Overall uncertainty measurement for near infrared analysis of cryptotanshinone in tanshinone extract

NASA Astrophysics Data System (ADS)

Xue, Zhong; Xu, Bing; Shi, Xinyuan; Yang, Chan; Cui, Xianglong; Luo, Gan; Qiao, Yanjiang

2017-01-01

This study presented a new strategy of overall uncertainty measurement for near infrared (NIR) quantitative analysis of cryptotanshinone in tanshinone extract powders. The overall uncertainty of NIR analysis from validation data of precision, trueness and robustness study was fully investigated and discussed. Quality by design (QbD) elements, such as risk assessment and design of experiment (DOE) were utilized to organize the validation data. An "I × J × K" (series I, the number of repetitions J and level of concentrations K) full factorial design was used to calculate uncertainty from the precision and trueness data. And a 27-4 Plackett-Burmann matrix with four different influence factors resulted from the failure mode and effect analysis (FMEA) analysis was adapted for the robustness study. The overall uncertainty profile was introduced as a graphical decision making tool to evaluate the validity of NIR method over the predefined concentration range. In comparison with the T. Saffaj's method (Analyst, 2013, 138, 4677.) for overall uncertainty assessment, the proposed approach gave almost the same results, demonstrating that the proposed method was reasonable and valid. Moreover, the proposed method can help identify critical factors that influence the NIR prediction performance, which could be used for further optimization of the NIR analytical procedures in routine use.

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

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

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

Bayesian dose-response analysis for epidemiological studies with complex uncertainty in dose estimation.

PubMed

Kwon, Deukwoo; Hoffman, F Owen; Moroz, Brian E; Simon, Steven L

2016-02-10

Most conventional risk analysis methods rely on a single best estimate of exposure per person, which does not allow for adjustment for exposure-related uncertainty. Here, we propose a Bayesian model averaging method to properly quantify the relationship between radiation dose and disease outcomes by accounting for shared and unshared uncertainty in estimated dose. Our Bayesian risk analysis method utilizes multiple realizations of sets (vectors) of doses generated by a two-dimensional Monte Carlo simulation method that properly separates shared and unshared errors in dose estimation. The exposure model used in this work is taken from a study of the risk of thyroid nodules among a cohort of 2376 subjects who were exposed to fallout from nuclear testing in Kazakhstan. We assessed the performance of our method through an extensive series of simulations and comparisons against conventional regression risk analysis methods. When the estimated doses contain relatively small amounts of uncertainty, the Bayesian method using multiple a priori plausible draws of dose vectors gave similar results to the conventional regression-based methods of dose-response analysis. However, when large and complex mixtures of shared and unshared uncertainties are present, the Bayesian method using multiple dose vectors had significantly lower relative bias than conventional regression-based risk analysis methods and better coverage, that is, a markedly increased capability to include the true risk coefficient within the 95% credible interval of the Bayesian-based risk estimate. An evaluation of the dose-response using our method is presented for an epidemiological study of thyroid disease following radiation exposure. Copyright © 2015 John Wiley & Sons, Ltd.

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.

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

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

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

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

Determination of the reference air kerma rate for 192Ir brachytherapy sources and the related uncertainty.

PubMed

van Dijk, Eduard; Kolkman-Deurloo, Inger-Karine K; Damen, Patricia M G

2004-10-01

Different methods exist to determine the air kerma calibration factor of an ionization chamber for the spectrum of a 192Ir high-dose-rate (HDR) or pulsed-dose-rate (PDR) source. An analysis of two methods to obtain such a calibration factor was performed: (i) the method recommended by [Goetsch et al., Med. Phys. 18, 462-467 (1991)] and (ii) the method employed by the Dutch national standards institute NMi [Petersen et al., Report S-EI-94.01 (NMi, Delft, The Netherlands, 1994)]. This analysis showed a systematic difference on the order of 1% in the determination of the strength of 192Ir HDR and PDR sources depending on the method used for determining the air kerma calibration factor. The definitive significance of the difference between these methods can only be addressed after performing an accurate analysis of the associated uncertainties. For an NE 2561 (or equivalent) ionization chamber and an in-air jig, a typical uncertainty budget of 0.94% was found with the NMi method. The largest contribution in the type-B uncertainty is the uncertainty in the air kerma calibration factor for isotope i, N(i)k, as determined by the primary or secondary standards laboratories. This uncertainty is dominated by the uncertainties in the physical constants for the average mass-energy absorption coefficient ratio and the stopping power ratios. This means that it is not foreseeable that the standards laboratories can decrease the uncertainty in the air kerma calibration factors for ionization chambers in the short term. When the results of the determination of the 192Ir reference air kerma rates in, e.g., different institutes are compared, the uncertainties in the physical constants are the same. To compare the applied techniques, the ratio of the results can be judged by leaving out the uncertainties due to these physical constants. In that case an uncertainty budget of 0.40% (coverage factor=2) should be taken into account. Due to the differences in approach between the method used by NMi and the method recommended by Goetsch et al., an extra type-B uncertainty of 0.9% (k= 1) has to be taken into account when the method of Goetsch et al. is applied. Compared to the uncertainty of 1% (k= 2) found for the air calibration of 192Ir, the difference of 0.9% found is significant.

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

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

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

2014-10-20

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

Ramp time synchronization. [for NASA Deep Space Network

NASA Technical Reports Server (NTRS)

Hietzke, W.

1979-01-01

A new method of intercontinental clock synchronization has been developed and proposed for possible use by NASA's Deep Space Network (DSN), using a two-way/three-way radio link with a spacecraft. Analysis of preliminary data indicates that the real-time method has an uncertainty of 0.6 microsec, and it is very likely that further work will decrease the uncertainty. Also, the method is compatible with a variety of nonreal-time analysis techniques, which may reduce the uncertainty down to the tens of nanosecond range.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

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

2014-01-01

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

Multi-objective calibration and uncertainty analysis of hydrologic models; A comparative study between formal and informal methods

NASA Astrophysics Data System (ADS)

Shafii, M.; Tolson, B.; Matott, L. S.

2012-04-01

Hydrologic modeling has benefited from significant developments over the past two decades. This has resulted in building of higher levels of complexity into hydrologic models, which eventually makes the model evaluation process (parameter estimation via calibration and uncertainty analysis) more challenging. In order to avoid unreasonable parameter estimates, many researchers have suggested implementation of multi-criteria calibration schemes. Furthermore, for predictive hydrologic models to be useful, proper consideration of uncertainty is essential. Consequently, recent research has emphasized comprehensive model assessment procedures in which multi-criteria parameter estimation is combined with statistically-based uncertainty analysis routines such as Bayesian inference using Markov Chain Monte Carlo (MCMC) sampling. Such a procedure relies on the use of formal likelihood functions based on statistical assumptions, and moreover, the Bayesian inference structured on MCMC samplers requires a considerably large number of simulations. Due to these issues, especially in complex non-linear hydrological models, a variety of alternative informal approaches have been proposed for uncertainty analysis in the multi-criteria context. This study aims at exploring a number of such informal uncertainty analysis techniques in multi-criteria calibration of hydrological models. The informal methods addressed in this study are (i) Pareto optimality which quantifies the parameter uncertainty using the Pareto solutions, (ii) DDS-AU which uses the weighted sum of objective functions to derive the prediction limits, and (iii) GLUE which describes the total uncertainty through identification of behavioral solutions. The main objective is to compare such methods with MCMC-based Bayesian inference with respect to factors such as computational burden, and predictive capacity, which are evaluated based on multiple comparative measures. The measures for comparison are calculated both for calibration and evaluation periods. The uncertainty analysis methodologies are applied to a simple 5-parameter rainfall-runoff model, called HYMOD.

Development and comparison of Bayesian modularization method in uncertainty assessment of hydrological models

NASA Astrophysics Data System (ADS)

Li, L.; Xu, C.-Y.; Engeland, K.

2012-04-01

With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD

A Posteriori Error Analysis and Uncertainty Quantification for Adaptive Multiscale Operator Decomposition Methods for Multiphysics Problems

DTIC Science & Technology

2014-04-01

Barrier methods for critical exponent problems in geometric analysis and mathematical physics, J. Erway and M. Holst, Submitted for publication ...TR-14-33 A Posteriori Error Analysis and Uncertainty Quantification for Adaptive Multiscale Operator Decomposition Methods for Multiphysics...Problems Approved for public release, distribution is unlimited. April 2014 HDTRA1-09-1-0036 Donald Estep and Michael

Methods for Estimating the Uncertainty in Emergy Table-Form Models

EPA Science Inventory

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

Assessing uncertainties in surface water security: An empirical multimodel approach

NASA Astrophysics Data System (ADS)

Rodrigues, Dulce B. B.; Gupta, Hoshin V.; Mendiondo, Eduardo M.; Oliveira, Paulo Tarso S.

2015-11-01

Various uncertainties are involved in the representation of processes that characterize interactions among 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 multimodel 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 method for defining Environmental Flow Requirement; (v) the definition of critical conditions for water provision; and (vi) the critical demand imposed by human activities. We estimate the overall hydrological model uncertainty 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 multimodel framework and the uncertainty estimates provided by each model uncertainty estimation approach. The range of values obtained for the water security indicators suggests that the models/methods are robust and performs well in a range of plausible situations. The method is general and can be easily extended, thereby 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.

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

NASA Astrophysics Data System (ADS)

Freni, Gabriele; Mannina, Giorgio

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

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.

A subagging regression method for estimating the qualitative and quantitative state of groundwater

NASA Astrophysics Data System (ADS)

Jeong, J.; Park, E.; Choi, J.; Han, W. S.; Yun, S. T.

2016-12-01

A subagging regression (SBR) method for the analysis of groundwater data pertaining to the estimation of trend and the associated uncertainty is proposed. The SBR method is validated against synthetic data competitively with other conventional robust and non-robust methods. From the results, it is verified that the estimation accuracies of the SBR method are consistent and superior to those of the other methods and the uncertainties are reasonably estimated where the others have no uncertainty analysis option. To validate further, real quantitative and qualitative data are employed and analyzed comparatively with Gaussian process regression (GPR). For all cases, the trend and the associated uncertainties are reasonably estimated by SBR, whereas the GPR has limitations in representing the variability of non-Gaussian skewed data. From the implementations, it is determined that the SBR method has potential to be further developed as an effective tool of anomaly detection or outlier identification in groundwater state data.

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

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

2018-01-26

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

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

PubMed

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

2017-04-04

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

The Uncertainties on the GIS Based Land Suitability Assessment for Urban and Rural Planning

NASA Astrophysics Data System (ADS)

Liu, H.; Zhan, Q.; Zhan, M.

2017-09-01

The majority of the research on the uncertainties of spatial data and spatial analysis focuses on some specific data feature or analysis tool. Few have accomplished the uncertainties of the whole process of an application like planning, making the research of uncertainties detached from practical applications. The paper discusses the uncertainties of the geographical information systems (GIS) based land suitability assessment in planning on the basis of literature review. The uncertainties considered range from index system establishment to the classification of the final result. Methods to reduce the uncertainties arise from the discretization of continuous raster data and the index weight determination are summarized. The paper analyzes the merits and demerits of the "Nature Breaks" method which is broadly used by planners. It also explores the other factors which impact the accuracy of the final classification like the selection of class numbers, intervals and the autocorrelation of the spatial data. In the conclusion part, the paper indicates that the adoption of machine learning methods should be modified to integrate the complexity of land suitability assessment. The work contributes to the application of spatial data and spatial analysis uncertainty research on land suitability assessment, and promotes the scientific level of the later planning and decision-making.

Overview of the AVT-191 Project to Assess Sensitivity Analysis and Uncertainty Quantification Methods for Military Vehicle Design

NASA Technical Reports Server (NTRS)

Benek, John A.; Luckring, James M.

2017-01-01

A NATO symposium held in 2008 identified many promising sensitivity analysis and un-certainty quantification technologies, but the maturity and suitability of these methods for realistic applications was not known. The STO Task Group AVT-191 was established to evaluate the maturity and suitability of various sensitivity analysis and uncertainty quantification methods for application to realistic problems of interest to NATO. The program ran from 2011 to 2015, and the work was organized into four discipline-centric teams: external aerodynamics, internal aerodynamics, aeroelasticity, and hydrodynamics. This paper presents an overview of the AVT-191 program content.

Summary Findings from the AVT-191 Project to Assess Sensitivity Analysis and Uncertainty Quantification Methods for Military Vehicle Design

NASA Technical Reports Server (NTRS)

Benek, John A.; Luckring, James M.

2017-01-01

A NATO symposium held in Greece in 2008 identified many promising sensitivity analysis and uncertainty quantification technologies, but the maturity and suitability of these methods for realistic applications was not clear. The NATO Science and Technology Organization, Task Group AVT-191 was established to evaluate the maturity and suitability of various sensitivity analysis and uncertainty quantification methods for application to realistic vehicle development problems. The program ran from 2011 to 2015, and the work was organized into four discipline-centric teams: external aerodynamics, internal aerodynamics, aeroelasticity, and hydrodynamics. This paper summarizes findings and lessons learned from the task group.

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

NASA Astrophysics Data System (ADS)

Xie, Shaojun; Pan, Baisong; Du, Xiaoping

2015-08-01

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

Probabilistic Parameter Uncertainty Analysis of Single Input Single Output Control Systems

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

The effect of uncertainties in distance-based ranking methods for multi-criteria decision making

NASA Astrophysics Data System (ADS)

Jaini, Nor I.; Utyuzhnikov, Sergei V.

2017-08-01

Data in the multi-criteria decision making are often imprecise and changeable. Therefore, it is important to carry out sensitivity analysis test for the multi-criteria decision making problem. The paper aims to present a sensitivity analysis for some ranking techniques based on the distance measures in multi-criteria decision making. Two types of uncertainties are considered for the sensitivity analysis test. The first uncertainty is related to the input data, while the second uncertainty is towards the Decision Maker preferences (weights). The ranking techniques considered in this study are TOPSIS, the relative distance and trade-off ranking methods. TOPSIS and the relative distance method measure a distance from an alternative to the ideal and antiideal solutions. In turn, the trade-off ranking calculates a distance of an alternative to the extreme solutions and other alternatives. Several test cases are considered to study the performance of each ranking technique in both types of uncertainties.

Uncertainty Modeling for Structural Control Analysis and Synthesis

NASA Technical Reports Server (NTRS)

Campbell, Mark E.; Crawley, Edward F.

1996-01-01

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

Uncertainty characterization approaches for risk assessment of DBPs in drinking water: a review.

PubMed

Chowdhury, Shakhawat; Champagne, Pascale; McLellan, P James

2009-04-01

The management of risk from disinfection by-products (DBPs) in drinking water has become a critical issue over the last three decades. The areas of concern for risk management studies include (i) human health risk from DBPs, (ii) disinfection performance, (iii) technical feasibility (maintenance, management and operation) of treatment and disinfection approaches, and (iv) cost. Human health risk assessment is typically considered to be the most important phase of the risk-based decision-making or risk management studies. The factors associated with health risk assessment and other attributes are generally prone to considerable uncertainty. Probabilistic and non-probabilistic approaches have both been employed to characterize uncertainties associated with risk assessment. The probabilistic approaches include sampling-based methods (typically Monte Carlo simulation and stratified sampling) and asymptotic (approximate) reliability analysis (first- and second-order reliability methods). Non-probabilistic approaches include interval analysis, fuzzy set theory and possibility theory. However, it is generally accepted that no single method is suitable for the entire spectrum of problems encountered in uncertainty analyses for risk assessment. Each method has its own set of advantages and limitations. In this paper, the feasibility and limitations of different uncertainty analysis approaches are outlined for risk management studies of drinking water supply systems. The findings assist in the selection of suitable approaches for uncertainty analysis in risk management studies associated with DBPs and human health risk.

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

NASA Astrophysics Data System (ADS)

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

2010-10-01

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

Uncertainties in 63Ni and 55Fe determinations using liquid scintillation counting methods.

PubMed

Herranz, M; Idoeta, R; Abelairas, A; Legarda, F

2012-09-01

The implementation of (63)Ni and (55)Fe determination methods in an environmental laboratory implies their validation. In this process, the uncertainties related to these methods should be analysed. In this work, the expression of the uncertainty of the results obtained using separation methods followed by liquid scintillation counting is presented. This analysis includes the consideration of uncertainties coming from the different alternatives which these methods use as well as those which are specific to the individual laboratory and the competency of its operators in applying the standard ORISE (Oak Ridge Institute for Science and Education) methods. Copyright © 2012 Elsevier Ltd. All rights reserved.

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

PubMed

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

2014-11-01

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

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

NASA Astrophysics Data System (ADS)

Ciurean, R. L.; Glade, T.

2012-04-01

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

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

NASA Technical Reports Server (NTRS)

Tripp, John S.; Tcheng, Ping

1999-01-01

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

Computational Fluid Dynamics Uncertainty Analysis Applied to Heat Transfer over a Flat Plate

NASA Technical Reports Server (NTRS)

Groves, Curtis Edward; Ilie, Marcel; Schallhorn, Paul A.

2013-01-01

There have been few discussions on using Computational Fluid Dynamics (CFD) without experimental validation. Pairing experimental data, uncertainty analysis, and analytical predictions provides a comprehensive approach to verification and is the current state of the art. With pressed budgets, collecting experimental data is rare or non-existent. This paper investigates and proposes a method to perform CFD uncertainty analysis only from computational data. The method uses current CFD uncertainty techniques coupled with the Student-T distribution to predict the heat transfer coefficient over a at plate. The inputs to the CFD model are varied from a specified tolerance or bias error and the difference in the results are used to estimate the uncertainty. The variation in each input is ranked from least to greatest to determine the order of importance. The results are compared to heat transfer correlations and conclusions drawn about the feasibility of using CFD without experimental data. The results provide a tactic to analytically estimate the uncertainty in a CFD model when experimental data is unavailable

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

NASA Astrophysics Data System (ADS)

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

2013-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

Uncertainties in Atomic Data and Their Propagation Through Spectral Models. I.

NASA Technical Reports Server (NTRS)

Bautista, M. A.; Fivet, V.; Quinet, P.; Dunn, J.; Gull, T. R.; Kallman, T. R.; Mendoza, C.

2013-01-01

We present a method for computing uncertainties in spectral models, i.e., level populations, line emissivities, and emission line ratios, based upon the propagation of uncertainties originating from atomic data.We provide analytic expressions, in the form of linear sets of algebraic equations, for the coupled uncertainties among all levels. These equations can be solved efficiently for any set of physical conditions and uncertainties in the atomic data. We illustrate our method applied to spectral models of Oiii and Fe ii and discuss the impact of the uncertainties on atomic systems under different physical conditions. As to intrinsic uncertainties in theoretical atomic data, we propose that these uncertainties can be estimated from the dispersion in the results from various independent calculations. This technique provides excellent results for the uncertainties in A-values of forbidden transitions in [Fe ii]. Key words: atomic data - atomic processes - line: formation - methods: data analysis - molecular data - molecular processes - techniques: spectroscopic

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

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

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

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

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

IAEA Coordinated Research Project on HTGR Reactor Physics, Thermal-hydraulics and Depletion Uncertainty Analysis

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

Strydom, Gerhard; Bostelmann, F.

The continued development of High Temperature Gas Cooled Reactors (HTGRs) requires verification of HTGR design and safety features with reliable high fidelity physics models and robust, efficient, and accurate codes. The predictive capability of coupled neutronics/thermal-hydraulics and depletion simulations for reactor design and safety analysis can be assessed with sensitivity analysis (SA) and uncertainty analysis (UA) methods. Uncertainty originates from errors in physical data, manufacturing uncertainties, modelling and computational algorithms. (The interested reader is referred to the large body of published SA and UA literature for a more complete overview of the various types of uncertainties, methodologies and results obtained).more » SA is helpful for ranking the various sources of uncertainty and error in the results of core analyses. SA and UA are required to address cost, safety, and licensing needs and should be applied to all aspects of reactor multi-physics simulation. SA and UA can guide experimental, modelling, and algorithm research and development. Current SA and UA rely either on derivative-based methods such as stochastic sampling methods or on generalized perturbation theory to obtain sensitivity coefficients. Neither approach addresses all needs. In order to benefit from recent advances in modelling and simulation and the availability of new covariance data (nuclear data uncertainties) extensive sensitivity and uncertainty studies are needed for quantification of the impact of different sources of uncertainties on the design and safety parameters of HTGRs. Only a parallel effort in advanced simulation and in nuclear data improvement will be able to provide designers with more robust and well validated calculation tools to meet design target accuracies. In February 2009, the Technical Working Group on Gas-Cooled Reactors (TWG-GCR) of the International Atomic Energy Agency (IAEA) recommended that the proposed Coordinated Research Program (CRP) on the HTGR Uncertainty Analysis in Modelling (UAM) be implemented. This CRP is a continuation of the previous IAEA and Organization for Economic Co-operation and Development (OECD)/Nuclear Energy Agency (NEA) international activities on Verification and Validation (V&V) of available analytical capabilities for HTGR simulation for design and safety evaluations. Within the framework of these activities different numerical and experimental benchmark problems were performed and insight was gained about specific physics phenomena and the adequacy of analysis methods.« less

Sensitivity analysis in practice: providing an uncertainty budget when applying supplement 1 to the GUM

NASA Astrophysics Data System (ADS)

Allard, Alexandre; Fischer, Nicolas

2018-06-01

Sensitivity analysis associated with the evaluation of measurement uncertainty is a very important tool for the metrologist, enabling them to provide an uncertainty budget and to gain a better understanding of the measurand and the underlying measurement process. Using the GUM uncertainty framework, the contribution of an input quantity to the variance of the output quantity is obtained through so-called ‘sensitivity coefficients’. In contrast, such coefficients are no longer computed in cases where a Monte-Carlo method is used. In such a case, supplement 1 to the GUM suggests varying the input quantities one at a time, which is not an efficient method and may provide incorrect contributions to the variance in cases where significant interactions arise. This paper proposes different methods for the elaboration of the uncertainty budget associated with a Monte Carlo method. An application to the mass calibration example described in supplement 1 to the GUM is performed with the corresponding R code for implementation. Finally, guidance is given for choosing a method, including suggestions for a future revision of supplement 1 to the GUM.

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.

Operational Implementation of a Pc Uncertainty Construct for Conjunction Assessment Risk Analysis

NASA Technical Reports Server (NTRS)

Newman, Lauri K.; Hejduk, Matthew D.; Johnson, Lauren C.

2016-01-01

Earlier this year the NASA Conjunction Assessment and Risk Analysis (CARA) project presented the theoretical and algorithmic aspects of a method to include the uncertainties in the calculation inputs when computing the probability of collision (Pc) between two space objects, principally uncertainties in the covariances and the hard-body radius. The output of this calculation approach is to produce rather than a single Pc value an entire probability density function that will represent the range of possible Pc values given the uncertainties in the inputs and bring CA risk analysis methodologies more in line with modern risk management theory. The present study provides results from the exercise of this method against an extended dataset of satellite conjunctions in order to determine the effect of its use on the evaluation of conjunction assessment (CA) event risk posture. The effects are found to be considerable: a good number of events are downgraded from or upgraded to a serious risk designation on the basis of consideration of the Pc uncertainty. The findings counsel the integration of the developed methods into NASA CA operations.

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

Sensitivity analysis is an important tool for development and improvement of mathematical models, especially for complex systems with a high dimension of spatially correlated parameters. Variance-based global sensitivity analysis has gained popularity because it can quantify the relative contribution of uncertainty from different sources. However, its computational cost increases dramatically with the complexity of the considered model and the dimension of model parameters. In this study, we developed a new sensitivity analysis method that integrates the concept of variance-based method with a hierarchical uncertainty quantification framework. Different uncertain inputs are grouped and organized into a multilayer framework based on their characteristics and dependency relationships to reduce the dimensionality of the sensitivity analysis. A set of new sensitivity indices are defined for the grouped inputs using the variance decomposition method. Using this methodology, we identified the most important uncertainty source for a dynamic groundwater flow and solute transport model at the Department of Energy (DOE) Hanford site. The results indicate that boundary conditions and permeability field contribute the most uncertainty to the simulated head field and tracer plume, respectively. The relative contribution from each source varied spatially and temporally. By using a geostatistical approach to reduce the number of realizations needed for the sensitivity analysis, the computational cost of implementing the developed method was reduced to a practically manageable level. The developed sensitivity analysis method is generally applicable to a wide range of hydrologic and environmental problems that deal with high-dimensional spatially distributed input variables.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

Sensitivity analysis is an important tool for development and improvement of mathematical models, especially for complex systems with a high dimension of spatially correlated parameters. Variance-based global sensitivity analysis has gained popularity because it can quantify the relative contribution of uncertainty from different sources. However, its computational cost increases dramatically with the complexity of the considered model and the dimension of model parameters. In this study we developed a new sensitivity analysis method that integrates the concept of variance-based method with a hierarchical uncertainty quantification framework. Different uncertain inputs are grouped and organized into a multi-layer framework based on their characteristics and dependency relationships to reduce the dimensionality of the sensitivity analysis. A set of new sensitivity indices are defined for the grouped inputs using the variance decomposition method. Using this methodology, we identified the most important uncertainty source for a dynamic groundwater flow and solute transport model at the Department of Energy (DOE) Hanford site. The results indicate that boundary conditions and permeability field contribute the most uncertainty to the simulated head field and tracer plume, respectively. The relative contribution from each source varied spatially and temporally. By using a geostatistical approach to reduce the number of realizations needed for the sensitivity analysis, the computational cost of implementing the developed method was reduced to a practically manageable level. The developed sensitivity analysis method is generally applicable to a wide range of hydrologic and environmental problems that deal with high-dimensional spatially-distributed input variables.

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.

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

NASA Technical Reports Server (NTRS)

Shin, Jong-Yeob; Belcastro, Christine

2008-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Revealing Risks in Adaptation Planning: expanding Uncertainty Treatment and dealing with Large Projection Ensembles during Planning Scenario development

NASA Astrophysics Data System (ADS)

Brekke, L. D.; Clark, M. P.; Gutmann, E. D.; Wood, A.; Mizukami, N.; Mendoza, P. A.; Rasmussen, R.; Ikeda, K.; Pruitt, T.; Arnold, J. R.; Rajagopalan, B.

2015-12-01

Adaptation planning assessments often rely on single methods for climate projection downscaling and hydrologic analysis, do not reveal uncertainties from associated method choices, and thus likely produce overly confident decision-support information. Recent work by the authors has highlighted this issue by identifying strengths and weaknesses of widely applied methods for downscaling climate projections and assessing hydrologic impacts. This work has shown that many of the methodological choices made can alter the magnitude, and even the sign of the climate change signal. Such results motivate consideration of both sources of method uncertainty within an impacts assessment. Consequently, the authors have pursued development of improved downscaling techniques spanning a range of method classes (quasi-dynamical and circulation-based statistical methods) and developed approaches to better account for hydrologic analysis uncertainty (multi-model; regional parameter estimation under forcing uncertainty). This presentation summarizes progress in the development of these methods, as well as implications of pursuing these developments. First, having access to these methods creates an opportunity to better reveal impacts uncertainty through multi-method ensembles, expanding on present-practice ensembles which are often based only on emissions scenarios and GCM choices. Second, such expansion of uncertainty treatment combined with an ever-expanding wealth of global climate projection information creates a challenge of how to use such a large ensemble for local adaptation planning. To address this challenge, the authors are evaluating methods for ensemble selection (considering the principles of fidelity, diversity and sensitivity) that is compatible with present-practice approaches for abstracting change scenarios from any "ensemble of opportunity". Early examples from this development will also be presented.

Uncertainty aggregation and reduction in structure-material performance prediction

NASA Astrophysics Data System (ADS)

Hu, Zhen; Mahadevan, Sankaran; Ao, Dan

2018-02-01

An uncertainty aggregation and reduction framework is presented for structure-material performance prediction. Different types of uncertainty sources, structural analysis model, and material performance prediction model are connected through a Bayesian network for systematic uncertainty aggregation analysis. To reduce the uncertainty in the computational structure-material performance prediction model, Bayesian updating using experimental observation data is investigated based on the Bayesian network. It is observed that the Bayesian updating results will have large error if the model cannot accurately represent the actual physics, and that this error will be propagated to the predicted performance distribution. To address this issue, this paper proposes a novel uncertainty reduction method by integrating Bayesian calibration with model validation adaptively. The observation domain of the quantity of interest is first discretized into multiple segments. An adaptive algorithm is then developed to perform model validation and Bayesian updating over these observation segments sequentially. Only information from observation segments where the model prediction is highly reliable is used for Bayesian updating; this is found to increase the effectiveness and efficiency of uncertainty reduction. A composite rotorcraft hub component fatigue life prediction model, which combines a finite element structural analysis model and a material damage model, is used to demonstrate the proposed method.

Uncertainty Analysis of Seebeck Coefficient and Electrical Resistivity Characterization

NASA Technical Reports Server (NTRS)

Mackey, Jon; Sehirlioglu, Alp; Dynys, Fred

2014-01-01

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

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.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

A methodology to estimate uncertainty for emission projections through sensitivity analysis.

PubMed

Lumbreras, Julio; de Andrés, Juan Manuel; Pérez, Javier; Borge, Rafael; de la Paz, David; Rodríguez, María Encarnación

2015-04-01

Air pollution abatement policies must be based on quantitative information on current and future emissions of pollutants. As emission projections uncertainties are inevitable and traditional statistical treatments of uncertainty are highly time/resources consuming, a simplified methodology for nonstatistical uncertainty estimation based on sensitivity analysis is presented in this work. The methodology was applied to the "with measures" scenario for Spain, concretely over the 12 highest emitting sectors regarding greenhouse gas and air pollutants emissions. Examples of methodology application for two important sectors (power plants, and agriculture and livestock) are shown and explained in depth. Uncertainty bands were obtained up to 2020 by modifying the driving factors of the 12 selected sectors and the methodology was tested against a recomputed emission trend in a low economic-growth perspective and official figures for 2010, showing a very good performance. A solid understanding and quantification of uncertainties related to atmospheric emission inventories and projections provide useful information for policy negotiations. However, as many of those uncertainties are irreducible, there is an interest on how they could be managed in order to derive robust policy conclusions. Taking this into account, a method developed to use sensitivity analysis as a source of information to derive nonstatistical uncertainty bands for emission projections is presented and applied to Spain. This method simplifies uncertainty assessment and allows other countries to take advantage of their sensitivity analyses.

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

NASA Astrophysics Data System (ADS)

Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir

2017-06-01

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

A subagging regression method for estimating the qualitative and quantitative state of groundwater

NASA Astrophysics Data System (ADS)

Jeong, Jina; Park, Eungyu; Han, Weon Shik; Kim, Kue-Young

2017-08-01

A subsample aggregating (subagging) regression (SBR) method for the analysis of groundwater data pertaining to trend-estimation-associated uncertainty is proposed. The SBR method is validated against synthetic data competitively with other conventional robust and non-robust methods. From the results, it is verified that the estimation accuracies of the SBR method are consistent and superior to those of other methods, and the uncertainties are reasonably estimated; the others have no uncertainty analysis option. To validate further, actual groundwater data are employed and analyzed comparatively with Gaussian process regression (GPR). For all cases, the trend and the associated uncertainties are reasonably estimated by both SBR and GPR regardless of Gaussian or non-Gaussian skewed data. However, it is expected that GPR has a limitation in applications to severely corrupted data by outliers owing to its non-robustness. From the implementations, it is determined that the SBR method has the potential to be further developed as an effective tool of anomaly detection or outlier identification in groundwater state data such as the groundwater level and contaminant concentration.

Estimation of uncertainty for contour method residual stress measurements

DOE PAGES

Olson, Mitchell D.; DeWald, Adrian T.; Prime, Michael B.; ...

2014-12-03

This paper describes a methodology for the estimation of measurement uncertainty for the contour method, where the contour method is an experimental technique for measuring a two-dimensional map of residual stress over a plane. Random error sources including the error arising from noise in displacement measurements and the smoothing of the displacement surfaces are accounted for in the uncertainty analysis. The output is a two-dimensional, spatially varying uncertainty estimate such that every point on the cross-section where residual stress is determined has a corresponding uncertainty value. Both numerical and physical experiments are reported, which are used to support the usefulnessmore » of the proposed uncertainty estimator. The uncertainty estimator shows the contour method to have larger uncertainty near the perimeter of the measurement plane. For the experiments, which were performed on a quenched aluminum bar with a cross section of 51 × 76 mm, the estimated uncertainty was approximately 5 MPa (σ/E = 7 · 10⁻⁵) over the majority of the cross-section, with localized areas of higher uncertainty, up to 10 MPa (σ/E = 14 · 10⁻⁵).« less

Novel Method for Incorporating Model Uncertainties into Gravitational Wave Parameter Estimates

NASA Astrophysics Data System (ADS)

Moore, Christopher J.; Gair, Jonathan R.

2014-12-01

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

Computer-assisted uncertainty assessment of k0-NAA measurement results

NASA Astrophysics Data System (ADS)

Bučar, T.; Smodiš, B.

2008-10-01

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

Uncertainties in Air Exchange using Continuous-Injection, Long-Term Sampling Tracer-Gas Methods

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

Sherman, Max H.; Walker, Iain S.; Lunden, Melissa M.

2013-12-01

The PerFluorocarbon Tracer (PFT) method is a low-cost approach commonly used for measuring air exchange in buildings using tracer gases. It is a specific application of the more general Continuous-Injection, Long-Term Sampling (CILTS) method. The technique is widely used but there has been little work on understanding the uncertainties (both precision and bias) associated with its use, particularly given that it is typically deployed by untrained or lightly trained people to minimize experimental costs. In this article we will conduct a first-principles error analysis to estimate the uncertainties and then compare that analysis to CILTS measurements that were over-sampled, throughmore » the use of multiple tracers and emitter and sampler distribution patterns, in three houses. We find that the CILTS method can have an overall uncertainty of 10-15percent in ideal circumstances, but that even in highly controlled field experiments done by trained experimenters expected uncertainties are about 20percent. In addition, there are many field conditions (such as open windows) where CILTS is not likely to provide any quantitative data. Even avoiding the worst situations of assumption violations CILTS should be considered as having a something like a ?factor of two? uncertainty for the broad field trials that it is typically used in. We provide guidance on how to deploy CILTS and design the experiment to minimize uncertainties.« less

A Review On Accuracy and Uncertainty of Spatial Data and Analyses with special reference to Urban and Hydrological Modelling

NASA Astrophysics Data System (ADS)

Devendran, A. A.; Lakshmanan, G.

2014-11-01

Data quality for GIS processing and analysis is becoming an increased concern due to the accelerated application of GIS technology for problem solving and decision making roles. Uncertainty in the geographic representation of the real world arises as these representations are incomplete. Identification of the sources of these uncertainties and the ways in which they operate in GIS based representations become crucial in any spatial data representation and geospatial analysis applied to any field of application. This paper reviews the articles on the various components of spatial data quality and various uncertainties inherent in them and special focus is paid to two fields of application such as Urban Simulation and Hydrological Modelling. Urban growth is a complicated process involving the spatio-temporal changes of all socio-economic and physical components at different scales. Cellular Automata (CA) model is one of the simulation models, which randomly selects potential cells for urbanisation and the transition rules evaluate the properties of the cell and its neighbour. Uncertainty arising from CA modelling is assessed mainly using sensitivity analysis including Monte Carlo simulation method. Likewise, the importance of hydrological uncertainty analysis has been emphasized in recent years and there is an urgent need to incorporate uncertainty estimation into water resources assessment procedures. The Soil and Water Assessment Tool (SWAT) is a continuous time watershed model to evaluate various impacts of land use management and climate on hydrology and water quality. Hydrological model uncertainties using SWAT model are dealt primarily by Generalized Likelihood Uncertainty Estimation (GLUE) method.

Interpolation Method Needed for Numerical Uncertainty Analysis of Computational Fluid Dynamics

NASA Technical Reports Server (NTRS)

Groves, Curtis; Ilie, Marcel; Schallhorn, Paul

2014-01-01

Using Computational Fluid Dynamics (CFD) to predict a flow field is an approximation to the exact problem and uncertainties exist. There is a method to approximate the errors in CFD via Richardson's Extrapolation. This method is based off of progressive grid refinement. To estimate the errors in an unstructured grid, the analyst must interpolate between at least three grids. This paper describes a study to find an appropriate interpolation scheme that can be used in Richardson's extrapolation or other uncertainty method to approximate errors. Nomenclature

Computational Fluid Dynamics Uncertainty Analysis for Payload Fairing Spacecraft Environmental Control Systems

NASA Technical Reports Server (NTRS)

Groves, Curtis E.

2013-01-01

Spacecraft thermal protection systems are at risk of being damaged due to airflow produced from Environmental Control Systems. There are inherent uncertainties and errors associated with using Computational Fluid Dynamics to predict the airflow field around a spacecraft from the Environmental Control System. This proposal describes an approach to validate the uncertainty in using Computational Fluid Dynamics to predict airflow speeds around an encapsulated spacecraft. The research described here is absolutely cutting edge. Quantifying the uncertainty in analytical predictions is imperative to the success of any simulation-based product. The method could provide an alternative to traditional"validation by test only'' mentality. This method could be extended to other disciplines and has potential to provide uncertainty for any numerical simulation, thus lowering the cost of performing these verifications while increasing the confidence in those predictions. Spacecraft requirements can include a maximum airflow speed to protect delicate instruments during ground processing. Computationaf Fluid Dynamics can be used to veritY these requirements; however, the model must be validated by test data. The proposed research project includes the following three objectives and methods. Objective one is develop, model, and perform a Computational Fluid Dynamics analysis of three (3) generic, non-proprietary, environmental control systems and spacecraft configurations. Several commercially available solvers have the capability to model the turbulent, highly three-dimensional, incompressible flow regime. The proposed method uses FLUENT and OPEN FOAM. Objective two is to perform an uncertainty analysis of the Computational Fluid . . . Dynamics model using the methodology found in "Comprehensive Approach to Verification and Validation of Computational Fluid Dynamics Simulations". This method requires three separate grids and solutions, which quantify the error bars around Computational Fluid Dynamics predictions. The method accounts for all uncertainty terms from both numerical and input variables. Objective three is to compile a table of uncertainty parameters that could be used to estimate the error in a Computational Fluid Dynamics model of the Environmental Control System /spacecraft system. Previous studies have looked at the uncertainty in a Computational Fluid Dynamics model for a single output variable at a single point, for example the re-attachment length of a backward facing step. To date, the author is the only person to look at the uncertainty in the entire computational domain. For the flow regime being analyzed (turbulent, threedimensional, incompressible), the error at a single point can propagate into the solution both via flow physics and numerical methods. Calculating the uncertainty in using Computational Fluid Dynamics to accurately predict airflow speeds around encapsulated spacecraft in is imperative to the success of future missions.

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

DOE PAGES

Perfetti, Christopher M.; Rearden, Bradley T.

2016-03-01

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

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

NASA Astrophysics Data System (ADS)

Ataei-Esfahani, Armin

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

Estimation of environment-related properties of chemicals for design of sustainable processes: development of group-contribution+ (GC+) property models and uncertainty analysis.

PubMed

Hukkerikar, Amol Shivajirao; Kalakul, Sawitree; Sarup, Bent; Young, Douglas M; Sin, Gürkan; Gani, Rafiqul

2012-11-26

The aim of this work is to develop group-contribution(+) (GC(+)) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated property values. For this purpose, a systematic methodology for property modeling and uncertainty analysis is used. The methodology includes a parameter estimation step to determine parameters of property models and an uncertainty analysis step to establish statistical information about the quality of parameter estimation, such as the parameter covariance, the standard errors in predicted properties, and the confidence intervals. For parameter estimation, large data sets of experimentally measured property values of a wide range of chemicals (hydrocarbons, oxygenated chemicals, nitrogenated chemicals, poly functional chemicals, etc.) taken from the database of the US Environmental Protection Agency (EPA) and from the database of USEtox is used. For property modeling and uncertainty analysis, the Marrero and Gani GC method and atom connectivity index method have been considered. In total, 22 environment-related properties, which include the fathead minnow 96-h LC(50), Daphnia magna 48-h LC(50), oral rat LD(50), aqueous solubility, bioconcentration factor, permissible exposure limit (OSHA-TWA), photochemical oxidation potential, global warming potential, ozone depletion potential, acidification potential, emission to urban air (carcinogenic and noncarcinogenic), emission to continental rural air (carcinogenic and noncarcinogenic), emission to continental fresh water (carcinogenic and noncarcinogenic), emission to continental seawater (carcinogenic and noncarcinogenic), emission to continental natural soil (carcinogenic and noncarcinogenic), and emission to continental agricultural soil (carcinogenic and noncarcinogenic) have been modeled and analyzed. The application of the developed property models for the estimation of environment-related properties and uncertainties of the estimated property values is highlighted through an illustrative example. The developed property models provide reliable estimates of environment-related properties needed to perform process synthesis, design, and analysis of sustainable chemical processes and allow one to evaluate the effect of uncertainties of estimated property values on the calculated performance of processes giving useful insights into quality and reliability of the design of sustainable processes.

Communicating spatial uncertainty to non-experts using R

NASA Astrophysics Data System (ADS)

Luzzi, Damiano; Sawicka, Kasia; Heuvelink, Gerard; de Bruin, Sytze

2016-04-01

Effective visualisation methods are important for the efficient use of uncertainty information for various groups of users. Uncertainty propagation analysis is often used with spatial environmental models to quantify the uncertainty within the information. A challenge arises when trying to effectively communicate the uncertainty information to non-experts (not statisticians) in a wide range of cases. Due to the growing popularity and applicability of the open source programming language R, we undertook a project to develop an R package that facilitates uncertainty propagation analysis in spatial environmental modelling. The package has implemented Monte Carlo algorithms for uncertainty propagation, the output of which is represented by an ensemble of model outputs (i.e. a sample from a probability distribution). Numerous visualisation methods exist that aim to present such spatial uncertainty information both statically, dynamically and interactively. To provide the most universal visualisation tools for non-experts, we conducted a survey on a group of 20 university students and assessed the effectiveness of selected static and interactive methods for visualising uncertainty in spatial variables such as DEM and land cover. The static methods included adjacent maps and glyphs for continuous variables. Both allow for displaying maps with information about the ensemble mean, variance/standard deviation and prediction intervals. Adjacent maps were also used for categorical data, displaying maps of the most probable class, as well as its associated probability. The interactive methods included a graphical user interface, which in addition to displaying the previously mentioned variables also allowed for comparison of joint uncertainties at multiple locations. The survey indicated that users could understand the basics of the uncertainty information displayed in the static maps, with the interactive interface allowing for more in-depth information. Subsequently, the R package included a collation of the plotting functions that were evaluated in the survey. The implementation of static visualisations was done via calls to the 'ggplot2' package. This allowed the user to provide control over the content, legend, colours, axes and titles. The interactive methods were implemented using the 'shiny' package allowing users to activate the visualisation of statistical descriptions of uncertainty through interaction with a plotted map of means. This research brings uncertainty visualisation to a broader audience through the development of tools for visualising uncertainty using open source software.

Helium Mass Spectrometer Leak Detection: A Method to Quantify Total Measurement Uncertainty

NASA Technical Reports Server (NTRS)

Mather, Janice L.; Taylor, Shawn C.

2015-01-01

In applications where leak rates of components or systems are evaluated against a leak rate requirement, the uncertainty of the measured leak rate must be included in the reported result. However, in the helium mass spectrometer leak detection method, the sensitivity, or resolution, of the instrument is often the only component of the total measurement uncertainty noted when reporting results. To address this shortfall, a measurement uncertainty analysis method was developed that includes the leak detector unit's resolution, repeatability, hysteresis, and drift, along with the uncertainty associated with the calibration standard. In a step-wise process, the method identifies the bias and precision components of the calibration standard, the measurement correction factor (K-factor), and the leak detector unit. Together these individual contributions to error are combined and the total measurement uncertainty is determined using the root-sum-square method. It was found that the precision component contributes more to the total uncertainty than the bias component, but the bias component is not insignificant. For helium mass spectrometer leak rate tests where unit sensitivity alone is not enough, a thorough evaluation of the measurement uncertainty such as the one presented herein should be performed and reported along with the leak rate value.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

Uncertainty Analysis in Humidity Measurements by the Psychrometer Method

PubMed Central

Chen, Jiunyuan; Chen, Chiachung

2017-01-01

The most common and cheap indirect technique to measure relative humidity is by using psychrometer based on a dry and a wet temperature sensor. In this study, the measurement uncertainty of relative humidity was evaluated by this indirect method with some empirical equations for calculating relative humidity. Among the six equations tested, the Penman equation had the best predictive ability for the dry bulb temperature range of 15–50 °C. At a fixed dry bulb temperature, an increase in the wet bulb depression increased the error. A new equation for the psychrometer constant was established by regression analysis. This equation can be computed by using a calculator. The average predictive error of relative humidity was <0.1% by this new equation. The measurement uncertainty of the relative humidity affected by the accuracy of dry and wet bulb temperature and the numeric values of measurement uncertainty were evaluated for various conditions. The uncertainty of wet bulb temperature was the main factor on the RH measurement uncertainty. PMID:28216599

Uncertainty Analysis in Humidity Measurements by the Psychrometer Method.

PubMed

Chen, Jiunyuan; Chen, Chiachung

2017-02-14

The most common and cheap indirect technique to measure relative humidity is by using psychrometer based on a dry and a wet temperature sensor. In this study, the measurement uncertainty of relative humidity was evaluated by this indirect method with some empirical equations for calculating relative humidity. Among the six equations tested, the Penman equation had the best predictive ability for the dry bulb temperature range of 15-50 °C. At a fixed dry bulb temperature, an increase in the wet bulb depression increased the error. A new equation for the psychrometer constant was established by regression analysis. This equation can be computed by using a calculator. The average predictive error of relative humidity was <0.1% by this new equation. The measurement uncertainty of the relative humidity affected by the accuracy of dry and wet bulb temperature and the numeric values of measurement uncertainty were evaluated for various conditions. The uncertainty of wet bulb temperature was the main factor on the RH measurement uncertainty.

Order Under Uncertainty: Robust Differential Expression Analysis Using Probabilistic Models for Pseudotime Inference

PubMed Central

Campbell, Kieran R.

2016-01-01

Single cell gene expression profiling can be used to quantify transcriptional dynamics in temporal processes, such as cell differentiation, using computational methods to label each cell with a ‘pseudotime’ where true time series experimentation is too difficult to perform. However, owing to the high variability in gene expression between individual cells, there is an inherent uncertainty in the precise temporal ordering of the cells. Pre-existing methods for pseudotime estimation have predominantly given point estimates precluding a rigorous analysis of the implications of uncertainty. We use probabilistic modelling techniques to quantify pseudotime uncertainty and propagate this into downstream differential expression analysis. We demonstrate that reliance on a point estimate of pseudotime can lead to inflated false discovery rates and that probabilistic approaches provide greater robustness and measures of the temporal resolution that can be obtained from pseudotime inference. PMID:27870852

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

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

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

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

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

USGS Publications Warehouse

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

2011-01-01

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

Frequency analysis of uncertain structures using imprecise probability

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

Modares, Mehdi; Bergerson, Joshua

2015-01-01

Two new methods for finite element based frequency analysis of a structure with uncertainty are developed. An imprecise probability formulation based on enveloping p-boxes is used to quantify the uncertainty present in the mechanical characteristics of the structure. For each element, independent variations are considered. Using the two developed methods, P-box Frequency Analysis (PFA) and Interval Monte-Carlo Frequency Analysis (IMFA), sharp bounds on natural circular frequencies at different probability levels are obtained. These methods establish a framework for handling incomplete information in structural dynamics. Numerical example problems are presented that illustrate the capabilities of the new methods along with discussionsmore » on their computational efficiency.« less

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

USDA-ARS?s Scientific Manuscript database

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Characterizing Epistemic Uncertainty for Launch Vehicle Designs

NASA Technical Reports Server (NTRS)

Novack, Steven D.; Rogers, Jim; Al Hassan, Mohammad; Hark, Frank

2016-01-01

NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk, and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results, and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods, such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty, are rendered obsolete, since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods. This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper describes how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.

Characterizing Epistemic Uncertainty for Launch Vehicle Designs

NASA Technical Reports Server (NTRS)

Novack, Steven D.; Rogers, Jim; Hark, Frank; Al Hassan, Mohammad

2016-01-01

NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty are rendered obsolete since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods.This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper shows how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.

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.

Socializing Identity Through Practice: A Mixed Methods Approach to Family Medicine Resident Perspectives on Uncertainty.

PubMed

Ledford, Christy J W; Cafferty, Lauren A; Seehusen, Dean A

2015-01-01

Uncertainty is a central theme in the practice of medicine and particularly primary care. This study explored how family medicine resident physicians react to uncertainty in their practice. This study incorporated a two-phase mixed methods approach, including semi-structured personal interviews (n=21) and longitudinal self-report surveys (n=21) with family medicine residents. Qualitative analysis showed that though residents described uncertainty as an implicit part of their identity, they still developed tactics to minimize or manage uncertainty in their practice. Residents described increasing comfort with uncertainty the longer they practiced and anticipated that growth continuing throughout their careers. Quantitative surveys showed that reactions to uncertainty were more positive over time; however, the difference was not statistically significant. Qualitative and quantitative results show that as family medicine residents practice medicine their perception of uncertainty changes. To reduce uncertainty, residents use relational information-seeking strategies. From a broader view of practice, residents describe uncertainty neutrally, asserting that uncertainty is simply part of the practice of family medicine.

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

NASA Astrophysics Data System (ADS)

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

2010-05-01

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

Uncertainty of Polarized Parton Distributions

NASA Astrophysics Data System (ADS)

Hirai, M.; Goto, Y.; Horaguchi, T.; Kobayashi, H.; Kumano, S.; Miyama, M.; Saito, N.; Shibata, T.-A.

Polarized parton distribution functions are determined by a χ2 analysis of polarized deep inelastic experimental data. In this paper, uncertainty of obtained distribution functions is investigated by a Hessian method. We find that the uncertainty of the polarized gluon distribution is fairly large. Then, we estimate the gluon uncertainty by including the fake data which are generated from prompt photon process at RHIC. We observed that the uncertainty could be reduced with these data.

Advanced Small Modular Reactor Economics Model Development

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

Harrison, Thomas J.

2014-10-01

The US Department of Energy Office of Nuclear Energy’s Advanced Small Modular Reactor (SMR) research and development activities focus on four key areas: Developing assessment methods for evaluating advanced SMR technologies and characteristics; and Developing and testing of materials, fuels and fabrication techniques; and Resolving key regulatory issues identified by US Nuclear Regulatory Commission and industry; and Developing advanced instrumentation and controls and human-machine interfaces. This report focuses on development of assessment methods to evaluate advanced SMR technologies and characteristics. Specifically, this report describes the expansion and application of the economic modeling effort at Oak Ridge National Laboratory. Analysis ofmore » the current modeling methods shows that one of the primary concerns for the modeling effort is the handling of uncertainty in cost estimates. Monte Carlo–based methods are commonly used to handle uncertainty, especially when implemented by a stand-alone script within a program such as Python or MATLAB. However, a script-based model requires each potential user to have access to a compiler and an executable capable of handling the script. Making the model accessible to multiple independent analysts is best accomplished by implementing the model in a common computing tool such as Microsoft Excel. Excel is readily available and accessible to most system analysts, but it is not designed for straightforward implementation of a Monte Carlo–based method. Using a Monte Carlo algorithm requires in-spreadsheet scripting and statistical analyses or the use of add-ons such as Crystal Ball. An alternative method uses propagation of error calculations in the existing Excel-based system to estimate system cost uncertainty. This method has the advantage of using Microsoft Excel as is, but it requires the use of simplifying assumptions. These assumptions do not necessarily bring into question the analytical results. In fact, the analysis shows that the propagation of error method introduces essentially negligible error, especially when compared to the uncertainty associated with some of the estimates themselves. The results of these uncertainty analyses generally quantify and identify the sources of uncertainty in the overall cost estimation. The obvious generalization—that capital cost uncertainty is the main driver—can be shown to be an accurate generalization for the current state of reactor cost analysis. However, the detailed analysis on a component-by-component basis helps to demonstrate which components would benefit most from research and development to decrease the uncertainty, as well as which components would benefit from research and development to decrease the absolute cost.« less

Variance-Based Sensitivity Analysis to Support Simulation-Based Design Under Uncertainty

DOE PAGES

Opgenoord, Max M. J.; Allaire, Douglas L.; Willcox, Karen E.

2016-09-12

Sensitivity analysis plays a critical role in quantifying uncertainty in the design of engineering systems. A variance-based global sensitivity analysis is often used to rank the importance of input factors, based on their contribution to the variance of the output quantity of interest. However, this analysis assumes that all input variability can be reduced to zero, which is typically not the case in a design setting. Distributional sensitivity analysis (DSA) instead treats the uncertainty reduction in the inputs as a random variable, and defines a variance-based sensitivity index function that characterizes the relative contribution to the output variance as amore » function of the amount of uncertainty reduction. This paper develops a computationally efficient implementation for the DSA formulation and extends it to include distributions commonly used in engineering design under uncertainty. Application of the DSA method to the conceptual design of a commercial jetliner demonstrates how the sensitivity analysis provides valuable information to designers and decision-makers on where and how to target uncertainty reduction efforts.« less

Variance-Based Sensitivity Analysis to Support Simulation-Based Design Under Uncertainty

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

Opgenoord, Max M. J.; Allaire, Douglas L.; Willcox, Karen E.

Sensitivity analysis plays a critical role in quantifying uncertainty in the design of engineering systems. A variance-based global sensitivity analysis is often used to rank the importance of input factors, based on their contribution to the variance of the output quantity of interest. However, this analysis assumes that all input variability can be reduced to zero, which is typically not the case in a design setting. Distributional sensitivity analysis (DSA) instead treats the uncertainty reduction in the inputs as a random variable, and defines a variance-based sensitivity index function that characterizes the relative contribution to the output variance as amore » function of the amount of uncertainty reduction. This paper develops a computationally efficient implementation for the DSA formulation and extends it to include distributions commonly used in engineering design under uncertainty. Application of the DSA method to the conceptual design of a commercial jetliner demonstrates how the sensitivity analysis provides valuable information to designers and decision-makers on where and how to target uncertainty reduction efforts.« less

Applying Uncertainty Analysis to a Risk Assessment for the Pesticide Permethrin

EPA Science Inventory

We discuss the application of methods of uncertainty analysis from our previous poster to the problem of a risk assessment for exposure to the food-use pesticide permethrin resulting from residential pesticide crack and crevice application. Exposures are simulated by the SHEDS (S...

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

USDA-ARS?s Scientific Manuscript database

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

Sampling in freshwater environments: suspended particle traps and variability in the final data.

PubMed

Barbizzi, Sabrina; Pati, Alessandra

2008-11-01

This paper reports one practical method to estimate the measurement uncertainty including sampling, derived by the approach implemented by Ramsey for soil investigations. The methodology has been applied to estimate the measurements uncertainty (sampling and analyses) of (137)Cs activity concentration (Bq kg(-1)) and total carbon content (%) in suspended particle sampling in a freshwater ecosystem. Uncertainty estimates for between locations, sampling and analysis components have been evaluated. For the considered measurands, the relative expanded measurement uncertainties are 12.3% for (137)Cs and 4.5% for total carbon. For (137)Cs, the measurement (sampling+analysis) variance gives the major contribution to the total variance, while for total carbon the spatial variance is the dominant contributor to the total variance. The limitations and advantages of this basic method are discussed.

Calibration of Speed Enforcement Down-The-Road Radars

PubMed Central

Jendzurski, John; Paulter, Nicholas G.

2009-01-01

We examine the measurement uncertainty associated with different methods of calibrating the ubiquitous down-the-road (DTR) radar used in speed enforcement. These calibration methods include the use of audio frequency sources, tuning forks, a fifth wheel attached to the rear of the vehicle with the radar unit, and the speedometer of the vehicle. We also provide an analysis showing the effect of calibration uncertainty on DTR-radar speed measurement uncertainty. PMID:27504217

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

PubMed

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

2016-03-01

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

TH-A-19A-04: Latent Uncertainties and Performance of a GPU-Implemented Pre-Calculated Track Monte Carlo Method

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

Renaud, M; Seuntjens, J; Roberge, D

Purpose: Assessing the performance and uncertainty of a pre-calculated Monte Carlo (PMC) algorithm for proton and electron transport running on graphics processing units (GPU). While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from recycling a limited number of tracks in the pre-generated track bank is missing from the literature. With a proper uncertainty analysis, an optimal pre-generated track bank size can be selected for a desired dose calculation uncertainty. Methods: Particle tracks were pre-generated for electrons and protons using EGSnrc and GEANT4, respectively. The PMC algorithm for track transport was implementedmore » on the CUDA programming framework. GPU-PMC dose distributions were compared to benchmark dose distributions simulated using general-purpose MC codes in the same conditions. A latent uncertainty analysis was performed by comparing GPUPMC dose values to a “ground truth” benchmark while varying the track bank size and primary particle histories. Results: GPU-PMC dose distributions and benchmark doses were within 1% of each other in voxels with dose greater than 50% of Dmax. In proton calculations, a submillimeter distance-to-agreement error was observed at the Bragg Peak. Latent uncertainty followed a Poisson distribution with the number of tracks per energy (TPE) and a track bank of 20,000 TPE produced a latent uncertainty of approximately 1%. Efficiency analysis showed a 937× and 508× gain over a single processor core running DOSXYZnrc for 16 MeV electrons in water and bone, respectively. Conclusion: The GPU-PMC method can calculate dose distributions for electrons and protons to a statistical uncertainty below 1%. The track bank size necessary to achieve an optimal efficiency can be tuned based on the desired uncertainty. Coupled with a model to calculate dose contributions from uncharged particles, GPU-PMC is a candidate for inverse planning of modulated electron radiotherapy and scanned proton beams. This work was supported in part by FRSQ-MSSS (Grant No. 22090), NSERC RG (Grant No. 432290) and CIHR MOP (Grant No. MOP-211360)« less

Assessment of Uncertainty in the Determination of Activation Energy for Polymeric Materials

NASA Technical Reports Server (NTRS)

Darby, Stephania P.; Landrum, D. Brian; Coleman, Hugh W.

1998-01-01

An assessment of the experimental uncertainty in obtaining the kinetic activation energy from thermogravimetric analysis (TGA) data is presented. A neat phenolic resin, Borden SC1O08, was heated at three heating rates to obtain weight loss vs temperature data. Activation energy was calculated by two methods: the traditional Flynn and Wall method based on the slope of log(q) versus 1/T, and a modification of this method where the ordinate and abscissa are reversed in the linear regression. The modified method produced a more accurate curve fit of the data, was more sensitive to data nonlinearity, and gave a value of activation energy 75 percent greater than the original method. An uncertainty analysis using the modified method yielded a 60 percent uncertainty in the average activation energy. Based on this result, the activation energy for a carbon-phenolic material was doubled and used to calculate the ablation rate In a typical solid rocket environment. Doubling the activation energy increased surface recession by 3 percent. Current TGA data reduction techniques that use the traditional Flynn and Wall approach to calculate activation energy should be changed to the modified method.

Dissertation Defense Computational Fluid Dynamics Uncertainty Analysis for Payload Fairing Spacecraft Environmental Control Systems

NASA Technical Reports Server (NTRS)

Groves, Curtis Edward

2014-01-01

Spacecraft thermal protection systems are at risk of being damaged due to airflow produced from Environmental Control Systems. There are inherent uncertainties and errors associated with using Computational Fluid Dynamics to predict the airflow field around a spacecraft from the Environmental Control System. This paper describes an approach to quantify the uncertainty in using Computational Fluid Dynamics to predict airflow speeds around an encapsulated spacecraft without the use of test data. Quantifying the uncertainty in analytical predictions is imperative to the success of any simulation-based product. The method could provide an alternative to traditional "validation by test only" mentality. This method could be extended to other disciplines and has potential to provide uncertainty for any numerical simulation, thus lowering the cost of performing these verifications while increasing the confidence in those predictions. Spacecraft requirements can include a maximum airflow speed to protect delicate instruments during ground processing. Computational Fluid Dynamics can be used to verify these requirements; however, the model must be validated by test data. This research includes the following three objectives and methods. Objective one is develop, model, and perform a Computational Fluid Dynamics analysis of three (3) generic, non-proprietary, environmental control systems and spacecraft configurations. Several commercially available and open source solvers have the capability to model the turbulent, highly three-dimensional, incompressible flow regime. The proposed method uses FLUENT, STARCCM+, and OPENFOAM. Objective two is to perform an uncertainty analysis of the Computational Fluid Dynamics model using the methodology found in "Comprehensive Approach to Verification and Validation of Computational Fluid Dynamics Simulations". This method requires three separate grids and solutions, which quantify the error bars around Computational Fluid Dynamics predictions. The method accounts for all uncertainty terms from both numerical and input variables. Objective three is to compile a table of uncertainty parameters that could be used to estimate the error in a Computational Fluid Dynamics model of the Environmental Control System /spacecraft system. Previous studies have looked at the uncertainty in a Computational Fluid Dynamics model for a single output variable at a single point, for example the re-attachment length of a backward facing step. For the flow regime being analyzed (turbulent, three-dimensional, incompressible), the error at a single point can propagate into the solution both via flow physics and numerical methods. Calculating the uncertainty in using Computational Fluid Dynamics to accurately predict airflow speeds around encapsulated spacecraft in is imperative to the success of future missions.

Dissertation Defense: Computational Fluid Dynamics Uncertainty Analysis for Payload Fairing Spacecraft Environmental Control Systems

NASA Technical Reports Server (NTRS)

Groves, Curtis Edward

2014-01-01

Spacecraft thermal protection systems are at risk of being damaged due to airflow produced from Environmental Control Systems. There are inherent uncertainties and errors associated with using Computational Fluid Dynamics to predict the airflow field around a spacecraft from the Environmental Control System. This paper describes an approach to quantify the uncertainty in using Computational Fluid Dynamics to predict airflow speeds around an encapsulated spacecraft without the use of test data. Quantifying the uncertainty in analytical predictions is imperative to the success of any simulation-based product. The method could provide an alternative to traditional validation by test only mentality. This method could be extended to other disciplines and has potential to provide uncertainty for any numerical simulation, thus lowering the cost of performing these verifications while increasing the confidence in those predictions.Spacecraft requirements can include a maximum airflow speed to protect delicate instruments during ground processing. Computational Fluid Dynamics can be used to verify these requirements; however, the model must be validated by test data. This research includes the following three objectives and methods. Objective one is develop, model, and perform a Computational Fluid Dynamics analysis of three (3) generic, non-proprietary, environmental control systems and spacecraft configurations. Several commercially available and open source solvers have the capability to model the turbulent, highly three-dimensional, incompressible flow regime. The proposed method uses FLUENT, STARCCM+, and OPENFOAM. Objective two is to perform an uncertainty analysis of the Computational Fluid Dynamics model using the methodology found in Comprehensive Approach to Verification and Validation of Computational Fluid Dynamics Simulations. This method requires three separate grids and solutions, which quantify the error bars around Computational Fluid Dynamics predictions. The method accounts for all uncertainty terms from both numerical and input variables. Objective three is to compile a table of uncertainty parameters that could be used to estimate the error in a Computational Fluid Dynamics model of the Environmental Control System spacecraft system.Previous studies have looked at the uncertainty in a Computational Fluid Dynamics model for a single output variable at a single point, for example the re-attachment length of a backward facing step. For the flow regime being analyzed (turbulent, three-dimensional, incompressible), the error at a single point can propagate into the solution both via flow physics and numerical methods. Calculating the uncertainty in using Computational Fluid Dynamics to accurately predict airflow speeds around encapsulated spacecraft in is imperative to the success of future missions.

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

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

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

2010-04-10

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

Study of Uncertainties of Predicting Space Shuttle Thermal Environment. [impact of heating rate prediction errors on weight of thermal protection system

NASA Technical Reports Server (NTRS)

Fehrman, A. L.; Masek, R. V.

1972-01-01

Quantitative estimates of the uncertainty in predicting aerodynamic heating rates for a fully reusable space shuttle system are developed and the impact of these uncertainties on Thermal Protection System (TPS) weight are discussed. The study approach consisted of statistical evaluations of the scatter of heating data on shuttle configurations about state-of-the-art heating prediction methods to define the uncertainty in these heating predictions. The uncertainties were then applied as heating rate increments to the nominal predicted heating rate to define the uncertainty in TPS weight. Separate evaluations were made for the booster and orbiter, for trajectories which included boost through reentry and touchdown. For purposes of analysis, the vehicle configuration is divided into areas in which a given prediction method is expected to apply, and separate uncertainty factors and corresponding uncertainty in TPS weight derived for each area.

Uncertainty analysis of hydrological modeling in a tropical area using different algorithms

NASA Astrophysics Data System (ADS)

Rafiei Emam, Ammar; Kappas, Martin; Fassnacht, Steven; Linh, Nguyen Hoang Khanh

2018-01-01

Hydrological modeling outputs are subject to uncertainty resulting from different sources of errors (e.g., error in input data, model structure, and model parameters), making quantification of uncertainty in hydrological modeling imperative and meant to improve reliability of modeling results. The uncertainty analysis must solve difficulties in calibration of hydrological models, which further increase in areas with data scarcity. The purpose of this study is to apply four uncertainty analysis algorithms to a semi-distributed hydrological model, quantifying different source of uncertainties (especially parameter uncertainty) and evaluate their performance. In this study, the Soil and Water Assessment Tools (SWAT) eco-hydrological model was implemented for the watershed in the center of Vietnam. The sensitivity of parameters was analyzed, and the model was calibrated. The uncertainty analysis for the hydrological model was conducted based on four algorithms: Generalized Likelihood Uncertainty Estimation (GLUE), Sequential Uncertainty Fitting (SUFI), Parameter Solution method (ParaSol) and Particle Swarm Optimization (PSO). The performance of the algorithms was compared using P-factor and Rfactor, coefficient of determination (R 2), the Nash Sutcliffe coefficient of efficiency (NSE) and Percent Bias (PBIAS). The results showed the high performance of SUFI and PSO with P-factor>0.83, R-factor <0.56 and R 2>0.91, NSE>0.89, and 0.18

Metrological activity determination of 133Ba by sum-peak absolute method

NASA Astrophysics Data System (ADS)

da Silva, R. L.; de Almeida, M. C. M.; Delgado, J. U.; Poledna, R.; Santos, A.; de Veras, E. V.; Rangel, J.; Trindade, O. L.

2016-07-01

The National Laboratory for Metrology of Ionizing Radiation provides gamma sources of radionuclide and standardized in activity with reduced uncertainties. Relative methods require standards to determine the sample activity while the absolute methods, as sum-peak, not. The activity is obtained directly with good accuracy and low uncertainties. 133Ba is used in research laboratories and on calibration of detectors for analysis in different work areas. Classical absolute methods don't calibrate 133Ba due to its complex decay scheme. The sum-peak method using gamma spectrometry with germanium detector standardizes 133Ba samples. Uncertainties lower than 1% to activity results were obtained.

A Framework for Quantifying Measurement Uncertainties and Uncertainty Propagation in HCCI/LTGC Engine Experiments

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

Petitpas, Guillaume; McNenly, Matthew J.; Whitesides, Russell A.

In this study, a framework for estimating experimental measurement uncertainties for a Homogenous Charge Compression Ignition (HCCI)/Low-Temperature Gasoline Combustion (LTGC) engine testing facility is presented. Detailed uncertainty quantification is first carried out for the measurement of the in-cylinder pressure, whose variations during the cycle provide most of the information for performance evaluation. Standard uncertainties of other measured quantities, such as the engine geometry and speed, the air and fuel flow rate and the intake/exhaust dry molar fractions are also estimated. Propagating those uncertainties using a Monte Carlo simulation and Bayesian inference methods then allows for estimation of uncertainties of themore » mass-average temperature and composition at IVC and throughout the cycle; and also of the engine performances such as gross Integrated Mean Effective Pressure, Heat Release and Ringing Intensity. Throughout the analysis, nominal values for uncertainty inputs were taken from a well-characterized engine test facility. However, the analysis did not take into account the calibration practice of experiments run in that facility and the resulting uncertainty values are therefore not indicative of the expected accuracy of those experimental results. A future study will employ the methodology developed here to explore the effects of different calibration methods on the different uncertainty values in order to evaluate best practices for accurate engine measurements.« less

A Framework for Quantifying Measurement Uncertainties and Uncertainty Propagation in HCCI/LTGC Engine Experiments

DOE PAGES

Petitpas, Guillaume; McNenly, Matthew J.; Whitesides, Russell A.

2017-03-28

In this study, a framework for estimating experimental measurement uncertainties for a Homogenous Charge Compression Ignition (HCCI)/Low-Temperature Gasoline Combustion (LTGC) engine testing facility is presented. Detailed uncertainty quantification is first carried out for the measurement of the in-cylinder pressure, whose variations during the cycle provide most of the information for performance evaluation. Standard uncertainties of other measured quantities, such as the engine geometry and speed, the air and fuel flow rate and the intake/exhaust dry molar fractions are also estimated. Propagating those uncertainties using a Monte Carlo simulation and Bayesian inference methods then allows for estimation of uncertainties of themore » mass-average temperature and composition at IVC and throughout the cycle; and also of the engine performances such as gross Integrated Mean Effective Pressure, Heat Release and Ringing Intensity. Throughout the analysis, nominal values for uncertainty inputs were taken from a well-characterized engine test facility. However, the analysis did not take into account the calibration practice of experiments run in that facility and the resulting uncertainty values are therefore not indicative of the expected accuracy of those experimental results. A future study will employ the methodology developed here to explore the effects of different calibration methods on the different uncertainty values in order to evaluate best practices for accurate engine measurements.« less

Measuring the uncertainties of discharge measurements: interlaboratory experiments in hydrometry

NASA Astrophysics Data System (ADS)

Le Coz, Jérôme; Blanquart, Bertrand; Pobanz, Karine; Dramais, Guillaume; Pierrefeu, Gilles; Hauet, Alexandre; Despax, Aurélien

2015-04-01

Quantifying the uncertainty of streamflow data is key for hydrological sciences. The conventional uncertainty analysis based on error propagation techniques is restricted by the absence of traceable discharge standards and by the weight of difficult-to-predict errors related to the operator, procedure and measurement environment. Field interlaboratory experiments recently emerged as an efficient, standardized method to 'measure' the uncertainties of a given streamgauging technique in given measurement conditions. Both uncertainty approaches are compatible and should be developed jointly in the field of hydrometry. In the recent years, several interlaboratory experiments have been reported by different hydrological services. They involved different streamgauging techniques, including acoustic profilers (ADCP), current-meters and handheld radars (SVR). Uncertainty analysis was not always their primary goal: most often, testing the proficiency and homogeneity of instruments, makes and models, procedures and operators was the original motivation. When interlaboratory experiments are processed for uncertainty analysis, once outliers have been discarded all participants are assumed to be equally skilled and to apply the same streamgauging technique in equivalent conditions. A universal requirement is that all participants simultaneously measure the same discharge, which shall be kept constant within negligible variations. To our best knowledge, we were the first to apply the interlaboratory method for computing the uncertainties of streamgauging techniques, according to the authoritative international documents (ISO standards). Several specific issues arise due to the measurements conditions in outdoor canals and rivers. The main limitation is that the best available river discharge references are usually too uncertain to quantify the bias of the streamgauging technique, i.e. the systematic errors that are common to all participants in the experiment. A reference or a sensitivity analysis to the fixed parameters of the streamgauging technique remain very useful for estimating the uncertainty related to the (non quantified) bias correction. In the absence of a reference, the uncertainty estimate is referenced to the average of all discharge measurements in the interlaboratory experiment, ignoring the technique bias. Simple equations can be used to assess the uncertainty of the uncertainty results, as a function of the number of participants and of repeated measurements. The interlaboratory method was applied to several interlaboratory experiments on ADCPs and currentmeters mounted on wading rods, in streams of different sizes and aspects, with 10 to 30 instruments, typically. The uncertainty results were consistent with the usual expert judgment and highly depended on the measurement environment. Approximately, the expanded uncertainties (within the 95% probability interval) were ±5% to ±10% for ADCPs in good or poor conditions, and ±10% to ±15% for currentmeters in shallow creeks. Due to the specific limitations related to a slow measurement process and to small, natural streams, uncertainty results for currentmeters were more uncertain than for ADCPs, for which the site-specific errors were significantly evidenced. The proposed method can be applied to a wide range of interlaboratory experiments conducted in contrasted environments for different streamgauging techniques, in a standardized way. Ideally, an international open database would enhance the investigation of hydrological data uncertainties, according to the characteristics of the measurement conditions and procedures. Such a dataset could be used for implementing and validating uncertainty propagation methods in hydrometry.

Uncertainty in monitoring E. coli concentrations in streams and stormwater runoff

NASA Astrophysics Data System (ADS)

Harmel, R. D.; Hathaway, J. M.; Wagner, K. L.; Wolfe, J. E.; Karthikeyan, R.; Francesconi, W.; McCarthy, D. T.

2016-03-01

Microbial contamination of surface waters, a substantial public health concern throughout the world, is typically identified by fecal indicator bacteria such as Escherichia coli. Thus, monitoring E. coli concentrations is critical to evaluate current conditions, determine restoration effectiveness, and inform model development and calibration. An often overlooked component of these monitoring and modeling activities is understanding the inherent random and systematic uncertainty present in measured data. In this research, a review and subsequent analysis was performed to identify, document, and analyze measurement uncertainty of E. coli data collected in stream flow and stormwater runoff as individual discrete samples or throughout a single runoff event. Data on the uncertainty contributed by sample collection, sample preservation/storage, and laboratory analysis in measured E. coli concentrations were compiled and analyzed, and differences in sampling method and data quality scenarios were compared. The analysis showed that: (1) manual integrated sampling produced the lowest random and systematic uncertainty in individual samples, but automated sampling typically produced the lowest uncertainty when sampling throughout runoff events; (2) sample collection procedures often contributed the highest amount of uncertainty, although laboratory analysis introduced substantial random uncertainty and preservation/storage introduced substantial systematic uncertainty under some scenarios; and (3) the uncertainty in measured E. coli concentrations was greater than that of sediment and nutrients, but the difference was not as great as may be assumed. This comprehensive analysis of uncertainty in E. coli concentrations measured in streamflow and runoff should provide valuable insight for designing E. coli monitoring projects, reducing uncertainty in quality assurance efforts, regulatory and policy decision making, and fate and transport modeling.

Exploration of Uncertainty in Glacier Modelling

NASA Technical Reports Server (NTRS)

Thompson, David E.

1999-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2014-01-01

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

Comparison of beam position calculation methods for application in digital acquisition systems

NASA Astrophysics Data System (ADS)

Reiter, A.; Singh, R.

2018-05-01

Different approaches to the data analysis of beam position monitors in hadron accelerators are compared adopting the perspective of an analog-to-digital converter in a sampling acquisition system. Special emphasis is given to position uncertainty and robustness against bias and interference that may be encountered in an accelerator environment. In a time-domain analysis of data in the presence of statistical noise, the position calculation based on the difference-over-sum method with algorithms like signal integral or power can be interpreted as a least-squares analysis of a corresponding fit function. This link to the least-squares method is exploited in the evaluation of analysis properties and in the calculation of position uncertainty. In an analytical model and experimental evaluations the positions derived from a straight line fit or equivalently the standard deviation are found to be the most robust and to offer the least variance. The measured position uncertainty is consistent with the model prediction in our experiment, and the results of tune measurements improve significantly.

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

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

Hughes, Justin Matthew

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

Identifying and Analyzing Uncertainty Structures in the TRMM Microwave Imager Precipitation Product over Tropical Ocean Basins

NASA Technical Reports Server (NTRS)

Liu, Jianbo; Kummerow, Christian D.; Elsaesser, Gregory S.

2016-01-01

Despite continuous improvements in microwave sensors and retrieval algorithms, our understanding of precipitation uncertainty is quite limited, due primarily to inconsistent findings in studies that compare satellite estimates to in situ observations over different parts of the world. This study seeks to characterize the temporal and spatial properties of uncertainty in the Tropical Rainfall Measuring Mission Microwave Imager surface rainfall product over tropical ocean basins. Two uncertainty analysis frameworks are introduced to qualitatively evaluate the properties of uncertainty under a hierarchy of spatiotemporal data resolutions. The first framework (i.e. 'climate method') demonstrates that, apart from random errors and regionally dependent biases, a large component of the overall precipitation uncertainty is manifested in cyclical patterns that are closely related to large-scale atmospheric modes of variability. By estimating the magnitudes of major uncertainty sources independently, the climate method is able to explain 45-88% of the monthly uncertainty variability. The percentage is largely resolution dependent (with the lowest percentage explained associated with a 1 deg x 1 deg spatial/1 month temporal resolution, and highest associated with a 3 deg x 3 deg spatial/3 month temporal resolution). The second framework (i.e. 'weather method') explains regional mean precipitation uncertainty as a summation of uncertainties associated with individual precipitation systems. By further assuming that self-similar recurring precipitation systems yield qualitatively comparable precipitation uncertainties, the weather method can consistently resolve about 50 % of the daily uncertainty variability, with only limited dependence on the regions of interest.

An uncertainty and sensitivity analysis approach for GIS-based multicriteria landslide susceptibility mapping.

PubMed

Feizizadeh, Bakhtiar; Blaschke, Thomas

2014-03-04

GIS-based multicriteria decision analysis (MCDA) methods are increasingly being used in landslide susceptibility mapping. However, the uncertainties that are associated with MCDA techniques may significantly impact the results. This may sometimes lead to inaccurate outcomes and undesirable consequences. This article introduces a new GIS-based MCDA approach. We illustrate the consequences of applying different MCDA methods within a decision-making process through uncertainty analysis. Three GIS-MCDA methods in conjunction with Monte Carlo simulation (MCS) and Dempster-Shafer theory are analyzed for landslide susceptibility mapping (LSM) in the Urmia lake basin in Iran, which is highly susceptible to landslide hazards. The methodology comprises three stages. First, the LSM criteria are ranked and a sensitivity analysis is implemented to simulate error propagation based on the MCS. The resulting weights are expressed through probability density functions. Accordingly, within the second stage, three MCDA methods, namely analytical hierarchy process (AHP), weighted linear combination (WLC) and ordered weighted average (OWA), are used to produce the landslide susceptibility maps. In the third stage, accuracy assessments are carried out and the uncertainties of the different results are measured. We compare the accuracies of the three MCDA methods based on (1) the Dempster-Shafer theory and (2) a validation of the results using an inventory of known landslides and their respective coverage based on object-based image analysis of IRS-ID satellite images. The results of this study reveal that through the integration of GIS and MCDA models, it is possible to identify strategies for choosing an appropriate method for LSM. Furthermore, our findings indicate that the integration of MCDA and MCS can significantly improve the accuracy of the results. In LSM, the AHP method performed best, while the OWA reveals better performance in the reliability assessment. The WLC operation yielded poor results.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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

PubMed

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Robust control of nonlinear MAGLEV suspension system with mismatched uncertainties via DOBC approach.

PubMed

Yang, Jun; Zolotas, Argyrios; Chen, Wen-Hua; Michail, Konstantinos; Li, Shihua

2011-07-01

Robust control of a class of uncertain systems that have disturbances and uncertainties not satisfying "matching" condition is investigated in this paper via a disturbance observer based control (DOBC) approach. In the context of this paper, "matched" disturbances/uncertainties stand for the disturbances/uncertainties entering the system through the same channels as control inputs. By properly designing a disturbance compensation gain, a novel composite controller is proposed to counteract the "mismatched" lumped disturbances from the output channels. The proposed method significantly extends the applicability of the DOBC methods. Rigorous stability analysis of the closed-loop system with the proposed method is established under mild assumptions. The proposed method is applied to a nonlinear MAGnetic LEViation (MAGLEV) suspension system. Simulation shows that compared to the widely used integral control method, the proposed method provides significantly improved disturbance rejection and robustness against load variation. Copyright © 2011 ISA. Published by Elsevier Ltd. All rights reserved.

Efficient Data-Worth Analysis Using a Multilevel Monte Carlo Method Applied in Oil Reservoir Simulations

NASA Astrophysics Data System (ADS)

Lu, D.; Ricciuto, D. M.; Evans, K. J.

2017-12-01

Data-worth analysis plays an essential role in improving the understanding of the subsurface system, in developing and refining subsurface models, and in supporting rational water resources management. However, data-worth analysis is computationally expensive as it requires quantifying parameter uncertainty, prediction uncertainty, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface simulations using standard Monte Carlo (MC) sampling or advanced surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose efficient Bayesian analysis of data-worth using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce the computational cost with the use of multifidelity approximations. As the data-worth analysis involves a great deal of expectation estimations, the cost savings from MLMC in the assessment can be very outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it to a highly heterogeneous oil reservoir simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the estimation obtained from the standard MC. But compared to the standard MC, the MLMC greatly reduces the computational costs in the uncertainty reduction estimation, with up to 600 days cost savings when one processor is used.

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

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

New Methods for Assessing and Reducing Uncertainty in Microgravity Studies

NASA Astrophysics Data System (ADS)

Giniaux, J. M.; Hooper, A. J.; Bagnardi, M.

2017-12-01

Microgravity surveying, also known as dynamic or 4D gravimetry is a time-dependent geophysical method used to detect mass fluctuations within the shallow crust, by analysing temporal changes in relative gravity measurements. We present here a detailed uncertainty analysis of temporal gravity measurements, considering for the first time all possible error sources, including tilt, error in drift estimations and timing errors. We find that some error sources that are actually ignored, can have a significant impact on the total error budget and it is therefore likely that some gravity signals may have been misinterpreted in previous studies. Our analysis leads to new methods for reducing some of the uncertainties associated with residual gravity estimation. In particular, we propose different approaches for drift estimation and free air correction depending on the survey set up. We also provide formulae to recalculate uncertainties for past studies and lay out a framework for best practice in future studies. We demonstrate our new approach on volcanic case studies, which include Kilauea in Hawaii and Askja in Iceland.

SU-F-T-192: Study of Robustness Analysis Method of Multiple Field Optimized IMPT Plans for Head & Neck Patients

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

Li, Y; Wang, X; Li, H

Purpose: Proton therapy is more sensitive to uncertainties than photon treatments due to protons’ finite range depending on the tissue density. Worst case scenario (WCS) method originally proposed by Lomax has been adopted in our institute for robustness analysis of IMPT plans. This work demonstrates that WCS method is sufficient enough to take into account of the uncertainties which could be encountered during daily clinical treatment. Methods: A fast and approximate dose calculation method is developed to calculate the dose for the IMPT plan under different setup and range uncertainties. Effects of two factors, inversed square factor and range uncertainty,more » are explored. WCS robustness analysis method was evaluated using this fast dose calculation method. The worst-case dose distribution was generated by shifting isocenter by 3 mm along x,y and z directions and modifying stopping power ratios by ±3.5%. 1000 randomly perturbed cases in proton range and x, yz directions were created and the corresponding dose distributions were calculated using this approximated method. DVH and dosimetric indexes of all 1000 perturbed cases were calculated and compared with the result using worst case scenario method. Results: The distributions of dosimetric indexes of 1000 perturbed cases were generated and compared with the results using worst case scenario. For D95 of CTVs, at least 97% of 1000 perturbed cases show higher values than the one of worst case scenario. For D5 of CTVs, at least 98% of perturbed cases have lower values than worst case scenario. Conclusion: By extensively calculating the dose distributions under random uncertainties, WCS method was verified to be reliable in evaluating the robustness level of MFO IMPT plans of H&N patients. The extensively sampling approach using fast approximated method could be used in evaluating the effects of different factors on the robustness level of IMPT plans in the future.« less

Adjoint-Based Sensitivity and Uncertainty Analysis for Density and Composition: A User’s Guide

DOE PAGES

Favorite, Jeffrey A.; Perko, Zoltan; Kiedrowski, Brian C.; ...

2017-03-01

The ability to perform sensitivity analyses using adjoint-based first-order sensitivity theory has existed for decades. This paper provides guidance on how adjoint sensitivity methods can be used to predict the effect of material density and composition uncertainties in critical experiments, including when these uncertain parameters are correlated or constrained. Two widely used Monte Carlo codes, MCNP6 (Ref. 2) and SCALE 6.2 (Ref. 3), are both capable of computing isotopic density sensitivities in continuous energy and angle. Additionally, Perkó et al. have shown how individual isotope density sensitivities, easily computed using adjoint methods, can be combined to compute constrained first-order sensitivitiesmore » that may be used in the uncertainty analysis. This paper provides details on how the codes are used to compute first-order sensitivities and how the sensitivities are used in an uncertainty analysis. Constrained first-order sensitivities are computed in a simple example problem.« less

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

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

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

2012-07-01

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

Estimate of uncertainties in polarized parton distributions

NASA Astrophysics Data System (ADS)

Miyama, M.; Goto, Y.; Hirai, M.; Kobayashi, H.; Kumano, S.; Morii, T.; Saito, N.; Shibata, T.-A.; Yamanishi, T.

2001-10-01

From \\chi^2 analysis of polarized deep inelastic scattering data, we determined polarized parton distribution functions (Y. Goto et al. (AAC), Phys. Rev. D 62, 34017 (2000).). In order to clarify the reliability of the obtained distributions, we should estimate uncertainties of the distributions. In this talk, we discuss the pol-PDF uncertainties by using a Hessian method. A Hessian matrix H_ij is given by second derivatives of the \\chi^2, and the error matrix \\varepsilon_ij is defined as the inverse matrix of H_ij. Using the error matrix, we calculate the error of a function F by (δ F)^2 = sum_i,j fracpartial Fpartial ai \\varepsilon_ij fracpartial Fpartial aj , where a_i,j are the parameters in the \\chi^2 analysis. Using this method, we show the uncertainties of the pol-PDF, structure functions g_1, and spin asymmetries A_1. Furthermore, we show a role of future experiments such as the RHIC-Spin. An important purpose of planned experiments in the near future is to determine the polarized gluon distribution function Δ g (x) in detail. We reanalyze the pol-PDF uncertainties including the gluon fake data which are expected to be given by the upcoming experiments. From this analysis, we discuss how much the uncertainties of Δ g (x) can be improved by such measurements.

Method for estimating effects of unknown correlations in spectral irradiance data on uncertainties of spectrally integrated colorimetric quantities

NASA Astrophysics Data System (ADS)

Kärhä, Petri; Vaskuri, Anna; Mäntynen, Henrik; Mikkonen, Nikke; Ikonen, Erkki

2017-08-01

Spectral irradiance data are often used to calculate colorimetric properties, such as color coordinates and color temperatures of light sources by integration. The spectral data may contain unknown correlations that should be accounted for in the uncertainty estimation. We propose a new method for estimating uncertainties in such cases. The method goes through all possible scenarios of deviations using Monte Carlo analysis. Varying spectral error functions are produced by combining spectral base functions, and the distorted spectra are used to calculate the colorimetric quantities. Standard deviations of the colorimetric quantities at different scenarios give uncertainties assuming no correlations, uncertainties assuming full correlation, and uncertainties for an unfavorable case of unknown correlations, which turn out to be a significant source of uncertainty. With 1% standard uncertainty in spectral irradiance, the expanded uncertainty of the correlated color temperature of a source corresponding to the CIE Standard Illuminant A may reach as high as 37.2 K in unfavorable conditions, when calculations assuming full correlation give zero uncertainty, and calculations assuming no correlations yield the expanded uncertainties of 5.6 K and 12.1 K, with wavelength steps of 1 nm and 5 nm used in spectral integrations, respectively. We also show that there is an absolute limit of 60.2 K in the error of the correlated color temperature for Standard Illuminant A when assuming 1% standard uncertainty in the spectral irradiance. A comparison of our uncorrelated uncertainties with those obtained using analytical methods by other research groups shows good agreement. We re-estimated the uncertainties for the colorimetric properties of our 1 kW photometric standard lamps using the new method. The revised uncertainty of color temperature is a factor of 2.5 higher than the uncertainty assuming no correlations.

Estimating annual bole biomass production using uncertainty analysis

Treesearch

Travis J. Woolley; Mark E. Harmon; Kari B. O' Connell

2007-01-01

Two common sampling methodologies coupled with a simple statistical model were evaluated to determine the accuracy and precision of annual bole biomass production (BBP) and inter-annual variability estimates using this type of approach. We performed an uncertainty analysis using Monte Carlo methods in conjunction with radial growth core data from trees in three Douglas...

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

NASA Astrophysics Data System (ADS)

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

2006-12-01

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

Uncertainty Analysis of Instrument Calibration and Application

NASA Technical Reports Server (NTRS)

Tripp, John S.; Tcheng, Ping

1999-01-01

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

Comparing Methods for Assessing Reliability Uncertainty Based on Pass/Fail Data Collected Over Time

DOE PAGES

Abes, Jeff I.; Hamada, Michael S.; Hills, Charles R.

2017-12-20

In this paper, we compare statistical methods for analyzing pass/fail data collected over time; some methods are traditional and one (the RADAR or Rationale for Assessing Degradation Arriving at Random) was recently developed. These methods are used to provide uncertainty bounds on reliability. We make observations about the methods' assumptions and properties. Finally, we illustrate the differences between two traditional methods, logistic regression and Weibull failure time analysis, and the RADAR method using a numerical example.

Comparing Methods for Assessing Reliability Uncertainty Based on Pass/Fail Data Collected Over Time

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

Abes, Jeff I.; Hamada, Michael S.; Hills, Charles R.

In this paper, we compare statistical methods for analyzing pass/fail data collected over time; some methods are traditional and one (the RADAR or Rationale for Assessing Degradation Arriving at Random) was recently developed. These methods are used to provide uncertainty bounds on reliability. We make observations about the methods' assumptions and properties. Finally, we illustrate the differences between two traditional methods, logistic regression and Weibull failure time analysis, and the RADAR method using a numerical example.

Uncertainty Quantification of Water Quality in Tamsui River in Taiwan

NASA Astrophysics Data System (ADS)

Kao, D.; Tsai, C.

2017-12-01

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

Uncertainties in predicting solar panel power output

NASA Technical Reports Server (NTRS)

Anspaugh, B.

1974-01-01

The problem of calculating solar panel power output at launch and during a space mission is considered. The major sources of uncertainty and error in predicting the post launch electrical performance of the panel are considered. A general discussion of error analysis is given. Examples of uncertainty calculations are included. A general method of calculating the effect on the panel of various degrading environments is presented, with references supplied for specific methods. A technique for sizing a solar panel for a required mission power profile is developed.

Practical uncertainty reduction and quantification in shock physics measurements

DOE PAGES

Akin, M. C.; Nguyen, J. H.

2015-04-20

We report the development of a simple error analysis sampling method for identifying intersections and inflection points to reduce total uncertainty in experimental data. This technique was used to reduce uncertainties in sound speed measurements by 80% over conventional methods. Here, we focused on its impact on a previously published set of Mo sound speed data and possible implications for phase transition and geophysical studies. However, this technique's application can be extended to a wide range of experimental data.

Statistics, Uncertainty, and Transmitted Variation

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

Wendelberger, Joanne Roth

2014-11-05

The field of Statistics provides methods for modeling and understanding data and making decisions in the presence of uncertainty. When examining response functions, variation present in the input variables will be transmitted via the response function to the output variables. This phenomenon can potentially have significant impacts on the uncertainty associated with results from subsequent analysis. This presentation will examine the concept of transmitted variation, its impact on designed experiments, and a method for identifying and estimating sources of transmitted variation in certain settings.

Managing the uncertainties of the streamflow data produced by the French national hydrological services

NASA Astrophysics Data System (ADS)

Puechberty, Rachel; Bechon, Pierre-Marie; Le Coz, Jérôme; Renard, Benjamin

2015-04-01

The French national hydrological services (NHS) manage the production of streamflow time series throughout the national territory. The hydrological data are made available to end-users through different web applications and the national hydrological archive (Banque Hydro). Providing end-users with qualitative and quantitative information on the uncertainty of the hydrological data is key to allow them drawing relevant conclusions and making appropriate decisions. Due to technical and organisational issues that are specific to the field of hydrometry, quantifying the uncertainty of hydrological measurements is still challenging and not yet standardized. The French NHS have made progress on building a consistent strategy to assess the uncertainty of their streamflow data. The strategy consists of addressing the uncertainties produced and propagated at each step of the data production with uncertainty analysis tools that are compatible with each other and compliant with international uncertainty guidance and standards. Beyond the necessary research and methodological developments, operational software tools and procedures are absolutely necessary to the data management and uncertainty analysis by field hydrologists. A first challenge is to assess, and if possible reduce, the uncertainty of streamgauging data, i.e. direct stage-discharge measurements. Interlaboratory experiments proved to be a very efficient way to empirically measure the uncertainty of a given streamgauging technique in given measurement conditions. The Q+ method (Le Coz et al., 2012) was developed to improve the uncertainty propagation method proposed in the ISO748 standard for velocity-area gaugings. Both empirical or computed (with Q+) uncertainty values can now be assigned in BAREME, which is the software used by the French NHS for managing streamgauging measurements. A second pivotal step is to quantify the uncertainty related to stage-discharge rating curves and their application to water level records to produce continuous discharge time series. The management of rating curves is also done using BAREME. The BaRatin method (Le Coz et al., 2014) was developed as a Bayesian approach of rating curve development and uncertainty analysis. Since BaRatin accounts for the individual uncertainties of gauging data used to build the rating curve, it was coupled with BAREME. The BaRatin method is still undergoing development and research, in particular to address non univocal or time-varying stage-discharge relations, due to hysteresis, variable backwater, rating shifts, etc. A new interface including new options is under development. The next steps are now to propagate the uncertainties of water level records, through uncertain rating curves, up to discharge time series and derived variables (e.g. annual mean flow) and statistics (e.g. flood quantiles). Bayesian tools are already available for both tasks but further validation and development is necessary for their integration in the operational data workflow of the French NHS. References Le Coz, J., Camenen, B., Peyrard, X., Dramais, G., 2012. Uncertainty in open-channel discharges measured with the velocity-area method. Flow Measurement and Instrumentation 26, 18-29. Le Coz, J., Renard, B., Bonnifait, L., Branger, F., Le Boursicaud, R., 2014. Combining hydraulic knowledge and uncertain gaugings in the estimation of hydrometric rating curves: a Bayesian approach, Journal of Hydrology, 509, 573-587.

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.

Data Analysis and Statistical Methods for the Assessment and Interpretation of Geochronologic Data

NASA Astrophysics Data System (ADS)

Reno, B. L.; Brown, M.; Piccoli, P. M.

2007-12-01

Ages are traditionally reported as a weighted mean with an uncertainty based on least squares analysis of analytical error on individual dates. This method does not take into account geological uncertainties, and cannot accommodate asymmetries in the data. In most instances, this method will understate uncertainty on a given age, which may lead to over interpretation of age data. Geologic uncertainty is difficult to quantify, but is typically greater than analytical uncertainty. These factors make traditional statistical approaches inadequate to fully evaluate geochronologic data. We propose a protocol to assess populations within multi-event datasets and to calculate age and uncertainty from each population of dates interpreted to represent a single geologic event using robust and resistant statistical methods. To assess whether populations thought to represent different events are statistically separate exploratory data analysis is undertaken using a box plot, where the range of the data is represented by a 'box' of length given by the interquartile range, divided at the median of the data, with 'whiskers' that extend to the furthest datapoint that lies within 1.5 times the interquartile range beyond the box. If the boxes representing the populations do not overlap, they are interpreted to represent statistically different sets of dates. Ages are calculated from statistically distinct populations using a robust tool such as the tanh method of Kelsey et al. (2003, CMP, 146, 326-340), which is insensitive to any assumptions about the underlying probability distribution from which the data are drawn. Therefore, this method takes into account the full range of data, and is not drastically affected by outliers. The interquartile range of each population of dates (the interquartile range) gives a first pass at expressing uncertainty, which accommodates asymmetry in the dataset; outliers have a minor affect on the uncertainty. To better quantify the uncertainty, a resistant tool that is insensitive to local misbehavior of data is preferred, such as the normalized median absolute deviations proposed by Powell et al. (2002, Chem Geol, 185, 191-204). We illustrate the method using a dataset of 152 monazite dates determined using EPMA chemical data from a single sample from the Neoproterozoic Brasília Belt, Brazil. Results are compared with ages and uncertainties calculated using traditional methods to demonstrate the differences. The dataset was manually culled into three populations representing discrete compositional domains within chemically-zoned monazite grains. The weighted mean ages and least squares uncertainties for these populations are 633±6 (2σ) Ma for a core domain, 614±5 (2σ) Ma for an intermediate domain and 595±6 (2σ) Ma for a rim domain. Probability distribution plots indicate asymmetric distributions of all populations, which cannot be accounted for with traditional statistical tools. These three domains record distinct ages outside the interquartile range for each population of dates, with the core domain lying in the subrange 642-624 Ma, the intermediate domain 617-609 Ma and the rim domain 606-589 Ma. The tanh estimator yields ages of 631±7 (2σ) for the core domain, 616±7 (2σ) for the intermediate domain and 601±8 (2σ) for the rim domain. Whereas the uncertainties derived using a resistant statistical tool are larger than those derived from traditional statistical tools, the method yields more realistic uncertainties that better address the spread in the dataset and account for asymmetry in the data.

Robust Flutter Margin Analysis that Incorporates Flight Data

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Martin J.

1998-01-01

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

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.

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

PubMed

Zhao, Yuchao; Frey, H Christopher

2004-11-01

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

Uncertainty Estimate for the Outdoor Calibration of Solar Pyranometers: A Metrologist Perspective

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

Reda, I.; Myers, D.; Stoffel, T.

2008-12-01

Pyranometers are used outdoors to measure solar irradiance. By design, this type of radiometer can measure the; total hemispheric (global) or diffuse (sky) irradiance when the detector is unshaded or shaded from the sun disk, respectively. These measurements are used in a variety of applications including solar energy conversion, atmospheric studies, agriculture, and materials science. Proper calibration of pyranometers is essential to ensure measurement quality. This paper describes a step-by-step method for calculating and reporting the uncertainty of the calibration, using the guidelines of the ISO 'Guide to the Expression of Uncertainty in Measurement' or GUM, that is applied tomore » the pyranometer; calibration procedures used at the National Renewable Energy Laboratory (NREL). The NREL technique; characterizes a responsivity function of a pyranometer as a function of the zenith angle, as well as reporting a single; calibration responsivity value for a zenith angle of 45 ..deg... The uncertainty analysis shows that a lower uncertainty can be achieved by using the response function of a pyranometer determined as a function of zenith angle, in lieu of just using; the average value at 45..deg... By presenting the contribution of each uncertainty source to the total uncertainty; users will be able to troubleshoot and improve their calibration process. The uncertainty analysis method can also be used to determine the uncertainty of different calibration techniques and applications, such as deriving the uncertainty of field measurements.« less

Defining the measurand in radius of curvature measurements

NASA Astrophysics Data System (ADS)

Davies, Angela; Schmitz, Tony L.

2003-11-01

Traceable radius of curvature measurements are critical for precision optics manufacture. An optical bench measurement of radius is very repeatable and is the preferred method for low-uncertainty applications. On an optical bench, the displacement of the optic is measured as it is moved between the cat's eye and confocal positions, each identified using a figure measuring interferometer. Traceability requires connection to a basic unit (the meter, here) in addition to a defensible uncertainty analysis, and the identification and proper propagation of all uncertainty sources in this measurement is challenging. Recent work has focused on identifying all uncertainty contributions; measurement biases have been approximately taken into account and uncertainties combined in an RSS sense for a final measurement estimate and uncertainty. In this paper we report on a new mathematical definition of the radius measurand, which is a single function that depends on all uncertainty sources, such as error motions, alignment uncertainty, displacement gauge uncertainty, etc. The method is based on a homogeneous transformation matrix (HTM) formalism, and intrinsically defines an unbiased estimate for radius, providing a single mathematical expression for uncertainty propagation through a Taylor-series expansion.

Inventory Uncertainty Quantification using TENDL Covariance Data in Fispact-II

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

Eastwood, J.W.; Morgan, J.G.; Sublet, J.-Ch., E-mail: jean-christophe.sublet@ccfe.ac.uk

2015-01-15

The new inventory code Fispact-II provides predictions of inventory, radiological quantities and their uncertainties using nuclear data covariance information. Central to the method is a novel fast pathways search algorithm using directed graphs. The pathways output provides (1) an aid to identifying important reactions, (2) fast estimates of uncertainties, (3) reduced models that retain important nuclides and reactions for use in the code's Monte Carlo sensitivity analysis module. Described are the methods that are being implemented for improving uncertainty predictions, quantification and propagation using the covariance data that the recent nuclear data libraries contain. In the TENDL library, above themore » upper energy of the resolved resonance range, a Monte Carlo method in which the covariance data come from uncertainties of the nuclear model calculations is used. The nuclear data files are read directly by FISPACT-II without any further intermediate processing. Variance and covariance data are processed and used by FISPACT-II to compute uncertainties in collapsed cross sections, and these are in turn used to predict uncertainties in inventories and all derived radiological data.« less

Pre-analytical and analytical variation of drug determination in segmented hair using ultra-performance liquid chromatography-tandem mass spectrometry.

PubMed

Nielsen, Marie Katrine Klose; Johansen, Sys Stybe; Linnet, Kristian

2014-01-01

Assessment of total uncertainty of analytical methods for the measurements of drugs in human hair has mainly been derived from the analytical variation. However, in hair analysis several other sources of uncertainty will contribute to the total uncertainty. Particularly, in segmental hair analysis pre-analytical variations associated with the sampling and segmentation may be significant factors in the assessment of the total uncertainty budget. The aim of this study was to develop and validate a method for the analysis of 31 common drugs in hair using ultra-performance liquid chromatography-tandem mass spectrometry (UHPLC-MS/MS) with focus on the assessment of both the analytical and pre-analytical sampling variations. The validated method was specific, accurate (80-120%), and precise (CV≤20%) across a wide linear concentration range from 0.025-25 ng/mg for most compounds. The analytical variation was estimated to be less than 15% for almost all compounds. The method was successfully applied to 25 segmented hair specimens from deceased drug addicts showing a broad pattern of poly-drug use. The pre-analytical sampling variation was estimated from the genuine duplicate measurements of two bundles of hair collected from each subject after subtraction of the analytical component. For the most frequently detected analytes, the pre-analytical variation was estimated to be 26-69%. Thus, the pre-analytical variation was 3-7 folds larger than the analytical variation (7-13%) and hence the dominant component in the total variation (29-70%). The present study demonstrated the importance of including the pre-analytical variation in the assessment of the total uncertainty budget and in the setting of the 95%-uncertainty interval (±2CVT). Excluding the pre-analytical sampling variation could significantly affect the interpretation of results from segmental hair analysis. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

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.

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.

Multifidelity Analysis and Optimization for Supersonic Design

NASA Technical Reports Server (NTRS)

Kroo, Ilan; Willcox, Karen; March, Andrew; Haas, Alex; Rajnarayan, Dev; Kays, Cory

2010-01-01

Supersonic aircraft design is a computationally expensive optimization problem and multifidelity approaches over a significant opportunity to reduce design time and computational cost. This report presents tools developed to improve supersonic aircraft design capabilities including: aerodynamic tools for supersonic aircraft configurations; a systematic way to manage model uncertainty; and multifidelity model management concepts that incorporate uncertainty. The aerodynamic analysis tools developed are appropriate for use in a multifidelity optimization framework, and include four analysis routines to estimate the lift and drag of a supersonic airfoil, a multifidelity supersonic drag code that estimates the drag of aircraft configurations with three different methods: an area rule method, a panel method, and an Euler solver. In addition, five multifidelity optimization methods are developed, which include local and global methods as well as gradient-based and gradient-free techniques.

Comprehensive analysis of proton range uncertainties related to stopping-power-ratio estimation using dual-energy CT imaging

NASA Astrophysics Data System (ADS)

Li, B.; Lee, H. C.; Duan, X.; Shen, C.; Zhou, L.; Jia, X.; Yang, M.

2017-09-01

The dual-energy CT-based (DECT) approach holds promise in reducing the overall uncertainty in proton stopping-power-ratio (SPR) estimation as compared to the conventional stoichiometric calibration approach. The objective of this study was to analyze the factors contributing to uncertainty in SPR estimation using the DECT-based approach and to derive a comprehensive estimate of the range uncertainty associated with SPR estimation in treatment planning. Two state-of-the-art DECT-based methods were selected and implemented on a Siemens SOMATOM Force DECT scanner. The uncertainties were first divided into five independent categories. The uncertainty associated with each category was estimated for lung, soft and bone tissues separately. A single composite uncertainty estimate was eventually determined for three tumor sites (lung, prostate and head-and-neck) by weighting the relative proportion of each tissue group for that specific site. The uncertainties associated with the two selected DECT methods were found to be similar, therefore the following results applied to both methods. The overall uncertainty (1σ) in SPR estimation with the DECT-based approach was estimated to be 3.8%, 1.2% and 2.0% for lung, soft and bone tissues, respectively. The dominant factor contributing to uncertainty in the DECT approach was the imaging uncertainties, followed by the DECT modeling uncertainties. Our study showed that the DECT approach can reduce the overall range uncertainty to approximately 2.2% (2σ) in clinical scenarios, in contrast to the previously reported 1%.

Sensitivity of wildlife habitat models to uncertainties in GIS data

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

PubMed

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

2013-11-01

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

The uncertainty of nitrous oxide emissions from grazed grasslands: A New Zealand case study

NASA Astrophysics Data System (ADS)

Kelliher, Francis M.; Henderson, Harold V.; Cox, Neil R.

2017-01-01

Agricultural soils emit nitrous oxide (N2O), a greenhouse gas and the primary source of nitrogen oxides which deplete stratospheric ozone. Agriculture has been estimated to be the largest anthropogenic N2O source. In New Zealand (NZ), pastoral agriculture uses half the land area. To estimate the annual N2O emissions from NZ's agricultural soils, the nitrogen (N) inputs have been determined and multiplied by an emission factor (EF), the mass fraction of N inputs emitted as N2Osbnd N. To estimate the associated uncertainty, we developed an analytical method. For comparison, another estimate was determined by Monte Carlo numerical simulation. For both methods, expert judgement was used to estimate the N input uncertainty. The EF uncertainty was estimated by meta-analysis of the results from 185 NZ field trials. For the analytical method, assuming a normal distribution and independence of the terms used to calculate the emissions (correlation = 0), the estimated 95% confidence limit was ±57%. When there was a normal distribution and an estimated correlation of 0.4 between N input and EF, the latter inferred from experimental data involving six NZ soils, the analytical method estimated a 95% confidence limit of ±61%. The EF data from 185 NZ field trials had a logarithmic normal distribution. For the Monte Carlo method, assuming a logarithmic normal distribution for EF, a normal distribution for the other terms and independence of all terms, the estimated 95% confidence limits were -32% and +88% or ±60% on average. When there were the same distribution assumptions and a correlation of 0.4 between N input and EF, the Monte Carlo method estimated 95% confidence limits were -34% and +94% or ±64% on average. For the analytical and Monte Carlo methods, EF uncertainty accounted for 95% and 83% of the emissions uncertainty when the correlation between N input and EF was 0 and 0.4, respectively. As the first uncertainty analysis of an agricultural soils N2O emissions inventory using "country-specific" field trials to estimate EF uncertainty, this can be a potentially informative case study for the international scientific community.

Development and application of a standardized flow measurement uncertainty analysis framework to various low-head short-converging intake types across the United States federal hydropower fleet

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

Smith, Brennan T

2015-01-01

Turbine discharges at low-head short converging intakes are difficult to measure accurately. The proximity of the measurement section to the intake entrance admits large uncertainties related to asymmetry of the velocity profile, swirl, and turbulence. Existing turbine performance codes [10, 24] do not address this special case and published literature is largely silent on rigorous evaluation of uncertainties associated with this measurement context. The American Society of Mechanical Engineers (ASME) Committee investigated the use of Acoustic transit time (ATT), Acoustic scintillation (AS), and Current meter (CM) in a short converging intake at the Kootenay Canal Generating Station in 2009. Basedmore » on their findings, a standardized uncertainty analysis (UA) framework for velocity-area method (specifically for CM measurements) is presented in this paper given the fact that CM is still the most fundamental and common type of measurement system. Typical sources of systematic and random errors associated with CM measurements are investigated, and the major sources of uncertainties associated with turbulence and velocity fluctuations, numerical velocity integration technique (bi-cubic spline), and the number and placement of current meters are being considered for an evaluation. Since the velocity measurements in a short converging intake are associated with complex nonlinear and time varying uncertainties (e.g., Reynolds stress in fluid dynamics), simply applying the law of propagation of uncertainty is known to overestimate the measurement variance while the Monte Carlo method does not. Therefore, a pseudo-Monte Carlo simulation method (random flow generation technique [8]) which was initially developed for the purpose of establishing upstream or initial conditions in the Large-Eddy Simulation (LES) and the Direct Numerical Simulation (DNS) is used to statistically determine uncertainties associated with turbulence and velocity fluctuations. This technique is then combined with a bi-cubic spline interpolation method which converts point velocities into a continuous velocity distribution over the measurement domain. Subsequently the number and placement of current meters are simulated to investigate the accuracy of the estimated flow rates using the numerical velocity-area integration method outlined in ISO 3354 [12]. The authors herein consider that statistics on generated flow rates processed with bi-cubic interpolation and sensor simulations are the combined uncertainties which already accounted for the effects of all those three uncertainty sources. A preliminary analysis based on the current meter data obtained through an upgrade acceptance test of a single unit located in a mainstem plant has been presented.« less

Adaptation to Climate Change: A Comparative Analysis of Modeling Methods for Heat-Related Mortality.

PubMed

Gosling, Simon N; Hondula, David M; Bunker, Aditi; Ibarreta, Dolores; Liu, Junguo; Zhang, Xinxin; Sauerborn, Rainer

2017-08-16

Multiple methods are employed for modeling adaptation when projecting the impact of climate change on heat-related mortality. The sensitivity of impacts to each is unknown because they have never been systematically compared. In addition, little is known about the relative sensitivity of impacts to "adaptation uncertainty" (i.e., the inclusion/exclusion of adaptation modeling) relative to using multiple climate models and emissions scenarios. This study had three aims: a ) Compare the range in projected impacts that arises from using different adaptation modeling methods; b ) compare the range in impacts that arises from adaptation uncertainty with ranges from using multiple climate models and emissions scenarios; c ) recommend modeling method(s) to use in future impact assessments. We estimated impacts for 2070-2099 for 14 European cities, applying six different methods for modeling adaptation; we also estimated impacts with five climate models run under two emissions scenarios to explore the relative effects of climate modeling and emissions uncertainty. The range of the difference (percent) in impacts between including and excluding adaptation, irrespective of climate modeling and emissions uncertainty, can be as low as 28% with one method and up to 103% with another (mean across 14 cities). In 13 of 14 cities, the ranges in projected impacts due to adaptation uncertainty are larger than those associated with climate modeling and emissions uncertainty. Researchers should carefully consider how to model adaptation because it is a source of uncertainty that can be greater than the uncertainty in emissions and climate modeling. We recommend absolute threshold shifts and reductions in slope. https://doi.org/10.1289/EHP634.

Imprecise Probability Methods for Weapons UQ

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

Picard, Richard Roy; Vander Wiel, Scott Alan

Building on recent work in uncertainty quanti cation, we examine the use of imprecise probability methods to better characterize expert knowledge and to improve on misleading aspects of Bayesian analysis with informative prior distributions. Quantitative approaches to incorporate uncertainties in weapons certi cation are subject to rigorous external peer review, and in this regard, certain imprecise probability methods are well established in the literature and attractive. These methods are illustrated using experimental data from LANL detonator impact testing.

A probabilistic model for deriving soil quality criteria based on secondary poisoning of top predators. I. Model description and uncertainty analysis.

PubMed

Traas, T P; Luttik, R; Jongbloed, R H

1996-08-01

In previous studies, the risk of toxicant accumulation in food chains was used to calculate quality criteria for surface water and soil. A simple algorithm was used to calculate maximum permissable concentrations [MPC = no-observed-effect concentration/bioconcentration factor(NOEC/BCF)]. These studies were limited to simple food chains. This study presents a method to calculate MPCs for more complex food webs of predators. The previous method is expanded. First, toxicity data (NOECs) for several compounds were corrected for differences between laboratory animals and animals in the wild. Second, for each compound, it was assumed these NOECs were a sample of a log-logistic distribution of mammalian and avian NOECs. Third, bioaccumulation factors (BAFs) for major food items of predators were collected and were assumed to derive from different log-logistic distributions of BAFs. Fourth, MPCs for each compound were calculated using Monte Carlo sampling from NOEC and BAF distributions. An uncertainty analysis for cadmium was performed to identify the most uncertain parameters of the model. Model analysis indicated that most of the prediction uncertainty of the model can be ascribed to uncertainty of species sensitivity as expressed by NOECs. A very small proportion of model uncertainty is contributed by BAFs from food webs. Correction factors for the conversion of NOECs from laboratory conditions to the field have some influence on the final value of MPC5, but the total prediction uncertainty of the MPC is quite large. It is concluded that the uncertainty in species sensitivity is quite large. To avoid unethical toxicity testing with mammalian or avian predators, it cannot be avoided to use this uncertainty in the method proposed to calculate MPC distributions. The fifth percentile of the MPC is suggested as a safe value for top predators.

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

PubMed Central

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

2016-01-01

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

Development of a Certified Reference Material (NMIJ CRM 7203-a) for Elemental Analysis of Tap Water.

PubMed

Zhu, Yanbei; Narukawa, Tomohiro; Inagaki, Kazumi; Miyashita, Shin-Ichi; Kuroiwa, Takayoshi; Ariga, Tomoko; Kudo, Izumi; Koguchi, Masae; Heo, Sung Woo; Suh, Jung Ki; Lee, Kyoung-Seok; Yim, Yong-Hyeon; Lim, Youngran

2017-01-01

A certified reference material (CRM), NMIJ CRM 7203-a, was developed for the elemental analysis of tap water. At least two independent analytical methods were applied to characterize the certified value of each element. The elements certified in the present CRM were as follows: Al, As, B, Ca, Cd, Cr, Cu, Fe, K, Mg, Mn, Mo, Na, Ni, Pb, Rb, Sb, Se, Sr, and Zn. The certified value for each element was given as the (property value ± expanded uncertainty), with a coverage factor of 2 for the expanded uncertainty. The expanded uncertainties were estimated while considering the contribution of the analytical methods, the method-to-method variance, the sample homogeneity, the long-term stability, and the concentrations of the standard solutions for calibration. The concentration of Hg (0.39 μg kg -1 ) was given as the information value, since loss of Hg was observed when the sample was stored at room temperature and exposed to light. The certified values of selected elements were confirmed by a co-analysis carried out independently by the NMIJ (Japan) and the KRISS (Korea).

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

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

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik

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

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

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

Huan, Xun; Safta, Cosmin; Sargsyan, Khachik

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

DOE PAGES

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

2018-02-09

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

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.

Focused Belief Measures for Uncertainty Quantification in High Performance Semantic Analysis

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

Joslyn, Cliff A.; Weaver, Jesse R.

In web-scale semantic data analytics there is a great need for methods which aggregate uncertainty claims, on the one hand respecting the information provided as accurately as possible, while on the other still being tractable. Traditional statistical methods are more robust, but only represent distributional, additive uncertainty. Generalized information theory methods, including fuzzy systems and Dempster-Shafer (DS) evidence theory, represent multiple forms of uncertainty, but are computationally and methodologically difficult. We require methods which provide an effective balance between the complete representation of the full complexity of uncertainty claims in their interaction, while satisfying the needs of both computational complexitymore » and human cognition. Here we build on J{\\o}sang's subjective logic to posit methods in focused belief measures (FBMs), where a full DS structure is focused to a single event. The resulting ternary logical structure is posited to be able to capture the minimal amount of generalized complexity needed at a maximum of computational efficiency. We demonstrate the efficacy of this approach in a web ingest experiment over the 2012 Billion Triple dataset from the Semantic Web Challenge.« less

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

NASA Astrophysics Data System (ADS)

Van Uytven, Els; Willems, Patrick

2017-04-01

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

Radiocarbon dating uncertainty and the reliability of the PEWMA method of time-series analysis for research on long-term human-environment interaction

PubMed Central

Carleton, W. Christopher; Campbell, David

2018-01-01

Statistical time-series analysis has the potential to improve our understanding of human-environment interaction in deep time. However, radiocarbon dating—the most common chronometric technique in archaeological and palaeoenvironmental research—creates challenges for established statistical methods. The methods assume that observations in a time-series are precisely dated, but this assumption is often violated when calibrated radiocarbon dates are used because they usually have highly irregular uncertainties. As a result, it is unclear whether the methods can be reliably used on radiocarbon-dated time-series. With this in mind, we conducted a large simulation study to investigate the impact of chronological uncertainty on a potentially useful time-series method. The method is a type of regression involving a prediction algorithm called the Poisson Exponentially Weighted Moving Average (PEMWA). It is designed for use with count time-series data, which makes it applicable to a wide range of questions about human-environment interaction in deep time. Our simulations suggest that the PEWMA method can often correctly identify relationships between time-series despite chronological uncertainty. When two time-series are correlated with a coefficient of 0.25, the method is able to identify that relationship correctly 20–30% of the time, providing the time-series contain low noise levels. With correlations of around 0.5, it is capable of correctly identifying correlations despite chronological uncertainty more than 90% of the time. While further testing is desirable, these findings indicate that the method can be used to test hypotheses about long-term human-environment interaction with a reasonable degree of confidence. PMID:29351329

Radiocarbon dating uncertainty and the reliability of the PEWMA method of time-series analysis for research on long-term human-environment interaction.

PubMed

Carleton, W Christopher; Campbell, David; Collard, Mark

2018-01-01

Statistical time-series analysis has the potential to improve our understanding of human-environment interaction in deep time. However, radiocarbon dating-the most common chronometric technique in archaeological and palaeoenvironmental research-creates challenges for established statistical methods. The methods assume that observations in a time-series are precisely dated, but this assumption is often violated when calibrated radiocarbon dates are used because they usually have highly irregular uncertainties. As a result, it is unclear whether the methods can be reliably used on radiocarbon-dated time-series. With this in mind, we conducted a large simulation study to investigate the impact of chronological uncertainty on a potentially useful time-series method. The method is a type of regression involving a prediction algorithm called the Poisson Exponentially Weighted Moving Average (PEMWA). It is designed for use with count time-series data, which makes it applicable to a wide range of questions about human-environment interaction in deep time. Our simulations suggest that the PEWMA method can often correctly identify relationships between time-series despite chronological uncertainty. When two time-series are correlated with a coefficient of 0.25, the method is able to identify that relationship correctly 20-30% of the time, providing the time-series contain low noise levels. With correlations of around 0.5, it is capable of correctly identifying correlations despite chronological uncertainty more than 90% of the time. While further testing is desirable, these findings indicate that the method can be used to test hypotheses about long-term human-environment interaction with a reasonable degree of confidence.

Sensitivity Analysis and Uncertainty Quantification for the LAMMPS Molecular Dynamics Simulation Code

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

Picard, Richard Roy; Bhat, Kabekode Ghanasham

2017-07-18

We examine sensitivity analysis and uncertainty quantification for molecular dynamics simulation. Extreme (large or small) output values for the LAMMPS code often occur at the boundaries of input regions, and uncertainties in those boundary values are overlooked by common SA methods. Similarly, input values for which code outputs are consistent with calibration data can also occur near boundaries. Upon applying approaches in the literature for imprecise probabilities (IPs), much more realistic results are obtained than for the complacent application of standard SA and code calibration.

Uncertainty Analysis for Angle Calibrations Using Circle Closure

PubMed Central

Estler, W. Tyler

1998-01-01

We analyze two types of full-circle angle calibrations: a simple closure in which a single set of unknown angular segments is sequentially compared with an unknown reference angle, and a dual closure in which two divided circles are simultaneously calibrated by intercomparison. In each case, the constraint of circle closure provides auxiliary information that (1) enables a complete calibration process without reference to separately calibrated reference artifacts, and (2) serves to reduce measurement uncertainty. We derive closed-form expressions for the combined standard uncertainties of angle calibrations, following guidelines published by the International Organization for Standardization (ISO) and NIST. The analysis includes methods for the quantitative evaluation of the standard uncertainty of small angle measurement using electronic autocollimators, including the effects of calibration uncertainty and air turbulence. PMID:28009359

Analysis of uncertainties in the estimates of nitrous oxide and methane emissions in the UK's greenhouse gas inventory for agriculture

NASA Astrophysics Data System (ADS)

Milne, Alice E.; Glendining, Margaret J.; Bellamy, Pat; Misselbrook, Tom; Gilhespy, Sarah; Rivas Casado, Monica; Hulin, Adele; van Oijen, Marcel; Whitmore, Andrew P.

2014-01-01

The UK's greenhouse gas inventory for agriculture uses a model based on the IPCC Tier 1 and Tier 2 methods to estimate the emissions of methane and nitrous oxide from agriculture. The inventory calculations are disaggregated at country level (England, Wales, Scotland and Northern Ireland). Before now, no detailed assessment of the uncertainties in the estimates of emissions had been done. We used Monte Carlo simulation to do such an analysis. We collated information on the uncertainties of each of the model inputs. The uncertainties propagate through the model and result in uncertainties in the estimated emissions. Using a sensitivity analysis, we found that in England and Scotland the uncertainty in the emission factor for emissions from N inputs (EF1) affected uncertainty the most, but that in Wales and Northern Ireland, the emission factor for N leaching and runoff (EF5) had greater influence. We showed that if the uncertainty in any one of these emission factors is reduced by 50%, the uncertainty in emissions of nitrous oxide reduces by 10%. The uncertainty in the estimate for the emissions of methane emission factors for enteric fermentation in cows and sheep most affected the uncertainty in methane emissions. When inventories are disaggregated (as that for the UK is) correlation between separate instances of each emission factor will affect the uncertainty in emissions. As more countries move towards inventory models with disaggregation, it is important that the IPCC give firm guidance on this topic.

Interlaboratory study of a liquid chromatography method for erythromycin: determination of uncertainty.

PubMed

Dehouck, P; Vander Heyden, Y; Smeyers-Verbeke, J; Massart, D L; Marini, R D; Chiap, P; Hubert, Ph; Crommen, J; Van de Wauw, W; De Beer, J; Cox, R; Mathieu, G; Reepmeyer, J C; Voigt, B; Estevenon, O; Nicolas, A; Van Schepdael, A; Adams, E; Hoogmartens, J

2003-08-22

Erythromycin is a mixture of macrolide antibiotics produced by Saccharopolyspora erythreas during fermentation. A new method for the analysis of erythromycin by liquid chromatography has previously been developed. It makes use of an Astec C18 polymeric column. After validation in one laboratory, the method was now validated in an interlaboratory study. Validation studies are commonly used to test the fitness of the analytical method prior to its use for routine quality testing. The data derived in the interlaboratory study can be used to make an uncertainty statement as well. The relationship between validation and uncertainty statement is not clear for many analysts and there is a need to show how the existing data, derived during validation, can be used in practice. Eight laboratories participated in this interlaboratory study. The set-up allowed the determination of the repeatability variance, s(2)r and the between-laboratory variance, s(2)L. Combination of s(2)r and s(2)L results in the reproducibility variance s(2)R. It has been shown how these data can be used in future by a single laboratory that wants to make an uncertainty statement concerning the same analysis.

Global Sensitivity Analysis for Process Identification under Model Uncertainty

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

A method to estimate the effect of deformable image registration uncertainties on daily dose mapping

PubMed Central

Murphy, Martin J.; Salguero, Francisco J.; Siebers, Jeffrey V.; Staub, David; Vaman, Constantin

2012-01-01

Purpose: To develop a statistical sampling procedure for spatially-correlated uncertainties in deformable image registration and then use it to demonstrate their effect on daily dose mapping. Methods: Sequential daily CT studies are acquired to map anatomical variations prior to fractionated external beam radiotherapy. The CTs are deformably registered to the planning CT to obtain displacement vector fields (DVFs). The DVFs are used to accumulate the dose delivered each day onto the planning CT. Each DVF has spatially-correlated uncertainties associated with it. Principal components analysis (PCA) is applied to measured DVF error maps to produce decorrelated principal component modes of the errors. The modes are sampled independently and reconstructed to produce synthetic registration error maps. The synthetic error maps are convolved with dose mapped via deformable registration to model the resulting uncertainty in the dose mapping. The results are compared to the dose mapping uncertainty that would result from uncorrelated DVF errors that vary randomly from voxel to voxel. Results: The error sampling method is shown to produce synthetic DVF error maps that are statistically indistinguishable from the observed error maps. Spatially-correlated DVF uncertainties modeled by our procedure produce patterns of dose mapping error that are different from that due to randomly distributed uncertainties. Conclusions: Deformable image registration uncertainties have complex spatial distributions. The authors have developed and tested a method to decorrelate the spatial uncertainties and make statistical samples of highly correlated error maps. The sample error maps can be used to investigate the effect of DVF uncertainties on daily dose mapping via deformable image registration. An initial demonstration of this methodology shows that dose mapping uncertainties can be sensitive to spatial patterns in the DVF uncertainties. PMID:22320766

Uncertainty Analysis via Failure Domain Characterization: Polynomial Requirement Functions

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

Uncertainty Analysis via Failure Domain Characterization: Unrestricted Requirement Functions

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

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

NASA Astrophysics Data System (ADS)

Kewlani, Gaurav; Crawford, Justin; Iagnemma, Karl

2012-05-01

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

Landmark based localization in urban environment

NASA Astrophysics Data System (ADS)

Qu, Xiaozhi; Soheilian, Bahman; Paparoditis, Nicolas

2018-06-01

A landmark based localization with uncertainty analysis based on cameras and geo-referenced landmarks is presented in this paper. The system is developed to adapt different camera configurations for six degree-of-freedom pose estimation. Local bundle adjustment is applied for optimization and the geo-referenced landmarks are integrated to reduce the drift. In particular, the uncertainty analysis is taken into account. On the one hand, we estimate the uncertainties of poses to predict the precision of localization. On the other hand, uncertainty propagation is considered for matching, tracking and landmark registering. The proposed method is evaluated on both KITTI benchmark and the data acquired by a mobile mapping system. In our experiments, decimeter level accuracy can be reached.

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

DOE PAGES

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

2017-03-28

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

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

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

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

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

Uncertainty Measurement for Trace Element Analysis of Uranium and Plutonium Samples by Inductively Coupled Plasma-Atomic Emission Spectrometry (ICP-AES) and Inductively Coupled Plasma-Mass Spectrometry (ICP-MS)

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

Gallimore, David L.

2012-06-13

The measurement uncertainty estimatino associated with trace element analysis of impurities in U and Pu was evaluated using the Guide to the Expression of Uncertainty Measurement (GUM). I this evalution the uncertainty sources were identified and standard uncertainties for the components were categorized as either Type A or B. The combined standard uncertainty was calculated and a coverage factor k = 2 was applied to obtain the expanded uncertainty, U. The ICP-AES and ICP-MS methods used were deveoped for the multi-element analysis of U and Pu samples. A typical analytical run consists of standards, process blanks, samples, matrix spiked samples,more » post digestion spiked samples and independent calibration verification standards. The uncertainty estimation was performed on U and Pu samples that have been analyzed previously as part of the U and Pu Sample Exchange Programs. Control chart results and data from the U and Pu metal exchange programs were combined with the GUM into a concentration dependent estimate of the expanded uncertainty. Comparison of trace element uncertainties obtained using this model was compared to those obtained for trace element results as part of the Exchange programs. This process was completed for all trace elements that were determined to be above the detection limit for the U and Pu samples.« less

Uncertainty analysis of the radiological characteristics of radioactive waste using a method based on log-normal distributions

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

Gigase, Yves

2007-07-01

Available in abstract form only. Full text of publication follows: The uncertainty on characteristics of radioactive LILW waste packages is difficult to determine and often very large. This results from a lack of knowledge of the constitution of the waste package and of the composition of the radioactive sources inside. To calculate a quantitative estimate of the uncertainty on a characteristic of a waste package one has to combine these various uncertainties. This paper discusses an approach to this problem, based on the use of the log-normal distribution, which is both elegant and easy to use. It can provide asmore » example quantitative estimates of uncertainty intervals that 'make sense'. The purpose is to develop a pragmatic approach that can be integrated into existing characterization methods. In this paper we show how our method can be applied to the scaling factor method. We also explain how it can be used when estimating other more complex characteristics such as the total uncertainty of a collection of waste packages. This method could have applications in radioactive waste management, more in particular in those decision processes where the uncertainty on the amount of activity is considered to be important such as in probability risk assessment or the definition of criteria for acceptance or categorization. (author)« less

Real options analysis for land use management: Methods, application, and implications for policy.

PubMed

Regan, Courtney M; Bryan, Brett A; Connor, Jeffery D; Meyer, Wayne S; Ostendorf, Bertram; Zhu, Zili; Bao, Chenming

2015-09-15

Discounted cash flow analysis, including net present value is an established way to value land use and management investments which accounts for the time-value of money. However, it provides a static view and assumes passive commitment to an investment strategy when real world land use and management investment decisions are characterised by uncertainty, irreversibility, change, and adaptation. Real options analysis has been proposed as a better valuation method under uncertainty and where the opportunity exists to delay investment decisions, pending more information. We briefly review the use of discounted cash flow methods in land use and management and discuss their benefits and limitations. We then provide an overview of real options analysis, describe the main analytical methods, and summarize its application to land use investment decisions. Real options analysis is largely underutilized in evaluating land use decisions, despite uncertainty in policy and economic drivers, the irreversibility and sunk costs involved. New simulation methods offer the potential for overcoming current technical challenges to implementation as demonstrated with a real options simulation model used to evaluate an agricultural land use decision in South Australia. We conclude that considering option values in future policy design will provide a more realistic assessment of landholder investment decision making and provide insights for improved policy performance. Copyright © 2015 Elsevier Ltd. All rights reserved.

Strain Gauge Balance Uncertainty Analysis at NASA Langley: A Technical Review

NASA Technical Reports Server (NTRS)

Tripp, John S.

1999-01-01

This paper describes a method to determine the uncertainties of measured forces and moments from multi-component force balances used in wind tunnel tests. A multivariate regression technique is first employed to estimate the uncertainties of the six balance sensitivities and 156 interaction coefficients derived from established balance calibration procedures. These uncertainties are then employed to calculate the uncertainties of force-moment values computed from observed balance output readings obtained during tests. Confidence and prediction intervals are obtained for each computed force and moment as functions of the actual measurands. Techniques are discussed for separate estimation of balance bias and precision uncertainties.

Hierarchical Bayesian analysis to incorporate age uncertainty in growth curve analysis and estimates of age from length: Florida manatee (Trichechus manatus) carcasses

USGS Publications Warehouse

Schwarz, L.K.; Runge, M.C.

2009-01-01

Age estimation of individuals is often an integral part of species management research, and a number of ageestimation techniques are commonly employed. Often, the error in these techniques is not quantified or accounted for in other analyses, particularly in growth curve models used to describe physiological responses to environment and human impacts. Also, noninvasive, quick, and inexpensive methods to estimate age are needed. This research aims to provide two Bayesian methods to (i) incorporate age uncertainty into an age-length Schnute growth model and (ii) produce a method from the growth model to estimate age from length. The methods are then employed for Florida manatee (Trichechus manatus) carcasses. After quantifying the uncertainty in the aging technique (counts of ear bone growth layers), we fit age-length data to the Schnute growth model separately by sex and season. Independent prior information about population age structure and the results of the Schnute model are then combined to estimate age from length. Results describing the age-length relationship agree with our understanding of manatee biology. The new methods allow us to estimate age, with quantified uncertainty, for 98% of collected carcasses: 36% from ear bones, 62% from length.

An uncertainty and sensitivity analysis approach for GIS-based multicriteria landslide susceptibility mapping

PubMed Central

Feizizadeh, Bakhtiar; Blaschke, Thomas

2014-01-01

GIS-based multicriteria decision analysis (MCDA) methods are increasingly being used in landslide susceptibility mapping. However, the uncertainties that are associated with MCDA techniques may significantly impact the results. This may sometimes lead to inaccurate outcomes and undesirable consequences. This article introduces a new GIS-based MCDA approach. We illustrate the consequences of applying different MCDA methods within a decision-making process through uncertainty analysis. Three GIS-MCDA methods in conjunction with Monte Carlo simulation (MCS) and Dempster–Shafer theory are analyzed for landslide susceptibility mapping (LSM) in the Urmia lake basin in Iran, which is highly susceptible to landslide hazards. The methodology comprises three stages. First, the LSM criteria are ranked and a sensitivity analysis is implemented to simulate error propagation based on the MCS. The resulting weights are expressed through probability density functions. Accordingly, within the second stage, three MCDA methods, namely analytical hierarchy process (AHP), weighted linear combination (WLC) and ordered weighted average (OWA), are used to produce the landslide susceptibility maps. In the third stage, accuracy assessments are carried out and the uncertainties of the different results are measured. We compare the accuracies of the three MCDA methods based on (1) the Dempster–Shafer theory and (2) a validation of the results using an inventory of known landslides and their respective coverage based on object-based image analysis of IRS-ID satellite images. The results of this study reveal that through the integration of GIS and MCDA models, it is possible to identify strategies for choosing an appropriate method for LSM. Furthermore, our findings indicate that the integration of MCDA and MCS can significantly improve the accuracy of the results. In LSM, the AHP method performed best, while the OWA reveals better performance in the reliability assessment. The WLC operation yielded poor results. PMID:27019609

Estimating the Properties of Hard X-Ray Solar Flares by Constraining Model Parameters

NASA Technical Reports Server (NTRS)

Ireland, J.; Tolbert, A. K.; Schwartz, R. A.; Holman, G. D.; Dennis, B. R.

2013-01-01

We wish to better constrain the properties of solar flares by exploring how parameterized models of solar flares interact with uncertainty estimation methods. We compare four different methods of calculating uncertainty estimates in fitting parameterized models to Ramaty High Energy Solar Spectroscopic Imager X-ray spectra, considering only statistical sources of error. Three of the four methods are based on estimating the scale-size of the minimum in a hypersurface formed by the weighted sum of the squares of the differences between the model fit and the data as a function of the fit parameters, and are implemented as commonly practiced. The fourth method is also based on the difference between the data and the model, but instead uses Bayesian data analysis and Markov chain Monte Carlo (MCMC) techniques to calculate an uncertainty estimate. Two flare spectra are modeled: one from the Geostationary Operational Environmental Satellite X1.3 class flare of 2005 January 19, and the other from the X4.8 flare of 2002 July 23.We find that the four methods give approximately the same uncertainty estimates for the 2005 January 19 spectral fit parameters, but lead to very different uncertainty estimates for the 2002 July 23 spectral fit. This is because each method implements different analyses of the hypersurface, yielding method-dependent results that can differ greatly depending on the shape of the hypersurface. The hypersurface arising from the 2005 January 19 analysis is consistent with a normal distribution; therefore, the assumptions behind the three non- Bayesian uncertainty estimation methods are satisfied and similar estimates are found. The 2002 July 23 analysis shows that the hypersurface is not consistent with a normal distribution, indicating that the assumptions behind the three non-Bayesian uncertainty estimation methods are not satisfied, leading to differing estimates of the uncertainty. We find that the shape of the hypersurface is crucial in understanding the output from each uncertainty estimation technique, and that a crucial factor determining the shape of hypersurface is the location of the low-energy cutoff relative to energies where the thermal emission dominates. The Bayesian/MCMC approach also allows us to provide detailed information on probable values of the low-energy cutoff, Ec, a crucial parameter in defining the energy content of the flare-accelerated electrons. We show that for the 2002 July 23 flare data, there is a 95% probability that Ec lies below approximately 40 keV, and a 68% probability that it lies in the range 7-36 keV. Further, the low-energy cutoff is more likely to be in the range 25-35 keV than in any other 10 keV wide energy range. The low-energy cutoff for the 2005 January 19 flare is more tightly constrained to 107 +/- 4 keV with 68% probability.

Robustness analysis of non-ordinary Petri nets for flexible assembly systems

NASA Astrophysics Data System (ADS)

Hsieh, Fu-Shiung

2010-05-01

Non-ordinary controlled Petri nets (NCPNs) have the advantages to model flexible assembly systems in which multiple identical resources may be required to perform an operation. However, existing studies on NCPNs are still limited. For example, the robustness properties of NCPNs have not been studied. This motivates us to develop an analysis method for NCPNs. Robustness analysis concerns the ability for a system to maintain operation in the presence of uncertainties. It provides an alternative way to analyse a perturbed system without reanalysis. In our previous research, we have analysed the robustness properties of several subclasses of ordinary controlled Petri nets. To study the robustness properties of NCPNs, we augment NCPNs with an uncertainty model, which specifies an upper bound on the uncertainties for each reachable marking. The resulting PN models are called non-ordinary controlled Petri nets with uncertainties (NCPNU). Based on NCPNU, the problem is to characterise the maximal tolerable uncertainties for each reachable marking. The computational complexities to characterise maximal tolerable uncertainties for each reachable marking grow exponentially with the size of the nets. Instead of considering general NCPNU, we limit our scope to a subclass of PN models called non-ordinary controlled flexible assembly Petri net with uncertainties (NCFAPNU) for assembly systems and study its robustness. We will extend the robustness analysis to NCFAPNU. We identify two types of uncertainties under which the liveness of NCFAPNU can be maintained.

A multi-fidelity analysis selection method using a constrained discrete optimization formulation

NASA Astrophysics Data System (ADS)

Stults, Ian C.

The purpose of this research is to develop a method for selecting the fidelity of contributing analyses in computer simulations. Model uncertainty is a significant component of result validity, yet it is neglected in most conceptual design studies. When it is considered, it is done so in only a limited fashion, and therefore brings the validity of selections made based on these results into question. Neglecting model uncertainty can potentially cause costly redesigns of concepts later in the design process or can even cause program cancellation. Rather than neglecting it, if one were to instead not only realize the model uncertainty in tools being used but also use this information to select the tools for a contributing analysis, studies could be conducted more efficiently and trust in results could be quantified. Methods for performing this are generally not rigorous or traceable, and in many cases the improvement and additional time spent performing enhanced calculations are washed out by less accurate calculations performed downstream. The intent of this research is to resolve this issue by providing a method which will minimize the amount of time spent conducting computer simulations while meeting accuracy and concept resolution requirements for results. In many conceptual design programs, only limited data is available for quantifying model uncertainty. Because of this data sparsity, traditional probabilistic means for quantifying uncertainty should be reconsidered. This research proposes to instead quantify model uncertainty using an evidence theory formulation (also referred to as Dempster-Shafer theory) in lieu of the traditional probabilistic approach. Specific weaknesses in using evidence theory for quantifying model uncertainty are identified and addressed for the purposes of the Fidelity Selection Problem. A series of experiments was conducted to address these weaknesses using n-dimensional optimization test functions. These experiments found that model uncertainty present in analyses with 4 or fewer input variables could be effectively quantified using a strategic distribution creation method; if more than 4 input variables exist, a Frontier Finding Particle Swarm Optimization should instead be used. Once model uncertainty in contributing analysis code choices has been quantified, a selection method is required to determine which of these choices should be used in simulations. Because much of the selection done for engineering problems is driven by the physics of the problem, these are poor candidate problems for testing the true fitness of a candidate selection method. Specifically moderate and high dimensional problems' variability can often be reduced to only a few dimensions and scalability often cannot be easily addressed. For these reasons a simple academic function was created for the uncertainty quantification, and a canonical form of the Fidelity Selection Problem (FSP) was created. Fifteen best- and worst-case scenarios were identified in an effort to challenge the candidate selection methods both with respect to the characteristics of the tradeoff between time cost and model uncertainty and with respect to the stringency of the constraints and problem dimensionality. The results from this experiment show that a Genetic Algorithm (GA) was able to consistently find the correct answer, but under certain circumstances, a discrete form of Particle Swarm Optimization (PSO) was able to find the correct answer more quickly. To better illustrate how the uncertainty quantification and discrete optimization might be conducted for a "real world" problem, an illustrative example was conducted using gas turbine engines.

Risk Assessment of Groundwater Contamination: A Multilevel Fuzzy Comprehensive Evaluation Approach Based on DRASTIC Model

PubMed Central

Zhang, Yan; Zhong, Ming

2013-01-01

Groundwater contamination is a serious threat to water supply. Risk assessment of groundwater contamination is an effective way to protect the safety of groundwater resource. Groundwater is a complex and fuzzy system with many uncertainties, which is impacted by different geological and hydrological factors. In order to deal with the uncertainty in the risk assessment of groundwater contamination, we propose an approach with analysis hierarchy process and fuzzy comprehensive evaluation integrated together. Firstly, the risk factors of groundwater contamination are identified by the sources-pathway-receptor-consequence method, and a corresponding index system of risk assessment based on DRASTIC model is established. Due to the complexity in the process of transitions between the possible pollution risks and the uncertainties of factors, the method of analysis hierarchy process is applied to determine the weights of each factor, and the fuzzy sets theory is adopted to calculate the membership degrees of each factor. Finally, a case study is presented to illustrate and test this methodology. It is concluded that the proposed approach integrates the advantages of both analysis hierarchy process and fuzzy comprehensive evaluation, which provides a more flexible and reliable way to deal with the linguistic uncertainty and mechanism uncertainty in groundwater contamination without losing important information. PMID:24453883

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

PubMed

Aiello-Lammens, Matthew E; Akçakaya, H Resit

2017-02-01

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

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

EPA Science Inventory

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

Construction of measurement uncertainty profiles for quantitative analysis of genetically modified organisms based on interlaboratory validation data.

PubMed

Macarthur, Roy; Feinberg, Max; Bertheau, Yves

2010-01-01

A method is presented for estimating the size of uncertainty associated with the measurement of products derived from genetically modified organisms (GMOs). The method is based on the uncertainty profile, which is an extension, for the estimation of uncertainty, of a recent graphical statistical tool called an accuracy profile that was developed for the validation of quantitative analytical methods. The application of uncertainty profiles as an aid to decision making and assessment of fitness for purpose is also presented. Results of the measurement of the quantity of GMOs in flour by PCR-based methods collected through a number of interlaboratory studies followed the log-normal distribution. Uncertainty profiles built using the results generally give an expected range for measurement results of 50-200% of reference concentrations for materials that contain at least 1% GMO. This range is consistent with European Network of GM Laboratories and the European Union (EU) Community Reference Laboratory validation criteria and can be used as a fitness for purpose criterion for measurement methods. The effect on the enforcement of EU labeling regulations is that, in general, an individual analytical result needs to be < 0.45% to demonstrate compliance, and > 1.8% to demonstrate noncompliance with a labeling threshold of 0.9%.

Error analysis in stereo vision for location measurement of 3D point

NASA Astrophysics Data System (ADS)

Li, Yunting; Zhang, Jun; Tian, Jinwen

2015-12-01

Location measurement of 3D point in stereo vision is subjected to different sources of uncertainty that propagate to the final result. For current methods of error analysis, most of them are based on ideal intersection model to calculate the uncertainty region of point location via intersecting two fields of view of pixel that may produce loose bounds. Besides, only a few of sources of error such as pixel error or camera position are taken into account in the process of analysis. In this paper we present a straightforward and available method to estimate the location error that is taken most of source of error into account. We summed up and simplified all the input errors to five parameters by rotation transformation. Then we use the fast algorithm of midpoint method to deduce the mathematical relationships between target point and the parameters. Thus, the expectations and covariance matrix of 3D point location would be obtained, which can constitute the uncertainty region of point location. Afterwards, we turned back to the error propagation of the primitive input errors in the stereo system and throughout the whole analysis process from primitive input errors to localization error. Our method has the same level of computational complexity as the state-of-the-art method. Finally, extensive experiments are performed to verify the performance of our methods.

A Compact Review of Multi-criteria Decision Analysis Uncertainty Techniques

DTIC Science & Technology

2013-02-01

9 3.4 PROMETHEE -GAIA Method...obtained (74). 3.4 PROMETHEE -GAIA Method Preference Ranking Organization Method for Enrichment Evaluation ( PROMETHEE ) and Geometrical Analysis for...greater understanding of the importance of their selections. The PROMETHEE method was designed to perform MCDA while accounting for each of these

Spectral Analysis of B Stars: An Application of Bayesian Statistics

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

Characterizing the marker-dye correction for Gafchromic(®) EBT2 film: a comparison of three analysis methods.

PubMed

McCaw, Travis J; Micka, John A; Dewerd, Larry A

2011-10-01

Gafchromic(®) EBT2 film has a yellow marker dye incorporated into the active layer of the film that can be used to correct the film response for small variations in thickness. This work characterizes the effect of the marker-dye correction on the uniformity and uncertainty of dose measurements with EBT2 film. The effect of variations in time postexposure on the uniformity of EBT2 is also investigated. EBT2 films were used to measure the flatness of a (60)Co field to provide a high-spatial resolution evaluation of the film uniformity. As a reference, the flatness of the (60)Co field was also measured with Kodak EDR2 films. The EBT2 films were digitized with a flatbed document scanner 24, 48, and 72 h postexposure, and the images were analyzed using three methods: (1) the manufacturer-recommended marker-dye correction, (2) an in-house marker-dye correction, and (3) a net optical density (OD) measurement in the red color channel. The field flatness was calculated from orthogonal profiles through the center of the field using each analysis method, and the results were compared with the EDR2 measurements. Uncertainty was propagated through a dose calculation for each analysis method. The change in the measured field flatness for increasing times postexposure was also determined. Both marker-dye correction methods improved the field flatness measured with EBT2 film relative to the net OD method, with a maximum improvement of 1% using the manufacturer-recommended correction. However, the manufacturer-recommended correction also resulted in a dose uncertainty an order of magnitude greater than the other two methods. The in-house marker-dye correction lowered the dose uncertainty relative to the net OD method. The measured field flatness did not exhibit any unidirectional change with increasing time postexposure and showed a maximum change of 0.3%. The marker dye in EBT2 can be used to improve the response uniformity of the film. Depending on the film analysis method used, however, application of a marker-dye correction can improve or degrade the dose uncertainty relative to the net OD method. The uniformity of EBT2 was found to be independent of the time postexposure.

Quantifying the measurement uncertainty of results from environmental analytical methods.

PubMed

Moser, J; Wegscheider, W; Sperka-Gottlieb, C

2001-07-01

The Eurachem-CITAC Guide Quantifying Uncertainty in Analytical Measurement was put into practice in a public laboratory devoted to environmental analytical measurements. In doing so due regard was given to the provisions of ISO 17025 and an attempt was made to base the entire estimation of measurement uncertainty on available data from the literature or from previously performed validation studies. Most environmental analytical procedures laid down in national or international standards are the result of cooperative efforts and put into effect as part of a compromise between all parties involved, public and private, that also encompasses environmental standards and statutory limits. Central to many procedures is the focus on the measurement of environmental effects rather than on individual chemical species. In this situation it is particularly important to understand the measurement process well enough to produce a realistic uncertainty statement. Environmental analytical methods will be examined as far as necessary, but reference will also be made to analytical methods in general and to physical measurement methods where appropriate. This paper describes ways and means of quantifying uncertainty for frequently practised methods of environmental analysis. It will be shown that operationally defined measurands are no obstacle to the estimation process as described in the Eurachem/CITAC Guide if it is accepted that the dominating component of uncertainty comes from the actual practice of the method as a reproducibility standard deviation.

Uncertainty in Reference and Information Service

ERIC Educational Resources Information Center

VanScoy, Amy

2015-01-01

Introduction: Uncertainty is understood as an important component of the information seeking process, but it has not been explored as a component of reference and information service. Method: Interpretative phenomenological analysis was used to examine the practitioner perspective of reference and information service for eight academic research…

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

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

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

NASA Astrophysics Data System (ADS)

Hartini, Entin; Andiwijayakusuma, Dinan

2014-09-01

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

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

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

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

2014-09-30

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

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

DOE PAGES

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

2014-11-01

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

Evaluation of pollutant loads from stormwater BMPs to receiving water using load frequency curves with uncertainty analysis.

PubMed

Park, Daeryong; Roesner, Larry A

2012-12-15

This study examined pollutant loads released to receiving water from a typical urban watershed in the Los Angeles (LA) Basin of California by applying a best management practice (BMP) performance model that includes uncertainty. This BMP performance model uses the k-C model and incorporates uncertainty analysis and the first-order second-moment (FOSM) method to assess the effectiveness of BMPs for removing stormwater pollutants. Uncertainties were considered for the influent event mean concentration (EMC) and the aerial removal rate constant of the k-C model. The storage treatment overflow and runoff model (STORM) was used to simulate the flow volume from watershed, the bypass flow volume and the flow volume that passes through the BMP. Detention basins and total suspended solids (TSS) were chosen as representatives of stormwater BMP and pollutant, respectively. This paper applies load frequency curves (LFCs), which replace the exceedance percentage with an exceedance frequency as an alternative to load duration curves (LDCs), to evaluate the effectiveness of BMPs. An evaluation method based on uncertainty analysis is suggested because it applies a water quality standard exceedance based on frequency and magnitude. As a result, the incorporation of uncertainty in the estimates of pollutant loads can assist stormwater managers in determining the degree of total daily maximum load (TMDL) compliance that could be expected from a given BMP in a watershed. Copyright © 2012 Elsevier Ltd. All rights reserved.

Incorporating parametric uncertainty into population viability analysis models

USGS Publications Warehouse

McGowan, Conor P.; Runge, Michael C.; Larson, Michael A.

2011-01-01

Uncertainty in parameter estimates from sampling variation or expert judgment can introduce substantial uncertainty into ecological predictions based on those estimates. However, in standard population viability analyses, one of the most widely used tools for managing plant, fish and wildlife populations, parametric uncertainty is often ignored in or discarded from model projections. We present a method for explicitly incorporating this source of uncertainty into population models to fully account for risk in management and decision contexts. Our method involves a two-step simulation process where parametric uncertainty is incorporated into the replication loop of the model and temporal variance is incorporated into the loop for time steps in the model. Using the piping plover, a federally threatened shorebird in the USA and Canada, as an example, we compare abundance projections and extinction probabilities from simulations that exclude and include parametric uncertainty. Although final abundance was very low for all sets of simulations, estimated extinction risk was much greater for the simulation that incorporated parametric uncertainty in the replication loop. Decisions about species conservation (e.g., listing, delisting, and jeopardy) might differ greatly depending on the treatment of parametric uncertainty in population models.

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

NASA Technical Reports Server (NTRS)

Khong, Thuan H.; Shin, Jong-Yeob

2007-01-01

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

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.

Improved first-order uncertainty method for water-quality modeling

USGS Publications Warehouse

Melching, C.S.; Anmangandla, S.

1992-01-01

Uncertainties are unavoidable in water-quality modeling and subsequent management decisions. Monte Carlo simulation and first-order uncertainty analysis (involving linearization at central values of the uncertain variables) have been frequently used to estimate probability distributions for water-quality model output due to their simplicity. Each method has its drawbacks: Monte Carlo simulation's is mainly computational time; and first-order analysis are mainly questions of accuracy and representativeness, especially for nonlinear systems and extreme conditions. An improved (advanced) first-order method is presented, where the linearization point varies to match the output level whose exceedance probability is sought. The advanced first-order method is tested on the Streeter-Phelps equation to estimate the probability distribution of critical dissolved-oxygen deficit and critical dissolved oxygen using two hypothetical examples from the literature. The advanced first-order method provides a close approximation of the exceedance probability for the Streeter-Phelps model output estimated by Monte Carlo simulation using less computer time - by two orders of magnitude - regardless of the probability distributions assumed for the uncertain model parameters.

Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components

NASA Technical Reports Server (NTRS)

1999-01-01

Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.

Uncertainty characterization and quantification in air pollution models. Application to the ADMS-Urban model.

NASA Astrophysics Data System (ADS)

Debry, E.; Malherbe, L.; Schillinger, C.; Bessagnet, B.; Rouil, L.

2009-04-01

Evaluation of human exposure to atmospheric pollution usually requires the knowledge of pollutants concentrations in ambient air. In the framework of PAISA project, which studies the influence of socio-economical status on relationships between air pollution and short term health effects, the concentrations of gas and particle pollutants are computed over Strasbourg with the ADMS-Urban model. As for any modeling result, simulated concentrations come with uncertainties which have to be characterized and quantified. There are several sources of uncertainties related to input data and parameters, i.e. fields used to execute the model like meteorological fields, boundary conditions and emissions, related to the model formulation because of incomplete or inaccurate treatment of dynamical and chemical processes, and inherent to the stochastic behavior of atmosphere and human activities [1]. Our aim is here to assess the uncertainties of the simulated concentrations with respect to input data and model parameters. In this scope the first step consisted in bringing out the input data and model parameters that contribute most effectively to space and time variability of predicted concentrations. Concentrations of several pollutants were simulated for two months in winter 2004 and two months in summer 2004 over five areas of Strasbourg. The sensitivity analysis shows the dominating influence of boundary conditions and emissions. Among model parameters, the roughness and Monin-Obukhov lengths appear to have non neglectable local effects. Dry deposition is also an important dynamic process. The second step of the characterization and quantification of uncertainties consists in attributing a probability distribution to each input data and model parameter and in propagating the joint distribution of all data and parameters into the model so as to associate a probability distribution to the modeled concentrations. Several analytical and numerical methods exist to perform an uncertainty analysis. We chose the Monte Carlo method which has already been applied to atmospheric dispersion models [2, 3, 4]. The main advantage of this method is to be insensitive to the number of perturbed parameters but its drawbacks are its computation cost and its slow convergence. In order to speed up this one we used the method of antithetic variable which takes adavantage of the symmetry of probability laws. The air quality model simulations were carried out by the Association for study and watching of Atmospheric Pollution in Alsace (ASPA). The output concentrations distributions can then be updated with a Bayesian method. This work is part of an INERIS Research project also aiming at assessing the uncertainty of the CHIMERE dispersion model used in the Prev'Air forecasting platform (www.prevair.org) in order to deliver more accurate predictions. (1) Rao, K.S. Uncertainty Analysis in Atmospheric Dispersion Modeling, Pure and Applied Geophysics, 2005, 162, 1893-1917. (2) Beekmann, M. and Derognat, C. Monte Carlo uncertainty analysis of a regional-scale transport chemistry model constrained by measurements from the Atmospheric Pollution Over the PAris Area (ESQUIF) campaign, Journal of Geophysical Research, 2003, 108, 8559-8576. (3) Hanna, S.R. and Lu, Z. and Frey, H.C. and Wheeler, N. and Vukovich, J. and Arunachalam, S. and Fernau, M. and Hansen, D.A. Uncertainties in predicted ozone concentrations due to input uncertainties for the UAM-V photochemical grid model applied to the July 1995 OTAG domain, Atmospheric Environment, 2001, 35, 891-903. (4) Romanowicz, R. and Higson, H. and Teasdale, I. Bayesian uncertainty estimation methodology applied to air pollution modelling, Environmetrics, 2000, 11, 351-371.

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.

Adaptation to Climate Change: A Comparative Analysis of Modeling Methods for Heat-Related Mortality

PubMed Central

Hondula, David M.; Bunker, Aditi; Ibarreta, Dolores; Liu, Junguo; Zhang, Xinxin; Sauerborn, Rainer

2017-01-01

Background: Multiple methods are employed for modeling adaptation when projecting the impact of climate change on heat-related mortality. The sensitivity of impacts to each is unknown because they have never been systematically compared. In addition, little is known about the relative sensitivity of impacts to “adaptation uncertainty” (i.e., the inclusion/exclusion of adaptation modeling) relative to using multiple climate models and emissions scenarios. Objectives: This study had three aims: a) Compare the range in projected impacts that arises from using different adaptation modeling methods; b) compare the range in impacts that arises from adaptation uncertainty with ranges from using multiple climate models and emissions scenarios; c) recommend modeling method(s) to use in future impact assessments. Methods: We estimated impacts for 2070–2099 for 14 European cities, applying six different methods for modeling adaptation; we also estimated impacts with five climate models run under two emissions scenarios to explore the relative effects of climate modeling and emissions uncertainty. Results: The range of the difference (percent) in impacts between including and excluding adaptation, irrespective of climate modeling and emissions uncertainty, can be as low as 28% with one method and up to 103% with another (mean across 14 cities). In 13 of 14 cities, the ranges in projected impacts due to adaptation uncertainty are larger than those associated with climate modeling and emissions uncertainty. Conclusions: Researchers should carefully consider how to model adaptation because it is a source of uncertainty that can be greater than the uncertainty in emissions and climate modeling. We recommend absolute threshold shifts and reductions in slope. https://doi.org/10.1289/EHP634 PMID:28885979

Application of stochastic approach based on Monte Carlo (MC) simulation for life cycle inventory (LCI) of the rare earth elements (REEs) in beneficiation rare earth waste from the gold processing: case study

NASA Astrophysics Data System (ADS)

Bieda, Bogusław; Grzesik, Katarzyna

2017-11-01

The study proposes an stochastic approach based on Monte Carlo (MC) simulation for life cycle assessment (LCA) method limited to life cycle inventory (LCI) study for rare earth elements (REEs) recovery from the secondary materials processes production applied to the New Krankberg Mine in Sweden. The MC method is recognizes as an important tool in science and can be considered the most effective quantification approach for uncertainties. The use of stochastic approach helps to characterize the uncertainties better than deterministic method. Uncertainty of data can be expressed through a definition of probability distribution of that data (e.g. through standard deviation or variance). The data used in this study are obtained from: (i) site-specific measured or calculated data, (ii) values based on literature, (iii) the ecoinvent process "rare earth concentrate, 70% REO, from bastnäsite, at beneficiation". Environmental emissions (e.g, particulates, uranium-238, thorium-232), energy and REE (La, Ce, Nd, Pr, Sm, Dy, Eu, Tb, Y, Sc, Yb, Lu, Tm, Y, Gd) have been inventoried. The study is based on a reference case for the year 2016. The combination of MC analysis with sensitivity analysis is the best solution for quantified the uncertainty in the LCI/LCA. The reliability of LCA results may be uncertain, to a certain degree, but this uncertainty can be noticed with the help of MC method.

A typology of uncertainty derived from an analysis of critical incidents in medical residents: A mixed methods study.

PubMed

Hamui-Sutton, Alicia; Vives-Varela, Tania; Gutiérrez-Barreto, Samuel; Leenen, Iwin; Sánchez-Mendiola, Melchor

2015-11-04

Medical uncertainty is inherently related to the practice of the physician and generally affects his or her patient care, job satisfaction, continuing education, as well as the overall goals of the health care system. In this paper, some new types of uncertainty, which extend existing typologies, are identified and the contexts and strategies to deal with them are studied. We carried out a mixed-methods study, consisting of a qualitative and a quantitative phase. For the qualitative study, 128 residents reported critical incidents in their clinical practice and described how they coped with the uncertainty in the situation. Each critical incident was analyzed and the most salient situations, 45 in total, were retained. In the quantitative phase, a distinct group of 120 medical residents indicated for each of these situations whether they have been involved in the described situations and, if so, which coping strategy they applied. The analysis examines the relation between characteristics of the situation and the coping strategies. From the qualitative study, a new typology of uncertainty was derived which distinguishes between technical, conceptual, communicational, systemic, and ethical uncertainty. The quantitative analysis showed that, independently of the type of uncertainty, critical incidents are most frequently resolved by consulting senior physicians (49 % overall), which underscores the importance of the hierarchical relationships in the hospital. The insights gained by this study are combined into an integrative model of uncertainty in medical residencies, which combines the type and perceived level of uncertainty, the strategies employed to deal with it, and context elements such as the actors present in the situation. The model considers the final resolution at each of three levels: the patient, the health system, and the physician's personal level. This study gives insight into how medical residents make decisions under different types of uncertainty, giving account of the context in which the interactions take place and of the strategies used to resolve the incidents. These insights may guide the development of organizational policies that reduce uncertainty and stress in residents during their clinical training.

An interval precise integration method for transient unbalance response analysis of rotor system with uncertainty

NASA Astrophysics Data System (ADS)

Fu, Chao; Ren, Xingmin; Yang, Yongfeng; Xia, Yebao; Deng, Wangqun

2018-07-01

A non-intrusive interval precise integration method (IPIM) is proposed in this paper to analyze the transient unbalance response of uncertain rotor systems. The transfer matrix method (TMM) is used to derive the deterministic equations of motion of a hollow-shaft overhung rotor. The uncertain transient dynamic problem is solved by combing the Chebyshev approximation theory with the modified precise integration method (PIM). Transient response bounds are calculated by interval arithmetic of the expansion coefficients. Theoretical error analysis of the proposed method is provided briefly, and its accuracy is further validated by comparing with the scanning method in simulations. Numerical results show that the IPIM can keep good accuracy in vibration prediction of the start-up transient process. Furthermore, the proposed method can also provide theoretical guidance to other transient dynamic mechanical systems with uncertainties.

Calibration and Measurement Uncertainty Estimation of Radiometric Data: Preprint

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

Habte, A.; Sengupta, M.; Reda, I.

2014-11-01

Evaluating the performance of photovoltaic cells, modules, and arrays that form large solar deployments relies on accurate measurements of the available solar resource. Therefore, determining the accuracy of these solar radiation measurements provides a better understanding of investment risks. This paper provides guidelines and recommended procedures for estimating the uncertainty in calibrations and measurements by radiometers using methods that follow the International Bureau of Weights and Measures Guide to the Expression of Uncertainty (GUM). Standardized analysis based on these procedures ensures that the uncertainty quoted is well documented.

UQTk Version 3.0.3 User Manual

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

Sargsyan, Khachik; Safta, Cosmin; Chowdhary, Kamaljit Singh

2017-05-01

The UQ Toolkit (UQTk) is a collection of libraries and tools for the quantification of uncertainty in numerical model predictions. Version 3.0.3 offers intrusive and non-intrusive methods for propagating input uncertainties through computational models, tools for sen- sitivity analysis, methods for sparse surrogate construction, and Bayesian inference tools for inferring parameters from experimental data. This manual discusses the download and installation process for UQTk, provides pointers to the UQ methods used in the toolkit, and describes some of the examples provided with the toolkit.

Uncertainty estimates of purity measurements based on current information: toward a "live validation" of purity methods.

PubMed

Apostol, Izydor; Kelner, Drew; Jiang, Xinzhao Grace; Huang, Gang; Wypych, Jette; Zhang, Xin; Gastwirt, Jessica; Chen, Kenneth; Fodor, Szilan; Hapuarachchi, Suminda; Meriage, Dave; Ye, Frank; Poppe, Leszek; Szpankowski, Wojciech

2012-12-01

To predict precision and other performance characteristics of chromatographic purity methods, which represent the most widely used form of analysis in the biopharmaceutical industry. We have conducted a comprehensive survey of purity methods, and show that all performance characteristics fall within narrow measurement ranges. This observation was used to develop a model called Uncertainty Based on Current Information (UBCI), which expresses these performance characteristics as a function of the signal and noise levels, hardware specifications, and software settings. We applied the UCBI model to assess the uncertainty of purity measurements, and compared the results to those from conventional qualification. We demonstrated that the UBCI model is suitable to dynamically assess method performance characteristics, based on information extracted from individual chromatograms. The model provides an opportunity for streamlining qualification and validation studies by implementing a "live validation" of test results utilizing UBCI as a concurrent assessment of measurement uncertainty. Therefore, UBCI can potentially mitigate the challenges associated with laborious conventional method validation and facilitates the introduction of more advanced analytical technologies during the method lifecycle.

Aiding alternatives assessment with an uncertainty-tolerant hazard scoring method.

PubMed

Faludi, Jeremy; Hoang, Tina; Gorman, Patrick; Mulvihill, Martin

2016-11-01

This research developed a single-score system to simplify and clarify decision-making in chemical alternatives assessment, accounting for uncertainty. Today, assessing alternatives to hazardous constituent chemicals is a difficult task-rather than comparing alternatives by a single definitive score, many independent toxicological variables must be considered at once, and data gaps are rampant. Thus, most hazard assessments are only comprehensible to toxicologists, but business leaders and politicians need simple scores to make decisions. In addition, they must balance hazard against other considerations, such as product functionality, and they must be aware of the high degrees of uncertainty in chemical hazard data. This research proposes a transparent, reproducible method to translate eighteen hazard endpoints into a simple numeric score with quantified uncertainty, alongside a similar product functionality score, to aid decisions between alternative products. The scoring method uses Clean Production Action's GreenScreen as a guide, but with a different method of score aggregation. It provides finer differentiation between scores than GreenScreen's four-point scale, and it displays uncertainty quantitatively in the final score. Displaying uncertainty also illustrates which alternatives are early in product development versus well-defined commercial products. This paper tested the proposed assessment method through a case study in the building industry, assessing alternatives to spray polyurethane foam insulation containing methylene diphenyl diisocyanate (MDI). The new hazard scoring method successfully identified trade-offs between different alternatives, showing finer resolution than GreenScreen Benchmarking. Sensitivity analysis showed that different weighting schemes in hazard scores had almost no effect on alternatives ranking, compared to uncertainty from data gaps. Copyright © 2016 Elsevier Ltd. All rights reserved.

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 at Lewis Research Center is presented. Three elements of the research program are: (1) composite load spectra methodology; (2) probabilistic structural analysis methodology; and (3) probabilistic structural analysis application. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) turbine blade temperature, pressure, and torque of the space shuttle main engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; and (3) evaluation of the failure probability. Collectively, the results demonstrate that the structural durability of hot engine structural components can be effectively evaluated in a formal probabilistic/reliability framework.

Uncertainty Analysis of Decomposing Polyurethane Foam

NASA Technical Reports Server (NTRS)

Hobbs, Michael L.; Romero, Vicente J.

2000-01-01

Sensitivity/uncertainty analyses are necessary to determine where to allocate resources for improved predictions in support of our nation's nuclear safety mission. Yet, sensitivity/uncertainty analyses are not commonly performed on complex combustion models because the calculations are time consuming, CPU intensive, nontrivial exercises that can lead to deceptive results. To illustrate these ideas, a variety of sensitivity/uncertainty analyses were used to determine the uncertainty associated with thermal decomposition of polyurethane foam exposed to high radiative flux boundary conditions. The polyurethane used in this study is a rigid closed-cell foam used as an encapsulant. Related polyurethane binders such as Estane are used in many energetic materials of interest to the JANNAF community. The complex, finite element foam decomposition model used in this study has 25 input parameters that include chemistry, polymer structure, and thermophysical properties. The response variable was selected as the steady-state decomposition front velocity calculated as the derivative of the decomposition front location versus time. An analytical mean value sensitivity/uncertainty (MV) analysis was used to determine the standard deviation by taking numerical derivatives of the response variable with respect to each of the 25 input parameters. Since the response variable is also a derivative, the standard deviation was essentially determined from a second derivative that was extremely sensitive to numerical noise. To minimize the numerical noise, 50-micrometer element dimensions and approximately 1-msec time steps were required to obtain stable uncertainty results. As an alternative method to determine the uncertainty and sensitivity in the decomposition front velocity, surrogate response surfaces were generated for use with a constrained Latin Hypercube Sampling (LHS) technique. Two surrogate response surfaces were investigated: 1) a linear surrogate response surface (LIN) and 2) a quadratic response surface (QUAD). The LHS techniques do not require derivatives of the response variable and are subsequently relatively insensitive to numerical noise. To compare the LIN and QUAD methods to the MV method, a direct LHS analysis (DLHS) was performed using the full grid and timestep resolved finite element model. The surrogate response models (LIN and QUAD) are shown to give acceptable values of the mean and standard deviation when compared to the fully converged DLHS model.

Translating Radiometric Requirements for Satellite Sensors to Match International Standards.

PubMed

Pearlman, Aaron; Datla, Raju; Kacker, Raghu; Cao, Changyong

2014-01-01

International scientific standards organizations created standards on evaluating uncertainty in the early 1990s. Although scientists from many fields use these standards, they are not consistently implemented in the remote sensing community, where traditional error analysis framework persists. For a satellite instrument under development, this can create confusion in showing whether requirements are met. We aim to create a methodology for translating requirements from the error analysis framework to the modern uncertainty approach using the product level requirements of the Advanced Baseline Imager (ABI) that will fly on the Geostationary Operational Environmental Satellite R-Series (GOES-R). In this paper we prescribe a method to combine several measurement performance requirements, written using a traditional error analysis framework, into a single specification using the propagation of uncertainties formula. By using this approach, scientists can communicate requirements in a consistent uncertainty framework leading to uniform interpretation throughout the development and operation of any satellite instrument.

Translating Radiometric Requirements for Satellite Sensors to Match International Standards

PubMed Central

Pearlman, Aaron; Datla, Raju; Kacker, Raghu; Cao, Changyong

2014-01-01

International scientific standards organizations created standards on evaluating uncertainty in the early 1990s. Although scientists from many fields use these standards, they are not consistently implemented in the remote sensing community, where traditional error analysis framework persists. For a satellite instrument under development, this can create confusion in showing whether requirements are met. We aim to create a methodology for translating requirements from the error analysis framework to the modern uncertainty approach using the product level requirements of the Advanced Baseline Imager (ABI) that will fly on the Geostationary Operational Environmental Satellite R-Series (GOES-R). In this paper we prescribe a method to combine several measurement performance requirements, written using a traditional error analysis framework, into a single specification using the propagation of uncertainties formula. By using this approach, scientists can communicate requirements in a consistent uncertainty framework leading to uniform interpretation throughout the development and operation of any satellite instrument. PMID:26601032

Adapting to Uncertainty: Comparing Methodological Approaches to Climate Adaptation and Mitigation Policy

NASA Astrophysics Data System (ADS)

Huda, J.; Kauneckis, D. L.

2013-12-01

Climate change adaptation represents a number of unique policy-making challenges. Foremost among these is dealing with the range of future climate impacts to a wide scope of inter-related natural systems, their interaction with social and economic systems, and uncertainty resulting from the variety of downscaled climate model scenarios and climate science projections. These cascades of uncertainty have led to a number of new approaches as well as a reexamination of traditional methods for evaluating risk and uncertainty in policy-making. Policy makers are required to make decisions and formulate policy irrespective of the level of uncertainty involved and while a debate continues regarding the level of scientific certainty required in order to make a decision, incremental change in the climate policy continues at multiple governance levels. This project conducts a comparative analysis of the range of methodological approaches that are evolving to address uncertainty in climate change policy. It defines 'methodologies' to include a variety of quantitative and qualitative approaches involving both top-down and bottom-up policy processes that attempt to enable policymakers to synthesize climate information into the policy process. The analysis examines methodological approaches to decision-making in climate policy based on criteria such as sources of policy choice information, sectors to which the methodology has been applied, sources from which climate projections were derived, quantitative and qualitative methods used to deal with uncertainty, and the benefits and limitations of each. A typology is developed to better categorize the variety of approaches and methods, examine the scope of policy activities they are best suited for, and highlight areas for future research and development.

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

NASA Astrophysics Data System (ADS)

Ren, Luchuan

2015-04-01

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

GafChromic EBT film dosimetry with flatbed CCD scanner: a novel background correction method and full dose uncertainty analysis.

PubMed

Saur, Sigrun; Frengen, Jomar

2008-07-01

Film dosimetry using radiochromic EBT film in combination with a flatbed charge coupled device scanner is a useful method both for two-dimensional verification of intensity-modulated radiation treatment plans and for general quality assurance of treatment planning systems and linear accelerators. Unfortunately, the response over the scanner area is nonuniform, and when not corrected for, this results in a systematic error in the measured dose which is both dose and position dependent. In this study a novel method for background correction is presented. The method is based on the subtraction of a correction matrix, a matrix that is based on scans of films that are irradiated to nine dose levels in the range 0.08-2.93 Gy. Because the response of the film is dependent on the film's orientation with respect to the scanner, correction matrices for both landscape oriented and portrait oriented scans were made. In addition to the background correction method, a full dose uncertainty analysis of the film dosimetry procedure was performed. This analysis takes into account the fit uncertainty of the calibration curve, the variation in response for different film sheets, the nonuniformity after background correction, and the noise in the scanned films. The film analysis was performed for film pieces of size 16 x 16 cm, all with the same lot number, and all irradiations were done perpendicular onto the films. The results show that the 2-sigma dose uncertainty at 2 Gy is about 5% and 3.5% for landscape and portrait scans, respectively. The uncertainty gradually increases as the dose decreases, but at 1 Gy the 2-sigma dose uncertainty is still as good as 6% and 4% for landscape and portrait scans, respectively. The study shows that film dosimetry using GafChromic EBT film, an Epson Expression 1680 Professional scanner and a dedicated background correction technique gives precise and accurate results. For the purpose of dosimetric verification, the calculated dose distribution can be compared with the film-measured dose distribution using a dose constraint of 4% (relative to the measured dose) for doses between 1 and 3 Gy. At lower doses, the dose constraint must be relaxed.

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

NASA Astrophysics Data System (ADS)

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

2012-05-01

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

Planning for robust reserve networks using uncertainty analysis

USGS Publications Warehouse

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

2006-01-01

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

AGR-1 Thermocouple Data Analysis

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

Jeff Einerson

2012-05-01

This report documents an effort to analyze measured and simulated data obtained in the Advanced Gas Reactor (AGR) fuel irradiation test program conducted in the INL's Advanced Test Reactor (ATR) to support the Next Generation Nuclear Plant (NGNP) R&D program. The work follows up on a previous study (Pham and Einerson, 2010), in which statistical analysis methods were applied for AGR-1 thermocouple data qualification. The present work exercises the idea that, while recognizing uncertainties inherent in physics and thermal simulations of the AGR-1 test, results of the numerical simulations can be used in combination with the statistical analysis methods tomore » further improve qualification of measured data. Additionally, the combined analysis of measured and simulation data can generate insights about simulation model uncertainty that can be useful for model improvement. This report also describes an experimental control procedure to maintain fuel target temperature in the future AGR tests using regression relationships that include simulation results. The report is organized into four chapters. Chapter 1 introduces the AGR Fuel Development and Qualification program, AGR-1 test configuration and test procedure, overview of AGR-1 measured data, and overview of physics and thermal simulation, including modeling assumptions and uncertainties. A brief summary of statistical analysis methods developed in (Pham and Einerson 2010) for AGR-1 measured data qualification within NGNP Data Management and Analysis System (NDMAS) is also included for completeness. Chapters 2-3 describe and discuss cases, in which the combined use of experimental and simulation data is realized. A set of issues associated with measurement and modeling uncertainties resulted from the combined analysis are identified. This includes demonstration that such a combined analysis led to important insights for reducing uncertainty in presentation of AGR-1 measured data (Chapter 2) and interpretation of simulation results (Chapter 3). The statistics-based simulation-aided experimental control procedure described for the future AGR tests is developed and demonstrated in Chapter 4. The procedure for controlling the target fuel temperature (capsule peak or average) is based on regression functions of thermocouple readings and other relevant parameters and accounting for possible changes in both physical and thermal conditions and in instrument performance.« less

Integrating info-gap decision theory with robust population management: a case study using the Mountain Plover.

PubMed

van der Burg, Max Post; Tyre, Andrew J

2011-01-01

Wildlife managers often make decisions under considerable uncertainty. In the most extreme case, a complete lack of data leads to uncertainty that is unquantifiable. Information-gap decision theory deals with assessing management decisions under extreme uncertainty, but it is not widely used in wildlife management. So too, robust population management methods were developed to deal with uncertainties in multiple-model parameters. However, the two methods have not, as yet, been used in tandem to assess population management decisions. We provide a novel combination of the robust population management approach for matrix models with the information-gap decision theory framework for making conservation decisions under extreme uncertainty. We applied our model to the problem of nest survival management in an endangered bird species, the Mountain Plover (Charadrius montanus). Our results showed that matrix sensitivities suggest that nest management is unlikely to have a strong effect on population growth rate, confirming previous analyses. However, given the amount of uncertainty about adult and juvenile survival, our analysis suggested that maximizing nest marking effort was a more robust decision to maintain a stable population. Focusing on the twin concepts of opportunity and robustness in an information-gap model provides a useful method of assessing conservation decisions under extreme uncertainty.

Risk analysis with a fuzzy-logic approach of a complex installation

NASA Astrophysics Data System (ADS)

Peikert, Tim; Garbe, Heyno; Potthast, Stefan

2016-09-01

This paper introduces a procedural method based on fuzzy logic to analyze systematic the risk of an electronic system in an intentional electromagnetic environment (IEME). The method analyzes the susceptibility of a complex electronic installation with respect to intentional electromagnetic interference (IEMI). It combines the advantages of well-known techniques as fault tree analysis (FTA), electromagnetic topology (EMT) and Bayesian networks (BN) and extends the techniques with an approach to handle uncertainty. This approach uses fuzzy sets, membership functions and fuzzy logic to handle the uncertainty with probability functions and linguistic terms. The linguistic terms add to the risk analysis the knowledge from experts of the investigated system or environment.

Dynamic rating curve assessment for hydrometric stations and computation of the associated uncertainties: Quality and station management indicators

NASA Astrophysics Data System (ADS)

Morlot, Thomas; Perret, Christian; Favre, Anne-Catherine; Jalbert, Jonathan

2014-09-01

A rating curve is used to indirectly estimate the discharge in rivers based on water level measurements. The discharge values obtained from a rating curve include uncertainties related to the direct stage-discharge measurements (gaugings) used to build the curves, the quality of fit of the curve to these measurements and the constant changes in the river bed morphology. Moreover, the uncertainty of discharges estimated from a rating curve increases with the “age” of the rating curve. The level of uncertainty at a given point in time is therefore particularly difficult to assess. A “dynamic” method has been developed to compute rating curves while calculating associated uncertainties, thus making it possible to regenerate streamflow data with uncertainty estimates. The method is based on historical gaugings at hydrometric stations. A rating curve is computed for each gauging and a model of the uncertainty is fitted for each of them. The model of uncertainty takes into account the uncertainties in the measurement of the water level, the quality of fit of the curve, the uncertainty of gaugings and the increase of the uncertainty of discharge estimates with the age of the rating curve computed with a variographic analysis (Jalbert et al., 2011). The presented dynamic method can answer important questions in the field of hydrometry such as “How many gaugings a year are required to produce streamflow data with an average uncertainty of X%?” and “When and in what range of water flow rates should these gaugings be carried out?”. The Rocherousse hydrometric station (France, Haute-Durance watershed, 946 [km2]) is used as an example throughout the paper. Others stations are used to illustrate certain points.

The potential for meta-analysis to support decision analysis in ecology.

PubMed

Mengersen, Kerrie; MacNeil, M Aaron; Caley, M Julian

2015-06-01

Meta-analysis and decision analysis are underpinned by well-developed methods that are commonly applied to a variety of problems and disciplines. While these two fields have been closely linked in some disciplines such as medicine, comparatively little attention has been paid to the potential benefits of linking them in ecology, despite reasonable expectations that benefits would be derived from doing so. Meta-analysis combines information from multiple studies to provide more accurate parameter estimates and to reduce the uncertainty surrounding them. Decision analysis involves selecting among alternative choices using statistical information that helps to shed light on the uncertainties involved. By linking meta-analysis to decision analysis, improved decisions can be made, with quantification of the costs and benefits of alternate decisions supported by a greater density of information. Here, we briefly review concepts of both meta-analysis and decision analysis, illustrating the natural linkage between them and the benefits from explicitly linking one to the other. We discuss some examples in which this linkage has been exploited in the medical arena and how improvements in precision and reduction of structural uncertainty inherent in a meta-analysis can provide substantive improvements to decision analysis outcomes by reducing uncertainty in expected loss and maximising information from across studies. We then argue that these significant benefits could be translated to ecology, in particular to the problem of making optimal ecological decisions in the face of uncertainty. Copyright © 2013 John Wiley & Sons, Ltd.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Rigorous evaluation of chemical measurement uncertainty: liquid chromatographic analysis methods using detector response factor calibration

NASA Astrophysics Data System (ADS)

Toman, Blaza; Nelson, Michael A.; Bedner, Mary

2017-06-01

Chemical measurement methods are designed to promote accurate knowledge of a measurand or system. As such, these methods often allow elicitation of latent sources of variability and correlation in experimental data. They typically implement measurement equations that support quantification of effects associated with calibration standards and other known or observed parametric variables. Additionally, multiple samples and calibrants are usually analyzed to assess accuracy of the measurement procedure and repeatability by the analyst. Thus, a realistic assessment of uncertainty for most chemical measurement methods is not purely bottom-up (based on the measurement equation) or top-down (based on the experimental design), but inherently contains elements of both. Confidence in results must be rigorously evaluated for the sources of variability in all of the bottom-up and top-down elements. This type of analysis presents unique challenges due to various statistical correlations among the outputs of measurement equations. One approach is to use a Bayesian hierarchical (BH) model which is intrinsically rigorous, thus making it a straightforward method for use with complex experimental designs, particularly when correlations among data are numerous and difficult to elucidate or explicitly quantify. In simpler cases, careful analysis using GUM Supplement 1 (MC) methods augmented with random effects meta analysis yields similar results to a full BH model analysis. In this article we describe both approaches to rigorous uncertainty evaluation using as examples measurements of 25-hydroxyvitamin D3 in solution reference materials via liquid chromatography with UV absorbance detection (LC-UV) and liquid chromatography mass spectrometric detection using isotope dilution (LC-IDMS).

A Defence of the AR4’s Bayesian Approach to Quantifying Uncertainty

NASA Astrophysics Data System (ADS)

Vezer, M. A.

2009-12-01

The field of climate change research is a kimberlite pipe filled with philosophic diamonds waiting to be mined and analyzed by philosophers. Within the scientific literature on climate change, there is much philosophical dialogue regarding the methods and implications of climate studies. To this date, however, discourse regarding the philosophy of climate science has been confined predominately to scientific - rather than philosophical - investigations. In this paper, I hope to bring one such issue to the surface for explicit philosophical analysis: The purpose of this paper is to address a philosophical debate pertaining to the expressions of uncertainty in the International Panel on Climate Change (IPCC) Fourth Assessment Report (AR4), which, as will be noted, has received significant attention in scientific journals and books, as well as sporadic glances from the popular press. My thesis is that the AR4’s Bayesian method of uncertainty analysis and uncertainty expression is justifiable on pragmatic grounds: it overcomes problems associated with vagueness, thereby facilitating communication between scientists and policy makers such that the latter can formulate decision analyses in response to the views of the former. Further, I argue that the most pronounced criticisms against the AR4’s Bayesian approach, which are outlined below, are misguided. §1 Introduction Central to AR4 is a list of terms related to uncertainty that in colloquial conversations would be considered vague. The IPCC attempts to reduce the vagueness of its expressions of uncertainty by calibrating uncertainty terms with numerical probability values derived from a subjective Bayesian methodology. This style of analysis and expression has stimulated some controversy, as critics reject as inappropriate and even misleading the association of uncertainty terms with Bayesian probabilities. [...] The format of the paper is as follows. The investigation begins (§2) with an explanation of background considerations relevant to the IPCC and its use of uncertainty expressions. It then (§3) outlines some general philosophical worries regarding vague expressions and (§4) relates those worries to the AR4 and its method of dealing with them, which is a subjective Bayesian probability analysis. The next phase of the paper (§5) examines the notions of ‘objective’ and ‘subjective’ probability interpretations and compares the IPCC’s subjective Bayesian strategy with a frequentist approach. It then (§6) addresses objections to that methodology, and concludes (§7) that those objections are wrongheaded.

Climate Action Benefits: Methods of Analysis

EPA Pesticide Factsheets

This page provides detailed information on the methods used in the CIRA analyses, including the overall framework, temperature projections, precipitation projections, sea level rise projections, uncertainty, and limitations.

New analysis strategies for micro aspheric lens metrology

NASA Astrophysics Data System (ADS)

Gugsa, Solomon Abebe

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

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

NASA Technical Reports Server (NTRS)

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

2001-01-01

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

Probability bounds analysis for nonlinear population ecology models.

PubMed

Enszer, Joshua A; Andrei Măceș, D; Stadtherr, Mark A

2015-09-01

Mathematical models in population ecology often involve parameters that are empirically determined and inherently uncertain, with probability distributions for the uncertainties not known precisely. Propagating such imprecise uncertainties rigorously through a model to determine their effect on model outputs can be a challenging problem. We illustrate here a method for the direct propagation of uncertainties represented by probability bounds though nonlinear, continuous-time, dynamic models in population ecology. This makes it possible to determine rigorous bounds on the probability that some specified outcome for a population is achieved, which can be a core problem in ecosystem modeling for risk assessment and management. Results can be obtained at a computational cost that is considerably less than that required by statistical sampling methods such as Monte Carlo analysis. The method is demonstrated using three example systems, with focus on a model of an experimental aquatic food web subject to the effects of contamination by ionic liquids, a new class of potentially important industrial chemicals. Copyright © 2015. Published by Elsevier Inc.

Uncertainty analysis for absorbed dose from a brain receptor imaging agent

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

Aydogan, B.; Miller, L.F.; Sparks, R.B.

Absorbed dose estimates are known to contain uncertainties. A recent literature search indicates that prior to this study no rigorous investigation of uncertainty associated with absorbed dose has been undertaken. A method of uncertainty analysis for absorbed dose calculations has been developed and implemented for the brain receptor imaging agent {sup 123}I-IPT. The two major sources of uncertainty considered were the uncertainty associated with the determination of residence time and that associated with the determination of the S values. There are many sources of uncertainty in the determination of the S values, but only the inter-patient organ mass variation wasmore » considered in this work. The absorbed dose uncertainties were determined for lung, liver, heart and brain. Ninety-five percent confidence intervals of the organ absorbed dose distributions for each patient and for a seven-patient population group were determined by the ``Latin Hypercube Sampling`` method. For an individual patient, the upper bound of the 95% confidence interval of the absorbed dose was found to be about 2.5 times larger than the estimated mean absorbed dose. For the seven-patient population the upper bound of the 95% confidence interval of the absorbed dose distribution was around 45% more than the estimated population mean. For example, the 95% confidence interval of the population liver dose distribution was found to be between 1.49E+0.7 Gy/MBq and 4.65E+07 Gy/MBq with a mean of 2.52E+07 Gy/MBq. This study concluded that patients in a population receiving {sup 123}I-IPT could receive absorbed doses as much as twice as large as the standard estimated absorbed dose due to these uncertainties.« less

DAKOTA Design Analysis Kit for Optimization and Terascale

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

Adams, Brian M.; Dalbey, Keith R.; Eldred, Michael S.

2010-02-24

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes (computational models) and iterative analysis methods. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and analysis of computational models on high performance computers.A user provides a set of DAKOTA commands in an input file and launches DAKOTA. DAKOTA invokes instances of the computational models, collects their results, and performs systems analyses. DAKOTA contains algorithms for optimization with gradient and nongradient-basedmore » methods; uncertainty quantification with sampling, reliability, polynomial chaos, stochastic collocation, and epistemic methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as hybrid optimization, surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. Services for parallel computing, simulation interfacing, approximation modeling, fault tolerance, restart, and graphics are also included.« less

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

NASA Technical Reports Server (NTRS)

Lind, Rick; Brenner, Marty

1997-01-01

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

Uncertainty evaluation in normalization of isotope delta measurement results against international reference materials.

PubMed

Meija, Juris; Chartrand, Michelle M G

2018-01-01

Isotope delta measurements are normalized against international reference standards. Although multi-point normalization is becoming a standard practice, the existing uncertainty evaluation practices are either undocumented or are incomplete. For multi-point normalization, we present errors-in-variables regression models for explicit accounting of the measurement uncertainty of the international standards along with the uncertainty that is attributed to their assigned values. This manuscript presents framework to account for the uncertainty that arises due to a small number of replicate measurements and discusses multi-laboratory data reduction while accounting for inevitable correlations between the laboratories due to the use of identical reference materials for calibration. Both frequentist and Bayesian methods of uncertainty analysis are discussed.

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.

FERRET data analysis code

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

Schmittroth, F.

1979-09-01

A documentation of the FERRET data analysis code is given. The code provides a way to combine related measurements and calculations in a consistent evaluation. Basically a very general least-squares code, it is oriented towards problems frequently encountered in nuclear data and reactor physics. A strong emphasis is on the proper treatment of uncertainties and correlations and in providing quantitative uncertainty estimates. Documentation includes a review of the method, structure of the code, input formats, and examples.

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

NASA Technical Reports Server (NTRS)

He, Yuning; Davies, Misty Dawn

2014-01-01

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

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

PubMed

Xin, Cao; Chongshi, Gu

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Cumulative uncertainty in measured streamflow and water quality data for small watersheds

USGS Publications Warehouse

Harmel, R.D.; Cooper, R.J.; Slade, R.M.; Haney, R.L.; Arnold, J.G.

2006-01-01

The scientific community has not established an adequate understanding of the uncertainty inherent in measured water quality data, which is introduced by four procedural categories: streamflow measurement, sample collection, sample preservation/storage, and laboratory analysis. Although previous research has produced valuable information on relative differences in procedures within these categories, little information is available that compares the procedural categories or presents the cumulative uncertainty in resulting water quality data. As a result, quality control emphasis is often misdirected, and data uncertainty is typically either ignored or accounted for with an arbitrary margin of safety. Faced with the need for scientifically defensible estimates of data uncertainty to support water resource management, the objectives of this research were to: (1) compile selected published information on uncertainty related to measured streamflow and water quality data for small watersheds, (2) use a root mean square error propagation method to compare the uncertainty introduced by each procedural category, and (3) use the error propagation method to determine the cumulative probable uncertainty in measured streamflow, sediment, and nutrient data. Best case, typical, and worst case "data quality" scenarios were examined. Averaged across all constituents, the calculated cumulative probable uncertainty (??%) contributed under typical scenarios ranged from 6% to 19% for streamflow measurement, from 4% to 48% for sample collection, from 2% to 16% for sample preservation/storage, and from 5% to 21% for laboratory analysis. Under typical conditions, errors in storm loads ranged from 8% to 104% for dissolved nutrients, from 8% to 110% for total N and P, and from 7% to 53% for TSS. Results indicated that uncertainty can increase substantially under poor measurement conditions and limited quality control effort. This research provides introductory scientific estimates of uncertainty in measured water quality data. The results and procedures presented should also assist modelers in quantifying the "quality"of calibration and evaluation data sets, determining model accuracy goals, and evaluating model performance.

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

Performance and Reliability Optimization for Aerospace Systems subject to Uncertainty and Degradation

NASA Technical Reports Server (NTRS)

Miller, David W.; Uebelhart, Scott A.; Blaurock, Carl

2004-01-01

This report summarizes work performed by the Space Systems Laboratory (SSL) for NASA Langley Research Center in the field of performance optimization for systems subject to uncertainty. The objective of the research is to develop design methods and tools to the aerospace vehicle design process which take into account lifecycle uncertainties. It recognizes that uncertainty between the predictions of integrated models and data collected from the system in its operational environment is unavoidable. Given the presence of uncertainty, the goal of this work is to develop means of identifying critical sources of uncertainty, and to combine these with the analytical tools used with integrated modeling. In this manner, system uncertainty analysis becomes part of the design process, and can motivate redesign. The specific program objectives were: 1. To incorporate uncertainty modeling, propagation and analysis into the integrated (controls, structures, payloads, disturbances, etc.) design process to derive the error bars associated with performance predictions. 2. To apply modern optimization tools to guide in the expenditure of funds in a way that most cost-effectively improves the lifecycle productivity of the system by enhancing the subsystem reliability and redundancy. The results from the second program objective are described. This report describes the work and results for the first objective: uncertainty modeling, propagation, and synthesis with integrated modeling.

Disseminating the unit of mass from multiple primary realisations

NASA Astrophysics Data System (ADS)

Nielsen, Lars

2016-12-01

When a new definition of the kilogram has been adopted in 2018 as expected, the unit of mass will be realised by the watt balance method, the x-ray crystal density method or perhaps other primary methods still to be developed. So far, the standard uncertainties associated with the available primary methods are at least one order of magnitude larger than the standard uncertainty associated with mass comparisons using mass comparators, so differences in primary realisations of the kilogram are easily detected, whereas many National Metrology Institutes would have to increase their calibration and measurement capabilities (CMCs) if they were traceable to a single primary realisation. This paper presents a scheme for obtaining traceability to multiple primary realisations of the kilogram using a small group of stainless steel 1 kg weights, which are allowed to change their masses over time in a way known to be realistic, and which are calibrated and stored in air. An analysis of the scheme shows that if the relative standard uncertainties of future primary realisations are equal to the relative standard uncertainties of the present methods used to measure the Planck constant, the unit of mass can be disseminated with a standard uncertainty less than 0.015 mg, which matches the smallest CMCs currently claimed for the calibration of 1 kg weights.

Chemical purity using quantitative 1H-nuclear magnetic resonance: a hierarchical Bayesian approach for traceable calibrations

NASA Astrophysics Data System (ADS)

Toman, Blaza; Nelson, Michael A.; Lippa, Katrice A.

2016-10-01

Chemical purity assessment using quantitative 1H-nuclear magnetic resonance spectroscopy is a method based on ratio references of mass and signal intensity of the analyte species to that of chemical standards of known purity. As such, it is an example of a calculation using a known measurement equation with multiple inputs. Though multiple samples are often analyzed during purity evaluations in order to assess measurement repeatability, the uncertainty evaluation must also account for contributions from inputs to the measurement equation. Furthermore, there may be other uncertainty components inherent in the experimental design, such as independent implementation of multiple calibration standards. As such, the uncertainty evaluation is not purely bottom up (based on the measurement equation) or top down (based on the experimental design), but inherently contains elements of both. This hybrid form of uncertainty analysis is readily implemented with Bayesian statistical analysis. In this article we describe this type of analysis in detail and illustrate it using data from an evaluation of chemical purity and its uncertainty for a folic acid material.

Prediction uncertainty and data worth assessment for groundwater transport times in an agricultural catchment

NASA Astrophysics Data System (ADS)

Zell, Wesley O.; Culver, Teresa B.; Sanford, Ward E.

2018-06-01

Uncertainties about the age of base-flow discharge can have serious implications for the management of degraded environmental systems where subsurface pathways, and the ongoing release of pollutants that accumulated in the subsurface during past decades, dominate the water quality signal. Numerical groundwater models may be used to estimate groundwater return times and base-flow ages and thus predict the time required for stakeholders to see the results of improved agricultural management practices. However, the uncertainty inherent in the relationship between (i) the observations of atmospherically-derived tracers that are required to calibrate such models and (ii) the predictions of system age that the observations inform have not been investigated. For example, few if any studies have assessed the uncertainty of numerically-simulated system ages or evaluated the uncertainty reductions that may result from the expense of collecting additional subsurface tracer data. In this study we combine numerical flow and transport modeling of atmospherically-derived tracers with prediction uncertainty methods to accomplish four objectives. First, we show the relative importance of head, discharge, and tracer information for characterizing response times in a uniquely data rich catchment that includes 266 age-tracer measurements (SF6, CFCs, and 3H) in addition to long term monitoring of water levels and stream discharge. Second, we calculate uncertainty intervals for model-simulated base-flow ages using both linear and non-linear methods, and find that the prediction sensitivity vector used by linear first-order second-moment methods results in much larger uncertainties than non-linear Monte Carlo methods operating on the same parameter uncertainty. Third, by combining prediction uncertainty analysis with multiple models of the system, we show that data-worth calculations and monitoring network design are sensitive to variations in the amount of water leaving the system via stream discharge and irrigation withdrawals. Finally, we demonstrate a novel model-averaged computation of potential data worth that can account for these uncertainties in model structure.

Comparisons of Wilks’ and Monte Carlo Methods in Response to the 10CFR50.46(c) Proposed Rulemaking

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

Zhang, Hongbin; Szilard, Ronaldo; Zou, Ling

The Nuclear Regulatory Commission (NRC) is proposing a new rulemaking on emergency core system/loss-of-coolant accident (LOCA) performance analysis. In the proposed rulemaking, designated as 10CFR50.46(c), the US NRC put forward an equivalent cladding oxidation criterion as a function of cladding pre-transient hydrogen content. The proposed rulemaking imposes more restrictive and burnup-dependent cladding embrittlement criteria; consequently nearly all the fuel rods in a reactor core need to be analyzed under LOCA conditions to demonstrate compliance to the safety limits. New analysis methods are required to provide a thorough characterization of the reactor core in order to identify the locations of themore » limiting rods as well as to quantify the safety margins under LOCA conditions. With the new analysis method presented in this work, the limiting transient case and the limiting rods can be easily identified to quantify the safety margins in response to the proposed new rulemaking. In this work, the best-estimate plus uncertainty (BEPU) analysis capability for large break LOCA with the new cladding embrittlement criteria using the RELAP5-3D code is established and demonstrated with a reduced set of uncertainty parameters. Both the direct Monte Carlo method and the Wilks’ nonparametric statistical method can be used to perform uncertainty quantification. Wilks’ method has become the de-facto industry standard to perform uncertainty quantification in BEPU LOCA analyses. Despite its widespread adoption by the industry, the use of small sample sizes to infer statement of compliance to the existing 10CFR50.46 rule, has been a major cause of unrealized operational margin in today’s BEPU methods. Moreover the debate on the proper interpretation of the Wilks’ theorem in the context of safety analyses is not fully resolved yet, even more than two decades after its introduction in the frame of safety analyses in the nuclear industry. This represents both a regulatory and application risk in rolling out new methods. With the 10CFR50.46(c) proposed rulemaking, the deficiencies of the Wilks’ approach are further exacerbated. The direct Monte Carlo approach offers a robust alternative to perform uncertainty quantification within the context of BEPU analyses. In this work, the Monte Carlo method is compared with the Wilks’ method in response to the NRC 10CFR50.46(c) proposed rulemaking.« less

A bootstrap method for estimating uncertainty of water quality trends

USGS Publications Warehouse

Hirsch, Robert M.; Archfield, Stacey A.; DeCicco, Laura

2015-01-01

Estimation of the direction and magnitude of trends in surface water quality remains a problem of great scientific and practical interest. The Weighted Regressions on Time, Discharge, and Season (WRTDS) method was recently introduced as an exploratory data analysis tool to provide flexible and robust estimates of water quality trends. This paper enhances the WRTDS method through the introduction of the WRTDS Bootstrap Test (WBT), an extension of WRTDS that quantifies the uncertainty in WRTDS-estimates of water quality trends and offers various ways to visualize and communicate these uncertainties. Monte Carlo experiments are applied to estimate the Type I error probabilities for this method. WBT is compared to other water-quality trend-testing methods appropriate for data sets of one to three decades in length with sampling frequencies of 6–24 observations per year. The software to conduct the test is in the EGRETci R-package.

A Tool for Estimating Variability in Wood Preservative Treatment Retention

Treesearch

Patricia K. Lebow; Adam M. Taylor; Timothy M. Young

2015-01-01

Composite sampling is standard practice for evaluation of preservative retention levels in preservative-treated wood. Current protocols provide an average retention value but no estimate of uncertainty. Here we describe a statistical method for calculating uncertainty estimates using the standard sampling regime with minimal additional chemical analysis. This tool can...

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

NASA Astrophysics Data System (ADS)

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

2006-03-01

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

Evolution of modern approaches to express uncertainty in measurement

NASA Astrophysics Data System (ADS)

Kacker, Raghu; Sommer, Klaus-Dieter; Kessel, Rüdiger

2007-12-01

An object of this paper is to discuss the logical development of the concept of uncertainty in measurement and the methods for its quantification from the classical error analysis to the modern approaches based on the Guide to the Expression of Uncertainty in Measurement (GUM). We review authoritative literature on error analysis and then discuss its limitations which motivated the experts from the International Committee for Weights and Measures (CIPM), the International Bureau of Weights and Measures (BIPM) and various national metrology institutes to develop specific recommendations which form the basis of the GUM. We discuss the new concepts introduced by the GUM and their merits and limitations. The limitations of the GUM led the BIPM Joint Committee on Guides in Metrology to develop an alternative approach—the draft Supplement 1 to the GUM (draft GUM-S1). We discuss the draft GUM-S1 and its merits and limitations. We hope this discussion will lead to a more effective use of the GUM and the draft GUM-S1 and stimulate investigations leading to further improvements in the methods to quantify uncertainty in measurement.

Leak Rate Quantification Method for Gas Pressure Seals with Controlled Pressure Differential

NASA Technical Reports Server (NTRS)

Daniels, Christopher C.; Braun, Minel J.; Oravec, Heather A.; Mather, Janice L.; Taylor, Shawn C.

2015-01-01

An enhancement to the pressure decay leak rate method with mass point analysis solved deficiencies in the standard method. By adding a control system, a constant gas pressure differential across the test article was maintained. As a result, the desired pressure condition was met at the onset of the test, and the mass leak rate and measurement uncertainty were computed in real-time. The data acquisition and control system were programmed to automatically stop when specified criteria were met. Typically, the test was stopped when a specified level of measurement uncertainty was attained. Using silicone O-ring test articles, the new method was compared with the standard method that permitted the downstream pressure to be non-constant atmospheric pressure. The two methods recorded comparable leak rates, but the new method recorded leak rates with significantly lower measurement uncertainty, statistical variance, and test duration. Utilizing this new method in leak rate quantification, projects will reduce cost and schedule, improve test results, and ease interpretation between data sets.

Parameter sensitivity analysis of a 1-D cold region lake model for land-surface schemes

NASA Astrophysics Data System (ADS)

Guerrero, José-Luis; Pernica, Patricia; Wheater, Howard; Mackay, Murray; Spence, Chris

2017-12-01

Lakes might be sentinels of climate change, but the uncertainty in their main feedback to the atmosphere - heat-exchange fluxes - is often not considered within climate models. Additionally, these fluxes are seldom measured, hindering critical evaluation of model output. Analysis of the Canadian Small Lake Model (CSLM), a one-dimensional integral lake model, was performed to assess its ability to reproduce diurnal and seasonal variations in heat fluxes and the sensitivity of simulated fluxes to changes in model parameters, i.e., turbulent transport parameters and the light extinction coefficient (Kd). A C++ open-source software package, Problem Solving environment for Uncertainty Analysis and Design Exploration (PSUADE), was used to perform sensitivity analysis (SA) and identify the parameters that dominate model behavior. The generalized likelihood uncertainty estimation (GLUE) was applied to quantify the fluxes' uncertainty, comparing daily-averaged eddy-covariance observations to the output of CSLM. Seven qualitative and two quantitative SA methods were tested, and the posterior likelihoods of the modeled parameters, obtained from the GLUE analysis, were used to determine the dominant parameters and the uncertainty in the modeled fluxes. Despite the ubiquity of the equifinality issue - different parameter-value combinations yielding equivalent results - the answer to the question was unequivocal: Kd, a measure of how much light penetrates the lake, dominates sensible and latent heat fluxes, and the uncertainty in their estimates is strongly related to the accuracy with which Kd is determined. This is important since accurate and continuous measurements of Kd could reduce modeling uncertainty.

Development of Flight-Test Performance Estimation Techniques for Small Unmanned Aerial Systems

NASA Astrophysics Data System (ADS)

McCrink, Matthew Henry

This dissertation provides a flight-testing framework for assessing the performance of fixed-wing, small-scale unmanned aerial systems (sUAS) by leveraging sub-system models of components unique to these vehicles. The development of the sub-system models, and their links to broader impacts on sUAS performance, is the key contribution of this work. The sub-system modeling and analysis focuses on the vehicle's propulsion, navigation and guidance, and airframe components. Quantification of the uncertainty in the vehicle's power available and control states is essential for assessing the validity of both the methods and results obtained from flight-tests. Therefore, detailed propulsion and navigation system analyses are presented to validate the flight testing methodology. Propulsion system analysis required the development of an analytic model of the propeller in order to predict the power available over a range of flight conditions. The model is based on the blade element momentum (BEM) method. Additional corrections are added to the basic model in order to capture the Reynolds-dependent scale effects unique to sUAS. The model was experimentally validated using a ground based testing apparatus. The BEM predictions and experimental analysis allow for a parameterized model relating the electrical power, measurable during flight, to the power available required for vehicle performance analysis. Navigation system details are presented with a specific focus on the sensors used for state estimation, and the resulting uncertainty in vehicle state. Uncertainty quantification is provided by detailed calibration techniques validated using quasi-static and hardware-in-the-loop (HIL) ground based testing. The HIL methods introduced use a soft real-time flight simulator to provide inertial quality data for assessing overall system performance. Using this tool, the uncertainty in vehicle state estimation based on a range of sensors, and vehicle operational environments is presented. The propulsion and navigation system models are used to evaluate flight-testing methods for evaluating fixed-wing sUAS performance. A brief airframe analysis is presented to provide a foundation for assessing the efficacy of the flight-test methods. The flight-testing presented in this work is focused on validating the aircraft drag polar, zero-lift drag coefficient, and span efficiency factor. Three methods are detailed and evaluated for estimating these design parameters. Specific focus is placed on the influence of propulsion and navigation system uncertainty on the resulting performance data. Performance estimates are used in conjunction with the propulsion model to estimate the impact sensor and measurement uncertainty on the endurance and range of a fixed-wing sUAS. Endurance and range results for a simplistic power available model are compared to the Reynolds-dependent model presented in this work. Additional parameter sensitivity analysis related to state estimation uncertainties encountered in flight-testing are presented. Results from these analyses indicate that the sub-system models introduced in this work are of first-order importance, on the order of 5-10% change in range and endurance, in assessing the performance of a fixed-wing sUAS.

Radiocarbon Analysis to Calculate New End-Member Values for Biomass Burning Source Samples Specific to the Bay Area

NASA Astrophysics Data System (ADS)

Yoon, S.; Kirchstetter, T.; Fairley, D.; Sheesley, R. J.; Tang, X.

2017-12-01

Elemental carbon (EC), also known as black carbon or soot, is an important particulate air pollutant that contributes to climate forcing through absorption of solar radiation and to adverse human health impacts through inhalation. Both fossil fuel combustion and biomass burning, via residential firewood burning, agricultural burning, wild fires, and controlled burns, are significant sources of EC. Our ability to successfully control ambient EC concentrations requires understanding the contribution of these different emission sources. Radiocarbon (14C) analysis has been increasingly used as an apportionment tool to distinguish between EC from fossil fuel and biomass combustion sources. However, there are uncertainties associated with this method including: 1) uncertainty associated with the isolation of EC to be used for radiocarbon analysis (e.g., inclusion of organic carbon, blank contamination, recovery of EC, etc.) 2) uncertainty associated with the radiocarbon signature of the end member. The objective of this research project is to utilize laboratory experiments to evaluate some of these uncertainties, particularly for EC sources that significantly impact the San Francisco Bay Area. Source samples of EC only and a mix of EC and organic carbon (OC) were produced for this study to represent known emission sources and to approximate the mixing of EC and OC that would be present in the atmosphere. These samples include a combination of methane flame soot, various wood smoke samples (i.e. cedar, oak, sugar pine, pine at various ages, etc.), meat cooking, and smoldering cellulose smoke. EC fractions were isolated using a Sunset Laboratory's thermal optical transmittance carbon analyzer. For 14C analysis, samples were sent to Woods Hole Oceanographic Institution for isotope analysis using an accelerated mass spectrometry. End member values and uncertainties for the EC isolation utilizing this method will be reported.

Modelling ecological and human exposure to POPs in Venice lagoon - Part II: Quantitative uncertainty and sensitivity analysis in coupled exposure models.

PubMed

Radomyski, Artur; Giubilato, Elisa; Ciffroy, Philippe; Critto, Andrea; Brochot, Céline; Marcomini, Antonio

2016-11-01

The study is focused on applying uncertainty and sensitivity analysis to support the application and evaluation of large exposure models where a significant number of parameters and complex exposure scenarios might be involved. The recently developed MERLIN-Expo exposure modelling tool was applied to probabilistically assess the ecological and human exposure to PCB 126 and 2,3,7,8-TCDD in the Venice lagoon (Italy). The 'Phytoplankton', 'Aquatic Invertebrate', 'Fish', 'Human intake' and PBPK models available in MERLIN-Expo library were integrated to create a specific food web to dynamically simulate bioaccumulation in various aquatic species and in the human body over individual lifetimes from 1932 until 1998. MERLIN-Expo is a high tier exposure modelling tool allowing propagation of uncertainty on the model predictions through Monte Carlo simulation. Uncertainty in model output can be further apportioned between parameters by applying built-in sensitivity analysis tools. In this study, uncertainty has been extensively addressed in the distribution functions to describe the data input and the effect on model results by applying sensitivity analysis techniques (screening Morris method, regression analysis, and variance-based method EFAST). In the exposure scenario developed for the Lagoon of Venice, the concentrations of 2,3,7,8-TCDD and PCB 126 in human blood turned out to be mainly influenced by a combination of parameters (half-lives of the chemicals, body weight variability, lipid fraction, food assimilation efficiency), physiological processes (uptake/elimination rates), environmental exposure concentrations (sediment, water, food) and eating behaviours (amount of food eaten). In conclusion, this case study demonstrated feasibility of MERLIN-Expo to be successfully employed in integrated, high tier exposure assessment. Copyright © 2016 Elsevier B.V. All rights reserved.

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

Sattison, M.B.; Blackman, H.S.; Novack, S.D.

The Office for Analysis and Evaluation of Operational Data (AEOD) has sought the assistance of the Idaho National Engineering Laboratory (INEL) to make some significant enhancements to the SAPHIRE-based Accident Sequence Precursor (ASP) models recently developed by the INEL. The challenge of this project is to provide the features of a full-scale PRA within the framework of the simplified ASP models. Some of these features include: (1) uncertainty analysis addressing the standard PRA uncertainties and the uncertainties unique to the ASP models and methods, (2) incorporation and proper quantification of individual human actions and the interaction among human actions, (3)more » enhanced treatment of common cause failures, and (4) extension of the ASP models to more closely mimic full-scale PRAs (inclusion of more initiators, explicitly modeling support system failures, etc.). This paper provides an overview of the methods being used to make the above improvements.« less

Latent uncertainties of the precalculated track Monte Carlo method

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

Renaud, Marc-André; Seuntjens, Jan; Roberge, David

Purpose: While significant progress has been made in speeding up Monte Carlo (MC) dose calculation methods, they remain too time-consuming for the purpose of inverse planning. To achieve clinically usable calculation speeds, a precalculated Monte Carlo (PMC) algorithm for proton and electron transport was developed to run on graphics processing units (GPUs). The algorithm utilizes pregenerated particle track data from conventional MC codes for different materials such as water, bone, and lung to produce dose distributions in voxelized phantoms. While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from the limited numbermore » of unique tracks in the pregenerated track bank is missing from the paper. With a proper uncertainty analysis, an optimal number of tracks in the pregenerated track bank can be selected for a desired dose calculation uncertainty. Methods: Particle tracks were pregenerated for electrons and protons using EGSnrc and GEANT4 and saved in a database. The PMC algorithm for track selection, rotation, and transport was implemented on the Compute Unified Device Architecture (CUDA) 4.0 programming framework. PMC dose distributions were calculated in a variety of media and compared to benchmark dose distributions simulated from the corresponding general-purpose MC codes in the same conditions. A latent uncertainty metric was defined and analysis was performed by varying the pregenerated track bank size and the number of simulated primary particle histories and comparing dose values to a “ground truth” benchmark dose distribution calculated to 0.04% average uncertainty in voxels with dose greater than 20% of D{sub max}. Efficiency metrics were calculated against benchmark MC codes on a single CPU core with no variance reduction. Results: Dose distributions generated using PMC and benchmark MC codes were compared and found to be within 2% of each other in voxels with dose values greater than 20% of the maximum dose. In proton calculations, a small (≤1 mm) distance-to-agreement error was observed at the Bragg peak. Latent uncertainty was characterized for electrons and found to follow a Poisson distribution with the number of unique tracks per energy. A track bank of 12 energies and 60000 unique tracks per pregenerated energy in water had a size of 2.4 GB and achieved a latent uncertainty of approximately 1% at an optimal efficiency gain over DOSXYZnrc. Larger track banks produced a lower latent uncertainty at the cost of increased memory consumption. Using an NVIDIA GTX 590, efficiency analysis showed a 807 × efficiency increase over DOSXYZnrc for 16 MeV electrons in water and 508 × for 16 MeV electrons in bone. Conclusions: The PMC method can calculate dose distributions for electrons and protons to a statistical uncertainty of 1% with a large efficiency gain over conventional MC codes. Before performing clinical dose calculations, models to calculate dose contributions from uncharged particles must be implemented. Following the successful implementation of these models, the PMC method will be evaluated as a candidate for inverse planning of modulated electron radiation therapy and scanned proton beams.« less

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

NASA Astrophysics Data System (ADS)

Vesselinov, V. V.; Harp, D.

2010-12-01

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

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

PubMed

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

2016-01-01

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

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

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

Sig Drellack, Lance Prothro

2007-12-01

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

Parameter identification for structural dynamics based on interval analysis algorithm

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

On the quantification and efficient propagation of imprecise probabilities resulting from small datasets

NASA Astrophysics Data System (ADS)

Zhang, Jiaxin; Shields, Michael D.

2018-01-01

This paper addresses the problem of uncertainty quantification and propagation when data for characterizing probability distributions are scarce. We propose a methodology wherein the full uncertainty associated with probability model form and parameter estimation are retained and efficiently propagated. This is achieved by applying the information-theoretic multimodel inference method to identify plausible candidate probability densities and associated probabilities that each method is the best model in the Kullback-Leibler sense. The joint parameter densities for each plausible model are then estimated using Bayes' rule. We then propagate this full set of probability models by estimating an optimal importance sampling density that is representative of all plausible models, propagating this density, and reweighting the samples according to each of the candidate probability models. This is in contrast with conventional methods that try to identify a single probability model that encapsulates the full uncertainty caused by lack of data and consequently underestimate uncertainty. The result is a complete probabilistic description of both aleatory and epistemic uncertainty achieved with several orders of magnitude reduction in computational cost. It is shown how the model can be updated to adaptively accommodate added data and added candidate probability models. The method is applied for uncertainty analysis of plate buckling strength where it is demonstrated how dataset size affects the confidence (or lack thereof) we can place in statistical estimates of response when data are lacking.

Transfer of uncertainty of space-borne high resolution rainfall products at ungauged regions

NASA Astrophysics Data System (ADS)

Tang, Ling

Hydrologically relevant characteristics of high resolution (˜ 0.25 degree, 3 hourly) satellite rainfall uncertainty were derived as a function of season and location using a six year (2002-2007) archive of National Aeronautics and Space Administration (NASA)'s Tropical Rainfall Measuring Mission (TRMM) Multi-satellite Precipitation Analysis (TMPA) precipitation data. The Next Generation Radar (NEXRAD) Stage IV rainfall data over the continental United States was used as ground validation (GV) data. A geostatistical mapping scheme was developed and tested for transfer (i.e., spatial interpolation) of uncertainty information from GV regions to the vast non-GV regions by leveraging the error characterization work carried out in the earlier step. The open question explored here was, "If 'error' is defined on the basis of independent ground validation (GV) data, how are error metrics estimated for a satellite rainfall data product without the need for much extensive GV data?" After a quantitative analysis of the spatial and temporal structure of the satellite rainfall uncertainty, a proof-of-concept geostatistical mapping scheme (based on the kriging method) was evaluated. The idea was to understand how realistic the idea of 'transfer' is for the GPM era. It was found that it was indeed technically possible to transfer error metrics from a gauged to an ungauged location for certain error metrics and that a regionalized error metric scheme for GPM may be possible. The uncertainty transfer scheme based on a commonly used kriging method (ordinary kriging) was then assessed further at various timescales (climatologic, seasonal, monthly and weekly), and as a function of the density of GV coverage. The results indicated that if a transfer scheme for estimating uncertainty metrics was finer than seasonal scale (ranging from 3-6 hourly to weekly-monthly), the effectiveness for uncertainty transfer worsened significantly. Next, a comprehensive assessment of different kriging methods for spatial transfer (interpolation) of error metrics was performed. Three kriging methods for spatial interpolation are compared, which are: ordinary kriging (OK), indicator kriging (IK) and disjunctive kriging (DK). Additional comparison with the simple inverse distance weighting (IDW) method was also performed to quantify the added benefit (if any) of using geostatistical methods. The overall performance ranking of the kriging methods was found to be as follows: OK=DK > IDW > IK. Lastly, various metrics of satellite rainfall uncertainty were identified for two large continental landmasses that share many similar Koppen climate zones, United States and Australia. The dependence of uncertainty as a function of gauge density was then investigated. The investigation revealed that only the first and second ordered moments of error are most amenable to a Koppen-type climate type classification in different continental landmasses.

Retrieval of ice cloud properties using an optimal estimation algorithm and MODIS infrared observations: 1. Forward model, error analysis, and information content

NASA Astrophysics Data System (ADS)

Wang, Chenxi; Platnick, Steven; Zhang, Zhibo; Meyer, Kerry; Yang, Ping

2016-05-01

An optimal estimation (OE) retrieval method is developed to infer three ice cloud properties simultaneously: optical thickness (τ), effective radius (reff), and cloud top height (h). This method is based on a fast radiative transfer (RT) model and infrared (IR) observations from the MODerate resolution Imaging Spectroradiometer (MODIS). This study conducts thorough error and information content analyses to understand the error propagation and performance of retrievals from various MODIS band combinations under different cloud/atmosphere states. Specifically, the algorithm takes into account four error sources: measurement uncertainty, fast RT model uncertainty, uncertainties in ancillary data sets (e.g., atmospheric state), and assumed ice crystal habit uncertainties. It is found that the ancillary and ice crystal habit error sources dominate the MODIS IR retrieval uncertainty and cannot be ignored. The information content analysis shows that for a given ice cloud, the use of four MODIS IR observations is sufficient to retrieve the three cloud properties. However, the selection of MODIS IR bands that provide the most information and their order of importance varies with both the ice cloud properties and the ambient atmospheric and the surface states. As a result, this study suggests the inclusion of all MODIS IR bands in practice since little a priori information is available.

Retrieval of ice cloud properties using an optimal estimation algorithm and MODIS infrared observations. Part I: Forward model, error analysis, and information content.

PubMed

Wang, Chenxi; Platnick, Steven; Zhang, Zhibo; Meyer, Kerry; Yang, Ping

2016-05-27

An optimal estimation (OE) retrieval method is developed to infer three ice cloud properties simultaneously: optical thickness ( τ ), effective radius ( r eff ), and cloud-top height ( h ). This method is based on a fast radiative transfer (RT) model and infrared (IR) observations from the MODerate resolution Imaging Spectroradiometer (MODIS). This study conducts thorough error and information content analyses to understand the error propagation and performance of retrievals from various MODIS band combinations under different cloud/atmosphere states. Specifically, the algorithm takes into account four error sources: measurement uncertainty, fast RT model uncertainty, uncertainties in ancillary datasets (e.g., atmospheric state), and assumed ice crystal habit uncertainties. It is found that the ancillary and ice crystal habit error sources dominate the MODIS IR retrieval uncertainty and cannot be ignored. The information content analysis shows that, for a given ice cloud, the use of four MODIS IR observations is sufficient to retrieve the three cloud properties. However, the selection of MODIS IR bands that provide the most information and their order of importance varies with both the ice cloud properties and the ambient atmospheric and the surface states. As a result, this study suggests the inclusion of all MODIS IR bands in practice since little a priori information is available.

Quantifying acoustic doppler current profiler discharge uncertainty: A Monte Carlo based tool for moving-boat measurements

USGS Publications Warehouse

Mueller, David S.

2017-01-01

This paper presents a method using Monte Carlo simulations for assessing uncertainty of moving-boat acoustic Doppler current profiler (ADCP) discharge measurements using a software tool known as QUant, which was developed for this purpose. Analysis was performed on 10 data sets from four Water Survey of Canada gauging stations in order to evaluate the relative contribution of a range of error sources to the total estimated uncertainty. The factors that differed among data sets included the fraction of unmeasured discharge relative to the total discharge, flow nonuniformity, and operator decisions about instrument programming and measurement cross section. As anticipated, it was found that the estimated uncertainty is dominated by uncertainty of the discharge in the unmeasured areas, highlighting the importance of appropriate selection of the site, the instrument, and the user inputs required to estimate the unmeasured discharge. The main contributor to uncertainty was invalid data, but spatial inhomogeneity in water velocity and bottom-track velocity also contributed, as did variation in the edge velocity, uncertainty in the edge distances, edge coefficients, and the top and bottom extrapolation methods. To a lesser extent, spatial inhomogeneity in the bottom depth also contributed to the total uncertainty, as did uncertainty in the ADCP draft at shallow sites. The estimated uncertainties from QUant can be used to assess the adequacy of standard operating procedures. They also provide quantitative feedback to the ADCP operators about the quality of their measurements, indicating which parameters are contributing most to uncertainty, and perhaps even highlighting ways in which uncertainty can be reduced. Additionally, QUant can be used to account for self-dependent error sources such as heading errors, which are a function of heading. The results demonstrate the importance of a Monte Carlo method tool such as QUant for quantifying random and bias errors when evaluating the uncertainty of moving-boat ADCP measurements.

Report on an Informal Survey of Groundwater Modeling Practitioners About How They Quantify Uncertainty: Which Tools They Use, Why, and Why Not.

NASA Astrophysics Data System (ADS)

Ginn, T. R.; Scheibe, T. D.

2006-12-01

Hydrogeology is among the most data-limited of the earth sciences, so that uncertainty arises in every aspect of subsurface flow and transport modeling, from conceptual model to spatial discretization to parameter values. Thus treatment of uncertainty is unavoidable, and the literature and conference proceedings are replete with approaches, templates, paradigms and such for doing so. However, such tools remain not well used, especially those of the stochastic analytic sort, leading recently to explicit inquiries about why this is the case, in response to which entire journal issues have been dedicated. In an effort to continue this discussion in a constructive way we report on an informal yet extensive survey of hydrogeology practitioners, as the "marketplace" for techniques to deal with uncertainty. We include scientists, engineers, regulators, and others in the survey, that reports on quantitative (or not) methods for uncertainty characterization and analysis, frequency and level of usage, and reasons behind the selection or avoidance of available methods. Results shed light on fruitful directions for future research in uncertainty quantification in hydrogeology.

An efficient Bayesian data-worth analysis using a multilevel Monte Carlo method

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Evans, Katherine

2018-03-01

Improving the understanding of subsurface systems and thus reducing prediction uncertainty requires collection of data. As the collection of subsurface data is costly, it is important that the data collection scheme is cost-effective. Design of a cost-effective data collection scheme, i.e., data-worth analysis, requires quantifying model parameter, prediction, and both current and potential data uncertainties. Assessment of these uncertainties in large-scale stochastic subsurface hydrological model simulations using standard Monte Carlo (MC) sampling or surrogate modeling is extremely computationally intensive, sometimes even infeasible. In this work, we propose an efficient Bayesian data-worth analysis using a multilevel Monte Carlo (MLMC) method. Compared to the standard MC that requires a significantly large number of high-fidelity model executions to achieve a prescribed accuracy in estimating expectations, the MLMC can substantially reduce computational costs using multifidelity approximations. Since the Bayesian data-worth analysis involves a great deal of expectation estimation, the cost saving of the MLMC in the assessment can be outstanding. While the proposed MLMC-based data-worth analysis is broadly applicable, we use it for a highly heterogeneous two-phase subsurface flow simulation to select an optimal candidate data set that gives the largest uncertainty reduction in predicting mass flow rates at four production wells. The choices made by the MLMC estimation are validated by the actual measurements of the potential data, and consistent with the standard MC estimation. But compared to the standard MC, the MLMC greatly reduces the computational costs.

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

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Statistical Analysis of the Uncertainty in Pre-Flight Aerodynamic Database of a Hypersonic Vehicle

NASA Astrophysics Data System (ADS)

Huh, Lynn

The objective of the present research was to develop a new method to derive the aerodynamic coefficients and the associated uncertainties for flight vehicles via post- flight inertial navigation analysis using data from the inertial measurement unit. Statistical estimates of vehicle state and aerodynamic coefficients are derived using Monte Carlo simulation. Trajectory reconstruction using the inertial navigation system (INS) is a simple and well used method. However, deriving realistic uncertainties in the reconstructed state and any associated parameters is not so straight forward. Extended Kalman filters, batch minimum variance estimation and other approaches have been used. However, these methods generally depend on assumed physical models, assumed statistical distributions (usually Gaussian) or have convergence issues for non-linear problems. The approach here assumes no physical models, is applicable to any statistical distribution, and does not have any convergence issues. The new approach obtains the statistics directly from a sufficient number of Monte Carlo samples using only the generally well known gyro and accelerometer specifications and could be applied to the systems of non-linear form and non-Gaussian distribution. When redundant data are available, the set of Monte Carlo simulations are constrained to satisfy the redundant data within the uncertainties specified for the additional data. The proposed method was applied to validate the uncertainty in the pre-flight aerodynamic database of the X-43A Hyper-X research vehicle. In addition to gyro and acceleration data, the actual flight data include redundant measurements of position and velocity from the global positioning system (GPS). The criteria derived from the blend of the GPS and INS accuracy was used to select valid trajectories for statistical analysis. The aerodynamic coefficients were derived from the selected trajectories by either direct extraction method based on the equations in dynamics, or by the inquiry of the pre-flight aerodynamic database. After the application of the proposed method to the case of the X-43A Hyper-X research vehicle, it was found that 1) there were consistent differences in the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis, 2) the pre-flight estimation of the pitching moment coefficients was significantly different from the post-flight analysis, 3) the type of distribution of the states from the Monte Carlo simulation were affected by that of the perturbation parameters, 4) the uncertainties in the pre-flight model were overestimated, 5) the range where the aerodynamic coefficients from the pre-flight aerodynamic database and post-flight analysis are in closest agreement is between Mach *.* and *.* and more data points may be needed between Mach * and ** in the pre-flight aerodynamic database, 6) selection criterion for valid trajectories from the Monte Carlo simulations was mostly driven by the horizontal velocity error, 7) the selection criterion must be based on reasonable model to ensure the validity of the statistics from the proposed method, and 8) the results from the proposed method applied to the two different flights with the identical geometry and similar flight profile were consistent.

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

PubMed

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

2009-01-01

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

Addressing uncertainty in modelling cumulative impacts within maritime spatial planning in the Adriatic and Ionian region.

PubMed

Gissi, Elena; Menegon, Stefano; Sarretta, Alessandro; Appiotti, Federica; Maragno, Denis; Vianello, Andrea; Depellegrin, Daniel; Venier, Chiara; Barbanti, Andrea

2017-01-01

Maritime spatial planning (MSP) is envisaged as a tool to apply an ecosystem-based approach to the marine and coastal realms, aiming at ensuring that the collective pressure of human activities is kept within acceptable limits. Cumulative impacts (CI) assessment can support science-based MSP, in order to understand the existing and potential impacts of human uses on the marine environment. A CI assessment includes several sources of uncertainty that can hinder the correct interpretation of its results if not explicitly incorporated in the decision-making process. This study proposes a three-level methodology to perform a general uncertainty analysis integrated with the CI assessment for MSP, applied to the Adriatic and Ionian Region (AIR). We describe the nature and level of uncertainty with the help of expert judgement and elicitation to include all of the possible sources of uncertainty related to the CI model with assumptions and gaps related to the case-based MSP process in the AIR. Next, we use the results to tailor the global uncertainty analysis to spatially describe the uncertainty distribution and variations of the CI scores dependent on the CI model factors. The results show the variability of the uncertainty in the AIR, with only limited portions robustly identified as the most or the least impacted areas under multiple model factors hypothesis. The results are discussed for the level and type of reliable information and insights they provide to decision-making. The most significant uncertainty factors are identified to facilitate the adaptive MSP process and to establish research priorities to fill knowledge gaps for subsequent planning cycles. The method aims to depict the potential CI effects, as well as the extent and spatial variation of the data and scientific uncertainty; therefore, this method constitutes a suitable tool to inform the potential establishment of the precautionary principle in MSP.

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.

Experimental uncertainty and drag measurements in the national transonic facility

NASA Technical Reports Server (NTRS)

Batill, Stephen M.

1994-01-01

This report documents the results of a study which was conducted in order to establish a framework for the quantitative description of the uncertainty in measurements conducted in the National Transonic Facility (NTF). The importance of uncertainty analysis in both experiment planning and reporting results has grown significantly in the past few years. Various methodologies have been proposed and the engineering community appears to be 'converging' on certain accepted practices. The practical application of these methods to the complex wind tunnel testing environment at the NASA Langley Research Center was based upon terminology and methods established in the American National Standards Institute (ANSI) and the American Society of Mechanical Engineers (ASME) standards. The report overviews this methodology.

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Uncertainty Analysis of Air Radiation for Lunar Return Shock Layers

NASA Technical Reports Server (NTRS)

Kleb, Bil; Johnston, Christopher O.

2008-01-01

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

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

NASA Astrophysics Data System (ADS)

Zahmatkesh, Zahra; Karamouz, Mohammad; Nazif, Sara

2015-09-01

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

A statistical method for lung tumor segmentation uncertainty in PET images based on user inference.

PubMed

Zheng, Chaojie; Wang, Xiuying; Feng, Dagan

2015-01-01

PET has been widely accepted as an effective imaging modality for lung tumor diagnosis and treatment. However, standard criteria for delineating tumor boundary from PET are yet to develop largely due to relatively low quality of PET images, uncertain tumor boundary definition, and variety of tumor characteristics. In this paper, we propose a statistical solution to segmentation uncertainty on the basis of user inference. We firstly define the uncertainty segmentation band on the basis of segmentation probability map constructed from Random Walks (RW) algorithm; and then based on the extracted features of the user inference, we use Principle Component Analysis (PCA) to formulate the statistical model for labeling the uncertainty band. We validated our method on 10 lung PET-CT phantom studies from the public RIDER collections [1] and 16 clinical PET studies where tumors were manually delineated by two experienced radiologists. The methods were validated using Dice similarity coefficient (DSC) to measure the spatial volume overlap. Our method achieved an average DSC of 0.878 ± 0.078 on phantom studies and 0.835 ± 0.039 on clinical studies.

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

PubMed

Kanso, A; Chebbo, G; Tassin, B

2005-01-01

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

Linear, multivariable robust control with a mu perspective

NASA Technical Reports Server (NTRS)

Packard, Andy; Doyle, John; Balas, Gary

1993-01-01

The structured singular value is a linear algebra tool developed to study a particular class of matrix perturbation problems arising in robust feedback control of multivariable systems. These perturbations are called linear fractional, and are a natural way to model many types of uncertainty in linear systems, including state-space parameter uncertainty, multiplicative and additive unmodeled dynamics uncertainty, and coprime factor and gap metric uncertainty. The structured singular value theory provides a natural extension of classical SISO robustness measures and concepts to MIMO systems. The structured singular value analysis, coupled with approximate synthesis methods, make it possible to study the tradeoff between performance and uncertainty that occurs in all feedback systems. In MIMO systems, the complexity of the spatial interactions in the loop gains make it difficult to heuristically quantify the tradeoffs that must occur. This paper examines the role played by the structured singular value (and its computable bounds) in answering these questions, as well as its role in the general robust, multivariable control analysis and design problem.

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

PubMed

Bettencourt da Silva, Ricardo J N

2016-02-01

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

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

NASA Technical Reports Server (NTRS)

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

2008-01-01

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

An evaluation of the treatment of risk and uncertainties in the IPCC reports on climate change.

PubMed

Aven, Terje; Renn, Ortwin

2015-04-01

Few global threats rival global climate change in scale and potential consequence. The principal international authority assessing climate risk is the Intergovernmental Panel on Climate Change (IPCC). Through repeated assessments the IPCC has devoted considerable effort and interdisciplinary competence to articulating a common characterization of climate risk and uncertainties. We have reviewed the assessment and its foundation for the Fifth Assessment Reports published in 2013 and 2014, in particular the guidance note for lead authors of the fifth IPCC assessment report on consistent treatment of uncertainties. Our analysis shows that the work carried out by the ICPP is short of providing a theoretically and conceptually convincing foundation on the treatment of risk and uncertainties. The main reasons for our assessment are: (i) the concept of risk is given a too narrow definition (a function of consequences and probability/likelihood); and (ii) the reports lack precision in delineating their concepts and methods. The goal of this article is to contribute to improving the handling of uncertainty and risk in future IPCC studies, thereby obtaining a more theoretically substantiated characterization as well as enhanced scientific quality for risk analysis in this area. Several suggestions for how to improve the risk and uncertainty treatment are provided. © 2014 Society for Risk Analysis.

Evaluating uncertainty in predicting spatially variable representative elementary scales in fractured aquifers, with application to Turkey Creek Basin, Colorado

USGS Publications Warehouse

Wellman, Tristan P.; Poeter, Eileen P.

2006-01-01

Computational limitations and sparse field data often mandate use of continuum representation for modeling hydrologic processes in large‐scale fractured aquifers. Selecting appropriate element size is of primary importance because continuum approximation is not valid for all scales. The traditional approach is to select elements by identifying a single representative elementary scale (RES) for the region of interest. Recent advances indicate RES may be spatially variable, prompting unanswered questions regarding the ability of sparse data to spatially resolve continuum equivalents in fractured aquifers. We address this uncertainty of estimating RES using two techniques. In one technique we employ data‐conditioned realizations generated by sequential Gaussian simulation. For the other we develop a new approach using conditioned random walks and nonparametric bootstrapping (CRWN). We evaluate the effectiveness of each method under three fracture densities, three data sets, and two groups of RES analysis parameters. In sum, 18 separate RES analyses are evaluated, which indicate RES magnitudes may be reasonably bounded using uncertainty analysis, even for limited data sets and complex fracture structure. In addition, we conduct a field study to estimate RES magnitudes and resulting uncertainty for Turkey Creek Basin, a crystalline fractured rock aquifer located 30 km southwest of Denver, Colorado. Analyses indicate RES does not correlate to rock type or local relief in several instances but is generally lower within incised creek valleys and higher along mountain fronts. Results of this study suggest that (1) CRWN is an effective and computationally efficient method to estimate uncertainty, (2) RES predictions are well constrained using uncertainty analysis, and (3) for aquifers such as Turkey Creek Basin, spatial variability of RES is significant and complex.

Quantifying Groundwater Model Uncertainty

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

Modeling Input Errors to Improve Uncertainty Estimates for Sediment Transport Model Predictions

NASA Astrophysics Data System (ADS)

Jung, J. Y.; Niemann, J. D.; Greimann, B. P.

2016-12-01

Bayesian methods using Markov chain Monte Carlo algorithms have recently been applied to sediment transport models to assess the uncertainty in the model predictions due to the parameter values. Unfortunately, the existing approaches can only attribute overall uncertainty to the parameters. This limitation is critical because no model can produce accurate forecasts if forced with inaccurate input data, even if the model is well founded in physical theory. In this research, an existing Bayesian method is modified to consider the potential errors in input data during the uncertainty evaluation process. The input error is modeled using Gaussian distributions, and the means and standard deviations are treated as uncertain parameters. The proposed approach is tested by coupling it to the Sedimentation and River Hydraulics - One Dimension (SRH-1D) model and simulating a 23-km reach of the Tachia River in Taiwan. The Wu equation in SRH-1D is used for computing the transport capacity for a bed material load of non-cohesive material. Three types of input data are considered uncertain: (1) the input flowrate at the upstream boundary, (2) the water surface elevation at the downstream boundary, and (3) the water surface elevation at a hydraulic structure in the middle of the reach. The benefits of modeling the input errors in the uncertainty analysis are evaluated by comparing the accuracy of the most likely forecast and the coverage of the observed data by the credible intervals to those of the existing method. The results indicate that the internal boundary condition has the largest uncertainty among those considered. Overall, the uncertainty estimates from the new method are notably different from those of the existing method for both the calibration and forecast periods.

Hydraulic Conductivity Estimation using Bayesian Model Averaging and Generalized Parameterization

NASA Astrophysics Data System (ADS)

Tsai, F. T.; Li, X.

2006-12-01

Non-uniqueness in parameterization scheme is an inherent problem in groundwater inverse modeling due to limited data. To cope with the non-uniqueness problem of parameterization, we introduce a Bayesian Model Averaging (BMA) method to integrate a set of selected parameterization methods. The estimation uncertainty in BMA includes the uncertainty in individual parameterization methods as the within-parameterization variance and the uncertainty from using different parameterization methods as the between-parameterization variance. Moreover, the generalized parameterization (GP) method is considered in the geostatistical framework in this study. The GP method aims at increasing the flexibility of parameterization through the combination of a zonation structure and an interpolation method. The use of BMP with GP avoids over-confidence in a single parameterization method. A normalized least-squares estimation (NLSE) is adopted to calculate the posterior probability for each GP. We employee the adjoint state method for the sensitivity analysis on the weighting coefficients in the GP method. The adjoint state method is also applied to the NLSE problem. The proposed methodology is implemented to the Alamitos Barrier Project (ABP) in California, where the spatially distributed hydraulic conductivity is estimated. The optimal weighting coefficients embedded in GP are identified through the maximum likelihood estimation (MLE) where the misfits between the observed and calculated groundwater heads are minimized. The conditional mean and conditional variance of the estimated hydraulic conductivity distribution using BMA are obtained to assess the estimation uncertainty.

Propagation of nuclear data uncertainties for fusion power measurements

NASA Astrophysics Data System (ADS)

Sjöstrand, Henrik; Conroy, Sean; Helgesson, Petter; Hernandez, Solis Augusto; Koning, Arjan; Pomp, Stephan; Rochman, Dimitri

2017-09-01

Neutron measurements using neutron activation systems are an essential part of the diagnostic system at large fusion machines such as JET and ITER. Nuclear data is used to infer the neutron yield. Consequently, high-quality nuclear data is essential for the proper determination of the neutron yield and fusion power. However, uncertainties due to nuclear data are not fully taken into account in uncertainty analysis for neutron yield calibrations using activation foils. This paper investigates the neutron yield uncertainty due to nuclear data using the so-called Total Monte Carlo Method. The work is performed using a detailed MCNP model of the JET fusion machine; the uncertainties due to the cross-sections and angular distributions in JET structural materials, as well as the activation cross-sections in the activation foils, are analysed. It is found that a significant contribution to the neutron yield uncertainty can come from uncertainties in the nuclear data.

Prediction of seismic collapse risk of steel moment frame mid-rise structures by meta-heuristic algorithms

NASA Astrophysics Data System (ADS)

Jough, Fooad Karimi Ghaleh; Şensoy, Serhan

2016-12-01

Different performance levels may be obtained for sideway collapse evaluation of steel moment frames depending on the evaluation procedure used to handle uncertainties. In this article, the process of representing modelling uncertainties, record to record (RTR) variations and cognitive uncertainties for moment resisting steel frames of various heights is discussed in detail. RTR uncertainty is used by incremental dynamic analysis (IDA), modelling uncertainties are considered through backbone curves and hysteresis loops of component, and cognitive uncertainty is presented in three levels of material quality. IDA is used to evaluate RTR uncertainty based on strong ground motion records selected by the k-means algorithm, which is favoured over Monte Carlo selection due to its time saving appeal. Analytical equations of the Response Surface Method are obtained through IDA results by the Cuckoo algorithm, which predicts the mean and standard deviation of the collapse fragility curve. The Takagi-Sugeno-Kang model is used to represent material quality based on the response surface coefficients. Finally, collapse fragility curves with the various sources of uncertainties mentioned are derived through a large number of material quality values and meta variables inferred by the Takagi-Sugeno-Kang fuzzy model based on response surface method coefficients. It is concluded that a better risk management strategy in countries where material quality control is weak, is to account for cognitive uncertainties in fragility curves and the mean annual frequency.

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.

SCALE 6.2 Continuous-Energy TSUNAMI-3D Capabilities

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

Perfetti, Christopher M; Rearden, Bradley T

2015-01-01

The TSUNAMI (Tools for Sensitivity and UNcertainty Analysis Methodology Implementation) capabilities within the SCALE code system make use of sensitivity coefficients for an extensive number of criticality safety applications, such as quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different systems, quantifying computational biases, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved ease of use and fidelity and the desire to extend TSUNAMI analysis to advanced applications have motivated the development of a SCALE 6.2 module for calculating sensitivity coefficients using three-dimensional (3D) continuous-energy (CE) Montemore » Carlo methods: CE TSUNAMI-3D. This paper provides an overview of the theory, implementation, and capabilities of the CE TSUNAMI-3D sensitivity analysis methods. CE TSUNAMI contains two methods for calculating sensitivity coefficients in eigenvalue sensitivity applications: (1) the Iterated Fission Probability (IFP) method and (2) the Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Track length importance CHaracterization (CLUTCH) method. This work also presents the GEneralized Adjoint Response in Monte Carlo method (GEAR-MC), a first-of-its-kind approach for calculating adjoint-weighted, generalized response sensitivity coefficients—such as flux responses or reaction rate ratios—in CE Monte Carlo applications. The accuracy and efficiency of the CE TSUNAMI-3D eigenvalue sensitivity methods are assessed from a user perspective in a companion publication, and the accuracy and features of the CE TSUNAMI-3D GEAR-MC methods are detailed in this paper.« less

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.

A Monte-Carlo game theoretic approach for Multi-Criteria Decision Making under uncertainty

NASA Astrophysics Data System (ADS)

Madani, Kaveh; Lund, Jay R.

2011-05-01

Game theory provides a useful framework for studying Multi-Criteria Decision Making problems. This paper suggests modeling Multi-Criteria Decision Making problems as strategic games and solving them using non-cooperative game theory concepts. The suggested method can be used to prescribe non-dominated solutions and also can be used as a method to predict the outcome of a decision making problem. Non-cooperative stability definitions for solving the games allow consideration of non-cooperative behaviors, often neglected by other methods which assume perfect cooperation among decision makers. To deal with the uncertainty in input variables a Monte-Carlo Game Theory (MCGT) approach is suggested which maps the stochastic problem into many deterministic strategic games. The games are solved using non-cooperative stability definitions and the results include possible effects of uncertainty in input variables on outcomes. The method can handle multi-criteria multi-decision-maker problems with uncertainty. The suggested method does not require criteria weighting, developing a compound decision objective, and accurate quantitative (cardinal) information as it simplifies the decision analysis by solving problems based on qualitative (ordinal) information, reducing the computational burden substantially. The MCGT method is applied to analyze California's Sacramento-San Joaquin Delta problem. The suggested method provides insights, identifies non-dominated alternatives, and predicts likely decision outcomes.

Modeling sustainability in renewable energy supply chain systems

NASA Astrophysics Data System (ADS)

Xie, Fei

This dissertation aims at modeling sustainability of renewable fuel supply chain systems against emerging challenges. In particular, the dissertation focuses on the biofuel supply chain system design, and manages to develop advanced modeling framework and corresponding solution methods in tackling challenges in sustaining biofuel supply chain systems. These challenges include: (1) to integrate "environmental thinking" into the long-term biofuel supply chain planning; (2) to adopt multimodal transportation to mitigate seasonality in biofuel supply chain operations; (3) to provide strategies in hedging against uncertainty from conversion technology; and (4) to develop methodologies in long-term sequential planning of the biofuel supply chain under uncertainties. All models are mixed integer programs, which also involves multi-objective programming method and two-stage/multistage stochastic programming methods. In particular for the long-term sequential planning under uncertainties, to reduce the computational challenges due to the exponential expansion of the scenario tree, I also developed efficient ND-Max method which is more efficient than CPLEX and Nested Decomposition method. Through result analysis of four independent studies, it is found that the proposed modeling frameworks can effectively improve the economic performance, enhance environmental benefits and reduce risks due to systems uncertainties for the biofuel supply chain systems.

Identifying key sources of uncertainty in the modelling of greenhouse gas emissions from wastewater treatment.

PubMed

Sweetapple, Christine; Fu, Guangtao; Butler, David

2013-09-01

This study investigates sources of uncertainty in the modelling of greenhouse gas emissions from wastewater treatment, through the use of local and global sensitivity analysis tools, and contributes to an in-depth understanding of wastewater treatment modelling by revealing critical parameters and parameter interactions. One-factor-at-a-time sensitivity analysis is used to screen model parameters and identify those with significant individual effects on three performance indicators: total greenhouse gas emissions, effluent quality and operational cost. Sobol's method enables identification of parameters with significant higher order effects and of particular parameter pairs to which model outputs are sensitive. Use of a variance-based global sensitivity analysis tool to investigate parameter interactions enables identification of important parameters not revealed in one-factor-at-a-time sensitivity analysis. These interaction effects have not been considered in previous studies and thus provide a better understanding wastewater treatment plant model characterisation. It was found that uncertainty in modelled nitrous oxide emissions is the primary contributor to uncertainty in total greenhouse gas emissions, due largely to the interaction effects of three nitrogen conversion modelling parameters. The higher order effects of these parameters are also shown to be a key source of uncertainty in effluent quality. Copyright © 2013 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Sawicka, Kasia; Heuvelink, Gerard

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

A method for acquiring random range uncertainty probability distributions in proton therapy

NASA Astrophysics Data System (ADS)

Holloway, S. M.; Holloway, M. D.; Thomas, S. J.

2018-01-01

In treatment planning we depend upon accurate knowledge of geometric and range uncertainties. If the uncertainty model is inaccurate then the plan will produce under-dosing of the target and/or overdosing of OAR. We aim to provide a method for which centre and site-specific population range uncertainty due to inter-fraction motion can be quantified to improve the uncertainty model in proton treatment planning. Daily volumetric MVCT data from previously treated radiotherapy patients has been used to investigate inter-fraction changes to water equivalent path-length (WEPL). Daily image-guidance scans were carried out for each patient and corrected for changes in CTV position (using rigid transformations). An effective depth algorithm was used to determine residual range changes, after corrections had been applied, throughout the treatment by comparing WEPL within the CTV at each fraction for several beam angles. As a proof of principle this method was used to quantify uncertainties for inter-fraction range changes for a sample of head and neck patients of Σ=3.39 mm, σ = 4.72 mm and overall mean = -1.82 mm. For prostate Σ=5.64 mm, σ = 5.91 mm and overall mean = 0.98 mm. The choice of beam angle for head and neck did not affect the inter-fraction range error significantly; however this was not the same for prostate. Greater range changes were seen using a lateral beam compared to an anterior beam for prostate due to relative motion of the prostate and femoral heads. A method has been developed to quantify population range changes due to inter-fraction motion that can be adapted for the clinic. The results of this work highlight the importance of robust planning and analysis in proton therapy. Such information could be used in robust optimisation algorithms or treatment plan robustness analysis. Such knowledge will aid in establishing beam start conditions at planning and for establishing adaptive planning protocols.

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

Sensitivity-Uncertainty Based Nuclear Criticality Safety Validation

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

Brown, Forrest B.

2016-09-20

These are slides from a seminar given to the University of Mexico Nuclear Engineering Department. Whisper is a statistical analysis package developed to support nuclear criticality safety validation. It uses the sensitivity profile data for an application as computed by MCNP6 along with covariance files for the nuclear data to determine a baseline upper-subcritical-limit for the application. Whisper and its associated benchmark files are developed and maintained as part of MCNP6, and will be distributed with all future releases of MCNP6. Although sensitivity-uncertainty methods for NCS validation have been under development for 20 years, continuous-energy Monte Carlo codes such asmore » MCNP could not determine the required adjoint-weighted tallies for sensitivity profiles. The recent introduction of the iterated fission probability method into MCNP led to the rapid development of sensitivity analysis capabilities for MCNP6 and the development of Whisper. Sensitivity-uncertainty based methods represent the future for NCS validation – making full use of today’s computer power to codify past approaches based largely on expert judgment. Validation results are defensible, auditable, and repeatable as needed with different assumptions and process models. The new methods can supplement, support, and extend traditional validation approaches.« less

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

NASA Astrophysics Data System (ADS)

Gasore, J.; Prinn, R. G.

2012-12-01

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

Incorporating Uncertainty into Spacecraft Mission and Trajectory Design

NASA Astrophysics Data System (ADS)

Juliana D., Feldhacker

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

Latent uncertainties of the precalculated track Monte Carlo method.

PubMed

Renaud, Marc-André; Roberge, David; Seuntjens, Jan

2015-01-01

While significant progress has been made in speeding up Monte Carlo (MC) dose calculation methods, they remain too time-consuming for the purpose of inverse planning. To achieve clinically usable calculation speeds, a precalculated Monte Carlo (PMC) algorithm for proton and electron transport was developed to run on graphics processing units (GPUs). The algorithm utilizes pregenerated particle track data from conventional MC codes for different materials such as water, bone, and lung to produce dose distributions in voxelized phantoms. While PMC methods have been described in the past, an explicit quantification of the latent uncertainty arising from the limited number of unique tracks in the pregenerated track bank is missing from the paper. With a proper uncertainty analysis, an optimal number of tracks in the pregenerated track bank can be selected for a desired dose calculation uncertainty. Particle tracks were pregenerated for electrons and protons using EGSnrc and geant4 and saved in a database. The PMC algorithm for track selection, rotation, and transport was implemented on the Compute Unified Device Architecture (cuda) 4.0 programming framework. PMC dose distributions were calculated in a variety of media and compared to benchmark dose distributions simulated from the corresponding general-purpose MC codes in the same conditions. A latent uncertainty metric was defined and analysis was performed by varying the pregenerated track bank size and the number of simulated primary particle histories and comparing dose values to a "ground truth" benchmark dose distribution calculated to 0.04% average uncertainty in voxels with dose greater than 20% of Dmax. Efficiency metrics were calculated against benchmark MC codes on a single CPU core with no variance reduction. Dose distributions generated using PMC and benchmark MC codes were compared and found to be within 2% of each other in voxels with dose values greater than 20% of the maximum dose. In proton calculations, a small (≤ 1 mm) distance-to-agreement error was observed at the Bragg peak. Latent uncertainty was characterized for electrons and found to follow a Poisson distribution with the number of unique tracks per energy. A track bank of 12 energies and 60000 unique tracks per pregenerated energy in water had a size of 2.4 GB and achieved a latent uncertainty of approximately 1% at an optimal efficiency gain over DOSXYZnrc. Larger track banks produced a lower latent uncertainty at the cost of increased memory consumption. Using an NVIDIA GTX 590, efficiency analysis showed a 807 × efficiency increase over DOSXYZnrc for 16 MeV electrons in water and 508 × for 16 MeV electrons in bone. The PMC method can calculate dose distributions for electrons and protons to a statistical uncertainty of 1% with a large efficiency gain over conventional MC codes. Before performing clinical dose calculations, models to calculate dose contributions from uncharged particles must be implemented. Following the successful implementation of these models, the PMC method will be evaluated as a candidate for inverse planning of modulated electron radiation therapy and scanned proton beams.

Managing uncertainty in collaborative robotics engineering projects: The influence of task structure and peer interaction

NASA Astrophysics Data System (ADS)

Jordan, Michelle

Uncertainty is ubiquitous in life, and learning is an activity particularly likely to be fraught with uncertainty. Previous research suggests that students and teachers struggle in their attempts to manage the psychological experience of uncertainty and that students often fail to experience uncertainty when uncertainty may be warranted. Yet, few educational researchers have explicitly and systematically observed what students do, their behaviors and strategies, as they attempt to manage the uncertainty they experience during academic tasks. In this study I investigated how students in one fifth grade class managed uncertainty they experienced while engaged in collaborative robotics engineering projects, focusing particularly on how uncertainty management was influenced by task structure and students' interactions with their peer collaborators. The study was initiated at the beginning of instruction related to robotics engineering and preceded through the completion of several long-term collaborative robotics projects, one of which was a design project. I relied primarily on naturalistic observation of group sessions, semi-structured interviews, and collection of artifacts. My data analysis was inductive and interpretive, using qualitative discourse analysis techniques and methods of grounded theory. Three theoretical frameworks influenced the conception and design of this study: community of practice, distributed cognition, and complex adaptive systems theory. Uncertainty was a pervasive experience for the students collaborating in this instructional context. Students experienced uncertainty related to the project activity and uncertainty related to the social system as they collaborated to fulfill the requirements of their robotics engineering projects. They managed their uncertainty through a diverse set of tactics for reducing, ignoring, maintaining, and increasing uncertainty. Students experienced uncertainty from more different sources and used more and different types of uncertainty management strategies in the less structured task setting than in the more structured task setting. Peer interaction was influential because students relied on supportive social response to enact most of their uncertainty management strategies. When students could not garner socially supportive response from their peers, their options for managing uncertainty were greatly reduced.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Multiscale Modeling and Uncertainty Quantification for Nuclear Fuel Performance

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

Estep, Donald; El-Azab, Anter; Pernice, Michael

2017-03-23

In this project, we will address the challenges associated with constructing high fidelity multiscale models of nuclear fuel performance. We (*) propose a novel approach for coupling mesoscale and macroscale models, (*) devise efficient numerical methods for simulating the coupled system, and (*) devise and analyze effective numerical approaches for error and uncertainty quantification for the coupled multiscale system. As an integral part of the project, we will carry out analysis of the effects of upscaling and downscaling, investigate efficient methods for stochastic sensitivity analysis of the individual macroscale and mesoscale models, and carry out a posteriori error analysis formore » computed results. We will pursue development and implementation of solutions in software used at Idaho National Laboratories on models of interest to the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program.« less

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.

Uncertainty Analysis in 3D Equilibrium Reconstruction

DOE PAGES

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

2018-02-21

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

Uncertainty Analysis in 3D Equilibrium Reconstruction

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

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

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

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

NASA Astrophysics Data System (ADS)

Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

2018-03-01

We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

Uncertainty and sensitivity assessments of an agricultural-hydrological model (RZWQM2) using the GLUE method

NASA Astrophysics Data System (ADS)

Sun, Mei; Zhang, Xiaolin; Huo, Zailin; Feng, Shaoyuan; Huang, Guanhua; Mao, Xiaomin

2016-03-01

Quantitatively ascertaining and analyzing the effects of model uncertainty on model reliability is a focal point for agricultural-hydrological models due to more uncertainties of inputs and processes. In this study, the generalized likelihood uncertainty estimation (GLUE) method with Latin hypercube sampling (LHS) was used to evaluate the uncertainty of the RZWQM-DSSAT (RZWQM2) model outputs responses and the sensitivity of 25 parameters related to soil properties, nutrient transport and crop genetics. To avoid the one-sided risk of model prediction caused by using a single calibration criterion, the combined likelihood (CL) function integrated information concerning water, nitrogen, and crop production was introduced in GLUE analysis for the predictions of the following four model output responses: the total amount of water content (T-SWC) and the nitrate nitrogen (T-NIT) within the 1-m soil profile, the seed yields of waxy maize (Y-Maize) and winter wheat (Y-Wheat). In the process of evaluating RZWQM2, measurements and meteorological data were obtained from a field experiment that involved a winter wheat and waxy maize crop rotation system conducted from 2003 to 2004 in southern Beijing. The calibration and validation results indicated that RZWQM2 model can be used to simulate the crop growth and water-nitrogen migration and transformation in wheat-maize crop rotation planting system. The results of uncertainty analysis using of GLUE method showed T-NIT was sensitive to parameters relative to nitrification coefficient, maize growth characteristics on seedling period, wheat vernalization period, and wheat photoperiod. Parameters on soil saturated hydraulic conductivity, nitrogen nitrification and denitrification, and urea hydrolysis played an important role in crop yield component. The prediction errors for RZWQM2 outputs with CL function were relatively lower and uniform compared with other likelihood functions composed of individual calibration criterion. This new and successful application of the GLUE method for determining the uncertainty and sensitivity of the RZWQM2 could provide a reference for the optimization of model parameters with different emphases according to research interests.

Accounting for shared and unshared dosimetric uncertainties in the dose response for ultrasound-detected thyroid nodules after exposure to radioactive fallout.

PubMed

Land, Charles E; Kwon, Deukwoo; Hoffman, F Owen; Moroz, Brian; Drozdovitch, Vladimir; Bouville, André; Beck, Harold; Luckyanov, Nicholas; Weinstock, Robert M; Simon, Steven L

2015-02-01

Dosimetic uncertainties, particularly those that are shared among subgroups of a study population, can bias, distort or reduce the slope or significance of a dose response. Exposure estimates in studies of health risks from environmental radiation exposures are generally highly uncertain and thus, susceptible to these methodological limitations. An analysis was published in 2008 concerning radiation-related thyroid nodule prevalence in a study population of 2,994 villagers under the age of 21 years old between August 1949 and September 1962 and who lived downwind from the Semipalatinsk Nuclear Test Site in Kazakhstan. This dose-response analysis identified a statistically significant association between thyroid nodule prevalence and reconstructed doses of fallout-related internal and external radiation to the thyroid gland; however, the effects of dosimetric uncertainty were not evaluated since the doses were simple point "best estimates". In this work, we revised the 2008 study by a comprehensive treatment of dosimetric uncertainties. Our present analysis improves upon the previous study, specifically by accounting for shared and unshared uncertainties in dose estimation and risk analysis, and differs from the 2008 analysis in the following ways: 1. The study population size was reduced from 2,994 to 2,376 subjects, removing 618 persons with uncertain residence histories; 2. Simulation of multiple population dose sets (vectors) was performed using a two-dimensional Monte Carlo dose estimation method; and 3. A Bayesian model averaging approach was employed for evaluating the dose response, explicitly accounting for large and complex uncertainty in dose estimation. The results were compared against conventional regression techniques. The Bayesian approach utilizes 5,000 independent realizations of population dose vectors, each of which corresponds to a set of conditional individual median internal and external doses for the 2,376 subjects. These 5,000 population dose vectors reflect uncertainties in dosimetric parameters, partly shared and partly independent, among individual members of the study population. Risk estimates for thyroid nodules from internal irradiation were higher than those published in 2008, which results, to the best of our knowledge, from explicitly accounting for dose uncertainty. In contrast to earlier findings, the use of Bayesian methods led to the conclusion that the biological effectiveness for internal and external dose was similar. Estimates of excess relative risk per unit dose (ERR/Gy) for males (177 thyroid nodule cases) were almost 30 times those for females (571 cases) and were similar to those reported for thyroid cancers related to childhood exposures to external and internal sources in other studies. For confirmed cases of papillary thyroid cancers (3 in males, 18 in females), the ERR/Gy was also comparable to risk estimates from other studies, but not significantly different from zero. These findings represent the first reported dose response for a radiation epidemiologic study considering all known sources of shared and unshared errors in dose estimation and using a Bayesian model averaging (BMA) method for analysis of the dose response.

Graph-based urban scene analysis using symbolic data

NASA Astrophysics Data System (ADS)

Moissinac, Henri; Maitre, Henri; Bloch, Isabelle

1995-07-01

A framework is presented for the interpretation of a urban landscape based on the analysis of aerial pictures. This method has been designed for the use of a priori knowledge provided by a geographic map in order to improve the image analysis stage. A coherent final interpretation of the studied area is proposed. It relies on a graph based data structure to modelize the urban landscape, and on a global uncertainty management to evaluate the final confidence we can have in the results presented. This structure and uncertainty management tend to reflect the hierarchy of the available data and the interpretation levels.

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

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

Jennings, Elise; Wolf, Rachel; Sako, Masao

2016-11-09

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

Using expert knowledge to incorporate uncertainty in cause-of-death assignments for modeling of cause-specific mortality

USGS Publications Warehouse

Walsh, Daniel P.; Norton, Andrew S.; Storm, Daniel J.; Van Deelen, Timothy R.; Heisy, Dennis M.

2018-01-01

Implicit and explicit use of expert knowledge to inform ecological analyses is becoming increasingly common because it often represents the sole source of information in many circumstances. Thus, there is a need to develop statistical methods that explicitly incorporate expert knowledge, and can successfully leverage this information while properly accounting for associated uncertainty during analysis. Studies of cause-specific mortality provide an example of implicit use of expert knowledge when causes-of-death are uncertain and assigned based on the observer's knowledge of the most likely cause. To explicitly incorporate this use of expert knowledge and the associated uncertainty, we developed a statistical model for estimating cause-specific mortality using a data augmentation approach within a Bayesian hierarchical framework. Specifically, for each mortality event, we elicited the observer's belief of cause-of-death by having them specify the probability that the death was due to each potential cause. These probabilities were then used as prior predictive values within our framework. This hierarchical framework permitted a simple and rigorous estimation method that was easily modified to include covariate effects and regularizing terms. Although applied to survival analysis, this method can be extended to any event-time analysis with multiple event types, for which there is uncertainty regarding the true outcome. We conducted simulations to determine how our framework compared to traditional approaches that use expert knowledge implicitly and assume that cause-of-death is specified accurately. Simulation results supported the inclusion of observer uncertainty in cause-of-death assignment in modeling of cause-specific mortality to improve model performance and inference. Finally, we applied the statistical model we developed and a traditional method to cause-specific survival data for white-tailed deer, and compared results. We demonstrate that model selection results changed between the two approaches, and incorporating observer knowledge in cause-of-death increased the variability associated with parameter estimates when compared to the traditional approach. These differences between the two approaches can impact reported results, and therefore, it is critical to explicitly incorporate expert knowledge in statistical methods to ensure rigorous inference.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Standardisation of a European measurement method for organic carbon and elemental carbon in ambient air: results of the field trial campaign and the determination of a measurement uncertainty and working range.

PubMed

Brown, Richard J C; Beccaceci, Sonya; Butterfield, David M; Quincey, Paul G; Harris, Peter M; Maggos, Thomas; Panteliadis, Pavlos; John, Astrid; Jedynska, Aleksandra; Kuhlbusch, Thomas A J; Putaud, Jean-Philippe; Karanasiou, Angeliki

2017-10-18

The European Committee for Standardisation (CEN) Technical Committee 264 'Air Quality' has recently produced a standard method for the measurements of organic carbon and elemental carbon in PM 2.5 within its working group 35 in response to the requirements of European Directive 2008/50/EC. It is expected that this method will be used in future by all Member States making measurements of the carbonaceous content of PM 2.5 . This paper details the results of a laboratory and field measurement campaign and the statistical analysis performed to validate the standard method, assess its uncertainty and define its working range to provide clarity and confidence in the underpinning science for future users of the method. The statistical analysis showed that the expanded combined uncertainty for transmittance protocol measurements of OC, EC and TC is expected to be below 25%, at the 95% level of confidence, above filter loadings of 2 μg cm -2 . An estimation of the detection limit of the method for total carbon was 2 μg cm -2 . As a result of the laboratory and field measurement campaign the EUSAAR2 transmittance measurement protocol was chosen as the basis of the standard method EN 16909:2017.

A Python Interface for the Dakota Iterative Systems Analysis Toolkit

NASA Astrophysics Data System (ADS)

Piper, M.; Hutton, E.; Syvitski, J. P.

2016-12-01

Uncertainty quantification is required to improve the accuracy, reliability, and accountability of Earth science models. Dakota is a software toolkit, developed at Sandia National Laboratories, that provides an interface between models and a library of analysis methods, including support for sensitivity analysis, uncertainty quantification, optimization, and calibration techniques. Dakota is a powerful tool, but its learning curve is steep: the user not only must understand the structure and syntax of the Dakota input file, but also must develop intermediate code, called an analysis driver, that allows Dakota to run a model. The CSDMS Dakota interface (CDI) is a Python package that wraps and extends Dakota's user interface. It simplifies the process of configuring and running a Dakota experiment. A user can program to the CDI, allowing a Dakota experiment to be scripted. The CDI creates Dakota input files and provides a generic analysis driver. Any model written in Python that exposes a Basic Model Interface (BMI), as well as any model componentized in the CSDMS modeling framework, automatically works with the CDI. The CDI has a plugin architecture, so models written in other languages, or those that don't expose a BMI, can be accessed by the CDI by programmatically extending a template; an example is provided in the CDI distribution. Currently, six Dakota analysis methods have been implemented for examples from the much larger Dakota library. To demonstrate the CDI, we performed an uncertainty quantification experiment with the HydroTrend hydrological water balance and transport model. In the experiment, we evaluated the response of long-term suspended sediment load at the river mouth (Qs) to uncertainty in two input parameters, annual mean temperature (T) and precipitation (P), over a series of 100-year runs, using the polynomial chaos method. Through Dakota, we calculated moments, local and global (Sobol') sensitivity indices, and probability density and cumulative distribution functions for the response.

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

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

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

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

SCALE Continuous-Energy Eigenvalue Sensitivity Coefficient Calculations

DOE PAGES

Perfetti, Christopher M.; Rearden, Bradley T.; Martin, William R.

2016-02-25

Sensitivity coefficients describe the fractional change in a system response that is induced by changes to system parameters and nuclear data. The Tools for Sensitivity and UNcertainty Analysis Methodology Implementation (TSUNAMI) code within the SCALE code system makes use of eigenvalue sensitivity coefficients for an extensive number of criticality safety applications, including quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different critical systems, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved fidelity and the desire to extend TSUNAMI analysis to advanced applications has motivated the developmentmore » of a methodology for calculating sensitivity coefficients in continuous-energy (CE) Monte Carlo applications. The Contributon-Linked eigenvalue sensitivity/Uncertainty estimation via Tracklength importance CHaracterization (CLUTCH) and Iterated Fission Probability (IFP) eigenvalue sensitivity methods were recently implemented in the CE-KENO framework of the SCALE code system to enable TSUNAMI-3D to perform eigenvalue sensitivity calculations using continuous-energy Monte Carlo methods. This work provides a detailed description of the theory behind the CLUTCH method and describes in detail its implementation. This work explores the improvements in eigenvalue sensitivity coefficient accuracy that can be gained through the use of continuous-energy sensitivity methods and also compares several sensitivity methods in terms of computational efficiency and memory requirements.« less

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

PubMed

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

2013-01-01

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

Potential uncertainty reduction in model-averaged benchmark dose estimates informed by an additional dose study.

PubMed

Shao, Kan; Small, Mitchell J

2011-10-01

A methodology is presented for assessing the information value of an additional dosage experiment in existing bioassay studies. The analysis demonstrates the potential reduction in the uncertainty of toxicity metrics derived from expanded studies, providing insights for future studies. Bayesian methods are used to fit alternative dose-response models using Markov chain Monte Carlo (MCMC) simulation for parameter estimation and Bayesian model averaging (BMA) is used to compare and combine the alternative models. BMA predictions for benchmark dose (BMD) are developed, with uncertainty in these predictions used to derive the lower bound BMDL. The MCMC and BMA results provide a basis for a subsequent Monte Carlo analysis that backcasts the dosage where an additional test group would have been most beneficial in reducing the uncertainty in the BMD prediction, along with the magnitude of the expected uncertainty reduction. Uncertainty reductions are measured in terms of reduced interval widths of predicted BMD values and increases in BMDL values that occur as a result of this reduced uncertainty. The methodology is illustrated using two existing data sets for TCDD carcinogenicity, fitted with two alternative dose-response models (logistic and quantal-linear). The example shows that an additional dose at a relatively high value would have been most effective for reducing the uncertainty in BMA BMD estimates, with predicted reductions in the widths of uncertainty intervals of approximately 30%, and expected increases in BMDL values of 5-10%. The results demonstrate that dose selection for studies that subsequently inform dose-response models can benefit from consideration of how these models will be fit, combined, and interpreted. © 2011 Society for Risk Analysis.

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

USGS Publications Warehouse

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

2015-01-01

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

Analysis of the Uncertainty in Wind Measurements from the Atmospheric Radiation Measurement Doppler Lidar during XPIA: Field Campaign Report

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

Newsom, Rob

2016-03-01

In March and April of 2015, the ARM Doppler lidar that was formerly operated at the Tropical Western Pacific site in Darwin, Australia (S/N 0710-08) was deployed to the Boulder Atmospheric Observatory (BAO) for the eXperimental Planetary boundary-layer Instrument Assessment (XPIA) field campaign. The goal of the XPIA field campaign was to investigate methods of using multiple Doppler lidars to obtain high-resolution three-dimensional measurements of winds and turbulence in the atmospheric boundary layer, and to characterize the uncertainties in these measurements. The ARM Doppler lidar was one of many Doppler lidar systems that participated in this study. During XPIA themore » 300-m tower at the BAO site was instrumented with well-calibrated sonic anemometers at six levels. These sonic anemometers provided highly accurate reference measurements against which the lidars could be compared. Thus, the deployment of the ARM Doppler lidar during XPIA offered a rare opportunity for the ARM program to characterize the uncertainties in their lidar wind measurements. Results of the lidar-tower comparison indicate that the lidar wind speed measurements are essentially unbiased (~1cm s-1), with a random error of approximately 50 cm s-1. Two methods of uncertainty estimation were tested. The first method was found to produce uncertainties that were too low. The second method produced estimates that were more accurate and better indicators of data quality. As of December 2015, the first method is being used by the ARM Doppler lidar wind value-added product (VAP). One outcome of this work will be to update this VAP to use the second method for uncertainty estimation.« less

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.

Measurement uncertainty of the EU methods for microbiological examination of red meat.

PubMed

Corry, Janet E L; Hedges, Alan J; Jarvis, Basil

2007-09-01

Three parallel trials were made of EU methods proposed for the microbiological examination of red meat using two analysts in each of seven laboratories within the UK. The methods involved determination of aerobic colony count (ACC) and Enterobacteriaceae colony count (ECC) using simulated methods and a freeze-dried standardised culture preparation. Trial A was based on a simulated swab test, Trial B a simulated meat excision test and Trial C was a reference test on reconstituted inoculum. Statistical analysis (ANOVA) was carried out before and after rejection of outlying data. Expanded uncertainty values (relative standard deviation x2) for repeatability and reproducibility, based on the log10 cfu/ml, on the ACC ranged from +/-2.1% to +/-2.7% and from +/-5.5% to +/-10.5%, respectively, depending upon the test procedure. Similarly for the ECC, expanded uncertainty estimates for repeatability and reproducibility ranged from +/-4.6% to +/-16.9% and from +/-21.6% to +/-23.5%, respectively. The results are discussed in relation to the potential application of the methods.

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

NASA Technical Reports Server (NTRS)

Dahl, Milo D.; Khavaran, Abbas

2010-01-01

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

Uncertainty associated with the gravimetric measurement of particulate matter concentration in ambient air.

PubMed

Lacey, Ronald E; Faulkner, William Brock

2015-07-01

This work applied a propagation of uncertainty method to typical total suspended particulate (TSP) sampling apparatus in order to estimate the overall measurement uncertainty. The objectives of this study were to estimate the uncertainty for three TSP samplers, develop an uncertainty budget, and determine the sensitivity of the total uncertainty to environmental parameters. The samplers evaluated were the TAMU High Volume TSP Sampler at a nominal volumetric flow rate of 1.42 m3 min(-1) (50 CFM), the TAMU Low Volume TSP Sampler at a nominal volumetric flow rate of 17 L min(-1) (0.6 CFM) and the EPA TSP Sampler at the nominal volumetric flow rates of 1.1 and 1.7 m3 min(-1) (39 and 60 CFM). Under nominal operating conditions the overall measurement uncertainty was found to vary from 6.1x10(-6) g m(-3) to 18.0x10(-6) g m(-3), which represented an uncertainty of 1.7% to 5.2% of the measurement. Analysis of the uncertainty budget determined that three of the instrument parameters contributed significantly to the overall uncertainty: the uncertainty in the pressure drop measurement across the orifice meter during both calibration and testing and the uncertainty of the airflow standard used during calibration of the orifice meter. Five environmental parameters occurring during field measurements were considered for their effect on overall uncertainty: ambient TSP concentration, volumetric airflow rate, ambient temperature, ambient pressure, and ambient relative humidity. Of these, only ambient TSP concentration and volumetric airflow rate were found to have a strong effect on the overall uncertainty. The technique described in this paper can be applied to other measurement systems and is especially useful where there are no methods available to generate these values empirically. This work addresses measurement uncertainty of TSP samplers used in ambient conditions. Estimation of uncertainty in gravimetric measurements is of particular interest, since as ambient particulate matter (PM) concentrations approach regulatory limits, the uncertainty of the measurement is essential in determining the sample size and the probability of type II errors in hypothesis testing. This is an important factor in determining if ambient PM concentrations exceed regulatory limits. The technique described in this paper can be applied to other measurement systems and is especially useful where there are no methods available to generate these values empirically.

Using cost-benefit concepts in design floods improves communication of uncertainty

NASA Astrophysics Data System (ADS)

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

2017-04-01

Flood frequency analysis, i.e. the study of the relationships between the magnitude and the rarity of high flows in a river, is the usual procedure adopted to assess flood hazard, preliminary to the plan/design of flood protection measures. It grounds on the fit of a probability distribution to the peak discharge values recorded in gauging stations and the final estimates over a region are thus affected by uncertainty, due to the limited sample availability and of the possible alternatives in terms of the probabilistic model and the parameter estimation methods used. In the last decade, the scientific community dealt with this issue by developing a number of methods to quantify such uncertainty components. Usually, uncertainty is visually represented through confidence bands, which are easy to understand, but are not yet demonstrated to be useful for design purposes: they usually disorient decision makers, as the design flood is no longer univocally defined, making the decision process undetermined. These considerations motivated the development of the uncertainty-compliant design flood estimator (UNCODE) procedure (Botto et al., 2014) that allows one to select meaningful flood design values accounting for the associated uncertainty by considering additional constraints based on cost-benefit criteria. This method suggests an explicit multiplication factor that corrects the traditional (without uncertainty) design flood estimates to incorporate the effects of uncertainty in the estimate at the same safety level. Even though the UNCODE method was developed for design purposes, it can represent a powerful and robust tool to help clarifying the effects of the uncertainty in statistical estimation. As the process produces increased design flood estimates, this outcome demonstrates how uncertainty leads to more expensive flood protection measures, or insufficiency of current defenses. Moreover, the UNCODE approach can be used to assess the "value" of data, as the costs of flood prevention can get down by reducing uncertainty with longer observed flood records. As the multiplication factor is dimensionless, some examples of application provided show how this approach allows simple comparisons of the effects of uncertainty in different catchments, helping to build ranking procedures for planning purposes. REFERENCES Botto, A., Ganora, D., Laio, F., and Claps, P.: Uncertainty compliant design flood estimation, Water Resources Research, 50, doi:10.1002/2013WR014981, 2014.

Advanced Modeling and Uncertainty Quantification for Flight Dynamics; Interim Results and Challenges

NASA Technical Reports Server (NTRS)

Hyde, David C.; Shweyk, Kamal M.; Brown, Frank; Shah, Gautam

2014-01-01

As part of the NASA Vehicle Systems Safety Technologies (VSST), Assuring Safe and Effective Aircraft Control Under Hazardous Conditions (Technical Challenge #3), an effort is underway within Boeing Research and Technology (BR&T) to address Advanced Modeling and Uncertainty Quantification for Flight Dynamics (VSST1-7). The scope of the effort is to develop and evaluate advanced multidisciplinary flight dynamics modeling techniques, including integrated uncertainties, to facilitate higher fidelity response characterization of current and future aircraft configurations approaching and during loss-of-control conditions. This approach is to incorporate multiple flight dynamics modeling methods for aerodynamics, structures, and propulsion, including experimental, computational, and analytical. Also to be included are techniques for data integration and uncertainty characterization and quantification. This research shall introduce new and updated multidisciplinary modeling and simulation technologies designed to improve the ability to characterize airplane response in off-nominal flight conditions. The research shall also introduce new techniques for uncertainty modeling that will provide a unified database model comprised of multiple sources, as well as an uncertainty bounds database for each data source such that a full vehicle uncertainty analysis is possible even when approaching or beyond Loss of Control boundaries. Methodologies developed as part of this research shall be instrumental in predicting and mitigating loss of control precursors and events directly linked to causal and contributing factors, such as stall, failures, damage, or icing. The tasks will include utilizing the BR&T Water Tunnel to collect static and dynamic data to be compared to the GTM extended WT database, characterizing flight dynamics in off-nominal conditions, developing tools for structural load estimation under dynamic conditions, devising methods for integrating various modeling elements into a real-time simulation capability, generating techniques for uncertainty modeling that draw data from multiple modeling sources, and providing a unified database model that includes nominal plus increments for each flight condition. This paper presents status of testing in the BR&T water tunnel and analysis of the resulting data and efforts to characterize these data using alternative modeling methods. Program challenges and issues are also presented.

Retrieval of ice cloud properties using an optimal estimation algorithm and MODIS infrared observations. Part I: Forward model, error analysis, and information content

PubMed Central

Wang, Chenxi; Platnick, Steven; Zhang, Zhibo; Meyer, Kerry; Yang, Ping

2018-01-01

An optimal estimation (OE) retrieval method is developed to infer three ice cloud properties simultaneously: optical thickness (τ), effective radius (reff), and cloud-top height (h). This method is based on a fast radiative transfer (RT) model and infrared (IR) observations from the MODerate resolution Imaging Spectroradiometer (MODIS). This study conducts thorough error and information content analyses to understand the error propagation and performance of retrievals from various MODIS band combinations under different cloud/atmosphere states. Specifically, the algorithm takes into account four error sources: measurement uncertainty, fast RT model uncertainty, uncertainties in ancillary datasets (e.g., atmospheric state), and assumed ice crystal habit uncertainties. It is found that the ancillary and ice crystal habit error sources dominate the MODIS IR retrieval uncertainty and cannot be ignored. The information content analysis shows that, for a given ice cloud, the use of four MODIS IR observations is sufficient to retrieve the three cloud properties. However, the selection of MODIS IR bands that provide the most information and their order of importance varies with both the ice cloud properties and the ambient atmospheric and the surface states. As a result, this study suggests the inclusion of all MODIS IR bands in practice since little a priori information is available. PMID:29707470

Retrieval of Ice Cloud Properties Using an Optimal Estimation Algorithm and MODIS Infrared Observations. Part I: Forward Model, Error Analysis, and Information Content

NASA Technical Reports Server (NTRS)

Wang, Chenxi; Platnick, Steven; Zhang, Zhibo; Meyer, Kerry; Yang, Ping

2016-01-01

An optimal estimation (OE) retrieval method is developed to infer three ice cloud properties simultaneously: optical thickness (tau), effective radius (r(sub eff)), and cloud-top height (h). This method is based on a fast radiative transfer (RT) model and infrared (IR) observations from the MODerate resolution Imaging Spectroradiometer (MODIS). This study conducts thorough error and information content analyses to understand the error propagation and performance of retrievals from various MODIS band combinations under different cloud/atmosphere states. Specifically, the algorithm takes into account four error sources: measurement uncertainty, fast RT model uncertainty, uncertainties in ancillary datasets (e.g., atmospheric state), and assumed ice crystal habit uncertainties. It is found that the ancillary and ice crystal habit error sources dominate the MODIS IR retrieval uncertainty and cannot be ignored. The information content analysis shows that, for a given ice cloud, the use of four MODIS IR observations is sufficient to retrieve the three cloud properties. However, the selection of MODIS IR bands that provide the most information and their order of importance varies with both the ice cloud properties and the ambient atmospheric and the surface states. As a result, this study suggests the inclusion of all MODIS IR bands in practice since little a priori information is available.

Retrieval of Ice Cloud Properties Using an Optimal Estimation Algorithm and MODIS Infrared Observations. Part I: Forward Model, Error Analysis, and Information Content

NASA Technical Reports Server (NTRS)

Wang, Chenxi; Platnick, Steven; Zhang, Zhibo; Meyer, Kerry; Yang, Ping

2016-01-01

An optimal estimation (OE) retrieval method is developed to infer three ice cloud properties simultaneously: optical thickness (tau), effective radius (r(sub eff)), and cloud top height (h). This method is based on a fast radiative transfer (RT) model and infrared (IR) observations from the MODerate resolution Imaging Spectroradiometer (MODIS). This study conducts thorough error and information content analyses to understand the error propagation and performance of retrievals from various MODIS band combinations under different cloud/atmosphere states. Specifically, the algorithm takes into account four error sources: measurement uncertainty, fast RT model uncertainty, uncertainties in ancillary data sets (e.g., atmospheric state), and assumed ice crystal habit uncertainties. It is found that the ancillary and ice crystal habit error sources dominate the MODIS IR retrieval uncertainty and cannot be ignored. The information content analysis shows that for a given ice cloud, the use of four MODIS IR observations is sufficient to retrieve the three cloud properties. However, the selection of MODIS IR bands that provide the most information and their order of importance varies with both the ice cloud properties and the ambient atmospheric and the surface states. As a result, this study suggests the inclusion of all MODIS IR bands in practice since little a priori information is available.

Balance Calibration – A Method for Assigning a Direct-Reading Uncertainty to an Electronic Balance.

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

Mike Stears

2010-07-01

Paper Title: Balance Calibration – A method for assigning a direct-reading uncertainty to an electronic balance. Intended Audience: Those who calibrate or use electronic balances. Abstract: As a calibration facility, we provide on-site (at the customer’s location) calibrations of electronic balances for customers within our company. In our experience, most of our customers are not using their balance as a comparator, but simply putting an unknown quantity on the balance and reading the displayed mass value. Manufacturer’s specifications for balances typically include specifications such as readability, repeatability, linearity, and sensitivity temperature drift, but what does this all mean when themore » balance user simply reads the displayed mass value and accepts the reading as the true value? This paper discusses a method for assigning a direct-reading uncertainty to a balance based upon the observed calibration data and the environment where the balance is being used. The method requires input from the customer regarding the environment where the balance is used and encourages discussion with the customer regarding sources of uncertainty and possible means for improvement; the calibration process becomes an educational opportunity for the balance user as well as calibration personnel. This paper will cover the uncertainty analysis applied to the calibration weights used for the field calibration of balances; the uncertainty is calculated over the range of environmental conditions typically encountered in the field and the resulting range of air density. The temperature stability in the area of the balance is discussed with the customer and the temperature range over which the balance calibration is valid is decided upon; the decision is based upon the uncertainty needs of the customer and the desired rigor in monitoring by the customer. Once the environmental limitations are decided, the calibration is performed and the measurement data is entered into a custom spreadsheet. The spreadsheet uses measurement results, along with the manufacturer’s specifications, to assign a direct-read measurement uncertainty to the balance. The fact that the assigned uncertainty is a best-case uncertainty is discussed with the customer; the assigned uncertainty contains no allowance for contributions associated with the unknown weighing sample, such as density, static charges, magnetism, etc. The attendee will learn uncertainty considerations associated with balance calibrations along with one method for assigning an uncertainty to a balance used for non-comparison measurements.« less

Quantitative analysis of trace levels of surface contamination by X-ray photoelectron spectroscopy Part I: statistical uncertainty near the detection limit.

PubMed

Hill, Shannon B; Faradzhev, Nadir S; Powell, Cedric J

2017-12-01

We discuss the problem of quantifying common sources of statistical uncertainties for analyses of trace levels of surface contamination using X-ray photoelectron spectroscopy. We examine the propagation of error for peak-area measurements using common forms of linear and polynomial background subtraction including the correlation of points used to determine both background and peak areas. This correlation has been neglected in previous analyses, but we show that it contributes significantly to the peak-area uncertainty near the detection limit. We introduce the concept of relative background subtraction variance (RBSV) which quantifies the uncertainty introduced by the method of background determination relative to the uncertainty of the background area itself. The uncertainties of the peak area and atomic concentration and of the detection limit are expressed using the RBSV, which separates the contributions from the acquisition parameters, the background-determination method, and the properties of the measured spectrum. These results are then combined to find acquisition strategies that minimize the total measurement time needed to achieve a desired detection limit or atomic-percentage uncertainty for a particular trace element. Minimization of data-acquisition time is important for samples that are sensitive to x-ray dose and also for laboratories that need to optimize throughput.

High accuracy method for the application of isotope dilution to gas chromatography/mass spectrometric analysis of gases.

PubMed

Milton, Martin J T; Wang, Jian

2003-01-01

A new isotope dilution mass spectrometry (IDMS) method for high-accuracy quantitative analysis of gases has been developed and validated by the analysis of standard mixtures of carbon dioxide in nitrogen. The method does not require certified isotopic reference materials and does not require direct measurements of the highly enriched spike. The relative uncertainty of the method is shown to be 0.2%. Reproduced with the permission of Her Majesty's Stationery Office. Copyright Crown copyright 2003.

Uncertainty modelling of real-time observation of a moving object: photogrammetric measurements

NASA Astrophysics Data System (ADS)

Ulrich, Thomas

2015-04-01

Photogrametric systems are widely used in the field of industrial metrology to measure kinematic tasks such as tracking robot movements. In order to assess spatiotemporal deviations of a kinematic movement, it is crucial to have a reliable uncertainty of the kinematic measurements. Common methods to evaluate the uncertainty in kinematic measurements include approximations specified by the manufactures, various analytical adjustment methods and Kalman filters. Here a hybrid system estimator in conjunction with a kinematic measurement model is applied. This method can be applied to processes which include various types of kinematic behaviour, constant velocity, variable acceleration or variable turn rates. Additionally, it has been shown that the approach is in accordance with GUM (Guide to the Expression of Uncertainty in Measurement). The approach is compared to the Kalman filter using simulated data to achieve an overall error calculation. Furthermore, the new approach is used for the analysis of a rotating system as this system has both a constant and a variable turn rate. As the new approach reduces overshoots it is more appropriate for analysing kinematic processes than the Kalman filter. In comparison with the manufacturer’s approximations, the new approach takes account of kinematic behaviour, with an improved description of the real measurement process. Therefore, this approach is well-suited to the analysis of kinematic processes with unknown changes in kinematic behaviour.

Non-intrusive torque measurement for rotating shafts using optical sensing of zebra-tapes

NASA Astrophysics Data System (ADS)

Zappalá, D.; Bezziccheri, M.; Crabtree, C. J.; Paone, N.

2018-06-01

Non-intrusive, reliable and precise torque measurement is critical to dynamic performance monitoring, control and condition monitoring of rotating mechanical systems. This paper presents a novel, contactless torque measurement system consisting of two shaft-mounted zebra tapes and two optical sensors mounted on stationary rigid supports. Unlike conventional torque measurement methods, the proposed system does not require costly embedded sensors or shaft-mounted electronics. Moreover, its non-intrusive nature, adaptable design, simple installation and low cost make it suitable for a large variety of advanced engineering applications. Torque measurement is achieved by estimating the shaft twist angle through analysis of zebra tape pulse train time shifts. This paper presents and compares two signal processing methods for torque measurement: rising edge detection and cross-correlation. The performance of the proposed system has been proven experimentally under both static and variable conditions and both processing approaches show good agreement with reference measurements from an in-line, invasive torque transducer. Measurement uncertainty has been estimated according to the ISO GUM (Guide to the expression of uncertainty in measurement). Type A analysis of experimental data has provided an expanded uncertainty relative to the system full-scale torque of  ±0.30% and  ±0.86% for the rising edge and cross-correlation approaches, respectively. Statistical simulations performed by the Monte Carlo method have provided, in the worst case, an expanded uncertainty of  ±1.19%.

Analysis of algal bloom risk with uncertainties in lakes by integrating self-organizing map and fuzzy information theory.

PubMed

Chen, Qiuwen; Rui, Han; Li, Weifeng; Zhang, Yanhui

2014-06-01

Algal blooms are a serious problem in waters, which damage aquatic ecosystems and threaten drinking water safety. However, the outbreak mechanism of algal blooms is very complex with great uncertainty, especially for large water bodies where environmental conditions have obvious variation in both space and time. This study developed an innovative method which integrated a self-organizing map (SOM) and fuzzy information diffusion theory to comprehensively analyze algal bloom risks with uncertainties. The Lake Taihu was taken as study case and the long-term (2004-2010) on-site monitoring data were used. The results showed that algal blooms in Taihu Lake were classified into four categories and exhibited obvious spatial-temporal patterns. The lake was mainly characterized by moderate bloom but had high uncertainty, whereas severe blooms with low uncertainty were observed in the northwest part of the lake. The study gives insight on the spatial-temporal dynamics of algal blooms, and should help government and decision-makers outline policies and practices on bloom monitoring and prevention. The developed method provides a promising approach to estimate algal bloom risks under uncertainties. Copyright © 2014 Elsevier B.V. All rights reserved.

A new algorithm for five-hole probe calibration, data reduction, and uncertainty analysis

NASA Technical Reports Server (NTRS)

Reichert, Bruce A.; Wendt, Bruce J.

1994-01-01

A new algorithm for five-hole probe calibration and data reduction using a non-nulling method is developed. The significant features of the algorithm are: (1) two components of the unit vector in the flow direction replace pitch and yaw angles as flow direction variables; and (2) symmetry rules are developed that greatly simplify Taylor's series representations of the calibration data. In data reduction, four pressure coefficients allow total pressure, static pressure, and flow direction to be calculated directly. The new algorithm's simplicity permits an analytical treatment of the propagation of uncertainty in five-hole probe measurement. The objectives of the uncertainty analysis are to quantify uncertainty of five-hole results (e.g., total pressure, static pressure, and flow direction) and determine the dependence of the result uncertainty on the uncertainty of all underlying experimental and calibration measurands. This study outlines a general procedure that other researchers may use to determine five-hole probe result uncertainty and provides guidance to improve measurement technique. The new algorithm is applied to calibrate and reduce data from a rake of five-hole probes. Here, ten individual probes are mounted on a single probe shaft and used simultaneously. Use of this probe is made practical by the simplicity afforded by this algorithm.

Investigation of Biotransport in a Tumor With Uncertain Material Properties Using a Nonintrusive Spectral Uncertainty Quantification Method.

PubMed

Alexanderian, Alen; Zhu, Liang; Salloum, Maher; Ma, Ronghui; Yu, Meilin

2017-09-01

In this study, statistical models are developed for modeling uncertain heterogeneous permeability and porosity in tumors, and the resulting uncertainties in pressure and velocity fields during an intratumoral injection are quantified using a nonintrusive spectral uncertainty quantification (UQ) method. Specifically, the uncertain permeability is modeled as a log-Gaussian random field, represented using a truncated Karhunen-Lòeve (KL) expansion, and the uncertain porosity is modeled as a log-normal random variable. The efficacy of the developed statistical models is validated by simulating the concentration fields with permeability and porosity of different uncertainty levels. The irregularity in the concentration field bears reasonable visual agreement with that in MicroCT images from experiments. The pressure and velocity fields are represented using polynomial chaos (PC) expansions to enable efficient computation of their statistical properties. The coefficients in the PC expansion are computed using a nonintrusive spectral projection method with the Smolyak sparse quadrature. The developed UQ approach is then used to quantify the uncertainties in the random pressure and velocity fields. A global sensitivity analysis is also performed to assess the contribution of individual KL modes of the log-permeability field to the total variance of the pressure field. It is demonstrated that the developed UQ approach can effectively quantify the flow uncertainties induced by uncertain material properties of the tumor.

Evaluation of soil water stable isotope analysis by H2O(liquid)-H2O(vapor) equilibration method

NASA Astrophysics Data System (ADS)

Gralher, Benjamin; Stumpp, Christine

2014-05-01

Environmental tracers like stable isotopes of water (δ18O, δ2H) have proven to be valuable tools to study water flow and transport processes in soils. Recently, a new technique for soil water isotope analysis has been developed that employs a vapor phase being in isothermal equilibrium with the liquid phase of interest. This has increased the potential application of water stable isotopes in unsaturated zone studies as it supersedes laborious extraction of soil water. However, uncertainties of analysis and influencing factors need to be considered. Therefore, the objective of this study was to evaluate different methodologies of analysing stable isotopes in soil water in order to reduce measurement uncertainty. The methodologies included different preparation procedures of soil cores for equilibration of vapor and soil water as well as raw data correction. Two different inflatable sample containers (freezer bags, bags containing a metal layer) and equilibration atmospheres (N2, dry air) were tested. The results showed that uncertainties for δ18O were higher compared to δ2H that cannot be attributed to any specific detail of the processing routine. Particularly, soil samples with high contents of organic matter showed an apparent isotope enrichment which is indicative for fractionation due to evaporation. However, comparison of water samples obtained from suction cups with the local meteoric water line indicated negligible fractionation processes in the investigated soils. Therefore, a method was developed to correct the raw data reducing the uncertainties of the analysis.. We conclude that the evaluated method is advantageous over traditional methods regarding simplicity, resource requirements and sample throughput but careful consideration needs to be made regarding sample handling and data processing. Thus, stable isotopes of water are still a good tool to determine water flow and transport processes in the unsaturated zone.

Assessment the impact of samplers change on the uncertainty related to geothermalwater sampling

NASA Astrophysics Data System (ADS)

Wątor, Katarzyna; Mika, Anna; Sekuła, Klaudia; Kmiecik, Ewa

2018-02-01

The aim of this study is to assess the impact of samplers change on the uncertainty associated with the process of the geothermal water sampling. The study was carried out on geothermal water exploited in Podhale region, southern Poland (Małopolska province). To estimate the uncertainty associated with sampling the results of determinations of metasilicic acid (H2SiO3) in normal and duplicate samples collected in two series were used (in each series the samples were collected by qualified sampler). Chemical analyses were performed using ICP-OES method in the certified Hydrogeochemical Laboratory of the Hydrogeology and Engineering Geology Department at the AGH University of Science and Technology in Krakow (Certificate of Polish Centre for Accreditation No. AB 1050). To evaluate the uncertainty arising from sampling the empirical approach was implemented, based on double analysis of normal and duplicate samples taken from the same well in the series of testing. The analyses of the results were done using ROBAN software based on technique of robust statistics analysis of variance (rANOVA). Conducted research proved that in the case of qualified and experienced samplers uncertainty connected with the sampling can be reduced what results in small measurement uncertainty.

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.

Operationalising uncertainty in data and models for integrated water resources management.

PubMed

Blind, M W; Refsgaard, J C

2007-01-01

Key sources of uncertainty of importance for water resources management are (1) uncertainty in data; (2) uncertainty related to hydrological models (parameter values, model technique, model structure); and (3) uncertainty related to the context and the framing of the decision-making process. The European funded project 'Harmonised techniques and representative river basin data for assessment and use of uncertainty information in integrated water management (HarmoniRiB)' has resulted in a range of tools and methods to assess such uncertainties, focusing on items (1) and (2). The project also engaged in a number of discussions surrounding uncertainty and risk assessment in support of decision-making in water management. Based on the project's results and experiences, and on the subsequent discussions a number of conclusions can be drawn on the future needs for successful adoption of uncertainty analysis in decision support. These conclusions range from additional scientific research on specific uncertainties, dedicated guidelines for operational use to capacity building at all levels. The purpose of this paper is to elaborate on these conclusions and anchoring them in the broad objective of making uncertainty and risk assessment an essential and natural part in future decision-making processes.

Uncertainty of rotating shadowband irradiometers and Si-pyranometers including the spectral irradiance error

NASA Astrophysics Data System (ADS)

Wilbert, Stefan; Kleindiek, Stefan; Nouri, Bijan; Geuder, Norbert; Habte, Aron; Schwandt, Marko; Vignola, Frank

2016-05-01

Concentrating solar power projects require accurate direct normal irradiance (DNI) data including uncertainty specifications for plant layout and cost calculations. Ground measured data are necessary to obtain the required level of accuracy and are often obtained with Rotating Shadowband Irradiometers (RSI) that use photodiode pyranometers and correction functions to account for systematic effects. The uncertainty of Si-pyranometers has been investigated, but so far basically empirical studies were published or decisive uncertainty influences had to be estimated based on experience in analytical studies. One of the most crucial estimated influences is the spectral irradiance error because Si-photodiode-pyranometers only detect visible and color infrared radiation and have a spectral response that varies strongly within this wavelength interval. Furthermore, analytic studies did not discuss the role of correction functions and the uncertainty introduced by imperfect shading. In order to further improve the bankability of RSI and Si-pyranometer data, a detailed uncertainty analysis following the Guide to the Expression of Uncertainty in Measurement (GUM) has been carried out. The study defines a method for the derivation of the spectral error and spectral uncertainties and presents quantitative values of the spectral and overall uncertainties. Data from the PSA station in southern Spain was selected for the analysis. Average standard uncertainties for corrected 10 min data of 2 % for global horizontal irradiance (GHI), and 2.9 % for DNI (for GHI and DNI over 300 W/m²) were found for the 2012 yearly dataset when separate GHI and DHI calibration constants were used. Also the uncertainty in 1 min resolution was analyzed. The effect of correction functions is significant. The uncertainties found in this study are consistent with results of previous empirical studies.

Uncertainty of Rotating Shadowband Irradiometers and Si-Pyranometers Including the Spectral Irradiance Error

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

Wilbert, Stefan; Kleindiek, Stefan; Nouri, Bijan

2016-05-31

Concentrating solar power projects require accurate direct normal irradiance (DNI) data including uncertainty specifications for plant layout and cost calculations. Ground measured data are necessary to obtain the required level of accuracy and are often obtained with Rotating Shadowband Irradiometers (RSI) that use photodiode pyranometers and correction functions to account for systematic effects. The uncertainty of Si-pyranometers has been investigated, but so far basically empirical studies were published or decisive uncertainty influences had to be estimated based on experience in analytical studies. One of the most crucial estimated influences is the spectral irradiance error because Si-photodiode-pyranometers only detect visible andmore » color infrared radiation and have a spectral response that varies strongly within this wavelength interval. Furthermore, analytic studies did not discuss the role of correction functions and the uncertainty introduced by imperfect shading. In order to further improve the bankability of RSI and Si-pyranometer data, a detailed uncertainty analysis following the Guide to the Expression of Uncertainty in Measurement (GUM) has been carried out. The study defines a method for the derivation of the spectral error and spectral uncertainties and presents quantitative values of the spectral and overall uncertainties. Data from the PSA station in southern Spain was selected for the analysis. Average standard uncertainties for corrected 10 min data of 2% for global horizontal irradiance (GHI), and 2.9% for DNI (for GHI and DNI over 300 W/m2) were found for the 2012 yearly dataset when separate GHI and DHI calibration constants were used. Also the uncertainty in 1 min resolution was analyzed. The effect of correction functions is significant. The uncertainties found in this study are consistent with results of previous empirical studies.« less

Communicating the Uncertainty in Greenhouse Gas Emissions from Agriculture

NASA Astrophysics Data System (ADS)

Milne, Alice; Glendining, Margaret; Perryman, Sarah; Whitmore, Andy

2014-05-01

Effective communication of the uncertainty in estimates of greenhouse gas emissions is important. It allows an individual, whether they are a scientist, policy maker or member of the public, to draw proper conclusions and so make sound decisions. Communicating uncertainty is challenging, however. There is no single best method for communicating uncertainty and the success of a particular method will depend on the subject matter and the target audience. Our interest is in communicating the uncertainty in estimates of greenhouse gas emissions from agriculture to those who might directly use the results from a national inventory. We tested six methods of communication. These were: calibrated phrases such as 'very uncertain' and 'likely'; probabilities, whereby the probability of being within a defined range of values is given; confidence intervals for the expected value; histograms; box plots and shaded arrays. We asked 64 individuals who use results from the greenhouse gas inventory for their opinions on how successfully these methods communicated uncertainty. We analysed the results to see which methods were preferred and to see whether this preference was affected either by the professional group to which individuals belonged or the level of mathematics to which they were educated. The professional groups represented in our study were categorised as (i) those who influence policy (ii) research scientists (iii) those representing the environment and (iv) those representing the agricultural industry. The responses to our questionnaire were varied but some clear messages came through. Our analysis showed that although calibrated phrases were thought to be a good method of communication they did not convey enough information and were open to misinterpretation. Shaded arrays were similarly criticized for being open to misinterpretation, but proved to give the best indication of uncertainty when individuals were asked to interpret results from the greenhouse gas inventory. Box plots were favoured by a majority of our participants but this result was driven by those with a better understanding of maths. We concluded that the methods chosen to communicate uncertainty in greenhouse gas emissions should be influenced by professional and mathematical background of the end-user. We propose that boxplots annotated with summary statistics such as mean, median, 2.5th and 97.5th percentiles provide a sound method for communicating uncertainty to research scientists as these individuals tend to be familiar with these methods. End-users from other groups may not be so familiar with these methods and so a combination of intuitive methods such as calibrated phrases and shaded arrays with numerate methods would be better suited. Ideally these individuals should be presented with the intuitive qualitative methods with the option to consider a more quantitative description, perhaps presented in an appendix.

Understanding Climate Uncertainty with an Ocean Focus

NASA Astrophysics Data System (ADS)

Tokmakian, R. T.

2009-12-01

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

Negotiating uncertainty: the transitional process of adapting to life with HIV.

PubMed

Perrett, Stephanie E; Biley, Francis C

2013-01-01

Glaser's (1978) grounded-theory method was used to investigate the transitional process of adapting to life with HIV. Semistructured interviews took place with 8 male HIV-infected participants recruited from a clinic in South Wales, United Kingdom. Data analysis used open, substantive, and theoretical coding. Adapting to a life with HIV infection emerged as a process of adapting to uncertainty with "negotiating uncertainty" as a core concept. Seven subcategories represented movements between bipolar opposites labeled "anticipating hopelessness" and "regaining optimism." This work progresses the theoretical concepts of transitions, uncertainty, and adaptation in relation to the HIV experience. Copyright © 2013 Association of Nurses in AIDS Care. Published by Elsevier Inc. All rights reserved.

Good practices for quantitative bias analysis.

PubMed

Lash, Timothy L; Fox, Matthew P; MacLehose, Richard F; Maldonado, George; McCandless, Lawrence C; Greenland, Sander

2014-12-01

Quantitative bias analysis serves several objectives in epidemiological research. First, it provides a quantitative estimate of the direction, magnitude and uncertainty arising from systematic errors. Second, the acts of identifying sources of systematic error, writing down models to quantify them, assigning values to the bias parameters and interpreting the results combat the human tendency towards overconfidence in research results, syntheses and critiques and the inferences that rest upon them. Finally, by suggesting aspects that dominate uncertainty in a particular research result or topic area, bias analysis can guide efficient allocation of sparse research resources. The fundamental methods of bias analyses have been known for decades, and there have been calls for more widespread use for nearly as long. There was a time when some believed that bias analyses were rarely undertaken because the methods were not widely known and because automated computing tools were not readily available to implement the methods. These shortcomings have been largely resolved. We must, therefore, contemplate other barriers to implementation. One possibility is that practitioners avoid the analyses because they lack confidence in the practice of bias analysis. The purpose of this paper is therefore to describe what we view as good practices for applying quantitative bias analysis to epidemiological data, directed towards those familiar with the methods. We focus on answering questions often posed to those of us who advocate incorporation of bias analysis methods into teaching and research. These include the following. When is bias analysis practical and productive? How does one select the biases that ought to be addressed? How does one select a method to model biases? How does one assign values to the parameters of a bias model? How does one present and interpret a bias analysis?. We hope that our guide to good practices for conducting and presenting bias analyses will encourage more widespread use of bias analysis to estimate the potential magnitude and direction of biases, as well as the uncertainty in estimates potentially influenced by the biases. © The Author 2014; all rights reserved. Published by Oxford University Press on behalf of the International Epidemiological Association.

Uncertainty for Part Density Determination: An Update

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

Valdez, Mario Orlando

2016-12-14

Accurate and precise density measurements by hydrostatic weighing requires the use of an analytical balance, configured with a suspension system, to both measure the weight of a part in water and in air. Additionally, the densities of these liquid media (water and air) must be precisely known for the part density determination. To validate the accuracy and precision of these measurements, uncertainty statements are required. The work in this report is a revision of an original report written more than a decade ago, specifically applying principles and guidelines suggested by the Guide to the Expression of Uncertainty in Measurement (GUM)more » for determining the part density uncertainty through sensitivity analysis. In this work, updated derivations are provided; an original example is revised with the updated derivations and appendix, provided solely to uncertainty evaluations using Monte Carlo techniques, specifically using the NIST Uncertainty Machine, as a viable alternative method.« less

Uncertainty quantification for environmental models

USGS Publications Warehouse

Hill, Mary C.; Lu, Dan; Kavetski, Dmitri; Clark, Martyn P.; Ye, Ming

2012-01-01

Environmental models are used to evaluate the fate of fertilizers in agricultural settings (including soil denitrification), the degradation of hydrocarbons at spill sites, and water supply for people and ecosystems in small to large basins and cities—to mention but a few applications of these models. They also play a role in understanding and diagnosing potential environmental impacts of global climate change. The models are typically mildly to extremely nonlinear. The persistent demand for enhanced dynamics and resolution to improve model realism [17] means that lengthy individual model execution times will remain common, notwithstanding continued enhancements in computer power. In addition, high-dimensional parameter spaces are often defined, which increases the number of model runs required to quantify uncertainty [2]. Some environmental modeling projects have access to extensive funding and computational resources; many do not. The many recent studies of uncertainty quantification in environmental model predictions have focused on uncertainties related to data error and sparsity of data, expert judgment expressed mathematically through prior information, poorly known parameter values, and model structure (see, for example, [1,7,9,10,13,18]). Approaches for quantifying uncertainty include frequentist (potentially with prior information [7,9]), Bayesian [13,18,19], and likelihood-based. A few of the numerous methods, including some sensitivity and inverse methods with consequences for understanding and quantifying uncertainty, are as follows: Bayesian hierarchical modeling and Bayesian model averaging; single-objective optimization with error-based weighting [7] and multi-objective optimization [3]; methods based on local derivatives [2,7,10]; screening methods like OAT (one at a time) and the method of Morris [14]; FAST (Fourier amplitude sensitivity testing) [14]; the Sobol' method [14]; randomized maximum likelihood [10]; Markov chain Monte Carlo (MCMC) [10]. There are also bootstrapping and cross-validation approaches.Sometimes analyses are conducted using surrogate models [12]. The availability of so many options can be confusing. Categorizing methods based on fundamental questions assists in communicating the essential results of uncertainty analyses to stakeholders. Such questions can focus on model adequacy (e.g., How well does the model reproduce observed system characteristics and dynamics?) and sensitivity analysis (e.g., What parameters can be estimated with available data? What observations are important to parameters and predictions? What parameters are important to predictions?), as well as on the uncertainty quantification (e.g., How accurate and precise are the predictions?). The methods can also be classified by the number of model runs required: few (10s to 1000s) or many (10,000s to 1,000,000s). Of the methods listed above, the most computationally frugal are generally those based on local derivatives; MCMC methods tend to be among the most computationally demanding. Surrogate models (emulators)do not necessarily produce computational frugality because many runs of the full model are generally needed to create a meaningful surrogate model. With this categorization, we can, in general, address all the fundamental questions mentioned above using either computationally frugal or demanding methods. Model development and analysis can thus be conducted consistently using either computation-ally frugal or demanding methods; alternatively, different fundamental questions can be addressed using methods that require different levels of effort. Based on this perspective, we pose the question: Can computationally frugal methods be useful companions to computationally demanding meth-ods? The reliability of computationally frugal methods generally depends on the model being reasonably linear, which usually means smooth nonlin-earities and the assumption of Gaussian errors; both tend to be more valid with more linear

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.

Optimal Futility Interim Design: A Predictive Probability of Success Approach with Time-to-Event Endpoint.

PubMed

Tang, Zhongwen

2015-01-01

An analytical way to compute predictive probability of success (PPOS) together with credible interval at interim analysis (IA) is developed for big clinical trials with time-to-event endpoints. The method takes account of the fixed data up to IA, the amount of uncertainty in future data, and uncertainty about parameters. Predictive power is a special type of PPOS. The result is confirmed by simulation. An optimal design is proposed by finding optimal combination of analysis time and futility cutoff based on some PPOS criteria.

Model Reduction via Principe Component Analysis and Markov Chain Monte Carlo (MCMC) Methods

NASA Astrophysics Data System (ADS)

Gong, R.; Chen, J.; Hoversten, M. G.; Luo, J.

2011-12-01

Geophysical and hydrogeological inverse problems often include a large number of unknown parameters, ranging from hundreds to millions, depending on parameterization and problems undertaking. This makes inverse estimation and uncertainty quantification very challenging, especially for those problems in two- or three-dimensional spatial domains. Model reduction technique has the potential of mitigating the curse of dimensionality by reducing total numbers of unknowns while describing the complex subsurface systems adequately. In this study, we explore the use of principal component analysis (PCA) and Markov chain Monte Carlo (MCMC) sampling methods for model reduction through the use of synthetic datasets. We compare the performances of three different but closely related model reduction approaches: (1) PCA methods with geometric sampling (referred to as 'Method 1'), (2) PCA methods with MCMC sampling (referred to as 'Method 2'), and (3) PCA methods with MCMC sampling and inclusion of random effects (referred to as 'Method 3'). We consider a simple convolution model with five unknown parameters as our goal is to understand and visualize the advantages and disadvantages of each method by comparing their inversion results with the corresponding analytical solutions. We generated synthetic data with noise added and invert them under two different situations: (1) the noised data and the covariance matrix for PCA analysis are consistent (referred to as the unbiased case), and (2) the noise data and the covariance matrix are inconsistent (referred to as biased case). In the unbiased case, comparison between the analytical solutions and the inversion results show that all three methods provide good estimates of the true values and Method 1 is computationally more efficient. In terms of uncertainty quantification, Method 1 performs poorly because of relatively small number of samples obtained, Method 2 performs best, and Method 3 overestimates uncertainty due to inclusion of random effects. However, in the biased case, only Method 3 correctly estimates all the unknown parameters, and both Methods 1 and 2 provide wrong values for the biased parameters. The synthetic case study demonstrates that if the covariance matrix for PCA analysis is inconsistent with true models, the PCA methods with geometric or MCMC sampling will provide incorrect estimates.

Topology optimization under stochastic stiffness

NASA Astrophysics Data System (ADS)

Asadpoure, Alireza

Topology optimization is a systematic computational tool for optimizing the layout of materials within a domain for engineering design problems. It allows variation of structural boundaries and connectivities. This freedom in the design space often enables discovery of new, high performance designs. However, solutions obtained by performing the optimization in a deterministic setting may be impractical or suboptimal when considering real-world engineering conditions with inherent variabilities including (for example) variabilities in fabrication processes and operating conditions. The aim of this work is to provide a computational methodology for topology optimization in the presence of uncertainties associated with structural stiffness, such as uncertain material properties and/or structural geometry. Existing methods for topology optimization under deterministic conditions are first reviewed. Modifications are then proposed to improve the numerical performance of the so-called Heaviside Projection Method (HPM) in continuum domains. Next, two approaches, perturbation and Polynomial Chaos Expansion (PCE), are proposed to account for uncertainties in the optimization procedure. These approaches are intrusive, allowing tight and efficient coupling of the uncertainty quantification with the optimization sensitivity analysis. The work herein develops a robust topology optimization framework aimed at reducing the sensitivity of optimized solutions to uncertainties. The perturbation-based approach combines deterministic topology optimization with a perturbation method for the quantification of uncertainties. The use of perturbation transforms the problem of topology optimization under uncertainty to an augmented deterministic topology optimization problem. The PCE approach combines the spectral stochastic approach for the representation and propagation of uncertainties with an existing deterministic topology optimization technique. The resulting compact representations for the response quantities allow for efficient and accurate calculation of sensitivities of response statistics with respect to the design variables. The proposed methods are shown to be successful at generating robust optimal topologies. Examples from topology optimization in continuum and discrete domains (truss structures) under uncertainty are presented. It is also shown that proposed methods lead to significant computational savings when compared to Monte Carlo-based optimization which involve multiple formations and inversions of the global stiffness matrix and that results obtained from the proposed method are in excellent agreement with those obtained from a Monte Carlo-based optimization algorithm.

A systematic uncertainty analysis for liner impedance eduction technology

NASA Astrophysics Data System (ADS)

Zhou, Lin; Bodén, Hans

2015-11-01

The so-called impedance eduction technology is widely used for obtaining acoustic properties of liners used in aircraft engines. The measurement uncertainties for this technology are still not well understood though it is essential for data quality assessment and model validation. A systematic framework based on multivariate analysis is presented in this paper to provide 95 percent confidence interval uncertainty estimates in the process of impedance eduction. The analysis is made using a single mode straightforward method based on transmission coefficients involving the classic Ingard-Myers boundary condition. The multivariate technique makes it possible to obtain an uncertainty analysis for the possibly correlated real and imaginary parts of the complex quantities. The results show that the errors in impedance results at low frequency mainly depend on the variability of transmission coefficients, while the mean Mach number accuracy is the most important source of error at high frequencies. The effect of Mach numbers used in the wave dispersion equation and in the Ingard-Myers boundary condition has been separated for comparison of the outcome of impedance eduction. A local Mach number based on friction velocity is suggested as a way to reduce the inconsistencies found when estimating impedance using upstream and downstream acoustic excitation.

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

PubMed Central

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

2016-01-01

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

A methodology for uncertainty quantification in quantitative technology valuation based on expert elicitation

NASA Astrophysics Data System (ADS)

Akram, Muhammad Farooq Bin

The management of technology portfolios is an important element of aerospace system design. New technologies are often applied to new product designs to ensure their competitiveness at the time they are introduced to market. The future performance of yet-to- be designed components is inherently uncertain, necessitating subject matter expert knowledge, statistical methods and financial forecasting. Estimates of the appropriate parameter settings often come from disciplinary experts, who may disagree with each other because of varying experience and background. Due to inherent uncertain nature of expert elicitation in technology valuation process, appropriate uncertainty quantification and propagation is very critical. The uncertainty in defining the impact of an input on performance parameters of a system makes it difficult to use traditional probability theory. Often the available information is not enough to assign the appropriate probability distributions to uncertain inputs. Another problem faced during technology elicitation pertains to technology interactions in a portfolio. When multiple technologies are applied simultaneously on a system, often their cumulative impact is non-linear. Current methods assume that technologies are either incompatible or linearly independent. It is observed that in case of lack of knowledge about the problem, epistemic uncertainty is the most suitable representation of the process. It reduces the number of assumptions during the elicitation process, when experts are forced to assign probability distributions to their opinions without sufficient knowledge. Epistemic uncertainty can be quantified by many techniques. In present research it is proposed that interval analysis and Dempster-Shafer theory of evidence are better suited for quantification of epistemic uncertainty in technology valuation process. Proposed technique seeks to offset some of the problems faced by using deterministic or traditional probabilistic approaches for uncertainty propagation. Non-linear behavior in technology interactions is captured through expert elicitation based technology synergy matrices (TSM). Proposed TSMs increase the fidelity of current technology forecasting methods by including higher order technology interactions. A test case for quantification of epistemic uncertainty on a large scale problem of combined cycle power generation system was selected. A detailed multidisciplinary modeling and simulation environment was adopted for this problem. Results have shown that evidence theory based technique provides more insight on the uncertainties arising from incomplete information or lack of knowledge as compared to deterministic or probability theory methods. Margin analysis was also carried out for both the techniques. A detailed description of TSMs and their usage in conjunction with technology impact matrices and technology compatibility matrices is discussed. Various combination methods are also proposed for higher order interactions, which can be applied according to the expert opinion or historical data. The introduction of technology synergy matrix enabled capturing the higher order technology interactions, and improvement in predicted system performance.

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.

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.

The use of multiwavelets for uncertainty estimation in seismic surface wave dispersion.

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

Poppeliers, Christian

This report describes a new single-station analysis method to estimate the dispersion and uncer- tainty of seismic surface waves using the multiwavelet transform. Typically, when estimating the dispersion of a surface wave using only a single seismic station, the seismogram is decomposed into a series of narrow-band realizations using a bank of narrow-band filters. By then enveloping and normalizing the filtered seismograms and identifying the maximum power as a function of frequency, the group velocity can be estimated if the source-receiver distance is known. However, using the filter bank method, there is no robust way to estimate uncertainty. In thismore » report, I in- troduce a new method of estimating the group velocity that includes an estimate of uncertainty. The method is similar to the conventional filter bank method, but uses a class of functions, called Slepian wavelets, to compute a series of wavelet transforms of the data. Each wavelet transform is mathematically similar to a filter bank, however, the time-frequency tradeoff is optimized. By taking multiple wavelet transforms, I form a population of dispersion estimates from which stan- dard statistical methods can be used to estimate uncertainty. I demonstrate the utility of this new method by applying it to synthetic data as well as ambient-noise surface-wave cross-correlelograms recorded by the University of Nevada Seismic Network.« less

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 ON RADIATION DOSES ESTIMATED BY BIOLOGICAL AND RETROSPECTIVE PHYSICAL METHODS.

PubMed

Ainsbury, Elizabeth A; Samaga, Daniel; Della Monaca, Sara; Marrale, Maurizio; Bassinet, Celine; Burbidge, Christopher I; Correcher, Virgilio; Discher, Michael; Eakins, Jon; Fattibene, Paola; Güçlü, Inci; Higueras, Manuel; Lund, Eva; Maltar-Strmecki, Nadica; McKeever, Stephen; Rääf, Christopher L; Sholom, Sergey; Veronese, Ivan; Wieser, Albrecht; Woda, Clemens; Trompier, Francois

2018-03-01

Biological and physical retrospective dosimetry are recognised as key techniques to provide individual estimates of dose following unplanned exposures to ionising radiation. Whilst there has been a relatively large amount of recent development in the biological and physical procedures, development of statistical analysis techniques has failed to keep pace. The aim of this paper is to review the current state of the art in uncertainty analysis techniques across the 'EURADOS Working Group 10-Retrospective dosimetry' members, to give concrete examples of implementation of the techniques recommended in the international standards, and to further promote the use of Monte Carlo techniques to support characterisation of uncertainties. It is concluded that sufficient techniques are available and in use by most laboratories for acute, whole body exposures to highly penetrating radiation, but further work will be required to ensure that statistical analysis is always wholly sufficient for the more complex exposure scenarios.

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

PubMed

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

2010-04-15

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

Mitigating Provider Uncertainty in Service Provision Contracts

NASA Astrophysics Data System (ADS)

Smith, Chris; van Moorsel, Aad

Uncertainty is an inherent property of open, distributed and multiparty systems. The viability of the mutually beneficial relationships which motivate these systems relies on rational decision-making by each constituent party under uncertainty. Service provision in distributed systems is one such relationship. Uncertainty is experienced by the service provider in his ability to deliver a service with selected quality level guarantees due to inherent non-determinism, such as load fluctuations and hardware failures. Statistical estimators utilized to model this non-determinism introduce additional uncertainty through sampling error. Inability of the provider to accurately model and analyze uncertainty in the quality level guarantees can result in the formation of sub-optimal service provision contracts. Emblematic consequences include loss of revenue, inefficient resource utilization and erosion of reputation and consumer trust. We propose a utility model for contract-based service provision to provide a systematic approach to optimal service provision contract formation under uncertainty. Performance prediction methods to enable the derivation of statistical estimators for quality level are introduced, with analysis of their resultant accuracy and cost.

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

NASA Astrophysics Data System (ADS)

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

2010-05-01

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

Formulation of an integrated robust design and tactics optimization process for undersea weapon systems

NASA Astrophysics Data System (ADS)

Frits, Andrew P.

In the current Navy environment of undersea weapons development, the engineering aspect of design is decoupled from the development of the tactics with which the weapon is employed. Tactics are developed by intelligence experts, warfighters, and wargamers, while torpedo design is handled by engineers and contractors. This dissertation examines methods by which the conceptual design process of undersea weapon systems, including both torpedo systems and mine counter-measure systems, can be improved. It is shown that by simultaneously designing the torpedo and the tactics with which undersea weapons are used, a more effective overall weapon system can be created. In addition to integrating torpedo tactics with design, the thesis also looks at design methods to account for uncertainty. The uncertainty is attributable to multiple sources, including: lack of detailed analysis tools early in the design process, incomplete knowledge of the operational environments, and uncertainty in the performance of potential technologies. A robust design process is introduced to account for this uncertainty in the analysis and optimization of torpedo systems through the combination of Monte Carlo simulation with response surface methodology and metamodeling techniques. Additionally, various other methods that are appropriate to uncertainty analysis are discussed and analyzed. The thesis also advances a new approach towards examining robustness and risk: the treatment of probability of success (POS) as an independent variable. Examining the cost and performance tradeoffs between high and low probability of success designs, the decision-maker can make better informed decisions as to what designs are most promising and determine the optimal balance of risk, cost, and performance. Finally, the thesis examines the use of non-dimensionalization of parameters for torpedo design. The thesis shows that the use of non-dimensional torpedo parameters leads to increased knowledge about the scaleability of torpedo systems and increased performance of Designs of Experiments.

Sensitivity Analysis of the Integrated Medical Model for ISS Programs

NASA Technical Reports Server (NTRS)

Goodenow, D. A.; Myers, J. G.; Arellano, J.; Boley, L.; Garcia, Y.; Saile, L.; Walton, M.; Kerstman, E.; Reyes, D.; Young, M.

2016-01-01

Sensitivity analysis estimates the relative contribution of the uncertainty in input values to the uncertainty of model outputs. Partial Rank Correlation Coefficient (PRCC) and Standardized Rank Regression Coefficient (SRRC) are methods of conducting sensitivity analysis on nonlinear simulation models like the Integrated Medical Model (IMM). The PRCC method estimates the sensitivity using partial correlation of the ranks of the generated input values to each generated output value. The partial part is so named because adjustments are made for the linear effects of all the other input values in the calculation of correlation between a particular input and each output. In SRRC, standardized regression-based coefficients measure the sensitivity of each input, adjusted for all the other inputs, on each output. Because the relative ranking of each of the inputs and outputs is used, as opposed to the values themselves, both methods accommodate the nonlinear relationship of the underlying model. As part of the IMM v4.0 validation study, simulations are available that predict 33 person-missions on ISS and 111 person-missions on STS. These simulated data predictions feed the sensitivity analysis procedures. The inputs to the sensitivity procedures include the number occurrences of each of the one hundred IMM medical conditions generated over the simulations and the associated IMM outputs: total quality time lost (QTL), number of evacuations (EVAC), and number of loss of crew lives (LOCL). The IMM team will report the results of using PRCC and SRRC on IMM v4.0 predictions of the ISS and STS missions created as part of the external validation study. Tornado plots will assist in the visualization of the condition-related input sensitivities to each of the main outcomes. The outcomes of this sensitivity analysis will drive review focus by identifying conditions where changes in uncertainty could drive changes in overall model output uncertainty. These efforts are an integral part of the overall verification, validation, and credibility review of IMM v4.0.

Precision and Accuracy in PDV and VISAR

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

Ambrose, W. P.

2017-08-22

This is a technical report discussing our current level of understanding of a wide and varying distribution of uncertainties in velocity results from Photonic Doppler Velocimetry in its application to gas gun experiments. Using propagation of errors methods with statistical averaging of photon number fluctuation in the detected photocurrent and subsequent addition of electronic recording noise, we learn that the velocity uncertainty in VISAR can be written in closed form. For PDV, the non-linear frequency transform and peak fitting methods employed make propagation of errors estimates notoriously more difficult to write down in closed form expect in the limit ofmore » constant velocity and low time resolution (large analysis-window width). An alternative method of error propagation in PDV is to use Monte Carlo methods with a simulation of the time domain signal based on results from the spectral domain. A key problem for Monte Carlo estimation for an experiment is a correct estimate of that portion of the time-domain noise associated with the peak-fitting region-of-interesting in the spectral domain. Using short-time Fourier transformation spectral analysis and working with the phase dependent real and imaginary parts allows removal of amplitude-noise cross terms that invariably show up when working with correlation-based methods or FFT power spectra. Estimation of the noise associated with a given spectral region of interest is then possible. At this level of progress, we learn that Monte Carlo trials with random recording noise and initial (uncontrolled) phase yields velocity uncertainties that are not as large as those observed. In a search for additional noise sources, a speckleinterference modulation contribution with off axis rays was investigated, and was found to add a velocity variation beyond that from the recording noise (due to random interference between off axis rays), but in our experiments the speckle modulation precision was not as important as the recording noise precision. But from these investigations we do appreciate that the velocity-uncertainty itself has a wide distribution of values that varies with signal-amplitude modulation (is not a single value). To provide a rough rule of thumb for the velocity uncertainty, we computed the average of the relative standard deviation distributions from 60 recorded traces (with distributions of uncertainties roughly between 0.1 % to 1 % in each trace) and found a mean of the distribution of uncertainties for our experiments is not better than 0.4 % at an analysis window width of 5 ns (although for brief intervals it can be as good as 0.1 %). Further imagination and testing may be needed to reveal other possible hydrodynamics-related sources of velocity error in PDV.« less

Uncertainty in predicting soil hydraulic properties at the hillslope scale with indirect methods

NASA Astrophysics Data System (ADS)

Chirico, G. B.; Medina, H.; Romano, N.

2007-02-01

SummarySeveral hydrological applications require the characterisation of the soil hydraulic properties at large spatial scales. Pedotransfer functions (PTFs) are being developed as simplified methods to estimate soil hydraulic properties as an alternative to direct measurements, which are unfeasible for most practical circumstances. The objective of this study is to quantify the uncertainty in PTFs spatial predictions at the hillslope scale as related to the sampling density, due to: (i) the error in estimated soil physico-chemical properties and (ii) PTF model error. The analysis is carried out on a 2-km-long experimental hillslope in South Italy. The method adopted is based on a stochastic generation of patterns of soil variables using sequential Gaussian simulation, conditioned to the observed sample data. The following PTFs are applied: Vereecken's PTF [Vereecken, H., Diels, J., van Orshoven, J., Feyen, J., Bouma, J., 1992. Functional evaluation of pedotransfer functions for the estimation of soil hydraulic properties. Soil Sci. Soc. Am. J. 56, 1371-1378] and HYPRES PTF [Wösten, J.H.M., Lilly, A., Nemes, A., Le Bas, C., 1999. Development and use of a database of hydraulic properties of European soils. Geoderma 90, 169-185]. The two PTFs estimate reliably the soil water retention characteristic even for a relatively coarse sampling resolution, with prediction uncertainties comparable to the uncertainties in direct laboratory or field measurements. The uncertainty of soil water retention prediction due to the model error is as much as or more significant than the uncertainty associated with the estimated input, even for a relatively coarse sampling resolution. Prediction uncertainties are much more important when PTF are applied to estimate the saturated hydraulic conductivity. In this case model error dominates the overall prediction uncertainties, making negligible the effect of the input error.

Rainfall or parameter uncertainty? The power of sensitivity analysis on grouped factors

NASA Astrophysics Data System (ADS)

Nossent, Jiri; Pereira, Fernando; Bauwens, Willy

2017-04-01

Hydrological models are typically used to study and represent (a part of) the hydrological cycle. In general, the output of these models mostly depends on their input rainfall and parameter values. Both model parameters and input precipitation however, are characterized by uncertainties and, therefore, lead to uncertainty on the model output. Sensitivity analysis (SA) allows to assess and compare the importance of the different factors for this output uncertainty. Hereto, the rainfall uncertainty can be incorporated in the SA by representing it as a probabilistic multiplier. Such multiplier can be defined for the entire time series, or several of these factors can be determined for every recorded rainfall pulse or for hydrological independent storm events. As a consequence, the number of parameters included in the SA related to the rainfall uncertainty can be (much) lower or (much) higher than the number of model parameters. Although such analyses can yield interesting results, it remains challenging to determine which type of uncertainty will affect the model output most due to the different weight both types will have within the SA. In this study, we apply the variance based Sobol' sensitivity analysis method to two different hydrological simulators (NAM and HyMod) for four diverse watersheds. Besides the different number of model parameters (NAM: 11 parameters; HyMod: 5 parameters), the setup of our sensitivity and uncertainty analysis-combination is also varied by defining a variety of scenarios including diverse numbers of rainfall multipliers. To overcome the issue of the different number of factors and, thus, the different weights of the two types of uncertainty, we build on one of the advantageous properties of the Sobol' SA, i.e. treating grouped parameters as a single parameter. The latter results in a setup with a single factor for each uncertainty type and allows for a straightforward comparison of their importance. In general, the results show a clear influence of the weights in the different SA scenarios. However, working with grouped factors resolves this issue and leads to clear importance results.

Uncertainty Quantification Techniques of SCALE/TSUNAMI

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

Rearden, Bradley T; Mueller, Don

2011-01-01

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

Wave-optics uncertainty propagation and regression-based bias model in GNSS radio occultation bending angle retrievals

NASA Astrophysics Data System (ADS)

Gorbunov, Michael E.; Kirchengast, Gottfried

2018-01-01

A new reference occultation processing system (rOPS) will include a Global Navigation Satellite System (GNSS) radio occultation (RO) retrieval chain with integrated uncertainty propagation. In this paper, we focus on wave-optics bending angle (BA) retrieval in the lower troposphere and introduce (1) an empirically estimated boundary layer bias (BLB) model then employed to reduce the systematic uncertainty of excess phases and bending angles in about the lowest 2 km of the troposphere and (2) the estimation of (residual) systematic uncertainties and their propagation together with random uncertainties from excess phase to bending angle profiles. Our BLB model describes the estimated bias of the excess phase transferred from the estimated bias of the bending angle, for which the model is built, informed by analyzing refractivity fluctuation statistics shown to induce such biases. The model is derived from regression analysis using a large ensemble of Constellation Observing System for Meteorology, Ionosphere, and Climate (COSMIC) RO observations and concurrent European Centre for Medium-Range Weather Forecasts (ECMWF) analysis fields. It is formulated in terms of predictors and adaptive functions (powers and cross products of predictors), where we use six main predictors derived from observations: impact altitude, latitude, bending angle and its standard deviation, canonical transform (CT) amplitude, and its fluctuation index. Based on an ensemble of test days, independent of the days of data used for the regression analysis to establish the BLB model, we find the model very effective for bias reduction and capable of reducing bending angle and corresponding refractivity biases by about a factor of 5. The estimated residual systematic uncertainty, after the BLB profile subtraction, is lower bounded by the uncertainty from the (indirect) use of ECMWF analysis fields but is significantly lower than the systematic uncertainty without BLB correction. The systematic and random uncertainties are propagated from excess phase to bending angle profiles, using a perturbation approach and the wave-optical method recently introduced by Gorbunov and Kirchengast (2015), starting with estimated excess phase uncertainties. The results are encouraging and this uncertainty propagation approach combined with BLB correction enables a robust reduction and quantification of the uncertainties of excess phases and bending angles in the lower troposphere.

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

NASA Astrophysics Data System (ADS)

Brannan, K. M.; Somor, A.

2016-12-01

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

Representation of Probability Density Functions from Orbit Determination using the Particle Filter

NASA Technical Reports Server (NTRS)

Mashiku, Alinda K.; Garrison, James; Carpenter, J. Russell

2012-01-01

Statistical orbit determination enables us to obtain estimates of the state and the statistical information of its region of uncertainty. In order to obtain an accurate representation of the probability density function (PDF) that incorporates higher order statistical information, we propose the use of nonlinear estimation methods such as the Particle Filter. The Particle Filter (PF) is capable of providing a PDF representation of the state estimates whose accuracy is dependent on the number of particles or samples used. For this method to be applicable to real case scenarios, we need a way of accurately representing the PDF in a compressed manner with little information loss. Hence we propose using the Independent Component Analysis (ICA) as a non-Gaussian dimensional reduction method that is capable of maintaining higher order statistical information obtained using the PF. Methods such as the Principal Component Analysis (PCA) are based on utilizing up to second order statistics, hence will not suffice in maintaining maximum information content. Both the PCA and the ICA are applied to two scenarios that involve a highly eccentric orbit with a lower apriori uncertainty covariance and a less eccentric orbit with a higher a priori uncertainty covariance, to illustrate the capability of the ICA in relation to the PCA.

C-Depth Method to Determine Diffusion Coefficient and Partition Coefficient of PCB in Building Materials.

PubMed

Liu, Cong; Kolarik, Barbara; Gunnarsen, Lars; Zhang, Yinping

2015-10-20

Polychlorinated biphenyls (PCBs) have been found to be persistent in the environment and possibly harmful. Many buildings are characterized with high PCB concentrations. Knowledge about partitioning between primary sources and building materials is critical for exposure assessment and practical remediation of PCB contamination. This study develops a C-depth method to determine diffusion coefficient (D) and partition coefficient (K), two key parameters governing the partitioning process. For concrete, a primary material studied here, relative standard deviations of results among five data sets are 5%-22% for K and 42-66% for D. Compared with existing methods, C-depth method overcomes the inability to obtain unique estimation for nonlinear regression and does not require assumed correlations for D and K among congeners. Comparison with a more sophisticated two-term approach implies significant uncertainty for D, and smaller uncertainty for K. However, considering uncertainties associated with sampling and chemical analysis, and impact of environmental factors, the results are acceptable for engineering applications. This was supported by good agreement between model prediction and measurement. Sensitivity analysis indicated that effective diffusion distance, contacting time of materials with primary sources, and depth of measured concentrations are critical for determining D, and PCB concentration in primary sources is critical for K.

Self-optimized construction of transition rate matrices from accelerated atomistic simulations with Bayesian uncertainty quantification

NASA Astrophysics Data System (ADS)

Swinburne, Thomas D.; Perez, Danny

2018-05-01

A massively parallel method to build large transition rate matrices from temperature-accelerated molecular dynamics trajectories is presented. Bayesian Markov model analysis is used to estimate the expected residence time in the known state space, providing crucial uncertainty quantification for higher-scale simulation schemes such as kinetic Monte Carlo or cluster dynamics. The estimators are additionally used to optimize where exploration is performed and the degree of temperature acceleration on the fly, giving an autonomous, optimal procedure to explore the state space of complex systems. The method is tested against exactly solvable models and used to explore the dynamics of C15 interstitial defects in iron. Our uncertainty quantification scheme allows for accurate modeling of the evolution of these defects over timescales of several seconds.

Production of biofuels and biochemicals: in need of an ORACLE.

PubMed

Miskovic, Ljubisa; Hatzimanikatis, Vassily

2010-08-01

The engineering of cells for the production of fuels and chemicals involves simultaneous optimization of multiple objectives, such as specific productivity, extended substrate range and improved tolerance - all under a great degree of uncertainty. The achievement of these objectives under physiological and process constraints will be impossible without the use of mathematical modeling. However, the limited information and the uncertainty in the available information require new methods for modeling and simulation that will characterize the uncertainty and will quantify, in a statistical sense, the expectations of success of alternative metabolic engineering strategies. We discuss these considerations toward developing a framework for the Optimization and Risk Analysis of Complex Living Entities (ORACLE) - a computational method that integrates available information into a mathematical structure to calculate control coefficients. Copyright 2010 Elsevier Ltd. All rights reserved.

Development of perspective-based water management strategies for the Rhine and Meuse basins.

PubMed

van Deursen, W P A; Middelkoop, H

2005-01-01

Water management is surrounded by uncertainties. Water management thus has to answer the question: given the uncertainties, what is the best management strategy? This paper describes the application of the perspectives method on water management in the Rhine and Meuse basins. In the perspectives method, a structured framework to analyse water management strategies under uncertainty is provided. Various strategies are clustered in perspectives according to their underlying assumptions. This framework allows for an analysis of current water management strategies, but also allows for evaluation of the robustness of proposed future water strategies. It becomes clear that no water management strategy is superior to the others, but that inherent choices on risk acceptance and costs make a real political dilemma which will not be solved by further optimisation.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Quantification of Uncertainty in the Flood Frequency Analysis

NASA Astrophysics Data System (ADS)

Kasiapillai Sudalaimuthu, K.; He, J.; Swami, D.

2017-12-01

Flood frequency analysis (FFA) is usually carried out for planning and designing of water resources and hydraulic structures. Owing to the existence of variability in sample representation, selection of distribution and estimation of distribution parameters, the estimation of flood quantile has been always uncertain. Hence, suitable approaches must be developed to quantify the uncertainty in the form of prediction interval as an alternate to deterministic approach. The developed framework in the present study to include uncertainty in the FFA discusses a multi-objective optimization approach to construct the prediction interval using ensemble of flood quantile. Through this approach, an optimal variability of distribution parameters is identified to carry out FFA. To demonstrate the proposed approach, annual maximum flow data from two gauge stations (Bow river at Calgary and Banff, Canada) are used. The major focus of the present study was to evaluate the changes in magnitude of flood quantiles due to the recent extreme flood event occurred during the year 2013. In addition, the efficacy of the proposed method was further verified using standard bootstrap based sampling approaches and found that the proposed method is reliable in modeling extreme floods as compared to the bootstrap methods.

Strategies for Efficient Computation of the Expected Value of Partial Perfect Information

PubMed Central

Madan, Jason; Ades, Anthony E.; Price, Malcolm; Maitland, Kathryn; Jemutai, Julie; Revill, Paul; Welton, Nicky J.

2014-01-01

Expected value of information methods evaluate the potential health benefits that can be obtained from conducting new research to reduce uncertainty in the parameters of a cost-effectiveness analysis model, hence reducing decision uncertainty. Expected value of partial perfect information (EVPPI) provides an upper limit to the health gains that can be obtained from conducting a new study on a subset of parameters in the cost-effectiveness analysis and can therefore be used as a sensitivity analysis to identify parameters that most contribute to decision uncertainty and to help guide decisions around which types of study are of most value to prioritize for funding. A common general approach is to use nested Monte Carlo simulation to obtain an estimate of EVPPI. This approach is computationally intensive, can lead to significant sampling bias if an inadequate number of inner samples are obtained, and incorrect results can be obtained if correlations between parameters are not dealt with appropriately. In this article, we set out a range of methods for estimating EVPPI that avoid the need for nested simulation: reparameterization of the net benefit function, Taylor series approximations, and restricted cubic spline estimation of conditional expectations. For each method, we set out the generalized functional form that net benefit must take for the method to be valid. By specifying this functional form, our methods are able to focus on components of the model in which approximation is required, avoiding the complexities involved in developing statistical approximations for the model as a whole. Our methods also allow for any correlations that might exist between model parameters. We illustrate the methods using an example of fluid resuscitation in African children with severe malaria. PMID:24449434

Spatiotemporal analysis and mapping of oral cancer risk in changhua county (taiwan): an application of generalized bayesian maximum entropy method.

PubMed

Yu, Hwa-Lung; Chiang, Chi-Ting; Lin, Shu-De; Chang, Tsun-Kuo

2010-02-01

Incidence rate of oral cancer in Changhua County is the highest among the 23 counties of Taiwan during 2001. However, in health data analysis, crude or adjusted incidence rates of a rare event (e.g., cancer) for small populations often exhibit high variances and are, thus, less reliable. We proposed a generalized Bayesian Maximum Entropy (GBME) analysis of spatiotemporal disease mapping under conditions of considerable data uncertainty. GBME was used to study the oral cancer population incidence in Changhua County (Taiwan). Methodologically, GBME is based on an epistematics principles framework and generates spatiotemporal estimates of oral cancer incidence rates. In a way, it accounts for the multi-sourced uncertainty of rates, including small population effects, and the composite space-time dependence of rare events in terms of an extended Poisson-based semivariogram. The results showed that GBME analysis alleviates the noises of oral cancer data from population size effect. Comparing to the raw incidence data, the maps of GBME-estimated results can identify high risk oral cancer regions in Changhua County, where the prevalence of betel quid chewing and cigarette smoking is relatively higher than the rest of the areas. GBME method is a valuable tool for spatiotemporal disease mapping under conditions of uncertainty. 2010 Elsevier Inc. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Kasiviswanathan, K.; Sudheer, K.

2013-05-01

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

Substructure Versus Property-Level Dispersed Modes Calculation

NASA Technical Reports Server (NTRS)

Stewart, Eric C.; Peck, Jeff A.; Bush, T. Jason; Fulcher, Clay W.

2016-01-01

This paper calculates the effect of perturbed finite element mass and stiffness values on the eigenvectors and eigenvalues of the finite element model. The structure is perturbed in two ways: at the "subelement" level and at the material property level. In the subelement eigenvalue uncertainty analysis the mass and stiffness of each subelement is perturbed by a factor before being assembled into the global matrices. In the property-level eigenvalue uncertainty analysis all material density and stiffness parameters of the structure are perturbed modified prior to the eigenvalue analysis. The eigenvalue and eigenvector dispersions of each analysis (subelement and property-level) are also calculated using an analytical sensitivity approximation. Two structural models are used to compare these methods: a cantilevered beam model, and a model of the Space Launch System. For each structural model it is shown how well the analytical sensitivity modes approximate the exact modes when the uncertainties are applied at the subelement level and at the property level.

Metrological analysis of a virtual flowmeter-based transducer for cryogenic helium

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

Arpaia, P., E-mail: pasquale.arpaia@unina.it; Technology Department, European Organization for Nuclear Research; Girone, M., E-mail: mario.girone@cern.ch

2015-12-15

The metrological performance of a virtual flowmeter-based transducer for monitoring helium under cryogenic conditions is assessed. At this aim, an uncertainty model of the transducer, mainly based on a valve model, exploiting finite-element approach, and a virtual flowmeter model, based on the Sereg-Schlumberger method, are presented. The models are validated experimentally on a case study for helium monitoring in cryogenic systems at the European Organization for Nuclear Research (CERN). The impact of uncertainty sources on the transducer metrological performance is assessed by a sensitivity analysis, based on statistical experiment design and analysis of variance. In this way, the uncertainty sourcesmore » most influencing metrological performance of the transducer are singled out over the input range as a whole, at varying operating and setting conditions. This analysis turns out to be important for CERN cryogenics operation because the metrological design of the transducer is validated, and its components and working conditions with critical specifications for future improvements are identified.« less

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

Saur, Sigrun; Frengen, Jomar; Department of Oncology and Radiotherapy, St. Olavs University Hospital, N-7006 Trondheim

Film dosimetry using radiochromic EBT film in combination with a flatbed charge coupled device scanner is a useful method both for two-dimensional verification of intensity-modulated radiation treatment plans and for general quality assurance of treatment planning systems and linear accelerators. Unfortunately, the response over the scanner area is nonuniform, and when not corrected for, this results in a systematic error in the measured dose which is both dose and position dependent. In this study a novel method for background correction is presented. The method is based on the subtraction of a correction matrix, a matrix that is based on scansmore » of films that are irradiated to nine dose levels in the range 0.08-2.93 Gy. Because the response of the film is dependent on the film's orientation with respect to the scanner, correction matrices for both landscape oriented and portrait oriented scans were made. In addition to the background correction method, a full dose uncertainty analysis of the film dosimetry procedure was performed. This analysis takes into account the fit uncertainty of the calibration curve, the variation in response for different film sheets, the nonuniformity after background correction, and the noise in the scanned films. The film analysis was performed for film pieces of size 16x16 cm, all with the same lot number, and all irradiations were done perpendicular onto the films. The results show that the 2-sigma dose uncertainty at 2 Gy is about 5% and 3.5% for landscape and portrait scans, respectively. The uncertainty gradually increases as the dose decreases, but at 1 Gy the 2-sigma dose uncertainty is still as good as 6% and 4% for landscape and portrait scans, respectively. The study shows that film dosimetry using GafChromic EBT film, an Epson Expression 1680 Professional scanner and a dedicated background correction technique gives precise and accurate results. For the purpose of dosimetric verification, the calculated dose distribution can be compared with the film-measured dose distribution using a dose constraint of 4% (relative to the measured dose) for doses between 1 and 3 Gy. At lower doses, the dose constraint must be relaxed.« less

Accounting for Shared and Unshared Dosimetric Uncertainties in the Dose Response for Ultrasound-Detected Thyroid Nodules after Exposure to Radioactive Fallout

PubMed Central

Hoffman, F. Owen; Moroz, Brian; Drozdovitch, Vladimir; Bouville, André; Beck, Harold; Luckyanov, Nicholas; Weinstock, Robert M.; Simon, Steven L.

2015-01-01

Dosimetic uncertainties, particularly those that are shared among subgroups of a study population, can bias, distort or reduce the slope or significance of a dose response. Exposure estimates in studies of health risks from environmental radiation exposures are generally highly uncertain and thus, susceptible to these methodological limitations. An analysis was published in 2008 concerning radiation-related thyroid nodule prevalence in a study population of 2,994 villagers under the age of 21 years old between August 1949 and September 1962 and who lived downwind from the Semi-palatinsk Nuclear Test Site in Kazakhstan. This dose-response analysis identified a statistically significant association between thyroid nodule prevalence and reconstructed doses of fallout-related internal and external radiation to the thyroid gland; however, the effects of dosimetric uncertainty were not evaluated since the doses were simple point “best estimates”. In this work, we revised the 2008 study by a comprehensive treatment of dosimetric uncertainties. Our present analysis improves upon the previous study, specifically by accounting for shared and unshared uncertainties in dose estimation and risk analysis, and differs from the 2008 analysis in the following ways: 1. The study population size was reduced from 2,994 to 2,376 subjects, removing 618 persons with uncertain residence histories; 2. Simulation of multiple population dose sets (vectors) was performed using a two-dimensional Monte Carlo dose estimation method; and 3. A Bayesian model averaging approach was employed for evaluating the dose response, explicitly accounting for large and complex uncertainty in dose estimation. The results were compared against conventional regression techniques. The Bayesian approach utilizes 5,000 independent realizations of population dose vectors, each of which corresponds to a set of conditional individual median internal and external doses for the 2,376 subjects. These 5,000 population dose vectors reflect uncertainties in dosimetric parameters, partly shared and partly independent, among individual members of the study population. Risk estimates for thyroid nodules from internal irradiation were higher than those published in 2008, which results, to the best of our knowledge, from explicitly accounting for dose uncertainty. In contrast to earlier findings, the use of Bayesian methods led to the conclusion that the biological effectiveness for internal and external dose was similar. Estimates of excess relative risk per unit dose (ERR/Gy) for males (177 thyroid nodule cases) were almost 30 times those for females (571 cases) and were similar to those reported for thyroid cancers related to childhood exposures to external and internal sources in other studies. For confirmed cases of papillary thyroid cancers (3 in males, 18 in females), the ERR/Gy was also comparable to risk estimates from other studies, but not significantly different from zero. These findings represent the first reported dose response for a radiation epidemiologic study considering all known sources of shared and unshared errors in dose estimation and using a Bayesian model averaging (BMA) method for analysis of the dose response. PMID:25574587

A Reliability Estimation in Modeling Watershed Runoff With Uncertainties

NASA Astrophysics Data System (ADS)

Melching, Charles S.; Yen, Ben Chie; Wenzel, Harry G., Jr.

1990-10-01

The reliability of simulation results produced by watershed runoff models is a function of uncertainties in nature, data, model parameters, and model structure. A framework is presented here for using a reliability analysis method (such as first-order second-moment techniques or Monte Carlo simulation) to evaluate the combined effect of the uncertainties on the reliability of output hydrographs from hydrologic models. For a given event the prediction reliability can be expressed in terms of the probability distribution of the estimated hydrologic variable. The peak discharge probability for a watershed in Illinois using the HEC-1 watershed model is given as an example. The study of the reliability of predictions from watershed models provides useful information on the stochastic nature of output from deterministic models subject to uncertainties and identifies the relative contribution of the various uncertainties to unreliability of model predictions.

Methods for determining and processing 3D errors and uncertainties for AFM data analysis

NASA Astrophysics Data System (ADS)

Klapetek, P.; Nečas, D.; Campbellová, A.; Yacoot, A.; Koenders, L.

2011-02-01

This paper describes the processing of three-dimensional (3D) scanning probe microscopy (SPM) data. It is shown that 3D volumetric calibration error and uncertainty data can be acquired for both metrological atomic force microscope systems and commercial SPMs. These data can be used within nearly all the standard SPM data processing algorithms to determine local values of uncertainty of the scanning system. If the error function of the scanning system is determined for the whole measurement volume of an SPM, it can be converted to yield local dimensional uncertainty values that can in turn be used for evaluation of uncertainties related to the acquired data and for further data processing applications (e.g. area, ACF, roughness) within direct or statistical measurements. These have been implemented in the software package Gwyddion.

Which uncertainty? Using expert elicitation and expected value of information to design an adaptive program

USGS Publications Warehouse

Runge, Michael C.; Converse, Sarah J.; Lyons, James E.

2011-01-01

Natural resource management is plagued with uncertainty of many kinds, but not all uncertainties are equally important to resolve. The promise of adaptive management is that learning in the short-term will improve management in the long-term; that promise is best kept if the focus of learning is on those uncertainties that most impede achievement of management objectives. In this context, an existing tool of decision analysis, the expected value of perfect information (EVPI), is particularly valuable in identifying the most important uncertainties. Expert elicitation can be used to develop preliminary predictions of management response under a series of hypotheses, as well as prior weights for those hypotheses, and the EVPI can be used to determine how much management could improve if uncertainty was resolved. These methods were applied to management of whooping cranes (Grus americana), an endangered migratory bird that is being reintroduced in several places in North America. The Eastern Migratory Population of whooping cranes had exhibited almost no successful reproduction through 2009. Several dozen hypotheses can be advanced to explain this failure, and many of them lead to very different management responses. An expert panel articulated the hypotheses, provided prior weights for them, developed potential management strategies, and made predictions about the response of the population to each strategy under each hypothesis. Multi-criteria decision analysis identified a preferred strategy in the face of uncertainty, and analysis of the expected value of information identified how informative each strategy could be. These results provide the foundation for design of an adaptive management program.

A TIERED APPROACH TO PERFORMING UNCERTAINTY ANALYSIS IN CONDUCTING EXPOSURE ANALYSIS FOR CHEMICALS

EPA Science Inventory

The WHO/IPCS draft Guidance Document on Characterizing and Communicating Uncertainty in Exposure Assessment provides guidance on recommended strategies for conducting uncertainty analysis as part of human exposure analysis. Specifically, a tiered approach to uncertainty analysis ...

Orbit determination error analysis and comparison of station-keeping costs for Lissajous and halo-type libration point orbits and sensitivity analysis using experimental design techniques

NASA Technical Reports Server (NTRS)

Gordon, Steven C.

1993-01-01

Spacecraft in orbit near libration point L1 in the Sun-Earth system are excellent platforms for research concerning solar effects on the terrestrial environment. One spacecraft mission launched in 1978 used an L1 orbit for nearly 4 years, and future L1 orbital missions are also being planned. Orbit determination and station-keeping are, however, required for these orbits. In particular, orbit determination error analysis may be used to compute the state uncertainty after a predetermined tracking period; the predicted state uncertainty levels then will impact the control costs computed in station-keeping simulations. Error sources, such as solar radiation pressure and planetary mass uncertainties, are also incorporated. For future missions, there may be some flexibility in the type and size of the spacecraft's nominal trajectory, but different orbits may produce varying error analysis and station-keeping results. The nominal path, for instance, can be (nearly) periodic or distinctly quasi-periodic. A periodic 'halo' orbit may be constructed to be significantly larger than a quasi-periodic 'Lissajous' path; both may meet mission requirements, but perhaps the required control costs for these orbits are probably different. Also for this spacecraft tracking and control simulation problem, experimental design methods can be used to determine the most significant uncertainties. That is, these methods can determine the error sources in the tracking and control problem that most impact the control cost (output); it also produces an equation that gives the approximate functional relationship between the error inputs and the output.

Impact of uncertainty on cost-effectiveness analysis of medical strategies: the case of high-dose chemotherapy for breast cancer patients.

PubMed

Marino, Patricia; Siani, Carole; Roché, Henri; Moatti, Jean-Paul

2005-01-01

The object of this study was to determine, taking into account uncertainty on cost and outcome parameters, the cost-effectiveness of high-dose chemotherapy (HDC) compared with conventional chemotherapy for advanced breast cancer patients. An analysis was conducted for 300 patients included in a randomized clinical trial designed to evaluate the benefits, in terms of disease-free survival and overall survival, of adding a single course of HDC to a four-cycle conventional-dose chemotherapy for breast cancer patients with axillary lymph node invasion. Costs were estimated from a detailed observation of physical quantities consumed, and the Kaplan-Meier method was used to evaluate mean survival times. Incremental cost-effectiveness ratios were evaluated successively considering disease-free survival and overall survival outcomes. Handling of uncertainty consisted in construction of confidence intervals for these ratios, using the truncated Fieller method. The cost per disease-free life year gained was evaluated at 13,074 Euros, a value that seems to be acceptable to society. However, handling uncertainty shows that the upper bound of the confidence interval is around 38,000 Euros, which is nearly three times higher. Moreover, as no difference was demonstrated in overall survival between treatments, cost-effectiveness analysis, that is a cost minimization, indicated that the intensive treatment is a dominated strategy involving an extra cost of 7,400 Euros, for no added benefit. Adding a single course of HDC led to a clinical benefit in terms of disease-free survival for an additional cost that seems to be acceptable, considering the point estimate of the ratio. However, handling uncertainty indicates a maximum ratio for which conclusions have to be discussed.

Method-independent, Computationally Frugal Convergence Testing for Sensitivity Analysis Techniques

NASA Astrophysics Data System (ADS)

Mai, J.; Tolson, B.

2017-12-01

The increasing complexity and runtime of environmental models lead to the current situation that the calibration of all model parameters or the estimation of all of their uncertainty is often computationally infeasible. Hence, techniques to determine the sensitivity of model parameters are used to identify most important parameters. All subsequent model calibrations or uncertainty estimation procedures focus then only on these subsets of parameters and are hence less computational demanding. While the examination of the convergence of calibration and uncertainty methods is state-of-the-art, the convergence of the sensitivity methods is usually not checked. If any, bootstrapping of the sensitivity results is used to determine the reliability of the estimated indexes. Bootstrapping, however, might as well become computationally expensive in case of large model outputs and a high number of bootstraps. We, therefore, present a Model Variable Augmentation (MVA) approach to check the convergence of sensitivity indexes without performing any additional model run. This technique is method- and model-independent. It can be applied either during the sensitivity analysis (SA) or afterwards. The latter case enables the checking of already processed sensitivity indexes. To demonstrate the method's independency of the convergence testing method, we applied it to two widely used, global SA methods: the screening method known as Morris method or Elementary Effects (Morris 1991) and the variance-based Sobol' method (Solbol' 1993). The new convergence testing method is first scrutinized using 12 analytical benchmark functions (Cuntz & Mai et al. 2015) where the true indexes of aforementioned three methods are known. This proof of principle shows that the method reliably determines the uncertainty of the SA results when different budgets are used for the SA. The results show that the new frugal method is able to test the convergence and therefore the reliability of SA results in an efficient way. The appealing feature of this new technique is the necessity of no further model evaluation and therefore enables checking of already processed sensitivity results. This is one step towards reliable and transferable, published sensitivity results.

Prioritizing Chemicals and Data Requirements for Screening-Level Exposure and Risk Assessment

PubMed Central

Brown, Trevor N.; Wania, Frank; Breivik, Knut; McLachlan, Michael S.

2012-01-01

Background: Scientists and regulatory agencies strive to identify chemicals that may cause harmful effects to humans and the environment; however, prioritization is challenging because of the large number of chemicals requiring evaluation and limited data and resources. Objectives: We aimed to prioritize chemicals for exposure and exposure potential and obtain a quantitative perspective on research needs to better address uncertainty in screening assessments. Methods: We used a multimedia mass balance model to prioritize > 12,000 organic chemicals using four far-field human exposure metrics. The propagation of variance (uncertainty) in key chemical information used as model input for calculating exposure metrics was quantified. Results: Modeled human concentrations and intake rates span approximately 17 and 15 orders of magnitude, respectively. Estimates of exposure potential using human concentrations and a unit emission rate span approximately 13 orders of magnitude, and intake fractions span 7 orders of magnitude. The actual chemical emission rate contributes the greatest variance (uncertainty) in exposure estimates. The human biotransformation half-life is the second greatest source of uncertainty in estimated concentrations. In general, biotransformation and biodegradation half-lives are greater sources of uncertainty in modeled exposure and exposure potential than chemical partition coefficients. Conclusions: Mechanistic exposure modeling is suitable for screening and prioritizing large numbers of chemicals. By including uncertainty analysis and uncertainty in chemical information in the exposure estimates, these methods can help identify and address the important sources of uncertainty in human exposure and risk assessment in a systematic manner. PMID:23008278

A complete representation of uncertainties in layer-counted paleoclimatic archives

NASA Astrophysics Data System (ADS)

Boers, Niklas; Goswami, Bedartha; Ghil, Michael

2017-09-01

Accurate time series representation of paleoclimatic proxy records is challenging because such records involve dating errors in addition to proxy measurement errors. Rigorous attention is rarely given to age uncertainties in paleoclimatic research, although the latter can severely bias the results of proxy record analysis. Here, we introduce a Bayesian approach to represent layer-counted proxy records - such as ice cores, sediments, corals, or tree rings - as sequences of probability distributions on absolute, error-free time axes. The method accounts for both proxy measurement errors and uncertainties arising from layer-counting-based dating of the records. An application to oxygen isotope ratios from the North Greenland Ice Core Project (NGRIP) record reveals that the counting errors, although seemingly small, lead to substantial uncertainties in the final representation of the oxygen isotope ratios. In particular, for the older parts of the NGRIP record, our results show that the total uncertainty originating from dating errors has been seriously underestimated. Our method is next applied to deriving the overall uncertainties of the Suigetsu radiocarbon comparison curve, which was recently obtained from varved sediment cores at Lake Suigetsu, Japan. This curve provides the only terrestrial radiocarbon comparison for the time interval 12.5-52.8 kyr BP. The uncertainties derived here can be readily employed to obtain complete error estimates for arbitrary radiometrically dated proxy records of this recent part of the last glacial interval.

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

PubMed

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

2016-10-01

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

Decision-Making under Criteria Uncertainty

NASA Astrophysics Data System (ADS)

Kureychik, V. M.; Safronenkova, I. B.

2018-05-01

Uncertainty is an essential part of a decision-making procedure. The paper deals with the problem of decision-making under criteria uncertainty. In this context, decision-making under uncertainty, types and conditions of uncertainty were examined. The decision-making problem under uncertainty was formalized. A modification of the mathematical decision support method under uncertainty via ontologies was proposed. A critical distinction of the developed method is ontology usage as its base elements. The goal of this work is a development of a decision-making method under criteria uncertainty with the use of ontologies in the area of multilayer board designing. This method is oriented to improvement of technical-economic values of the examined domain.

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.

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

NASA Technical Reports Server (NTRS)

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

2008-01-01

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

Determination of radionuclides in environmental test items at CPHR: traceability and uncertainty calculation.

PubMed

Carrazana González, J; Fernández, I M; Capote Ferrera, E; Rodríguez Castro, G

2008-11-01

Information about how the laboratory of Centro de Protección e Higiene de las Radiaciones (CPHR), Cuba establishes its traceability to the International System of Units for the measurement of radionuclides in environmental test items is presented. A comparison among different methodologies of uncertainty calculation, including an analysis of the feasibility of using the Kragten-spreadsheet approach, is shown. In the specific case of the gamma spectrometric assay, the influence of each parameter, and the identification of the major contributor, in the relative difference between the methods of uncertainty calculation (Kragten and partial derivative) is described. The reliability of the uncertainty calculation results reported by the commercial software Gamma 2000 from Silena is analyzed.

Uncertainty in the Bayesian meta-analysis of normally distributed surrogate endpoints

PubMed Central

Thompson, John R; Spata, Enti; Abrams, Keith R

2015-01-01

We investigate the effect of the choice of parameterisation of meta-analytic models and related uncertainty on the validation of surrogate endpoints. Different meta-analytical approaches take into account different levels of uncertainty which may impact on the accuracy of the predictions of treatment effect on the target outcome from the treatment effect on a surrogate endpoint obtained from these models. A range of Bayesian as well as frequentist meta-analytical methods are implemented using illustrative examples in relapsing–remitting multiple sclerosis, where the treatment effect on disability worsening is the primary outcome of interest in healthcare evaluation, while the effect on relapse rate is considered as a potential surrogate to the effect on disability progression, and in gastric cancer, where the disease-free survival has been shown to be a good surrogate endpoint to the overall survival. Sensitivity analysis was carried out to assess the impact of distributional assumptions on the predictions. Also, sensitivity to modelling assumptions and performance of the models were investigated by simulation. Although different methods can predict mean true outcome almost equally well, inclusion of uncertainty around all relevant parameters of the model may lead to less certain and hence more conservative predictions. When investigating endpoints as candidate surrogate outcomes, a careful choice of the meta-analytical approach has to be made. Models underestimating the uncertainty of available evidence may lead to overoptimistic predictions which can then have an effect on decisions made based on such predictions. PMID:26271918

Uncertainty in the Bayesian meta-analysis of normally distributed surrogate endpoints.

PubMed

Bujkiewicz, Sylwia; Thompson, John R; Spata, Enti; Abrams, Keith R

2017-10-01

We investigate the effect of the choice of parameterisation of meta-analytic models and related uncertainty on the validation of surrogate endpoints. Different meta-analytical approaches take into account different levels of uncertainty which may impact on the accuracy of the predictions of treatment effect on the target outcome from the treatment effect on a surrogate endpoint obtained from these models. A range of Bayesian as well as frequentist meta-analytical methods are implemented using illustrative examples in relapsing-remitting multiple sclerosis, where the treatment effect on disability worsening is the primary outcome of interest in healthcare evaluation, while the effect on relapse rate is considered as a potential surrogate to the effect on disability progression, and in gastric cancer, where the disease-free survival has been shown to be a good surrogate endpoint to the overall survival. Sensitivity analysis was carried out to assess the impact of distributional assumptions on the predictions. Also, sensitivity to modelling assumptions and performance of the models were investigated by simulation. Although different methods can predict mean true outcome almost equally well, inclusion of uncertainty around all relevant parameters of the model may lead to less certain and hence more conservative predictions. When investigating endpoints as candidate surrogate outcomes, a careful choice of the meta-analytical approach has to be made. Models underestimating the uncertainty of available evidence may lead to overoptimistic predictions which can then have an effect on decisions made based on such predictions.

The NIST Simple Guide for Evaluating and Expressing Measurement Uncertainty

NASA Astrophysics Data System (ADS)

Possolo, Antonio

2016-11-01

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

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

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

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

2014-01-01

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

Spatial resolution and measurement uncertainty of strains in bone and bone-cement interface using digital volume correlation.

PubMed

Zhu, Ming-Liang; Zhang, Qing-Hang; Lupton, Colin; Tong, Jie

2016-04-01

The measurement uncertainty of strains has been assessed in a bone analogue (sawbone), bovine trabecular bone and bone-cement interface specimens under zero load using the Digital Volume Correlation (DVC) method. The effects of sub-volume size, sample constraint and preload on the measured strain uncertainty have been examined. There is generally a trade-off between the measurement uncertainty and the spatial resolution. Suitable sub-volume sizes have been be selected based on a compromise between the measurement uncertainty and the spatial resolution of the cases considered. A ratio of sub-volume size to a microstructure characteristic (Tb.Sp) was introduced to reflect a suitable spatial resolution, and the measurement uncertainty associated was assessed. Specifically, ratios between 1.6 and 4 appear to give rise to standard deviations in the measured strains between 166 and 620 με in all the cases considered, which would seem to suffice for strain analysis in pre as well as post yield loading regimes. A microscale finite element (μFE) model was built from the CT images of the sawbone, and the results from the μFE model and a continuum FE model were compared with those from the DVC. The strain results were found to differ significantly between the two methods at tissue level, consistent in trend with the results found in human bones, indicating mainly a limitation of the current DVC method in mapping strains at this level. Copyright © 2015 Elsevier Ltd. All rights reserved.

Climate impacts on human livelihoods: where uncertainty matters in projections of water availability

NASA Astrophysics Data System (ADS)

Lissner, T. K.; Reusser, D. E.; Schewe, J.; Lakes, T.; Kropp, J. P.

2014-10-01

Climate change will have adverse impacts on many different sectors of society, with manifold consequences for human livelihoods and well-being. However, a systematic method to quantify human well-being and livelihoods across sectors is so far unavailable, making it difficult to determine the extent of such impacts. Climate impact analyses are often limited to individual sectors (e.g. food or water) and employ sector-specific target measures, while systematic linkages to general livelihood conditions remain unexplored. Further, recent multi-model assessments have shown that uncertainties in projections of climate impacts deriving from climate and impact models, as well as greenhouse gas scenarios, are substantial, posing an additional challenge in linking climate impacts with livelihood conditions. This article first presents a methodology to consistently measure what is referred to here as AHEAD (Adequate Human livelihood conditions for wEll-being And Development). Based on a trans-disciplinary sample of concepts addressing human well-being and livelihoods, the approach measures the adequacy of conditions of 16 elements. We implement the method at global scale, using results from the Inter-Sectoral Impact Model Intercomparison Project (ISI-MIP) to show how changes in water availability affect the fulfilment of AHEAD at national resolution. In addition, AHEAD allows for the uncertainty of climate and impact model projections to be identified and differentiated. We show how the approach can help to put the substantial inter-model spread into the context of country-specific livelihood conditions by differentiating where the uncertainty about water scarcity is relevant with regard to livelihood conditions - and where it is not. The results indicate that livelihood conditions are compromised by water scarcity in 34 countries. However, more often, AHEAD fulfilment is limited through other elements. The analysis shows that the water-specific uncertainty ranges of the model output are outside relevant thresholds for AHEAD for 65 out of 111 countries, and therefore do not contribute to the overall uncertainty about climate change impacts on livelihoods. In 46 of the countries in the analysis, water-specific uncertainty is relevant to AHEAD. The AHEAD method presented here, together with first results, forms an important step towards making scientific results more applicable for policy decisions.

Assessment of groundwater level estimation uncertainty using sequential Gaussian simulation and Bayesian bootstrapping

NASA Astrophysics Data System (ADS)

Varouchakis, Emmanouil; Hristopulos, Dionissios

2015-04-01

Space-time geostatistical approaches can improve the reliability of dynamic groundwater level models in areas with limited spatial and temporal data. Space-time residual Kriging (STRK) is a reliable method for spatiotemporal interpolation that can incorporate auxiliary information. The method usually leads to an underestimation of the prediction uncertainty. The uncertainty of spatiotemporal models is usually estimated by determining the space-time Kriging variance or by means of cross validation analysis. For de-trended data the former is not usually applied when complex spatiotemporal trend functions are assigned. A Bayesian approach based on the bootstrap idea and sequential Gaussian simulation are employed to determine the uncertainty of the spatiotemporal model (trend and covariance) parameters. These stochastic modelling approaches produce multiple realizations, rank the prediction results on the basis of specified criteria and capture the range of the uncertainty. The correlation of the spatiotemporal residuals is modeled using a non-separable space-time variogram based on the Spartan covariance family (Hristopulos and Elogne 2007, Varouchakis and Hristopulos 2013). We apply these simulation methods to investigate the uncertainty of groundwater level variations. The available dataset consists of bi-annual (dry and wet hydrological period) groundwater level measurements in 15 monitoring locations for the time period 1981 to 2010. The space-time trend function is approximated using a physical law that governs the groundwater flow in the aquifer in the presence of pumping. The main objective of this research is to compare the performance of two simulation methods for prediction uncertainty estimation. In addition, we investigate the performance of the Spartan spatiotemporal covariance function for spatiotemporal geostatistical analysis. Hristopulos, D.T. and Elogne, S.N. 2007. Analytic properties and covariance functions for a new class of generalized Gibbs random fields. IΕΕΕ Transactions on Information Theory, 53:4667-4467. Varouchakis, E.A. and Hristopulos, D.T. 2013. Improvement of groundwater level prediction in sparsely gauged basins using physical laws and local geographic features as auxiliary variables. Advances in Water Resources, 52:34-49. Research supported by the project SPARTA 1591: "Development of Space-Time Random Fields based on Local Interaction Models and Applications in the Processing of Spatiotemporal Datasets". "SPARTA" is implemented under the "ARISTEIA" Action of the operational programme Education and Lifelong Learning and is co-funded by the European Social Fund (ESF) and National Resources.

Adaptive polynomial chaos techniques for uncertainty quantification of a gas cooled fast reactor transient

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

Perko, Z.; Gilli, L.; Lathouwers, D.

2013-07-01

Uncertainty quantification plays an increasingly important role in the nuclear community, especially with the rise of Best Estimate Plus Uncertainty methodologies. Sensitivity analysis, surrogate models, Monte Carlo sampling and several other techniques can be used to propagate input uncertainties. In recent years however polynomial chaos expansion has become a popular alternative providing high accuracy at affordable computational cost. This paper presents such polynomial chaos (PC) methods using adaptive sparse grids and adaptive basis set construction, together with an application to a Gas Cooled Fast Reactor transient. Comparison is made between a new sparse grid algorithm and the traditionally used techniquemore » proposed by Gerstner. An adaptive basis construction method is also introduced and is proved to be advantageous both from an accuracy and a computational point of view. As a demonstration the uncertainty quantification of a 50% loss of flow transient in the GFR2400 Gas Cooled Fast Reactor design was performed using the CATHARE code system. The results are compared to direct Monte Carlo sampling and show the superior convergence and high accuracy of the polynomial chaos expansion. Since PC techniques are easy to implement, they can offer an attractive alternative to traditional techniques for the uncertainty quantification of large scale problems. (authors)« less

Robust Flutter Analysis for Aeroservoelastic Systems

NASA Astrophysics Data System (ADS)

Kotikalpudi, Aditya

The dynamics of a flexible air vehicle are typically described using an aeroservoelastic model which accounts for interaction between aerodynamics, structural dynamics, rigid body dynamics and control laws. These subsystems can be individually modeled using a theoretical approach and experimental data from various ground tests can be combined into them. For instance, a combination of linear finite element modeling and data from ground vibration tests may be used to obtain a validated structural model. Similarly, an aerodynamic model can be obtained using computational fluid dynamics or simple panel methods and partially updated using limited data from wind tunnel tests. In all cases, the models obtained for these subsystems have a degree of uncertainty owing to inherent assumptions in the theory and errors in experimental data. Suitable uncertain models that account for these uncertainties can be built to study the impact of these modeling errors on the ability to predict dynamic instabilities known as flutter. This thesis addresses the methods used for modeling rigid body dynamics, structural dynamics and unsteady aerodynamics of a blended wing design called the Body Freedom Flutter vehicle. It discusses the procedure used to incorporate data from a wide range of ground based experiments in the form of model uncertainties within these subsystems. Finally, it provides the mathematical tools for carrying out flutter analysis and sensitivity analysis which account for these model uncertainties. These analyses are carried out for both open loop and controller in the loop (closed loop) cases.

Adjoint-Based Implicit Uncertainty Analysis for Figures of Merit in a Laser Inertial Fusion Engine

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

Seifried, J E; Fratoni, M; Kramer, K J

A primary purpose of computational models is to inform design decisions and, in order to make those decisions reliably, the confidence in the results of such models must be estimated. Monte Carlo neutron transport models are common tools for reactor designers. These types of models contain several sources of uncertainty that propagate onto the model predictions. Two uncertainties worthy of note are (1) experimental and evaluation uncertainties of nuclear data that inform all neutron transport models and (2) statistical counting precision, which all results of a Monte Carlo codes contain. Adjoint-based implicit uncertainty analyses allow for the consideration of anymore » number of uncertain input quantities and their effects upon the confidence of figures of merit with only a handful of forward and adjoint transport calculations. When considering a rich set of uncertain inputs, adjoint-based methods remain hundreds of times more computationally efficient than Direct Monte-Carlo methods. The LIFE (Laser Inertial Fusion Energy) engine is a concept being developed at Lawrence Livermore National Laboratory. Various options exist for the LIFE blanket, depending on the mission of the design. The depleted uranium hybrid LIFE blanket design strives to close the fission fuel cycle without enrichment or reprocessing, while simultaneously achieving high discharge burnups with reduced proliferation concerns. Neutron transport results that are central to the operation of the design are tritium production for fusion fuel, fission of fissile isotopes for energy multiplication, and production of fissile isotopes for sustained power. In previous work, explicit cross-sectional uncertainty analyses were performed for reaction rates related to the figures of merit for the depleted uranium hybrid LIFE blanket. Counting precision was also quantified for both the figures of merit themselves and the cross-sectional uncertainty estimates to gauge the validity of the analysis. All cross-sectional uncertainties were small (0.1-0.8%), bounded counting uncertainties, and were precise with regard to counting precision. Adjoint/importance distributions were generated for the same reaction rates. The current work leverages those adjoint distributions to transition from explicit sensitivities, in which the neutron flux is constrained, to implicit sensitivities, in which the neutron flux responds to input perturbations. This treatment vastly expands the set of data that contribute to uncertainties to produce larger, more physically accurate uncertainty estimates.« less

Analysis of actuator delay and its effect on uncertainty quantification for real-time hybrid simulation

NASA Astrophysics Data System (ADS)

Chen, Cheng; Xu, Weijie; Guo, Tong; Chen, Kai

2017-10-01

Uncertainties in structure properties can result in different responses in hybrid simulations. Quantification of the effect of these uncertainties would enable researchers to estimate the variances of structural responses observed from experiments. This poses challenges for real-time hybrid simulation (RTHS) due to the existence of actuator delay. Polynomial chaos expansion (PCE) projects the model outputs on a basis of orthogonal stochastic polynomials to account for influences of model uncertainties. In this paper, PCE is utilized to evaluate effect of actuator delay on the maximum displacement from real-time hybrid simulation of a single degree of freedom (SDOF) structure when accounting for uncertainties in structural properties. The PCE is first applied for RTHS without delay to determine the order of PCE, the number of sample points as well as the method for coefficients calculation. The PCE is then applied to RTHS with actuator delay. The mean, variance and Sobol indices are compared and discussed to evaluate the effects of actuator delay on uncertainty quantification for RTHS. Results show that the mean and the variance of the maximum displacement increase linearly and exponentially with respect to actuator delay, respectively. Sensitivity analysis through Sobol indices also indicates the influence of the single random variable decreases while the coupling effect increases with the increase of actuator delay.

Tutorial: Parallel Computing of Simulation Models for Risk Analysis.

PubMed

Reilly, Allison C; Staid, Andrea; Gao, Michael; Guikema, Seth D

2016-10-01

Simulation models are widely used in risk analysis to study the effects of uncertainties on outcomes of interest in complex problems. Often, these models are computationally complex and time consuming to run. This latter point may be at odds with time-sensitive evaluations or may limit the number of parameters that are considered. In this article, we give an introductory tutorial focused on parallelizing simulation code to better leverage modern computing hardware, enabling risk analysts to better utilize simulation-based methods for quantifying uncertainty in practice. This article is aimed primarily at risk analysts who use simulation methods but do not yet utilize parallelization to decrease the computational burden of these models. The discussion is focused on conceptual aspects of embarrassingly parallel computer code and software considerations. Two complementary examples are shown using the languages MATLAB and R. A brief discussion of hardware considerations is located in the Appendix. © 2016 Society for Risk Analysis.

Blurring the Inputs: A Natural Language Approach to Sensitivity Analysis

NASA Technical Reports Server (NTRS)

Kleb, William L.; Thompson, Richard A.; Johnston, Christopher O.

2007-01-01

To document model parameter uncertainties and to automate sensitivity analyses for numerical simulation codes, a natural-language-based method to specify tolerances has been developed. With this new method, uncertainties are expressed in a natural manner, i.e., as one would on an engineering drawing, namely, 5.25 +/- 0.01. This approach is robust and readily adapted to various application domains because it does not rely on parsing the particular structure of input file formats. Instead, tolerances of a standard format are added to existing fields within an input file. As a demonstration of the power of this simple, natural language approach, a Monte Carlo sensitivity analysis is performed for three disparate simulation codes: fluid dynamics (LAURA), radiation (HARA), and ablation (FIAT). Effort required to harness each code for sensitivity analysis was recorded to demonstrate the generality and flexibility of this new approach.

Uncertainty in benefit cost analysis of smart grid demonstration-projects in the U.S., China, and Italy

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

Karali, Nihan; Flego, Gianluca; Yu, Jiancheng

Given the substantial investments required, there has been keen interest in conducting benefits analysis, i.e., quantifying, and often monetizing, the performance of smart grid technologies. In this study, we compare two different approaches; (1) Electric Power Research Institute (EPRI)’s benefits analysis method and its adaptation to the European contexts by the European Commission, Joint Research Centre (JRC), and (2) the Analytic Hierarchy Process (AHP) and fuzzy logic decision making method. These are applied to three case demonstration projects executed in three different countries; the U.S., China, and Italy, considering uncertainty in each case. This work is conducted under the U.S.more » (United States)-China Climate Change Working Group, smart grid, with an additional major contribution by the European Commission. The following is a brief description of the three demonstration projects.« less

The death of the Job plot, transparency, open science and online tools, uncertainty estimation methods and other developments in supramolecular chemistry data analysis.

PubMed

Brynn Hibbert, D; Thordarson, Pall

2016-10-25

Data analysis is central to understanding phenomena in host-guest chemistry. We describe here recent developments in this field starting with the revelation that the popular Job plot method is inappropriate for most problems in host-guest chemistry and that the focus should instead be on systematically fitting data and testing all reasonable binding models. We then discuss approaches for estimating uncertainties in binding studies using case studies and simulations to highlight key issues. Related to this is the need for ready access to data and transparency in the methodology or software used, and we demonstrate an example a webportal () that aims to address this issue. We conclude with a list of best-practice protocols for data analysis in supramolecular chemistry that could easily be translated to other related problems in chemistry including measuring rate constants or drug IC 50 values.

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

NASA Astrophysics Data System (ADS)

Mannina, Giorgio; Cosenza, Alida; Viviani, Gaspare

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

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

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

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

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

USGS Publications Warehouse

Wu, Y.; Liu, S.

2012-01-01

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

Inexact fuzzy-stochastic mixed-integer programming approach for long-term planning of waste management--Part A: methodology.

PubMed

Guo, P; Huang, G H

2009-01-01

In this study, an inexact fuzzy chance-constrained two-stage mixed-integer linear programming (IFCTIP) approach is proposed for supporting long-term planning of waste-management systems under multiple uncertainties in the City of Regina, Canada. The method improves upon the existing inexact two-stage programming and mixed-integer linear programming techniques by incorporating uncertainties expressed as multiple uncertainties of intervals and dual probability distributions within a general optimization framework. The developed method can provide an effective linkage between the predefined environmental policies and the associated economic implications. Four special characteristics of the proposed method make it unique compared with other optimization techniques that deal with uncertainties. Firstly, it provides a linkage to predefined policies that have to be respected when a modeling effort is undertaken; secondly, it is useful for tackling uncertainties presented as intervals, probabilities, fuzzy sets and their incorporation; thirdly, it facilitates dynamic analysis for decisions of facility-expansion planning and waste-flow allocation within a multi-facility, multi-period, multi-level, and multi-option context; fourthly, the penalties are exercised with recourse against any infeasibility, which permits in-depth analyses of various policy scenarios that are associated with different levels of economic consequences when the promised solid waste-generation rates are violated. In a companion paper, the developed method is applied to a real case for the long-term planning of waste management in the City of Regina, Canada.

Uncertainty Footprint: Visualization of Nonuniform Behavior of Iterative Algorithms Applied to 4D Cell Tracking

PubMed Central

Wan, Y.; Hansen, C.

2018-01-01

Research on microscopy data from developing biological samples usually requires tracking individual cells over time. When cells are three-dimensionally and densely packed in a time-dependent scan of volumes, tracking results can become unreliable and uncertain. Not only are cell segmentation results often inaccurate to start with, but it also lacks a simple method to evaluate the tracking outcome. Previous cell tracking methods have been validated against benchmark data from real scans or artificial data, whose ground truth results are established by manual work or simulation. However, the wide variety of real-world data makes an exhaustive validation impossible. Established cell tracking tools often fail on new data, whose issues are also difficult to diagnose with only manual examinations. Therefore, data-independent tracking evaluation methods are desired for an explosion of microscopy data with increasing scale and resolution. In this paper, we propose the uncertainty footprint, an uncertainty quantification and visualization technique that examines nonuniformity at local convergence for an iterative evaluation process on a spatial domain supported by partially overlapping bases. We demonstrate that the patterns revealed by the uncertainty footprint indicate data processing quality in two algorithms from a typical cell tracking workflow – cell identification and association. A detailed analysis of the patterns further allows us to diagnose issues and design methods for improvements. A 4D cell tracking workflow equipped with the uncertainty footprint is capable of self diagnosis and correction for a higher accuracy than previous methods whose evaluation is limited by manual examinations. PMID:29456279

Quantitative Evaluation of Ion-implanted Arsenic in Silicon by Instrumental Neutron Activation Analysis

NASA Astrophysics Data System (ADS)

Takatsuka, Toshiko; Hirata, Kouichi; Kobayashi, Yoshinori; Kuroiwa, Takayoshi; Miura, Tsutomu; Matsue, Hideaki

2008-11-01

Certified reference materials (CRMs) of shallow arsenic implants in silicon are now under development at the National Metrology Institute of Japan (NMIJ). The amount of ion-implanted arsenic atoms is quantified by Instrumental Neutron Activation Analysis (INAA) using research reactor JRR-3 in Japan Atomic Energy Agency (JAEA). It is found that this method can evaluate arsenic amounts of 1015 atoms/cm2 with small uncertainties, and is adaptable to shallower dopants. The estimated uncertainties can satisfy the industrial demands for reference materials to calibrate the implanted dose of arsenic at shallow junctions.

Parameter uncertainty analysis of a biokinetic model of caesium

DOE PAGES

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

2014-04-17

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

A Posteriori Error Analysis and Uncertainty Quantification for Adaptive Multiscale Operator Decomposition Methods for Multiphysics Problems

DTIC Science & Technology

2013-06-24

Barrier methods for critical exponent problems in geometric analysis and mathematical physics, J. Erway and M. Hoist, Submitted for publication . • Finite...1996. [20] C. LANCZOS, Linear Differential Operators, Dover Publications , Mineola, NY, 1997. [21] G.I. MARCHUK, Adjoint Equations and Analysis of...NUMBER(S) 16. SECURITY CLASSIFICATION OF: 19b. TELEPHONE NUMBER (Include area code) The public reporting burden for this collection of information is

Elastic properties of single-walled carbon nanotube thin film by nanoindentation test.

PubMed

Tang, Xingling; El-Hami, Abdelkhalak; El-Hami, Khalil; Eid, Mohamed; Si, Chaorun

2017-09-12

This paper carries out a preliminary study for the elastic properties of single walled carbon nanotube (SWCNT) thin film. The SWCNT thin films (~250 nm) are prepared by a simple and cost effective method of spin-coating technology. Nanoindentation test with a Berkovich indenter is used to determine the hardness and elastic modulus of the SWCNT thin film. It is important to note that the elastic properties of SWCNT film are indirectly derived from the information of load and displacement of the indenter under certain assumptions, deviation of the 'test value' is inevitable. In this regard, uncertainty analysis is an effective process in guarantying the validity of the material properties. This paper carries out uncertainty estimation for the tested elastic properties of SWCNT film by nanoindentation. Experimental results and uncertainty analysis indicates that nanoindentation test could be an effective and reliable method in determine the elastic properties of SWCNT thin film. Moreover, the obtained values of hardness and elastic modulus can further benefit the design of SWCNT thin film based components.

Uncertainty Budget Analysis for Dimensional Inspection Processes (U)

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

Valdez, Lucas M.

2012-07-26

This paper is intended to provide guidance and describe how to prepare an uncertainty analysis of a dimensional inspection process through the utilization of an uncertainty budget analysis. The uncertainty analysis is stated in the same methodology as that of the ISO GUM standard for calibration and testing. There is a specific distinction between how Type A and Type B uncertainty analysis is used in a general and specific process. All theory and applications are utilized to represent both a generalized approach to estimating measurement uncertainty and how to report and present these estimations for dimensional measurements in a dimensionalmore » inspection process. The analysis of this uncertainty budget shows that a well-controlled dimensional inspection process produces a conservative process uncertainty, which can be attributed to the necessary assumptions in place for best possible results.« less

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

NASA Astrophysics Data System (ADS)

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

2014-11-01

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

Robustness analysis of bogie suspension components Pareto optimised values

NASA Astrophysics Data System (ADS)

Mousavi Bideleh, Seyed Milad

2017-08-01

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

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.

Bayesian correction of H(z) data uncertainties

NASA Astrophysics Data System (ADS)

Jesus, J. F.; Gregório, T. M.; Andrade-Oliveira, F.; Valentim, R.; Matos, C. A. O.

2018-07-01

We compile 41 H(z) data from literature and use them to constrain OΛCDM and flat ΛCDM parameters. We show that the available H(z) suffers from uncertainties overestimation and propose a Bayesian method to reduce them. As a result of this method, using H(z) only, we find, in the context of OΛCDM, H0 = 69.5 ± 2.5 km s-1 Mpc-1, Ωm = 0.242 ± 0.036, and Ω _Λ =0.68± 0.14. In the context of flat ΛCDM model, we have found H0 = 70.4 ± 1.2 km s-1 Mpc-1 and Ωm = 0.256 ± 0.014. This corresponds to an uncertainty reduction of up to ≈ 30 per cent when compared to the uncorrected analysis in both cases.

Combining Nordtest method and bootstrap resampling for measurement uncertainty estimation of hematology analytes in a medical laboratory.

PubMed

Cui, Ming; Xu, Lili; Wang, Huimin; Ju, Shaoqing; Xu, Shuizhu; Jing, Rongrong

2017-12-01

Measurement uncertainty (MU) is a metrological concept, which can be used for objectively estimating the quality of test results in medical laboratories. The Nordtest guide recommends an approach that uses both internal quality control (IQC) and external quality assessment (EQA) data to evaluate the MU. Bootstrap resampling is employed to simulate the unknown distribution based on the mathematical statistics method using an existing small sample of data, where the aim is to transform the small sample into a large sample. However, there have been no reports of the utilization of this method in medical laboratories. Thus, this study applied the Nordtest guide approach based on bootstrap resampling for estimating the MU. We estimated the MU for the white blood cell (WBC) count, red blood cell (RBC) count, hemoglobin (Hb), and platelets (Plt). First, we used 6months of IQC data and 12months of EQA data to calculate the MU according to the Nordtest method. Second, we combined the Nordtest method and bootstrap resampling with the quality control data and calculated the MU using MATLAB software. We then compared the MU results obtained using the two approaches. The expanded uncertainty results determined for WBC, RBC, Hb, and Plt using the bootstrap resampling method were 4.39%, 2.43%, 3.04%, and 5.92%, respectively, and 4.38%, 2.42%, 3.02%, and 6.00% with the existing quality control data (U [k=2]). For WBC, RBC, Hb, and Plt, the differences between the results obtained using the two methods were lower than 1.33%. The expanded uncertainty values were all less than the target uncertainties. The bootstrap resampling method allows the statistical analysis of the MU. Combining the Nordtest method and bootstrap resampling is considered a suitable alternative method for estimating the MU. Copyright © 2017 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.

Waveform-based Bayesian full moment tensor inversion and uncertainty determination for the induced seismicity in an oil/gas field

NASA Astrophysics Data System (ADS)

Gu, Chen; Marzouk, Youssef M.; Toksöz, M. Nafi

2018-03-01

Small earthquakes occur due to natural tectonic motions and are induced by oil and gas production processes. In many oil/gas fields and hydrofracking processes, induced earthquakes result from fluid extraction or injection. The locations and source mechanisms of these earthquakes provide valuable information about the reservoirs. Analysis of induced seismic events has mostly assumed a double-couple source mechanism. However, recent studies have shown a non-negligible percentage of non-double-couple components of source moment tensors in hydraulic fracturing events, assuming a full moment tensor source mechanism. Without uncertainty quantification of the moment tensor solution, it is difficult to determine the reliability of these source models. This study develops a Bayesian method to perform waveform-based full moment tensor inversion and uncertainty quantification for induced seismic events, accounting for both location and velocity model uncertainties. We conduct tests with synthetic events to validate the method, and then apply our newly developed Bayesian inversion approach to real induced seismicity in an oil/gas field in the sultanate of Oman—determining the uncertainties in the source mechanism and in the location of that event.

Attributing runoff changes to climate variability and human activities: uncertainty analysis using four monthly water balance models

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

Li, Shuai; Xiong, Lihua; Li, Hong-Yi

2015-05-26

Hydrological simulations to delineate the impacts of climate variability and human activities are subjected to uncertainties related to both parameter and structure of the hydrological models. To analyze the impact of these uncertainties on the model performance and to yield more reliable simulation results, a global calibration and multimodel combination method that integrates the Shuffled Complex Evolution Metropolis (SCEM) and Bayesian Model Averaging (BMA) of four monthly water balance models was proposed. The method was applied to the Weihe River Basin (WRB), the largest tributary of the Yellow River, to determine the contribution of climate variability and human activities tomore » runoff changes. The change point, which was used to determine the baseline period (1956-1990) and human-impacted period (1991-2009), was derived using both cumulative curve and Pettitt’s test. Results show that the combination method from SCEM provides more skillful deterministic predictions than the best calibrated individual model, resulting in the smallest uncertainty interval of runoff changes attributed to climate variability and human activities. This combination methodology provides a practical and flexible tool for attribution of runoff changes to climate variability and human activities by hydrological models.« less

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

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

Marzouk, Youssef; Conrad, Patrick; Bigoni, Daniele

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

The Multi-Step CADIS method for shutdown dose rate calculations and uncertainty propagation

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

Ibrahim, Ahmad M.; Peplow, Douglas E.; Grove, Robert E.

2015-12-01

Shutdown dose rate (SDDR) analysis requires (a) a neutron transport calculation to estimate neutron flux fields, (b) an activation calculation to compute radionuclide inventories and associated photon sources, and (c) a photon transport calculation to estimate final SDDR. In some applications, accurate full-scale Monte Carlo (MC) SDDR simulations are needed for very large systems with massive amounts of shielding materials. However, these simulations are impractical because calculation of space- and energy-dependent neutron fluxes throughout the structural materials is needed to estimate distribution of radioisotopes causing the SDDR. Biasing the neutron MC calculation using an importance function is not simple becausemore » it is difficult to explicitly express the response function, which depends on subsequent computational steps. Furthermore, the typical SDDR calculations do not consider how uncertainties in MC neutron calculation impact SDDR uncertainty, even though MC neutron calculation uncertainties usually dominate SDDR uncertainty.« less

Estimation of Environment-Related Properties of Chemicals for Design of Sustainable Processes: Development of Group-Contribution+ (GC+) Property Models and Uncertainty Analysis

EPA Science Inventory

The aim of this work is to develop group-contribution+ (GC+) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncert...

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

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

Using real options analysis to support strategic management decisions

NASA Astrophysics Data System (ADS)

Kabaivanov, Stanimir; Markovska, Veneta; Milev, Mariyan

2013-12-01

Decision making is a complex process that requires taking into consideration multiple heterogeneous sources of uncertainty. Standard valuation and financial analysis techniques often fail to properly account for all these sources of risk as well as for all sources of additional flexibility. In this paper we explore applications of a modified binomial tree method for real options analysis (ROA) in an effort to improve decision making process. Usual cases of use of real options are analyzed with elaborate study on the applications and advantages that company management can derive from their application. A numeric results based on extending simple binomial tree approach for multiple sources of uncertainty are provided to demonstrate the improvement effects on management decisions.

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.)

On Time Delay Margin Estimation for Adaptive Control and Optimal Control Modification

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.

2011-01-01

This paper presents methods for estimating time delay margin for adaptive control of input delay systems with almost linear structured uncertainty. The bounded linear stability analysis method seeks to represent an adaptive law by a locally bounded linear approximation within a small time window. The time delay margin of this input delay system represents a local stability measure and is computed analytically by three methods: Pade approximation, Lyapunov-Krasovskii method, and the matrix measure method. These methods are applied to the standard model-reference adaptive control, s-modification adaptive law, and optimal control modification adaptive law. The windowing analysis results in non-unique estimates of the time delay margin since it is dependent on the length of a time window and parameters which vary from one time window to the next. The optimal control modification adaptive law overcomes this limitation in that, as the adaptive gain tends to infinity and if the matched uncertainty is linear, then the closed-loop input delay system tends to a LTI system. A lower bound of the time delay margin of this system can then be estimated uniquely without the need for the windowing analysis. Simulation results demonstrates the feasibility of the bounded linear stability method for time delay margin estimation.

An improved method to represent DEM uncertainty in glacial lake outburst flood propagation using stochastic simulations

NASA Astrophysics Data System (ADS)

Watson, Cameron S.; Carrivick, Jonathan; Quincey, Duncan

2015-10-01

Modelling glacial lake outburst floods (GLOFs) or 'jökulhlaups', necessarily involves the propagation of large and often stochastic uncertainties throughout the source to impact process chain. Since flood routing is primarily a function of underlying topography, communication of digital elevation model (DEM) uncertainty should accompany such modelling efforts. Here, a new stochastic first-pass assessment technique was evaluated against an existing GIS-based model and an existing 1D hydrodynamic model, using three DEMs with different spatial resolution. The analysis revealed the effect of DEM uncertainty and model choice on several flood parameters and on the prediction of socio-economic impacts. Our new model, which we call MC-LCP (Monte Carlo Least Cost Path) and which is distributed in the supplementary information, demonstrated enhanced 'stability' when compared to the two existing methods, and this 'stability' was independent of DEM choice. The MC-LCP model outputs an uncertainty continuum within its extent, from which relative socio-economic risk can be evaluated. In a comparison of all DEM and model combinations, the Shuttle Radar Topography Mission (SRTM) DEM exhibited fewer artefacts compared to those with the Advanced Spaceborne Thermal Emission and Reflection Radiometer Global Digital Elevation Model (ASTER GDEM), and were comparable to those with a finer resolution Advanced Land Observing Satellite Panchromatic Remote-sensing Instrument for Stereo Mapping (ALOS PRISM) derived DEM. Overall, we contend that the variability we find between flood routing model results suggests that consideration of DEM uncertainty and pre-processing methods is important when assessing flow routing and when evaluating potential socio-economic implications of a GLOF event. Incorporation of a stochastic variable provides an illustration of uncertainty that is important when modelling and communicating assessments of an inherently complex process.

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

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Fault and event tree analyses for process systems risk analysis: uncertainty handling formulations.

PubMed

Ferdous, Refaul; Khan, Faisal; Sadiq, Rehan; Amyotte, Paul; Veitch, Brian

2011-01-01

Quantitative risk analysis (QRA) is a systematic approach for evaluating likelihood, consequences, and risk of adverse events. QRA based on event (ETA) and fault tree analyses (FTA) employs two basic assumptions. The first assumption is related to likelihood values of input events, and the second assumption is regarding interdependence among the events (for ETA) or basic events (for FTA). Traditionally, FTA and ETA both use crisp probabilities; however, to deal with uncertainties, the probability distributions of input event likelihoods are assumed. These probability distributions are often hard to come by and even if available, they are subject to incompleteness (partial ignorance) and imprecision. Furthermore, both FTA and ETA assume that events (or basic events) are independent. In practice, these two assumptions are often unrealistic. This article focuses on handling uncertainty in a QRA framework of a process system. Fuzzy set theory and evidence theory are used to describe the uncertainties in the input event likelihoods. A method based on a dependency coefficient is used to express interdependencies of events (or basic events) in ETA and FTA. To demonstrate the approach, two case studies are discussed. © 2010 Society for Risk Analysis.

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

NASA Astrophysics Data System (ADS)

Sawicka, Kasia; Heuvelink, Gerard

2016-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

A dosimetric uncertainty analysis for photon-emitting brachytherapy sources: Report of AAPM Task Group No. 138 and GEC-ESTRO

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

DeWerd, Larry A.; Ibbott, Geoffrey S.; Meigooni, Ali S.

2011-02-15

This report addresses uncertainties pertaining to brachytherapy single-source dosimetry preceding clinical use. The International Organization for Standardization (ISO) Guide to the Expression of Uncertainty in Measurement (GUM) and the National Institute of Standards and Technology (NIST) Technical Note 1297 are taken as reference standards for uncertainty formalism. Uncertainties in using detectors to measure or utilizing Monte Carlo methods to estimate brachytherapy dose distributions are provided with discussion of the components intrinsic to the overall dosimetric assessment. Uncertainties provided are based on published observations and cited when available. The uncertainty propagation from the primary calibration standard through transfer to the clinicmore » for air-kerma strength is covered first. Uncertainties in each of the brachytherapy dosimetry parameters of the TG-43 formalism are then explored, ending with transfer to the clinic and recommended approaches. Dosimetric uncertainties during treatment delivery are considered briefly but are not included in the detailed analysis. For low- and high-energy brachytherapy sources of low dose rate and high dose rate, a combined dosimetric uncertainty <5% (k=1) is estimated, which is consistent with prior literature estimates. Recommendations are provided for clinical medical physicists, dosimetry investigators, and source and treatment planning system manufacturers. These recommendations include the use of the GUM and NIST reports, a requirement of constancy of manufacturer source design, dosimetry investigator guidelines, provision of the lowest uncertainty for patient treatment dosimetry, and the establishment of an action level based on dosimetric uncertainty. These recommendations reflect the guidance of the American Association of Physicists in Medicine (AAPM) and the Groupe Europeen de Curietherapie-European Society for Therapeutic Radiology and Oncology (GEC-ESTRO) for their members and may also be used as guidance to manufacturers and regulatory agencies in developing good manufacturing practices for sources used in routine clinical treatments.« less

A dosimetric uncertainty analysis for photon-emitting brachytherapy sources: Report of AAPM Task Group No. 138 and GEC-ESTRO

PubMed Central

DeWerd, Larry A.; Ibbott, Geoffrey S.; Meigooni, Ali S.; Mitch, Michael G.; Rivard, Mark J.; Stump, Kurt E.; Thomadsen, Bruce R.; Venselaar, Jack L. M.

2011-01-01

This report addresses uncertainties pertaining to brachytherapy single-source dosimetry preceding clinical use. The International Organization for Standardization (ISO) Guide to the Expression of Uncertainty in Measurement (GUM) and the National Institute of Standards and Technology (NIST) Technical Note 1297 are taken as reference standards for uncertainty formalism. Uncertainties in using detectors to measure or utilizing Monte Carlo methods to estimate brachytherapy dose distributions are provided with discussion of the components intrinsic to the overall dosimetric assessment. Uncertainties provided are based on published observations and cited when available. The uncertainty propagation from the primary calibration standard through transfer to the clinic for air-kerma strength is covered first. Uncertainties in each of the brachytherapy dosimetry parameters of the TG-43 formalism are then explored, ending with transfer to the clinic and recommended approaches. Dosimetric uncertainties during treatment delivery are considered briefly but are not included in the detailed analysis. For low- and high-energy brachytherapy sources of low dose rate and high dose rate, a combined dosimetric uncertainty <5% (k=1) is estimated, which is consistent with prior literature estimates. Recommendations are provided for clinical medical physicists, dosimetry investigators, and source and treatment planning system manufacturers. These recommendations include the use of the GUM and NIST reports, a requirement of constancy of manufacturer source design, dosimetry investigator guidelines, provision of the lowest uncertainty for patient treatment dosimetry, and the establishment of an action level based on dosimetric uncertainty. These recommendations reflect the guidance of the American Association of Physicists in Medicine (AAPM) and the Groupe Européen de Curiethérapie–European Society for Therapeutic Radiology and Oncology (GEC-ESTRO) for their members and may also be used as guidance to manufacturers and regulatory agencies in developing good manufacturing practices for sources used in routine clinical treatments. PMID:21452716

A dosimetric uncertainty analysis for photon-emitting brachytherapy sources: report of AAPM Task Group No. 138 and GEC-ESTRO.

PubMed

DeWerd, Larry A; Ibbott, Geoffrey S; Meigooni, Ali S; Mitch, Michael G; Rivard, Mark J; Stump, Kurt E; Thomadsen, Bruce R; Venselaar, Jack L M

2011-02-01

This report addresses uncertainties pertaining to brachytherapy single-source dosimetry preceding clinical use. The International Organization for Standardization (ISO) Guide to the Expression of Uncertainty in Measurement (GUM) and the National Institute of Standards and Technology (NIST) Technical Note 1297 are taken as reference standards for uncertainty formalism. Uncertainties in using detectors to measure or utilizing Monte Carlo methods to estimate brachytherapy dose distributions are provided with discussion of the components intrinsic to the overall dosimetric assessment. Uncertainties provided are based on published observations and cited when available. The uncertainty propagation from the primary calibration standard through transfer to the clinic for air-kerma strength is covered first. Uncertainties in each of the brachytherapy dosimetry parameters of the TG-43 formalism are then explored, ending with transfer to the clinic and recommended approaches. Dosimetric uncertainties during treatment delivery are considered briefly but are not included in the detailed analysis. For low- and high-energy brachytherapy sources of low dose rate and high dose rate, a combined dosimetric uncertainty <5% (k=1) is estimated, which is consistent with prior literature estimates. Recommendations are provided for clinical medical physicists, dosimetry investigators, and source and treatment planning system manufacturers. These recommendations include the use of the GUM and NIST reports, a requirement of constancy of manufacturer source design, dosimetry investigator guidelines, provision of the lowest uncertainty for patient treatment dosimetry, and the establishment of an action level based on dosimetric uncertainty. These recommendations reflect the guidance of the American Association of Physicists in Medicine (AAPM) and the Groupe Européen de Curiethérapie-European Society for Therapeutic Radiology and Oncology (GEC-ESTRO) for their members and may also be used as guidance to manufacturers and regulatory agencies in developing good manufacturing practices for sources used in routine clinical treatments.

Smart Aquifer Characterisation validated using Information Theory and Cost benefit analysis

NASA Astrophysics Data System (ADS)

Moore, Catherine

2016-04-01

The field data acquisition required to characterise aquifer systems are time consuming and expensive. Decisions regarding field testing, the type of field measurements to make and the spatial and temporal resolution of measurements have significant cost repercussions and impact the accuracy of various predictive simulations. The Smart Aquifer Characterisation (SAC) research programme (New Zealand (NZ)) addresses this issue by assembling and validating a suite of innovative methods for characterising groundwater systems at the large, regional and national scales. The primary outcome is a suite of cost effective tools and procedures provided to resource managers to advance the understanding and management of groundwater systems and thereby assist decision makers and communities in the management of their groundwater resources, including the setting of land use limits that protect fresh water flows and quality and the ecosystems dependent on that fresh water. The programme has focused novel investigation approaches including the use of geophysics, satellite remote sensing, temperature sensing and age dating. The SMART (Save Money And Reduce Time) aspect of the programme emphasises techniques that use these passive cost effective data sources to characterise groundwater systems at both the aquifer and the national scale by: • Determination of aquifer hydraulic properties • Determination of aquifer dimensions • Quantification of fluxes between ground waters and surface water • Groundwater age dating These methods allow either a lower cost method for estimating these properties and fluxes, or a greater spatial and temporal coverage for the same cost. To demonstrate the cost effectiveness of the methods a 'data worth' analysis is undertaken. The data worth method involves quantification of the utility of observation data in terms of how much it reduces the uncertainty of model parameters and decision focussed predictions which depend on these parameters. Such decision focussed predictions can include many aspects of system behaviour which underpin management decisions e.g., drawdown of groundwater levels, salt water intrusion, stream depletion, or wetland water level. The value of a data type or an observation location (e.g. remote sensing data (Westerhoff 2015) or a distributed temperature sensing measurement) is greater the more it enhances the certainty with which the model is able to predict such environmental behaviour. By comparing the difference in predictive uncertainty with or without such data, the value of potential observations is assessed. This can easily be achieved using rapid linear predictive uncertainty analysis methods (Moore 2005, Moore and Doherty 2006). By assessing the tension between the cost of data acquisition and the predictive accuracy achieved by gathering these observations in a pareto analysis, the relative cost effectiveness of these novel methods can be compared with more traditional measurements (e.g. bore logs, aquifer pumping tests, and simultaneous stream loss gaugings) for a suite of pertinent groundwater management decisions (Wallis et al 2014). This comparison illuminates those field data acquisition methods which offer the best value for the specific issues managers face in any region, and also indicates the diminishing returns of increasingly large and expensive data sets. References: Wallis I, Moore C, Post V, Wolf L, Martens E, Prommer. Using predictive uncertainty analysis to optimise tracer test design and data acquisition. Journal of Hydrology 515 (2014) 191-204. Moore, C. (2005). The use of regularized inversion in groundwater model calibration and prediction uncertainty analysis. Thesis submitted for the degree of Doctor of Philosophy at The University of Queensland, Australia. Moore, C., and Doherty, D. (2005). Role of the calibration process in reducing model predictive error. Water Resources Research 41, no.5 W05050. Westerhoff RS. Using uncertainty of Penman and Penman-Monteith methods in combined satellite and ground-based evapotranspiration estimates. Remote Sensing of Environment 169, 102-112

Representation of analysis results involving aleatory and epistemic uncertainty.

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

Johnson, Jay Dean; Helton, Jon Craig; Oberkampf, William Louis

2008-08-01

Procedures are described for the representation of results in analyses that involve both aleatory uncertainty and epistemic uncertainty, with aleatory uncertainty deriving from an inherent randomness in the behavior of the system under study and epistemic uncertainty deriving from a lack of knowledge about the appropriate values to use for quantities that are assumed to have fixed but poorly known values in the context of a specific study. Aleatory uncertainty is usually represented with probability and leads to cumulative distribution functions (CDFs) or complementary cumulative distribution functions (CCDFs) for analysis results of interest. Several mathematical structures are available for themore » representation of epistemic uncertainty, including interval analysis, possibility theory, evidence theory and probability theory. In the presence of epistemic uncertainty, there is not a single CDF or CCDF for a given analysis result. Rather, there is a family of CDFs and a corresponding family of CCDFs that derive from epistemic uncertainty and have an uncertainty structure that derives from the particular uncertainty structure (i.e., interval analysis, possibility theory, evidence theory, probability theory) used to represent epistemic uncertainty. Graphical formats for the representation of epistemic uncertainty in families of CDFs and CCDFs are investigated and presented for the indicated characterizations of epistemic uncertainty.« less

Statistical Approaches to Interpretation of Local, Regional, and National Highway-Runoff and Urban-Stormwater Data

USGS Publications Warehouse

Tasker, Gary D.; Granato, Gregory E.

2000-01-01

Decision makers need viable methods for the interpretation of local, regional, and national-highway runoff and urban-stormwater data including flows, concentrations and loads of chemical constituents and sediment, potential effects on receiving waters, and the potential effectiveness of various best management practices (BMPs). Valid (useful for intended purposes), current, and technically defensible stormwater-runoff models are needed to interpret data collected in field studies, to support existing highway and urban-runoffplanning processes, to meet National Pollutant Discharge Elimination System (NPDES) requirements, and to provide methods for computation of Total Maximum Daily Loads (TMDLs) systematically and economically. Historically, conceptual, simulation, empirical, and statistical models of varying levels of detail, complexity, and uncertainty have been used to meet various data-quality objectives in the decision-making processes necessary for the planning, design, construction, and maintenance of highways and for other land-use applications. Water-quality simulation models attempt a detailed representation of the physical processes and mechanisms at a given site. Empirical and statistical regional water-quality assessment models provide a more general picture of water quality or changes in water quality over a region. All these modeling techniques share one common aspect-their predictive ability is poor without suitable site-specific data for calibration. To properly apply the correct model, one must understand the classification of variables, the unique characteristics of water-resources data, and the concept of population structure and analysis. Classifying variables being used to analyze data may determine which statistical methods are appropriate for data analysis. An understanding of the characteristics of water-resources data is necessary to evaluate the applicability of different statistical methods, to interpret the results of these techniques, and to use tools and techniques that account for the unique nature of water-resources data sets. Populations of data on stormwater-runoff quantity and quality are often best modeled as logarithmic transformations. Therefore, these factors need to be considered to form valid, current, and technically defensible stormwater-runoff models. Regression analysis is an accepted method for interpretation of water-resources data and for prediction of current or future conditions at sites that fit the input data model. Regression analysis is designed to provide an estimate of the average response of a system as it relates to variation in one or more known variables. To produce valid models, however, regression analysis should include visual analysis of scatterplots, an examination of the regression equation, evaluation of the method design assumptions, and regression diagnostics. A number of statistical techniques are described in the text and in the appendixes to provide information necessary to interpret data by use of appropriate methods. Uncertainty is an important part of any decisionmaking process. In order to deal with uncertainty problems, the analyst needs to know the severity of the statistical uncertainty of the methods used to predict water quality. Statistical models need to be based on information that is meaningful, representative, complete, precise, accurate, and comparable to be deemed valid, up to date, and technically supportable. To assess uncertainty in the analytical tools, the modeling methods, and the underlying data set, all of these components need be documented and communicated in an accessible format within project publications.

Measurement uncertainty analysis techniques applied to PV performance measurements

NASA Astrophysics Data System (ADS)

Wells, C.

1992-10-01

The purpose of this presentation is to provide a brief introduction to measurement uncertainty analysis, outline how it is done, and illustrate uncertainty analysis with examples drawn from the PV field, with particular emphasis toward its use in PV performance measurements. The uncertainty information we know and state concerning a PV performance measurement or a module test result determines, to a significant extent, the value and quality of that result. What is measurement uncertainty analysis? It is an outgrowth of what has commonly been called error analysis. But uncertainty analysis, a more recent development, gives greater insight into measurement processes and tests, experiments, or calibration results. Uncertainty analysis gives us an estimate of the interval about a measured value or an experiment's final result within which we believe the true value of that quantity will lie. Why should we take the time to perform an uncertainty analysis? A rigorous measurement uncertainty analysis: Increases the credibility and value of research results; allows comparisons of results from different labs; helps improve experiment design and identifies where changes are needed to achieve stated objectives (through use of the pre-test analysis); plays a significant role in validating measurements and experimental results, and in demonstrating (through the post-test analysis) that valid data have been acquired; reduces the risk of making erroneous decisions; demonstrates quality assurance and quality control measures have been accomplished; define Valid Data as data having known and documented paths of: Origin, including theory; measurements; traceability to measurement standards; computations; uncertainty analysis of results.

Absolute order-of-magnitude reasoning applied to a social multi-criteria evaluation framework

NASA Astrophysics Data System (ADS)

Afsordegan, A.; Sánchez, M.; Agell, N.; Aguado, J. C.; Gamboa, G.

2016-03-01

A social multi-criteria evaluation framework for solving a real-case problem of selecting a wind farm location in the regions of Urgell and Conca de Barberá in Catalonia (northeast of Spain) is studied. This paper applies a qualitative multi-criteria decision analysis approach based on linguistic labels assessment able to address uncertainty and deal with different levels of precision. This method is based on qualitative reasoning as an artificial intelligence technique for assessing and ranking multi-attribute alternatives with linguistic labels in order to handle uncertainty. This method is suitable for problems in the social framework such as energy planning which require the construction of a dialogue process among many social actors with high level of complexity and uncertainty. The method is compared with an existing approach, which has been applied previously in the wind farm location problem. This approach, consisting of an outranking method, is based on Condorcet's original method. The results obtained by both approaches are analysed and their performance in the selection of the wind farm location is compared in aggregation procedures. Although results show that both methods conduct to similar alternatives rankings, the study highlights both their advantages and drawbacks.

A high-precision velocity measuring system design for projectiles based on S-shaped laser screen

NASA Astrophysics Data System (ADS)

Liu, Huayi; Qian, Zheng; Yu, Hao; Li, Yutao

2018-03-01

The high-precision measurement of the velocity of high-speed flying projectile is of great significance for the evaluation and development of modern weapons. The velocity of the high-speed flying projectile is usually measured by laser screen velocity measuring system. But this method cannot achieve the repeated measurements, so we cannot make an indepth evaluation of the uncertainty about the measuring system. This paper presents a design based on S-shaped laser screen velocity measuring system. This design can achieve repeated measurements. Therefore, it can effectively reduce the uncertainty of the velocity measuring system. In addition, we made a detailed analysis of the uncertainty of the measuring system. The measurement uncertainty is 0.2% when the velocity of the projectile is about 200m/s.

Approaches to Evaluating Probability of Collision Uncertainty

NASA Technical Reports Server (NTRS)

Hejduk, Matthew D.; Johnson, Lauren C.

2016-01-01

While the two-dimensional probability of collision (Pc) calculation has served as the main input to conjunction analysis risk assessment for over a decade, it has done this mostly as a point estimate, with relatively little effort made to produce confidence intervals on the Pc value based on the uncertainties in the inputs. The present effort seeks to try to carry these uncertainties through the calculation in order to generate a probability density of Pc results rather than a single average value. Methods for assessing uncertainty in the primary and secondary objects' physical sizes and state estimate covariances, as well as a resampling approach to reveal the natural variability in the calculation, are presented; and an initial proposal for operationally-useful display and interpretation of these data for a particular conjunction is given.

Uncertainty Management in Remote Sensing of Climate Data. Summary of A Workshop

NASA Technical Reports Server (NTRS)

McConnell, M.; Weidman, S.

2009-01-01

Great advances have been made in our understanding of the climate system over the past few decades, and remotely sensed data have played a key role in supporting many of these advances. Improvements in satellites and in computational and data-handling techniques have yielded high quality, readily accessible data. However, rapid increases in data volume have also led to large and complex datasets that pose significant challenges in data analysis (NRC, 2007). Uncertainty characterization is needed for every satellite mission and scientists continue to be challenged by the need to reduce the uncertainty in remotely sensed climate records and projections. The approaches currently used to quantify the uncertainty in remotely sensed data, including statistical methods used to calibrate and validate satellite instruments, lack an overall mathematically based framework.

Propagation of Computational Uncertainty Using the Modern Design of Experiments

NASA Technical Reports Server (NTRS)

DeLoach, Richard

2007-01-01

This paper describes the use of formally designed experiments to aid in the error analysis of a computational experiment. A method is described by which the underlying code is approximated with relatively low-order polynomial graduating functions represented by truncated Taylor series approximations to the true underlying response function. A resource-minimal approach is outlined by which such graduating functions can be estimated from a minimum number of case runs of the underlying computational code. Certain practical considerations are discussed, including ways and means of coping with high-order response functions. The distributional properties of prediction residuals are presented and discussed. A practical method is presented for quantifying that component of the prediction uncertainty of a computational code that can be attributed to imperfect knowledge of independent variable levels. This method is illustrated with a recent assessment of uncertainty in computational estimates of Space Shuttle thermal and structural reentry loads attributable to ice and foam debris impact on ascent.

Ocean Predictability and Uncertainty Forecasts Using Local Ensemble Transfer Kalman Filter (LETKF)

NASA Astrophysics Data System (ADS)

Wei, M.; Hogan, P. J.; Rowley, C. D.; Smedstad, O. M.; Wallcraft, A. J.; Penny, S. G.

2017-12-01

Ocean predictability and uncertainty are studied with an ensemble system that has been developed based on the US Navy's operational HYCOM using the Local Ensemble Transfer Kalman Filter (LETKF) technology. One of the advantages of this method is that the best possible initial analysis states for the HYCOM forecasts are provided by the LETKF which assimilates operational observations using ensemble method. The background covariance during this assimilation process is implicitly supplied with the ensemble avoiding the difficult task of developing tangent linear and adjoint models out of HYCOM with the complicated hybrid isopycnal vertical coordinate for 4D-VAR. The flow-dependent background covariance from the ensemble will be an indispensable part in the next generation hybrid 4D-Var/ensemble data assimilation system. The predictability and uncertainty for the ocean forecasts are studied initially for the Gulf of Mexico. The results are compared with another ensemble system using Ensemble Transfer (ET) method which has been used in the Navy's operational center. The advantages and disadvantages are discussed.

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.

A Statistician's View of Upcoming Grand Challenges

NASA Astrophysics Data System (ADS)

Meng, Xiao Li

2010-01-01

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

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

Uncertainties in the estimation of specific absorption rate during radiofrequency alternating magnetic field induced non-adiabatic heating of ferrofluids

NASA Astrophysics Data System (ADS)

Lahiri, B. B.; Ranoo, Surojit; Philip, John

2017-11-01

Magnetic fluid hyperthermia (MFH) is becoming a viable cancer treatment methodology where the alternating magnetic field induced heating of magnetic fluid is utilized for ablating the cancerous cells or making them more susceptible to the conventional treatments. The heating efficiency in MFH is quantified in terms of specific absorption rate (SAR), which is defined as the heating power generated per unit mass. In majority of the experimental studies, SAR is evaluated from the temperature rise curves, obtained under non-adiabatic experimental conditions, which is prone to various thermodynamic uncertainties. A proper understanding of the experimental uncertainties and its remedies is a prerequisite for obtaining accurate and reproducible SAR. Here, we study the thermodynamic uncertainties associated with peripheral heating, delayed heating, heat loss from the sample and spatial variation in the temperature profile within the sample. Using first order approximations, an adiabatic reconstruction protocol for the measured temperature rise curves is developed for SAR estimation, which is found to be in good agreement with those obtained from the computationally intense slope corrected method. Our experimental findings clearly show that the peripheral and delayed heating are due to radiation heat transfer from the heating coils and slower response time of the sensor, respectively. Our results suggest that the peripheral heating is linearly proportional to the sample area to volume ratio and coil temperature. It is also observed that peripheral heating decreases in presence of a non-magnetic insulating shielding. The delayed heating is found to contribute up to ~25% uncertainties in SAR values. As the SAR values are very sensitive to the initial slope determination method, explicit mention of the range of linear regression analysis is appropriate to reproduce the results. The effect of sample volume to area ratio on linear heat loss rate is systematically studied and the results are compared using a lumped system thermal model. The various uncertainties involved in SAR estimation are categorized as material uncertainties, thermodynamic uncertainties and parametric uncertainties. The adiabatic reconstruction is found to decrease the uncertainties in SAR measurement by approximately three times. Additionally, a set of experimental guidelines for accurate SAR estimation using adiabatic reconstruction protocol is also recommended. These results warrant a universal experimental and data analysis protocol for SAR measurements during field induced heating of magnetic fluids under non-adiabatic conditions.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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