Spark and MapReduce applications that incorporate ESRI Hadoop libraries. The team will present custom 'Big Data' geospatial applications that run on the Hadoop cluster and integrate with ESRI ArcMap with the team's probabilistic VGM approach. The VGM-Hadoop tool has been specially built as a multi-step MapReduce application running on the Hadoop cluster for the purpose of data reduction. This reduction is accomplished by generating multi-resolution, non-overlapping, attributed topology that is then further processed using ESRI's geostatistical analyst to convey a probabilistic model of a chosen study region. Finally, we will share our approach for implementation of data reduction and topology generation via custom multi-step Hadoop applications, performance benchmarking comparisons, and Hadoop-centric opportunities for greater parallelization of geospatial operations. The presentation includes examples of the approach being applied to a range of subsurface, geospatial studies (e.g. induced seismicity risk).

A Unified Probabilistic Framework for Dose–Response Assessment of Human Health Effects

PubMed Central

Slob, Wout

2015-01-01

Background When chemical health hazards have been identified, probabilistic dose–response assessment (“hazard characterization”) quantifies uncertainty and/or variability in toxicity as a function of human exposure. Existing probabilistic approaches differ for different types of endpoints or modes-of-action, lacking a unifying framework. Objectives We developed a unified framework for probabilistic dose–response assessment. Methods We established a framework based on four principles: a) individual and population dose responses are distinct; b) dose–response relationships for all (including quantal) endpoints can be recast as relating to an underlying continuous measure of response at the individual level; c) for effects relevant to humans, “effect metrics” can be specified to define “toxicologically equivalent” sizes for this underlying individual response; and d) dose–response assessment requires making adjustments and accounting for uncertainty and variability. We then derived a step-by-step probabilistic approach for dose–response assessment of animal toxicology data similar to how nonprobabilistic reference doses are derived, illustrating the approach with example non-cancer and cancer datasets. Results Probabilistically derived exposure limits are based on estimating a “target human dose” (HDMI), which requires risk management–informed choices for the magnitude (M) of individual effect being protected against, the remaining incidence (I) of individuals with effects ≥ M in the population, and the percent confidence. In the example datasets, probabilistically derived 90% confidence intervals for HDMI values span a 40- to 60-fold range, where I = 1% of the population experiences ≥ M = 1%–10% effect sizes. Conclusions Although some implementation challenges remain, this unified probabilistic framework can provide substantially more complete and transparent characterization of chemical hazards and support better-informed risk management decisions. Citation Chiu WA, Slob W. 2015. A unified probabilistic framework for dose–response assessment of human health effects. Environ Health Perspect 123:1241–1254; http://dx.doi.org/10.1289/ehp.1409385 PMID:26006063

A Probabilistic Tsunami Hazard Assessment Methodology and Its Application to Crescent City, CA

NASA Astrophysics Data System (ADS)

Gonzalez, F. I.; Leveque, R. J.; Waagan, K.; Adams, L.; Lin, G.

2012-12-01

A PTHA methodology, based in large part on Probabilistic Seismic Hazard Assessment methods (e.g., Cornell, 1968; SSHAC, 1997; Geist and Parsons, 2005), was previously applied to Seaside, OR (Gonzalez, et al., 2009). This initial version of the method has been updated to include: a revised method to estimate tidal uncertainty; an improved method for generating stochastic realizations to estimate slip distribution uncertainty (Mai and Beroza, 2002; Blair, et al., 2011); additional near-field sources in the Cascadia Subduction Zone, based on the work of Goldfinger, et al. (2012); far-field sources in Japan, based on information updated since the 3 March 2011 Tohoku tsunami (Japan Earthquake Research Committee, 2011). The GeoClaw tsunami model (Berger, et. al, 2011) is used to simulate generation, propagation and inundation. We will discuss this revised PTHA methodology and the results of its application to Crescent City, CA. Berger, M.J., D. L. George, R. J. LeVeque, and K. T. Mandli, The GeoClaw software for depth-averaged flows with adaptive refinement, Adv. Water Res. 34 (2011), pp. 1195-1206. Blair, J.L., McCrory, P.A., Oppenheimer, D.H., and Waldhauser, F. (2011): A Geo-referenced 3D model of the Juan de Fuca Slab and associated seismicity: U.S. Geological Survey Data Series 633, v.1.0, available at http://pubs.usgs.gov/ds/633/. Cornell, C. A. (1968): Engineering seismic risk analysis, Bull. Seismol. Soc. Am., 58, 1583-1606. Geist, E. L., and T. Parsons (2005): Probabilistic Analysis of Tsunami Hazards, Nat. Hazards, 37 (3), 277-314. Goldfinger, C., Nelson, C.H., Morey, A.E., Johnson, J.E., Patton, J.R., Karabanov, E., Gutiérrez-Pastor, J., Eriksson, A.T., Gràcia, E., Dunhill, G., Enkin, R.J., Dallimore, A., and Vallier, T. (2012): Turbidite event history—Methods and implications for Holocene paleoseismicity of the Cascadia subduction zone: U.S. Geological Survey Professional Paper 1661-F, 170 p. (Available at http://pubs.usgs.gov/pp/pp1661f/). González, F.I., E.L. Geist, B. Jaffe, U. Kânoglu, H. Mofjeld, C.E. Synolakis, V.V Titov, D. Arcas, D. Bellomo, D. Carlton, T. Horning, J. Johnson, J. Newman, T. Parsons, R. Peters, C. Peterson, G .Priest, A. Venturato, J. Weber, F. Wong, and A. Yalciner (2009): Probabilistic Tsunami Hazard Assessment at Seaside, Oregon, for Near- and Far-Field Seismic Sources, J. Geophys. Res., 114, C11023, doi:10.1029/2008JC005132. Japan Earthquake Research Committee, (2011): http://www.jishin.go.jp/main/p_hyoka02.htm Mai, P. M., and G. C. Beroza (2002): A spatial random field model to characterize complexity in earthquake slip, J. Geophys. Res., 107(B11), 2308, doi:10.1029/2001JB000588. SSHAC (Senior Seismic Hazard Analysis Committee) (1997): Recommendations for Probabilistic Seismic Hazard Analysis: Guidance on Uncertainty and Use of Experts, Main Report Rep. NUREG/CR-6372 UCRL-ID-122160 Vol. 1, 256 pp, U.S. Nuclear Regulatory Commission.

A Probabilistic Approach to Quantify the Impact of Uncertainty Propagation in Musculoskeletal Simulations

PubMed Central

Myers, Casey A.; Laz, Peter J.; Shelburne, Kevin B.; Davidson, Bradley S.

2015-01-01

Uncertainty that arises from measurement error and parameter estimation can significantly affect the interpretation of musculoskeletal simulations; however, these effects are rarely addressed. The objective of this study was to develop an open-source probabilistic musculoskeletal modeling framework to assess how measurement error and parameter uncertainty propagate through a gait simulation. A baseline gait simulation was performed for a male subject using OpenSim for three stages: inverse kinematics, inverse dynamics, and muscle force prediction. A series of Monte Carlo simulations were performed that considered intrarater variability in marker placement, movement artifacts in each phase of gait, variability in body segment parameters, and variability in muscle parameters calculated from cadaveric investigations. Propagation of uncertainty was performed by also using the output distributions from one stage as input distributions to subsequent stages. Confidence bounds (5–95%) and sensitivity of outputs to model input parameters were calculated throughout the gait cycle. The combined impact of uncertainty resulted in mean bounds that ranged from 2.7° to 6.4° in joint kinematics, 2.7 to 8.1 N m in joint moments, and 35.8 to 130.8 N in muscle forces. The impact of movement artifact was 1.8 times larger than any other propagated source. Sensitivity to specific body segment parameters and muscle parameters were linked to where in the gait cycle they were calculated. We anticipate that through the increased use of probabilistic tools, researchers will better understand the strengths and limitations of their musculoskeletal simulations and more effectively use simulations to evaluate hypotheses and inform clinical decisions. PMID:25404535

A Comparison of Traditional, Step-Path, and Geostatistical Techniques in the Stability Analysis of a Large Open Pit

NASA Astrophysics Data System (ADS)

Mayer, J. M.; Stead, D.

2017-04-01

With the increased drive towards deeper and more complex mine designs, geotechnical engineers are often forced to reconsider traditional deterministic design techniques in favour of probabilistic methods. These alternative techniques allow for the direct quantification of uncertainties within a risk and/or decision analysis framework. However, conventional probabilistic practices typically discretize geological materials into discrete, homogeneous domains, with attributes defined by spatially constant random variables, despite the fact that geological media display inherent heterogeneous spatial characteristics. This research directly simulates this phenomenon using a geostatistical approach, known as sequential Gaussian simulation. The method utilizes the variogram which imposes a degree of controlled spatial heterogeneity on the system. Simulations are constrained using data from the Ok Tedi mine site in Papua New Guinea and designed to randomly vary the geological strength index and uniaxial compressive strength using Monte Carlo techniques. Results suggest that conventional probabilistic techniques have a fundamental limitation compared to geostatistical approaches, as they fail to account for the spatial dependencies inherent to geotechnical datasets. This can result in erroneous model predictions, which are overly conservative when compared to the geostatistical results.

Probabilistic design of fibre concrete structures

NASA Astrophysics Data System (ADS)

Pukl, R.; Novák, D.; Sajdlová, T.; Lehký, D.; Červenka, J.; Červenka, V.

2017-09-01

Advanced computer simulation is recently well-established methodology for evaluation of resistance of concrete engineering structures. The nonlinear finite element analysis enables to realistically predict structural damage, peak load, failure, post-peak response, development of cracks in concrete, yielding of reinforcement, concrete crushing or shear failure. The nonlinear material models can cover various types of concrete and reinforced concrete: ordinary concrete, plain or reinforced, without or with prestressing, fibre concrete, (ultra) high performance concrete, lightweight concrete, etc. Advanced material models taking into account fibre concrete properties such as shape of tensile softening branch, high toughness and ductility are described in the paper. Since the variability of the fibre concrete material properties is rather high, the probabilistic analysis seems to be the most appropriate format for structural design and evaluation of structural performance, reliability and safety. The presented combination of the nonlinear analysis with advanced probabilistic methods allows evaluation of structural safety characterized by failure probability or by reliability index respectively. Authors offer a methodology and computer tools for realistic safety assessment of concrete structures; the utilized approach is based on randomization of the nonlinear finite element analysis of the structural model. Uncertainty of the material properties or their randomness obtained from material tests are accounted in the random distribution. Furthermore, degradation of the reinforced concrete materials such as carbonation of concrete, corrosion of reinforcement, etc. can be accounted in order to analyze life-cycle structural performance and to enable prediction of the structural reliability and safety in time development. The results can serve as a rational basis for design of fibre concrete engineering structures based on advanced nonlinear computer analysis. The presented methodology is illustrated on results from two probabilistic studies with different types of concrete structures related to practical applications and made from various materials (with the parameters obtained from real material tests).

Circularly-symmetric complex normal ratio distribution for scalar transmissibility functions. Part III: Application to statistical modal analysis

NASA Astrophysics Data System (ADS)

Yan, Wang-Ji; Ren, Wei-Xin

2018-01-01

This study applies the theoretical findings of circularly-symmetric complex normal ratio distribution Yan and Ren (2016) [1,2] to transmissibility-based modal analysis from a statistical viewpoint. A probabilistic model of transmissibility function in the vicinity of the resonant frequency is formulated in modal domain, while some insightful comments are offered. It theoretically reveals that the statistics of transmissibility function around the resonant frequency is solely dependent on 'noise-to-signal' ratio and mode shapes. As a sequel to the development of the probabilistic model of transmissibility function in modal domain, this study poses the process of modal identification in the context of Bayesian framework by borrowing a novel paradigm. Implementation issues unique to the proposed approach are resolved by Lagrange multiplier approach. Also, this study explores the possibility of applying Bayesian analysis in distinguishing harmonic components and structural ones. The approaches are verified through simulated data and experimentally testing data. The uncertainty behavior due to variation of different factors is also discussed in detail.

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.

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.

Stochastic Robust Mathematical Programming Model for Power System Optimization

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

Liu, Cong; Changhyeok, Lee; Haoyong, Chen

2016-01-01

This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

New method for probabilistic traffic demand predictions for en route sectors based on uncertain predictions of individual flight events.

DOT National Transportation Integrated Search

2011-06-14

This paper presents a novel analytical approach to and techniques for translating characteristics of uncertainty in predicting sector entry times and times in sector for individual flights into characteristics of uncertainty in predicting one-minute ...

PROBABILISTIC RISK ANALYSIS OF RADIOACTIVE WASTE DISPOSALS - a case study

NASA Astrophysics Data System (ADS)

Trinchero, P.; Delos, A.; Tartakovsky, D. M.; Fernandez-Garcia, D.; Bolster, D.; Dentz, M.; Sanchez-Vila, X.; Molinero, J.

2009-12-01

The storage of contaminant material in superficial or sub-superficial repositories, such as tailing piles for mine waste or disposal sites for low and intermediate nuclear waste, poses a potential threat for the surrounding biosphere. The minimization of these risks can be achieved by supporting decision-makers with quantitative tools capable to incorporate all source of uncertainty within a rigorous probabilistic framework. A case study is presented where we assess the risks associated to the superficial storage of hazardous waste close to a populated area. The intrinsic complexity of the problem, involving many events with different spatial and time scales and many uncertainty parameters is overcome by using a formal PRA (probabilistic risk assessment) procedure that allows decomposing the system into a number of key events. Hence, the failure of the system is directly linked to the potential contamination of one of the three main receptors: the underlying karst aquifer, a superficial stream that flows near the storage piles and a protection area surrounding a number of wells used for water supply. The minimal cut sets leading to the failure of the system are obtained by defining a fault-tree that incorporates different events including the failure of the engineered system (e.g. cover of the piles) and the failure of the geological barrier (e.g. clay layer that separates the bottom of the pile from the karst formation). Finally the probability of failure is quantitatively assessed combining individual independent or conditional probabilities that are computed numerically or borrowed from reliability database.

Condition trees as a mechanism for communicating the meaning of uncertainties

NASA Astrophysics Data System (ADS)

Beven, Keith

2015-04-01

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

The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments

NASA Astrophysics Data System (ADS)

Chen, Fajing; Jiao, Meiyan; Chen, Jing

2013-04-01

Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.

TU-AB-BRB-01: Coverage Evaluation and Probabilistic Treatment Planning as a Margin Alternative

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

Siebers, J.

The accepted clinical method to accommodate targeting uncertainties inherent in fractionated external beam radiation therapy is to utilize GTV-to-CTV and CTV-to-PTV margins during the planning process to design a PTV-conformal static dose distribution on the planning image set. Ideally, margins are selected to ensure a high (e.g. >95%) target coverage probability (CP) in spite of inherent inter- and intra-fractional positional variations, tissue motions, and initial contouring uncertainties. Robust optimization techniques, also known as probabilistic treatment planning techniques, explicitly incorporate the dosimetric consequences of targeting uncertainties by including CP evaluation into the planning optimization process along with coverage-based planning objectives. Themore » treatment planner no longer needs to use PTV and/or PRV margins; instead robust optimization utilizes probability distributions of the underlying uncertainties in conjunction with CP-evaluation for the underlying CTVs and OARs to design an optimal treated volume. This symposium will describe CP-evaluation methods as well as various robust planning techniques including use of probability-weighted dose distributions, probability-weighted objective functions, and coverage optimized planning. Methods to compute and display the effect of uncertainties on dose distributions will be presented. The use of robust planning to accommodate inter-fractional setup uncertainties, organ deformation, and contouring uncertainties will be examined as will its use to accommodate intra-fractional organ motion. Clinical examples will be used to inter-compare robust and margin-based planning, highlighting advantages of robust-plans in terms of target and normal tissue coverage. Robust-planning limitations as uncertainties approach zero and as the number of treatment fractions becomes small will be presented, as well as the factors limiting clinical implementation of robust planning. Learning Objectives: To understand robust-planning as a clinical alternative to using margin-based planning. To understand conceptual differences between uncertainty and predictable motion. To understand fundamental limitations of the PTV concept that probabilistic planning can overcome. To understand the major contributing factors to target and normal tissue coverage probability. To understand the similarities and differences of various robust planning techniques To understand the benefits and limitations of robust planning techniques.« less

Ensemble Bayesian forecasting system Part I: Theory and algorithms

NASA Astrophysics Data System (ADS)

Herr, Henry D.; Krzysztofowicz, Roman

2015-05-01

The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of predictand, possesses a Bayesian coherence property, constitutes a random sample of the predictand, and has an acceptable sampling error-which makes it suitable for rational decision making under uncertainty.

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.

USACM Thematic Workshop On Uncertainty Quantification And Data-Driven Modeling.

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

Stewart, James R.

The USACM Thematic Workshop on Uncertainty Quantification and Data-Driven Modeling was held on March 23-24, 2017, in Austin, TX. The organizers of the technical program were James R. Stewart of Sandia National Laboratories and Krishna Garikipati of University of Michigan. The administrative organizer was Ruth Hengst, who serves as Program Coordinator for the USACM. The organization of this workshop was coordinated through the USACM Technical Thrust Area on Uncertainty Quantification and Probabilistic Analysis. The workshop website (http://uqpm2017.usacm.org) includes the presentation agenda as well as links to several of the presentation slides (permission to access the presentations was granted by eachmore » of those speakers, respectively). Herein, this final report contains the complete workshop program that includes the presentation agenda, the presentation abstracts, and the list of posters.« less

A probabilistic approach to composite micromechanics

NASA Technical Reports Server (NTRS)

Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.

1988-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.

Probabilistic assessment of roadway departure risk in a curve

NASA Astrophysics Data System (ADS)

Rey, G.; Clair, D.; Fogli, M.; Bernardin, F.

2011-10-01

Roadway departure while cornering constitutes a major part of car accidents and casualties in France. Even though drastic policy about overspeeding contributes to reduce accidents, there obviously exist other factors. This article presents the construction of a probabilistic strategy for the roadway departure risk assessment. A specific vehicle dynamic model is developed in which some parameters are modelled by random variables. These parameters are deduced from a sensitivity analysis to ensure an efficient representation of the inherent uncertainties of the system. Then, structural reliability methods are employed to assess the roadway departure risk in function of the initial conditions measured at the entrance of the curve. This study is conducted within the French national road safety project SARI that aims to implement a warning systems alerting the driver in case of dangerous situation.

Probabilistic eruption forecasting at short and long time scales

NASA Astrophysics Data System (ADS)

Marzocchi, Warner; Bebbington, Mark S.

2012-10-01

Any effective volcanic risk mitigation strategy requires a scientific assessment of the future evolution of a volcanic system and its eruptive behavior. Some consider the onus should be on volcanologists to provide simple but emphatic deterministic forecasts. This traditional way of thinking, however, does not deal with the implications of inherent uncertainties, both aleatoric and epistemic, that are inevitably present in observations, monitoring data, and interpretation of any natural system. In contrast to deterministic predictions, probabilistic eruption forecasting attempts to quantify these inherent uncertainties utilizing all available information to the extent that it can be relied upon and is informative. As with many other natural hazards, probabilistic eruption forecasting is becoming established as the primary scientific basis for planning rational risk mitigation actions: at short-term (hours to weeks or months), it allows decision-makers to prioritize actions in a crisis; and at long-term (years to decades), it is the basic component for land use and emergency planning. Probabilistic eruption forecasting consists of estimating the probability of an eruption event and where it sits in a complex multidimensional time-space-magnitude framework. In this review, we discuss the key developments and features of models that have been used to address the problem.

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

PubMed

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

2017-11-01

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

A sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory.

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

Johnson, J. D.; Oberkampf, William Louis; Helton, Jon Craig

2006-10-01

Evidence theory provides an alternative to probability theory for the representation of epistemic uncertainty in model predictions that derives from epistemic uncertainty in model inputs, where the descriptor epistemic is used to indicate uncertainty that derives from a lack of knowledge with respect to the appropriate values to use for various inputs to the model. The potential benefit, and hence appeal, of evidence theory is that it allows a less restrictive specification of uncertainty than is possible within the axiomatic structure on which probability theory is based. Unfortunately, the propagation of an evidence theory representation for uncertainty through a modelmore » is more computationally demanding than the propagation of a probabilistic representation for uncertainty, with this difficulty constituting a serious obstacle to the use of evidence theory in the representation of uncertainty in predictions obtained from computationally intensive models. This presentation describes and illustrates a sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory. Preliminary trials indicate that the presented strategy can be used to propagate uncertainty representations based on evidence theory in analysis situations where naive sampling-based (i.e., unsophisticated Monte Carlo) procedures are impracticable due to computational cost.« less

Impact of rheology on probabilistic forecasts of sea ice trajectories: application for search and rescue operations in the Arctic

NASA Astrophysics Data System (ADS)

Rabatel, Matthias; Rampal, Pierre; Carrassi, Alberto; Bertino, Laurent; Jones, Christopher K. R. T.

2018-03-01

We present a sensitivity analysis and discuss the probabilistic forecast capabilities of the novel sea ice model neXtSIM used in hindcast mode. The study pertains to the response of the model to the uncertainty on winds using probabilistic forecasts of ice trajectories. neXtSIM is a continuous Lagrangian numerical model that uses an elasto-brittle rheology to simulate the ice response to external forces. The sensitivity analysis is based on a Monte Carlo sampling of 12 members. The response of the model to the uncertainties is evaluated in terms of simulated ice drift distances from their initial positions, and from the mean position of the ensemble, over the mid-term forecast horizon of 10 days. The simulated ice drift is decomposed into advective and diffusive parts that are characterised separately both spatially and temporally and compared to what is obtained with a free-drift model, that is, when the ice rheology does not play any role in the modelled physics of the ice. The seasonal variability of the model sensitivity is presented and shows the role of the ice compactness and rheology in the ice drift response at both local and regional scales in the Arctic. Indeed, the ice drift simulated by neXtSIM in summer is close to the one obtained with the free-drift model, while the more compact and solid ice pack shows a significantly different mechanical and drift behaviour in winter. For the winter period analysed in this study, we also show that, in contrast to the free-drift model, neXtSIM reproduces the sea ice Lagrangian diffusion regimes as found from observed trajectories. The forecast capability of neXtSIM is also evaluated using a large set of real buoy's trajectories and compared to the capability of the free-drift model. We found that neXtSIM performs significantly better in simulating sea ice drift, both in terms of forecast error and as a tool to assist search and rescue operations, although the sources of uncertainties assumed for the present experiment are not sufficient for complete coverage of the observed IABP positions.

Value of information: interim analysis of a randomized, controlled trial of goal-directed hemodynamic treatment for aged patients.

PubMed

Bartha, Erzsebet; Davidson, Thomas; Brodtkorb, Thor-Henrik; Carlsson, Per; Kalman, Sigridur

2013-07-09

A randomized, controlled trial, intended to include 460 patients, is currently studying peroperative goal-directed hemodynamic treatment (GDHT) of aged hip-fracture patients. Interim efficacy analysis performed on the first 100 patients was statistically uncertain; thus, the trial is continuing in accordance with the trial protocol. This raised the present investigation's main question: Is it reasonable to continue to fund the trial to decrease uncertainty? To answer this question, a previously developed probabilistic cost-effectiveness model was used. That model depicts (1) a choice between routine fluid treatment and GDHT, given uncertainty of current evidence and (2) the monetary value of further data collection to decrease uncertainty. This monetary value, that is, the expected value of perfect information (EVPI), could be used to compare future research costs. Thus, the primary aim of the present investigation was to analyze EVPI of an ongoing trial with interim efficacy observed. A previously developed probabilistic decision analytic cost-effectiveness model was employed to compare the routine fluid treatment to GDHT. Results from the interim analysis, published trials, the meta-analysis, and the registry data were used as model inputs. EVPI was predicted using (1) combined uncertainty of model inputs; (2) threshold value of society's willingness to pay for one, quality-adjusted life-year; and (3) estimated number of future patients exposed to choice between GDHT and routine fluid treatment during the expected lifetime of GDHT. If a decision to use GDHT were based on cost-effectiveness, then the decision would have a substantial degree of uncertainty. Assuming a 5-year lifetime of GDHT in clinical practice, the number of patients who would be subject to future decisions was 30,400. EVPI per patient would be €204 at a €20,000 threshold value of society's willingness to pay for one quality-adjusted life-year. Given a future population of 30,400 individuals, total EVPI would be €6.19 million. If future trial costs are below EVPI, further data collection is potentially cost-effective. When applying a cost-effectiveness model, statements such as 'further research is needed' are replaced with 'further research is cost-effective and 'further funding of a trial is justified'. ClinicalTrials.gov NCT01141894.

Communicating uncertainties in earth sciences in view of user needs

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

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

EPA Science Inventory

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

Teaching Measurement and Uncertainty the GUM Way

ERIC Educational Resources Information Center

Buffler, Andy; Allie, Saalih; Lubben, Fred

2008-01-01

This paper describes a course aimed at developing understanding of measurement and uncertainty in the introductory physics laboratory. The course materials, in the form of a student workbook, are based on the probabilistic framework for measurement as recommended by the International Organization for Standardization in their publication "Guide to…

Probabilistic Fiber Composite Micromechanics

NASA Technical Reports Server (NTRS)

Stock, Thomas A.

1996-01-01

Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. The variables in which uncertainties are accounted for include constituent and void volume ratios, constituent elastic properties and strengths, and fiber misalignment. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material property variations induced by random changes expected at the material micro level. Regression results are presented to show the relative correlation between predictor and response variables in the study. These computational procedures make possible a formal description of anticipated random processes at the intra-ply level, and the related effects of these on composite properties.

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2017-05-15

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

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.

Calibrating the stress-time curve of a combined finite-discrete element method to a Split Hopkinson Pressure Bar experiment

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

Osthus, Dave; Godinez, Humberto C.; Rougier, Esteban

We presenmore » t a generic method for automatically calibrating a computer code to an experiment, with uncertainty, for a given “training” set of computer code runs. The calibration technique is general and probabilistic, meaning the calibration uncertainty is represented in the form of a probability distribution. We demonstrate the calibration method by calibrating a combined Finite-Discrete Element Method (FDEM) to a Split Hopkinson Pressure Bar (SHPB) experiment with a granite sample. The probabilistic calibration method combines runs of a FDEM computer simulation for a range of “training” settings and experimental uncertainty to develop a statistical emulator. The process allows for calibration of input parameters and produces output quantities with uncertainty estimates for settings where simulation results are desired. Input calibration and FDEM fitted results are presented. We find that the maximum shear strength σ t max and to a lesser extent maximum tensile strength σ n max govern the behavior of the stress-time curve before and around the peak, while the specific energy in Mode II (shear) E t largely governs the post-peak behavior of the stress-time curve. Good agreement is found between the calibrated FDEM and the SHPB experiment. Interestingly, we find the SHPB experiment to be rather uninformative for calibrating the softening-curve shape parameters (a, b, and c). This work stands as a successful demonstration of how a general probabilistic calibration framework can automatically calibrate FDEM parameters to an experiment.« less

Calibrating the stress-time curve of a combined finite-discrete element method to a Split Hopkinson Pressure Bar experiment

DOE PAGES

Osthus, Dave; Godinez, Humberto C.; Rougier, Esteban; ...

2018-05-01

We presenmore » t a generic method for automatically calibrating a computer code to an experiment, with uncertainty, for a given “training” set of computer code runs. The calibration technique is general and probabilistic, meaning the calibration uncertainty is represented in the form of a probability distribution. We demonstrate the calibration method by calibrating a combined Finite-Discrete Element Method (FDEM) to a Split Hopkinson Pressure Bar (SHPB) experiment with a granite sample. The probabilistic calibration method combines runs of a FDEM computer simulation for a range of “training” settings and experimental uncertainty to develop a statistical emulator. The process allows for calibration of input parameters and produces output quantities with uncertainty estimates for settings where simulation results are desired. Input calibration and FDEM fitted results are presented. We find that the maximum shear strength σ t max and to a lesser extent maximum tensile strength σ n max govern the behavior of the stress-time curve before and around the peak, while the specific energy in Mode II (shear) E t largely governs the post-peak behavior of the stress-time curve. Good agreement is found between the calibrated FDEM and the SHPB experiment. Interestingly, we find the SHPB experiment to be rather uninformative for calibrating the softening-curve shape parameters (a, b, and c). This work stands as a successful demonstration of how a general probabilistic calibration framework can automatically calibrate FDEM parameters to an experiment.« less

Final Report. Analysis and Reduction of Complex Networks Under Uncertainty

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

Marzouk, Youssef M.; Coles, T.; Spantini, A.

2013-09-30

The project was a collaborative effort among MIT, Sandia National Laboratories (local PI Dr. Habib Najm), the University of Southern California (local PI Prof. Roger Ghanem), and The Johns Hopkins University (local PI Prof. Omar Knio, now at Duke University). Our focus was the analysis and reduction of large-scale dynamical systems emerging from networks of interacting components. Such networks underlie myriad natural and engineered systems. Examples important to DOE include chemical models of energy conversion processes, and elements of national infrastructure—e.g., electric power grids. Time scales in chemical systems span orders of magnitude, while infrastructure networks feature both local andmore » long-distance connectivity, with associated clusters of time scales. These systems also blend continuous and discrete behavior; examples include saturation phenomena in surface chemistry and catalysis, and switching in electrical networks. Reducing size and stiffness is essential to tractable and predictive simulation of these systems. Computational singular perturbation (CSP) has been effectively used to identify and decouple dynamics at disparate time scales in chemical systems, allowing reduction of model complexity and stiffness. In realistic settings, however, model reduction must contend with uncertainties, which are often greatest in large-scale systems most in need of reduction. Uncertainty is not limited to parameters; one must also address structural uncertainties—e.g., whether a link is present in a network—and the impact of random perturbations, e.g., fluctuating loads or sources. Research under this project developed new methods for the analysis and reduction of complex multiscale networks under uncertainty, by combining computational singular perturbation (CSP) with probabilistic uncertainty quantification. CSP yields asymptotic approximations of reduceddimensionality “slow manifolds” on which a multiscale dynamical system evolves. Introducing uncertainty in this context raised fundamentally new issues, e.g., how is the topology of slow manifolds transformed by parametric uncertainty? How to construct dynamical models on these uncertain manifolds? To address these questions, we used stochastic spectral polynomial chaos (PC) methods to reformulate uncertain network models and analyzed them using CSP in probabilistic terms. Finding uncertain manifolds involved the solution of stochastic eigenvalue problems, facilitated by projection onto PC bases. These problems motivated us to explore the spectral properties stochastic Galerkin systems. We also introduced novel methods for rank-reduction in stochastic eigensystems—transformations of a uncertain dynamical system that lead to lower storage and solution complexity. These technical accomplishments are detailed below. This report focuses on the MIT portion of the joint project.« less

Probabilistic Assessment of Fracture Progression in Composite Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Minnetyan, Levon; Mauget, Bertrand; Huang, Dade; Addi, Frank

1999-01-01

This report describes methods and corresponding computer codes that are used to evaluate progressive damage and fracture and to perform probabilistic assessment in built-up composite structures. Structural response is assessed probabilistically, during progressive fracture. The effects of design variable uncertainties on structural fracture progression are quantified. The fast probability integrator (FPI) is used to assess the response scatter in the composite structure at damage initiation. The sensitivity of the damage response to design variables is computed. The methods are general purpose and are applicable to stitched and unstitched composites in all types of structures and fracture processes starting from damage initiation to unstable propagation and to global structure collapse. The methods are demonstrated for a polymer matrix composite stiffened panel subjected to pressure. The results indicated that composite constituent properties, fabrication parameters, and respective uncertainties have a significant effect on structural durability and reliability. Design implications with regard to damage progression, damage tolerance, and reliability of composite structures are examined.

Using probabilistic terrorism risk modeling for regulatory benefit-cost analysis: application to the Western hemisphere travel initiative in the land environment.

PubMed

Willis, Henry H; LaTourrette, Tom

2008-04-01

This article presents a framework for using probabilistic terrorism risk modeling in regulatory analysis. We demonstrate the framework with an example application involving a regulation under consideration, the Western Hemisphere Travel Initiative for the Land Environment, (WHTI-L). First, we estimate annualized loss from terrorist attacks with the Risk Management Solutions (RMS) Probabilistic Terrorism Model. We then estimate the critical risk reduction, which is the risk-reducing effectiveness of WHTI-L needed for its benefit, in terms of reduced terrorism loss in the United States, to exceed its cost. Our analysis indicates that the critical risk reduction depends strongly not only on uncertainties in the terrorism risk level, but also on uncertainty in the cost of regulation and how casualties are monetized. For a terrorism risk level based on the RMS standard risk estimate, the baseline regulatory cost estimate for WHTI-L, and a range of casualty cost estimates based on the willingness-to-pay approach, our estimate for the expected annualized loss from terrorism ranges from $2.7 billion to $5.2 billion. For this range in annualized loss, the critical risk reduction for WHTI-L ranges from 7% to 13%. Basing results on a lower risk level that results in halving the annualized terrorism loss would double the critical risk reduction (14-26%), and basing the results on a higher risk level that results in a doubling of the annualized terrorism loss would cut the critical risk reduction in half (3.5-6.6%). Ideally, decisions about terrorism security regulations and policies would be informed by true benefit-cost analyses in which the estimated benefits are compared to costs. Such analyses for terrorism security efforts face substantial impediments stemming from the great uncertainty in the terrorist threat and the very low recurrence interval for large attacks. Several approaches can be used to estimate how a terrorism security program or regulation reduces the distribution of risks it is intended to manage. But, continued research to develop additional tools and data is necessary to support application of these approaches. These include refinement of models and simulations, engagement of subject matter experts, implementation of program evaluation, and estimating the costs of casualties from terrorism events.

Comparison of the economic impact of different wind power forecast systems for producers

NASA Astrophysics Data System (ADS)

Alessandrini, S.; Davò, F.; Sperati, S.; Benini, M.; Delle Monache, L.

2014-05-01

Deterministic forecasts of wind production for the next 72 h at a single wind farm or at the regional level are among the main end-users requirement. However, for an optimal management of wind power production and distribution it is important to provide, together with a deterministic prediction, a probabilistic one. A deterministic forecast consists of a single value for each time in the future for the variable to be predicted, while probabilistic forecasting informs on probabilities for potential future events. This means providing information about uncertainty (i.e. a forecast of the PDF of power) in addition to the commonly provided single-valued power prediction. A significant probabilistic application is related to the trading of energy in day-ahead electricity markets. It has been shown that, when trading future wind energy production, using probabilistic wind power predictions can lead to higher benefits than those obtained by using deterministic forecasts alone. In fact, by using probabilistic forecasting it is possible to solve economic model equations trying to optimize the revenue for the producer depending, for example, on the specific penalties for forecast errors valid in that market. In this work we have applied a probabilistic wind power forecast systems based on the "analog ensemble" method for bidding wind energy during the day-ahead market in the case of a wind farm located in Italy. The actual hourly income for the plant is computed considering the actual selling energy prices and penalties proportional to the unbalancing, defined as the difference between the day-ahead offered energy and the actual production. The economic benefit of using a probabilistic approach for the day-ahead energy bidding are evaluated, resulting in an increase of 23% of the annual income for a wind farm owner in the case of knowing "a priori" the future energy prices. The uncertainty on price forecasting partly reduces the economic benefit gained by using a probabilistic energy forecast system.

Optimization of monitoring and inspections in the life-cycle of wind turbines

NASA Astrophysics Data System (ADS)

Hanish Nithin, Anu; Omenzetter, Piotr

2016-04-01

The past decade has witnessed a surge in the offshore wind farm developments across the world. Although this form of cleaner and greener energy is beneficial and eco-friendly, the production of wind energy entails high life-cycle costs. The costs associated with inspections, monitoring and repairs of wind turbines are primary contributors to the high costs of electricity produced in this way and are disadvantageous in today's competitive economic environment. There is limited research being done in the probabilistic optimization of life-cycle costs of offshore wind turbines structures and their components. This paper proposes a framework for assessing the life cycle cost of wind turbine structures subject to damage and deterioration. The objective of the paper is to develop a mathematical probabilistic cost assessment framework which considers deterioration, inspection, monitoring, repair and maintenance models and their uncertainties. The uncertainties are etched in the accuracy and precision of the monitoring and inspection methods and can be considered through the probability of damage detection of each method. Schedules for inspection, monitoring and repair actions are demonstrated using a decision tree. Examples of a generalised deterioration process integrated with the cost analysis using a decision tree are shown for a wind turbine foundation structure.

Quantifying the uncertainty in site amplification modeling and its effects on site-specific seismic-hazard estimation in the upper Mississippi embayment and adjacent areas

USGS Publications Warehouse

Cramer, C.H.

2006-01-01

The Mississippi embayment, located in the central United States, and its thick deposits of sediments (over 1 km in places) have a large effect on earthquake ground motions. Several previous studies have addressed how these thick sediments might modify probabilistic seismic-hazard maps. The high seismic hazard associated with the New Madrid seismic zone makes it particularly important to quantify the uncertainty in modeling site amplification to better represent earthquake hazard in seismic-hazard maps. The methodology of the Memphis urban seismic-hazard-mapping project (Cramer et al., 2004) is combined with the reference profile approach of Toro and Silva (2001) to better estimate seismic hazard in the Mississippi embayment. Improvements over previous approaches include using the 2002 national seismic-hazard model, fully probabilistic hazard calculations, calibration of site amplification with improved nonlinear soil-response estimates, and estimates of uncertainty. Comparisons are made with the results of several previous studies, and estimates of uncertainty inherent in site-amplification modeling for the upper Mississippi embayment are developed. I present new seismic-hazard maps for the upper Mississippi embayment with the effects of site geology incorporating these uncertainties.

Probabilistic Space Weather Forecasting: a Bayesian Perspective

NASA Astrophysics Data System (ADS)

Camporeale, E.; Chandorkar, M.; Borovsky, J.; Care', A.

2017-12-01

Most of the Space Weather forecasts, both at operational and research level, are not probabilistic in nature. Unfortunately, a prediction that does not provide a confidence level is not very useful in a decision-making scenario. Nowadays, forecast models range from purely data-driven, machine learning algorithms, to physics-based approximation of first-principle equations (and everything that sits in between). Uncertainties pervade all such models, at every level: from the raw data to finite-precision implementation of numerical methods. The most rigorous way of quantifying the propagation of uncertainties is by embracing a Bayesian probabilistic approach. One of the simplest and most robust machine learning technique in the Bayesian framework is Gaussian Process regression and classification. Here, we present the application of Gaussian Processes to the problems of the DST geomagnetic index forecast, the solar wind type classification, and the estimation of diffusion parameters in radiation belt modeling. In each of these very diverse problems, the GP approach rigorously provide forecasts in the form of predictive distributions. In turn, these distributions can be used as input for ensemble simulations in order to quantify the amplification of uncertainties. We show that we have achieved excellent results in all of the standard metrics to evaluate our models, with very modest computational cost.

Assessment of uncertainty in discrete fracture network modeling using probabilistic distribution method.

PubMed

Wei, Yaqiang; Dong, Yanhui; Yeh, Tian-Chyi J; Li, Xiao; Wang, Liheng; Zha, Yuanyuan

2017-11-01

There have been widespread concerns about solute transport problems in fractured media, e.g. the disposal of high-level radioactive waste in geological fractured rocks. Numerical simulation of particle tracking is gradually being employed to address these issues. Traditional predictions of radioactive waste transport using discrete fracture network (DFN) models often consider one particular realization of the fracture distribution based on fracture statistic features. This significantly underestimates the uncertainty of the risk of radioactive waste deposit evaluation. To adequately assess the uncertainty during the DFN modeling in a potential site for the disposal of high-level radioactive waste, this paper utilized the probabilistic distribution method (PDM). The method was applied to evaluate the risk of nuclear waste deposit in Beishan, China. Moreover, the impact of the number of realizations on the simulation results was analyzed. In particular, the differences between the modeling results of one realization and multiple realizations were demonstrated. Probabilistic distributions of 20 realizations at different times were also obtained. The results showed that the employed PDM can be used to describe the ranges of the contaminant particle transport. The high-possibility contaminated areas near the release point were more concentrated than the farther areas after 5E6 days, which was 25,400 m 2 .

Structural design of composite rotor blades with consideration of manufacturability, durability, and manufacturing uncertainties

NASA Astrophysics Data System (ADS)

Li, Leihong

A modular structural design methodology for composite blades is developed. This design method can be used to design composite rotor blades with sophisticate geometric cross-sections. This design method hierarchically decomposed the highly-coupled interdisciplinary rotor analysis into global and local levels. In the global level, aeroelastic response analysis and rotor trim are conduced based on multi-body dynamic models. In the local level, variational asymptotic beam sectional analysis methods are used for the equivalent one-dimensional beam properties. Compared with traditional design methodology, the proposed method is more efficient and accurate. Then, the proposed method is used to study three different design problems that have not been investigated before. The first is to add manufacturing constraints into design optimization. The introduction of manufacturing constraints complicates the optimization process. However, the design with manufacturing constraints benefits the manufacturing process and reduces the risk of violating major performance constraints. Next, a new design procedure for structural design against fatigue failure is proposed. This procedure combines the fatigue analysis with the optimization process. The durability or fatigue analysis employs a strength-based model. The design is subject to stiffness, frequency, and durability constraints. Finally, the manufacturing uncertainty impacts on rotor blade aeroelastic behavior are investigated, and a probabilistic design method is proposed to control the impacts of uncertainty on blade structural performance. The uncertainty factors include dimensions, shapes, material properties, and service loads.

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.

Merging information from multi-model flood projections in a hierarchical Bayesian framework

NASA Astrophysics Data System (ADS)

Le Vine, Nataliya

2016-04-01

Multi-model ensembles are becoming widely accepted for flood frequency change analysis. The use of multiple models results in large uncertainty around estimates of flood magnitudes, due to both uncertainty in model selection and natural variability of river flow. The challenge is therefore to extract the most meaningful signal from the multi-model predictions, accounting for both model quality and uncertainties in individual model estimates. The study demonstrates the potential of a recently proposed hierarchical Bayesian approach to combine information from multiple models. The approach facilitates explicit treatment of shared multi-model discrepancy as well as the probabilistic nature of the flood estimates, by treating the available models as a sample from a hypothetical complete (but unobserved) set of models. The advantages of the approach are: 1) to insure an adequate 'baseline' conditions with which to compare future changes; 2) to reduce flood estimate uncertainty; 3) to maximize use of statistical information in circumstances where multiple weak predictions individually lack power, but collectively provide meaningful information; 4) to adjust multi-model consistency criteria when model biases are large; and 5) to explicitly consider the influence of the (model performance) stationarity assumption. Moreover, the analysis indicates that reducing shared model discrepancy is the key to further reduction of uncertainty in the flood frequency analysis. The findings are of value regarding how conclusions about changing exposure to flooding are drawn, and to flood frequency change attribution studies.

Robust Decision Making Approach to Managing Water Resource Risks (Invited)

NASA Astrophysics Data System (ADS)

Lempert, R.

2010-12-01

The IPCC and US National Academies of Science have recommended iterative risk management as the best approach for water management and many other types of climate-related decisions. Such an approach does not rely on a single set of judgments at any one time but rather actively updates and refines strategies as new information emerges. In addition, the approach emphasizes that a portfolio of different types of responses, rather than any single action, often provides the best means to manage uncertainty. Implementing an iterative risk management approach can however prove difficult in actual decision support applications. This talk will suggest that robust decision making (RDM) provides a particularly useful set of quantitative methods for implementing iterative risk management. This RDM approach is currently being used in a wide variety of water management applications. RDM employs three key concepts that differentiate it from most types of probabilistic risk analysis: 1) characterizing uncertainty with multiple views of the future (which can include sets of probability distributions) rather than a single probabilistic best-estimate, 2) employing a robustness rather than an optimality criterion to assess alternative policies, and 3) organizing the analysis with a vulnerability and response option framework, rather than a predict-then-act framework. This talk will summarize the RDM approach, describe its use in several different types of water management applications, and compare the results to those obtained with other methods.

A multi-subject evaluation of uncertainty in anatomical landmark location on shoulder kinematic description.

PubMed

Langenderfer, Joseph E; Rullkoetter, Paul J; Mell, Amy G; Laz, Peter J

2009-04-01

An accurate assessment of shoulder kinematics is useful for understanding healthy normal and pathological mechanics. Small variability in identifying and locating anatomical landmarks (ALs) has potential to affect reported shoulder kinematics. The objectives of this study were to quantify the effect of landmark location variability on scapular and humeral kinematic descriptions for multiple subjects using probabilistic analysis methods, and to evaluate the consistency in results across multiple subjects. Data from 11 healthy subjects performing humeral elevation in the scapular plane were used to calculate Euler angles describing humeral and scapular kinematics. Probabilistic analyses were performed for each subject to simulate uncertainty in the locations of 13 upper-extremity ALs. For standard deviations of 4 mm in landmark location, the analysis predicted Euler angle envelopes between the 1 and 99 percentile bounds of up to 16.6 degrees . While absolute kinematics varied with the subject, the average 1-99% kinematic ranges for the motion were consistent across subjects and sensitivity factors showed no statistically significant differences between subjects. The description of humeral kinematics was most sensitive to the location of landmarks on the thorax, while landmarks on the scapula had the greatest effect on the description of scapular elevation. The findings of this study can provide a better understanding of kinematic variability, which can aid in making accurate clinical diagnoses and refining kinematic measurement techniques.

Analysis of the French insurance market exposure to floods: a stochastic model combining river overflow and surface runoff

NASA Astrophysics Data System (ADS)

Moncoulon, D.; Labat, D.; Ardon, J.; Onfroy, T.; Leblois, E.; Poulard, C.; Aji, S.; Rémy, A.; Quantin, A.

2013-07-01

The analysis of flood exposure at a national scale for the French insurance market must combine the generation of a probabilistic event set of all possible but not yet occurred flood situations with hazard and damage modeling. In this study, hazard and damage models are calibrated on a 1995-2012 historical event set, both for hazard results (river flow, flooded areas) and loss estimations. Thus, uncertainties in the deterministic estimation of a single event loss are known before simulating a probabilistic event set. To take into account at least 90% of the insured flood losses, the probabilistic event set must combine the river overflow (small and large catchments) with the surface runoff due to heavy rainfall, on the slopes of the watershed. Indeed, internal studies of CCR claim database has shown that approximately 45% of the insured flood losses are located inside the floodplains and 45% outside. 10% other percent are due to seasurge floods and groundwater rise. In this approach, two independent probabilistic methods are combined to create a single flood loss distribution: generation of fictive river flows based on the historical records of the river gauge network and generation of fictive rain fields on small catchments, calibrated on the 1958-2010 Météo-France rain database SAFRAN. All the events in the probabilistic event sets are simulated with the deterministic model. This hazard and damage distribution is used to simulate the flood losses at the national scale for an insurance company (MACIF) and to generate flood areas associated with hazard return periods. The flood maps concern river overflow and surface water runoff. Validation of these maps is conducted by comparison with the address located claim data on a small catchment (downstream Argens).

Opportunities of probabilistic flood loss models

NASA Astrophysics Data System (ADS)

Schröter, Kai; Kreibich, Heidi; Lüdtke, Stefan; Vogel, Kristin; Merz, Bruno

2016-04-01

Oftentimes, traditional uni-variate damage models as for instance depth-damage curves fail to reproduce the variability of observed flood damage. However, reliable flood damage models are a prerequisite for the practical usefulness of the model results. Innovative multi-variate probabilistic modelling approaches are promising to capture and quantify the uncertainty involved and thus to improve the basis for decision making. In this study we compare the predictive capability of two probabilistic modelling approaches, namely Bagging Decision Trees and Bayesian Networks and traditional stage damage functions. For model evaluation we use empirical damage data which are available from computer aided telephone interviews that were respectively compiled after the floods in 2002, 2005, 2006 and 2013 in the Elbe and Danube catchments in Germany. We carry out a split sample test by sub-setting the damage records. One sub-set is used to derive the models and the remaining records are used to evaluate the predictive performance of the model. Further we stratify the sample according to catchments which allows studying model performance in a spatial transfer context. Flood damage estimation is carried out on the scale of the individual buildings in terms of relative damage. The predictive performance of the models is assessed in terms of systematic deviations (mean bias), precision (mean absolute error) as well as in terms of sharpness of the predictions the reliability which is represented by the proportion of the number of observations that fall within the 95-quantile and 5-quantile predictive interval. The comparison of the uni-variable Stage damage function and the multivariable model approach emphasises the importance to quantify predictive uncertainty. With each explanatory variable, the multi-variable model reveals an additional source of uncertainty. However, the predictive performance in terms of precision (mbe), accuracy (mae) and reliability (HR) is clearly improved in comparison to uni-variable Stage damage function. Overall, Probabilistic models provide quantitative information about prediction uncertainty which is crucial to assess the reliability of model predictions and improves the usefulness of model results.

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

PubMed

Frey, H Christopher; Zhao, Yuchao

2004-11-15

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

Damage assessment of composite plate structures with material and measurement uncertainty

NASA Astrophysics Data System (ADS)

Chandrashekhar, M.; Ganguli, Ranjan

2016-06-01

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

Advanced Stirling Convertor Heater Head Durability and Reliability Quantification

NASA Technical Reports Server (NTRS)

Krause, David L.; Shah, Ashwin R.; Korovaichuk, Igor; Kalluri, Sreeramesh

2008-01-01

The National Aeronautics and Space Administration (NASA) has identified the high efficiency Advanced Stirling Radioisotope Generator (ASRG) as a candidate power source for long duration Science missions, such as lunar applications, Mars rovers, and deep space missions, that require reliable design lifetimes of up to 17 years. Resistance to creep deformation of the MarM-247 heater head (HH), a structurally critical component of the ASRG Advanced Stirling Convertor (ASC), under high temperatures (up to 850 C) is a key design driver for durability. Inherent uncertainties in the creep behavior of the thin-walled HH and the variations in the wall thickness, control temperature, and working gas pressure need to be accounted for in the life and reliability prediction. Due to the availability of very limited test data, assuring life and reliability of the HH is a challenging task. The NASA Glenn Research Center (GRC) has adopted an integrated approach combining available uniaxial MarM-247 material behavior testing, HH benchmark testing and advanced analysis in order to demonstrate the integrity, life and reliability of the HH under expected mission conditions. The proposed paper describes analytical aspects of the deterministic and probabilistic approaches and results. The deterministic approach involves development of the creep constitutive model for the MarM-247 (akin to the Oak Ridge National Laboratory master curve model used previously for Inconel 718 (Special Metals Corporation)) and nonlinear finite element analysis to predict the mean life. The probabilistic approach includes evaluation of the effect of design variable uncertainties in material creep behavior, geometry and operating conditions on life and reliability for the expected life. The sensitivity of the uncertainties in the design variables on the HH reliability is also quantified, and guidelines to improve reliability are discussed.

Incorporating linguistic, probabilistic, and possibilistic information in a risk-based approach for ranking contaminated sites.

PubMed

Zhang, Kejiang; Achari, Gopal; Pei, Yuansheng

2010-10-01

Different types of uncertain information-linguistic, probabilistic, and possibilistic-exist in site characterization. Their representation and propagation significantly influence the management of contaminated sites. In the absence of a framework with which to properly represent and integrate these quantitative and qualitative inputs together, decision makers cannot fully take advantage of the available and necessary information to identify all the plausible alternatives. A systematic methodology was developed in the present work to incorporate linguistic, probabilistic, and possibilistic information into the Preference Ranking Organization METHod for Enrichment Evaluation (PROMETHEE), a subgroup of Multi-Criteria Decision Analysis (MCDA) methods for ranking contaminated sites. The identification of criteria based on the paradigm of comparative risk assessment provides a rationale for risk-based prioritization. Uncertain linguistic, probabilistic, and possibilistic information identified in characterizing contaminated sites can be properly represented as numerical values, intervals, probability distributions, and fuzzy sets or possibility distributions, and linguistic variables according to their nature. These different kinds of representation are first transformed into a 2-tuple linguistic representation domain. The propagation of hybrid uncertainties is then carried out in the same domain. This methodology can use the original site information directly as much as possible. The case study shows that this systematic methodology provides more reasonable results. © 2010 SETAC.

A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis

NASA Technical Reports Server (NTRS)

Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A

2016-01-01

This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.

Ensemble Simulation of the Atmospheric Radionuclides Discharged by the Fukushima Nuclear Accident

NASA Astrophysics Data System (ADS)

Sekiyama, Thomas; Kajino, Mizuo; Kunii, Masaru

2013-04-01

Enormous amounts of radionuclides were discharged into the atmosphere by a nuclear accident at the Fukushima Daiichi nuclear power plant (FDNPP) after the earthquake and tsunami on 11 March 2011. The radionuclides were dispersed from the power plant and deposited mainly over eastern Japan and the North Pacific Ocean. A lot of numerical simulations of the radionuclide dispersion and deposition had been attempted repeatedly since the nuclear accident. However, none of them were able to perfectly simulate the distribution of dose rates observed after the accident over eastern Japan. This was partly due to the error of the wind vectors and precipitations used in the numerical simulations; unfortunately, their deterministic simulations could not deal with the probability distribution of the simulation results and errors. Therefore, an ensemble simulation of the atmospheric radionuclides was performed using the ensemble Kalman filter (EnKF) data assimilation system coupled with the Japan Meteorological Agency (JMA) non-hydrostatic mesoscale model (NHM); this mesoscale model has been used operationally for daily weather forecasts by JMA. Meteorological observations were provided to the EnKF data assimilation system from the JMA operational-weather-forecast dataset. Through this ensemble data assimilation, twenty members of the meteorological analysis over eastern Japan from 11 to 31 March 2011 were successfully obtained. Using these meteorological ensemble analysis members, the radionuclide behavior in the atmosphere such as advection, convection, diffusion, dry deposition, and wet deposition was simulated. This ensemble simulation provided the multiple results of the radionuclide dispersion and distribution. Because a large ensemble deviation indicates the low accuracy of the numerical simulation, the probabilistic information is obtainable from the ensemble simulation results. For example, the uncertainty of precipitation triggered the uncertainty of wet deposition; the uncertainty of wet deposition triggered the uncertainty of atmospheric radionuclide amounts. Then the remained radionuclides were transported downwind; consequently the uncertainty signal of the radionuclide amounts was propagated downwind. The signal propagation was seen in the ensemble simulation by the tracking of the large deviation areas of radionuclide concentration and deposition. These statistics are able to provide information useful for the probabilistic prediction of radionuclides.

Effects of Moist Convection on Hurricane Predictability

NASA Technical Reports Server (NTRS)

Zhang, Fuqing; Sippel, Jason A.

2008-01-01

This study exemplifies inherent uncertainties in deterministic prediction of hurricane formation and intensity. Such uncertainties could ultimately limit the predictability of hurricanes at all time scales. In particular, this study highlights the predictability limit due to the effects on moist convection of initial-condition errors with amplitudes far smaller than those of any observation or analysis system. Not only can small and arguably unobservable differences in the initial conditions result in different routes to tropical cyclogenesis, but they can also determine whether or not a tropical disturbance will significantly develop. The details of how the initial vortex is built can depend on chaotic interactions of mesoscale features, such as cold pools from moist convection, whose timing and placement may significantly vary with minute initial differences. Inherent uncertainties in hurricane forecasts illustrate the need for developing advanced ensemble prediction systems to provide event-dependent probabilistic forecasts and risk assessment.

Incorporating uncertainty in watershed management decision-making: A mercury TMDL case study

USGS Publications Warehouse

Labiosa, W.; Leckie, J.; Shachter, R.; Freyberg, D.; Rytuba, J.; ,

2005-01-01

Water quality impairment due to high mercury fish tissue concentrations and high mercury aqueous concentrations is a widespread problem in several sub-watersheds that are major sources of mercury to the San Francisco Bay. Several mercury Total Maximum Daily Load regulations are currently being developed to address this problem. Decisions about control strategies are being made despite very large uncertainties about current mercury loading behavior, relationships between total mercury loading and methyl mercury formation, and relationships between potential controls and mercury fish tissue levels. To deal with the issues of very large uncertainties, data limitations, knowledge gaps, and very limited State agency resources, this work proposes a decision analytical alternative for mercury TMDL decision support. The proposed probabilistic decision model is Bayesian in nature and is fully compatible with a "learning while doing" adaptive management approach. Strategy evaluation, sensitivity analysis, and information collection prioritization are examples of analyses that can be performed using this approach.

Ramping and Uncertainty Prediction Tool - Analysis and Visualization of Wind Generation Impact on Electrical Grid

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

Etingov, Pavel; Makarov, PNNL Yuri; Subbarao, PNNL Kris

RUT software is designed for use by the Balancing Authorities to predict and display additional requirements caused by the variability and uncertainty in load and generation. The prediction is made for the next operating hours as well as for the next day. The tool predicts possible deficiencies in generation capability and ramping capability. This deficiency of balancing resources can cause serious risks to power system stability and also impact real-time market energy prices. The tool dynamically and adaptively correlates changing system conditions with the additional balancing needs triggered by the interplay between forecasted and actual load and output of variablemore » resources. The assessment is performed using a specially developed probabilistic algorithm incorporating multiple sources of uncertainty including wind, solar and load forecast errors. The tool evaluates required generation for a worst case scenario, with a user-specified confidence level.« less

Efficient probabilistic inference in generic neural networks trained with non-probabilistic feedback.

PubMed

Orhan, A Emin; Ma, Wei Ji

2017-07-26

Animals perform near-optimal probabilistic inference in a wide range of psychophysical tasks. Probabilistic inference requires trial-to-trial representation of the uncertainties associated with task variables and subsequent use of this representation. Previous work has implemented such computations using neural networks with hand-crafted and task-dependent operations. We show that generic neural networks trained with a simple error-based learning rule perform near-optimal probabilistic inference in nine common psychophysical tasks. In a probabilistic categorization task, error-based learning in a generic network simultaneously explains a monkey's learning curve and the evolution of qualitative aspects of its choice behavior. In all tasks, the number of neurons required for a given level of performance grows sublinearly with the input population size, a substantial improvement on previous implementations of probabilistic inference. The trained networks develop a novel sparsity-based probabilistic population code. Our results suggest that probabilistic inference emerges naturally in generic neural networks trained with error-based learning rules.Behavioural tasks often require probability distributions to be inferred about task specific variables. Here, the authors demonstrate that generic neural networks can be trained using a simple error-based learning rule to perform such probabilistic computations efficiently without any need for task specific operations.

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.

Ensemble superparameterization versus stochastic parameterization: A comparison of model uncertainty representation in tropical weather prediction

NASA Astrophysics Data System (ADS)

Subramanian, Aneesh C.; Palmer, Tim N.

2017-06-01

Stochastic schemes to represent model uncertainty in the European Centre for Medium-Range Weather Forecasts (ECMWF) ensemble prediction system has helped improve its probabilistic forecast skill over the past decade by both improving its reliability and reducing the ensemble mean error. The largest uncertainties in the model arise from the model physics parameterizations. In the tropics, the parameterization of moist convection presents a major challenge for the accurate prediction of weather and climate. Superparameterization is a promising alternative strategy for including the effects of moist convection through explicit turbulent fluxes calculated from a cloud-resolving model (CRM) embedded within a global climate model (GCM). In this paper, we compare the impact of initial random perturbations in embedded CRMs, within the ECMWF ensemble prediction system, with stochastically perturbed physical tendency (SPPT) scheme as a way to represent model uncertainty in medium-range tropical weather forecasts. We especially focus on forecasts of tropical convection and dynamics during MJO events in October-November 2011. These are well-studied events for MJO dynamics as they were also heavily observed during the DYNAMO field campaign. We show that a multiscale ensemble modeling approach helps improve forecasts of certain aspects of tropical convection during the MJO events, while it also tends to deteriorate certain large-scale dynamic fields with respect to stochastically perturbed physical tendencies approach that is used operationally at ECMWF.