Uncertainty propagation in the calibration equations for NTC thermistors
NASA Astrophysics Data System (ADS)
Liu, Guang; Guo, Liang; Liu, Chunlong; Wu, Qingwen
2018-06-01
The uncertainty propagation problem is quite important for temperature measurements, since we rely so much on the sensors and calibration equations. Although uncertainty propagation for platinum resistance or radiation thermometers is well known, there have been few publications concerning negative temperature coefficient (NTC) thermistors. Insight into the propagation characteristics of uncertainty that develop when equations are determined using the Lagrange interpolation or least-squares fitting method is presented here with respect to several of the most common equations used in NTC thermistor calibration. Within this work, analytical expressions of the propagated uncertainties for both fitting methods are derived for the uncertainties in the measured temperature and resistance at each calibration point. High-precision calibration of an NTC thermistor in a precision water bath was performed by means of the comparison method. Results show that, for both fitting methods, the propagated uncertainty is flat in the interpolation region but rises rapidly beyond the calibration range. Also, for temperatures interpolated between calibration points, the propagated uncertainty is generally no greater than that associated with the calibration points. For least-squares fitting, the propagated uncertainty is significantly reduced by increasing the number of calibration points and can be well kept below the uncertainty of the calibration points.
Probabilistic Methods for Uncertainty Propagation Applied to Aircraft Design
NASA Technical Reports Server (NTRS)
Green, Lawrence L.; Lin, Hong-Zong; Khalessi, Mohammad R.
2002-01-01
Three methods of probabilistic uncertainty propagation and quantification (the method of moments, Monte Carlo simulation, and a nongradient simulation search method) are applied to an aircraft analysis and conceptual design program to demonstrate design under uncertainty. The chosen example problems appear to have discontinuous design spaces and thus these examples pose difficulties for many popular methods of uncertainty propagation and quantification. However, specific implementation features of the first and third methods chosen for use in this study enable successful propagation of small uncertainties through the program. Input uncertainties in two configuration design variables are considered. Uncertainties in aircraft weight are computed. The effects of specifying required levels of constraint satisfaction with specified levels of input uncertainty are also demonstrated. The results show, as expected, that the designs under uncertainty are typically heavier and more conservative than those in which no input uncertainties exist.
Uncertainty Propagation in an Ecosystem Nutrient Budget.
New aspects and advancements in classical uncertainty propagation methods were used to develop a nutrient budget with associated error for a northern Gulf of Mexico coastal embayment. Uncertainty was calculated for budget terms by propagating the standard error and degrees of fr...
puma: a Bioconductor package for propagating uncertainty in microarray analysis.
Pearson, Richard D; Liu, Xuejun; Sanguinetti, Guido; Milo, Marta; Lawrence, Neil D; Rattray, Magnus
2009-07-09
Most analyses of microarray data are based on point estimates of expression levels and ignore the uncertainty of such estimates. By determining uncertainties from Affymetrix GeneChip data and propagating these uncertainties to downstream analyses it has been shown that we can improve results of differential expression detection, principal component analysis and clustering. Previously, implementations of these uncertainty propagation methods have only been available as separate packages, written in different languages. Previous implementations have also suffered from being very costly to compute, and in the case of differential expression detection, have been limited in the experimental designs to which they can be applied. puma is a Bioconductor package incorporating a suite of analysis methods for use on Affymetrix GeneChip data. puma extends the differential expression detection methods of previous work from the 2-class case to the multi-factorial case. puma can be used to automatically create design and contrast matrices for typical experimental designs, which can be used both within the package itself but also in other Bioconductor packages. The implementation of differential expression detection methods has been parallelised leading to significant decreases in processing time on a range of computer architectures. puma incorporates the first R implementation of an uncertainty propagation version of principal component analysis, and an implementation of a clustering method based on uncertainty propagation. All of these techniques are brought together in a single, easy-to-use package with clear, task-based documentation. For the first time, the puma package makes a suite of uncertainty propagation methods available to a general audience. These methods can be used to improve results from more traditional analyses of microarray data. puma also offers improvements in terms of scope and speed of execution over previously available methods. puma is recommended for anyone working with the Affymetrix GeneChip platform for gene expression analysis and can also be applied more generally.
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.
Uncertainty Analysis in 3D Equilibrium Reconstruction
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
Evaluating measurement uncertainty in fluid phase equilibrium calculations
NASA Astrophysics Data System (ADS)
van der Veen, Adriaan M. H.
2018-04-01
The evaluation of measurement uncertainty in accordance with the ‘Guide to the expression of uncertainty in measurement’ (GUM) has not yet become widespread in physical chemistry. With only the law of the propagation of uncertainty from the GUM, many of these uncertainty evaluations would be cumbersome, as models are often non-linear and require iterative calculations. The methods from GUM supplements 1 and 2 enable the propagation of uncertainties under most circumstances. Experimental data in physical chemistry are used, for example, to derive reference property data and support trade—all applications where measurement uncertainty plays an important role. This paper aims to outline how the methods for evaluating and propagating uncertainty can be applied to some specific cases with a wide impact: deriving reference data from vapour pressure data, a flash calculation, and the use of an equation-of-state to predict the properties of both phases in a vapour-liquid equilibrium. The three uncertainty evaluations demonstrate that the methods of GUM and its supplements are a versatile toolbox that enable us to evaluate the measurement uncertainty of physical chemical measurements, including the derivation of reference data, such as the equilibrium thermodynamical properties of fluids.
Uncertainty Propagation in OMFIT
NASA Astrophysics Data System (ADS)
Smith, Sterling; Meneghini, Orso; Sung, Choongki
2017-10-01
A rigorous comparison of power balance fluxes and turbulent model fluxes requires the propagation of uncertainties in the kinetic profiles and their derivatives. Making extensive use of the python uncertainties package, the OMFIT framework has been used to propagate covariant uncertainties to provide an uncertainty in the power balance calculation from the ONETWO code, as well as through the turbulent fluxes calculated by the TGLF code. The covariant uncertainties arise from fitting 1D (constant on flux surface) density and temperature profiles and associated random errors with parameterized functions such as a modified tanh. The power balance and model fluxes can then be compared with quantification of the uncertainties. No effort is made at propagating systematic errors. A case study will be shown for the effects of resonant magnetic perturbations on the kinetic profiles and fluxes at the top of the pedestal. A separate attempt at modeling the random errors with Monte Carlo sampling will be compared to the method of propagating the fitting function parameter covariant uncertainties. Work supported by US DOE under DE-FC02-04ER54698, DE-FG2-95ER-54309, DE-SC 0012656.
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
Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach
NASA Technical Reports Server (NTRS)
Aguilo, Miguel A.; Warner, James E.
2017-01-01
This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.
This work introduces a computationally efficient alternative method for uncertainty propagation, the Stochastic Response Surface Method (SRSM). The SRSM approximates uncertainties in model outputs through a series expansion in normal random variables (polynomial chaos expansion)...
DOE Office of Scientific and Technical Information (OSTI.GOV)
Díez, C.J., E-mail: cj.diez@upm.es; Cabellos, O.; Instituto de Fusión Nuclear, Universidad Politécnica de Madrid, 28006 Madrid
Several approaches have been developed in last decades to tackle nuclear data uncertainty propagation problems of burn-up calculations. One approach proposed was the Hybrid Method, where uncertainties in nuclear data are propagated only on the depletion part of a burn-up problem. Because only depletion is addressed, only one-group cross sections are necessary, and hence, their collapsed one-group uncertainties. This approach has been applied successfully in several advanced reactor systems like EFIT (ADS-like reactor) or ESFR (Sodium fast reactor) to assess uncertainties on the isotopic composition. However, a comparison with using multi-group energy structures was not carried out, and has tomore » be performed in order to analyse the limitations of using one-group uncertainties.« less
NASA Astrophysics Data System (ADS)
Díez, C. J.; Cabellos, O.; Martínez, J. S.
2015-01-01
Several approaches have been developed in last decades to tackle nuclear data uncertainty propagation problems of burn-up calculations. One approach proposed was the Hybrid Method, where uncertainties in nuclear data are propagated only on the depletion part of a burn-up problem. Because only depletion is addressed, only one-group cross sections are necessary, and hence, their collapsed one-group uncertainties. This approach has been applied successfully in several advanced reactor systems like EFIT (ADS-like reactor) or ESFR (Sodium fast reactor) to assess uncertainties on the isotopic composition. However, a comparison with using multi-group energy structures was not carried out, and has to be performed in order to analyse the limitations of using one-group uncertainties.
Uncertainty propagation for statistical impact prediction of space debris
NASA Astrophysics Data System (ADS)
Hoogendoorn, R.; Mooij, E.; Geul, J.
2018-01-01
Predictions of the impact time and location of space debris in a decaying trajectory are highly influenced by uncertainties. The traditional Monte Carlo (MC) method can be used to perform accurate statistical impact predictions, but requires a large computational effort. A method is investigated that directly propagates a Probability Density Function (PDF) in time, which has the potential to obtain more accurate results with less computational effort. The decaying trajectory of Delta-K rocket stages was used to test the methods using a six degrees-of-freedom state model. The PDF of the state of the body was propagated in time to obtain impact-time distributions. This Direct PDF Propagation (DPP) method results in a multi-dimensional scattered dataset of the PDF of the state, which is highly challenging to process. No accurate results could be obtained, because of the structure of the DPP data and the high dimensionality. Therefore, the DPP method is less suitable for practical uncontrolled entry problems and the traditional MC method remains superior. Additionally, the MC method was used with two improved uncertainty models to obtain impact-time distributions, which were validated using observations of true impacts. For one of the two uncertainty models, statistically more valid impact-time distributions were obtained than in previous research.
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
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.
NASA Astrophysics Data System (ADS)
Wahl, N.; Hennig, P.; Wieser, H. P.; Bangert, M.
2017-07-01
The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU ≤slant {5} min). The resulting standard deviation (expectation value) of dose show average global γ{3% / {3}~mm} pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.
Wahl, N; Hennig, P; Wieser, H P; Bangert, M
2017-06-26
The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU [Formula: see text] min). The resulting standard deviation (expectation value) of dose show average global [Formula: see text] pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.
NASA Astrophysics Data System (ADS)
Greiner, Lucie; Nussbaum, Madlene; Papritz, Andreas; Zimmermann, Stephan; Gubler, Andreas; Grêt-Regamey, Adrienne; Keller, Armin
2018-05-01
Spatial information on soil function fulfillment (SFF) is increasingly being used to inform decision-making in spatial planning programs to support sustainable use of soil resources. Soil function maps visualize soils abilities to fulfill their functions, e.g., regulating water and nutrient flows, providing habitats, and supporting biomass production based on soil properties. Such information must be reliable for informed and transparent decision-making in spatial planning programs. In this study, we add to the transparency of soil function maps by (1) indicating uncertainties arising from the prediction of soil properties generated by digital soil mapping (DSM) that are used for soil function assessment (SFA) and (2) showing the response of different SFA methods to the propagation of uncertainties through the assessment. For a study area of 170 km2 in the Swiss Plateau, we map 10 static soil sub-functions for agricultural soils for a spatial resolution of 20 × 20 m together with their uncertainties. Mapping the 10 soil sub-functions using simple ordinal assessment scales reveals pronounced spatial patterns with a high variability of SFF scores across the region, linked to the inherent properties of the soils and terrain attributes and climate conditions. Uncertainties in soil properties propagated through SFA methods generally lead to substantial uncertainty in the mapped soil sub-functions. We propose two types of uncertainty maps that can be readily understood by stakeholders. Cumulative distribution functions of SFF scores indicate that SFA methods respond differently to the propagated uncertainty of soil properties. Even where methods are comparable on the level of complexity and assessment scale, their comparability in view of uncertainty propagation might be different. We conclude that comparable uncertainty indications in soil function maps are relevant to enable informed and transparent decisions on the sustainable use of soil resources.
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.
'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.
'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.
Real-Time Optimal Flood Control Decision Making and Risk Propagation Under Multiple Uncertainties
NASA Astrophysics Data System (ADS)
Zhu, Feilin; Zhong, Ping-An; Sun, Yimeng; Yeh, William W.-G.
2017-12-01
Multiple uncertainties exist in the optimal flood control decision-making process, presenting risks involving flood control decisions. This paper defines the main steps in optimal flood control decision making that constitute the Forecast-Optimization-Decision Making (FODM) chain. We propose a framework for supporting optimal flood control decision making under multiple uncertainties and evaluate risk propagation along the FODM chain from a holistic perspective. To deal with uncertainties, we employ stochastic models at each link of the FODM chain. We generate synthetic ensemble flood forecasts via the martingale model of forecast evolution. We then establish a multiobjective stochastic programming with recourse model for optimal flood control operation. The Pareto front under uncertainty is derived via the constraint method coupled with a two-step process. We propose a novel SMAA-TOPSIS model for stochastic multicriteria decision making. Then we propose the risk assessment model, the risk of decision-making errors and rank uncertainty degree to quantify the risk propagation process along the FODM chain. We conduct numerical experiments to investigate the effects of flood forecast uncertainty on optimal flood control decision making and risk propagation. We apply the proposed methodology to a flood control system in the Daduhe River basin in China. The results indicate that the proposed method can provide valuable risk information in each link of the FODM chain and enable risk-informed decisions with higher reliability.
NASA Astrophysics Data System (ADS)
Griffin, Patrick; Rochman, Dimitri; Koning, Arjan
2017-09-01
A rigorous treatment of the uncertainty in the underlying nuclear data on silicon displacement damage metrics is presented. The uncertainty in the cross sections and recoil atom spectra are propagated into the energy-dependent uncertainty contribution in the silicon displacement kerma and damage energy using a Total Monte Carlo treatment. An energy-dependent covariance matrix is used to characterize the resulting uncertainty. A strong correlation between different reaction channels is observed in the high energy neutron contributions to the displacement damage metrics which supports the necessity of using a Monte Carlo based method to address the nonlinear nature of the uncertainty propagation.
Remaining Useful Life Estimation in Prognosis: An Uncertainty Propagation Problem
NASA Technical Reports Server (NTRS)
Sankararaman, Shankar; Goebel, Kai
2013-01-01
The estimation of remaining useful life is significant in the context of prognostics and health monitoring, and the prediction of remaining useful life is essential for online operations and decision-making. However, it is challenging to accurately predict the remaining useful life in practical aerospace applications due to the presence of various uncertainties that affect prognostic calculations, and in turn, render the remaining useful life prediction uncertain. It is challenging to identify and characterize the various sources of uncertainty in prognosis, understand how each of these sources of uncertainty affect the uncertainty in the remaining useful life prediction, and thereby compute the overall uncertainty in the remaining useful life prediction. In order to achieve these goals, this paper proposes that the task of estimating the remaining useful life must be approached as an uncertainty propagation problem. In this context, uncertainty propagation methods which are available in the literature are reviewed, and their applicability to prognostics and health monitoring are discussed.
Nuclear data uncertainty propagation by the XSUSA method in the HELIOS2 lattice code
NASA Astrophysics Data System (ADS)
Wemple, Charles; Zwermann, Winfried
2017-09-01
Uncertainty quantification has been extensively applied to nuclear criticality analyses for many years and has recently begun to be applied to depletion calculations. However, regulatory bodies worldwide are trending toward requiring such analyses for reactor fuel cycle calculations, which also requires uncertainty propagation for isotopics and nuclear reaction rates. XSUSA is a proven methodology for cross section uncertainty propagation based on random sampling of the nuclear data according to covariance data in multi-group representation; HELIOS2 is a lattice code widely used for commercial and research reactor fuel cycle calculations. This work describes a technique to automatically propagate the nuclear data uncertainties via the XSUSA approach through fuel lattice calculations in HELIOS2. Application of the XSUSA methodology in HELIOS2 presented some unusual challenges because of the highly-processed multi-group cross section data used in commercial lattice codes. Currently, uncertainties based on the SCALE 6.1 covariance data file are being used, but the implementation can be adapted to other covariance data in multi-group structure. Pin-cell and assembly depletion calculations, based on models described in the UAM-LWR Phase I and II benchmarks, are performed and uncertainties in multiplication factor, reaction rates, isotope concentrations, and delayed-neutron data are calculated. With this extension, it will be possible for HELIOS2 users to propagate nuclear data uncertainties directly from the microscopic cross sections to subsequent core simulations.
Examples of measurement uncertainty evaluations in accordance with the revised GUM
NASA Astrophysics Data System (ADS)
Runje, B.; Horvatic, A.; Alar, V.; Medic, S.; Bosnjakovic, A.
2016-11-01
The paper presents examples of the evaluation of uncertainty components in accordance with the current and revised Guide to the expression of uncertainty in measurement (GUM). In accordance with the proposed revision of the GUM a Bayesian approach was conducted for both type A and type B evaluations.The law of propagation of uncertainty (LPU) and the law of propagation of distribution applied through the Monte Carlo method, (MCM) were used to evaluate associated standard uncertainties, expanded uncertainties and coverage intervals. Furthermore, the influence of the non-Gaussian dominant input quantity and asymmetric distribution of the output quantity y on the evaluation of measurement uncertainty was analyzed. In the case when the probabilistically coverage interval is not symmetric, the coverage interval for the probability P is estimated from the experimental probability density function using the Monte Carlo method. Key highlights of the proposed revision of the GUM were analyzed through a set of examples.
Phipps, Eric T.; D'Elia, Marta; Edwards, Harold C.; ...
2017-04-18
In this study, quantifying simulation uncertainties is a critical component of rigorous predictive simulation. A key component of this is forward propagation of uncertainties in simulation input data to output quantities of interest. Typical approaches involve repeated sampling of the simulation over the uncertain input data, and can require numerous samples when accurately propagating uncertainties from large numbers of sources. Often simulation processes from sample to sample are similar and much of the data generated from each sample evaluation could be reused. We explore a new method for implementing sampling methods that simultaneously propagates groups of samples together in anmore » embedded fashion, which we call embedded ensemble propagation. We show how this approach takes advantage of properties of modern computer architectures to improve performance by enabling reuse between samples, reducing memory bandwidth requirements, improving memory access patterns, improving opportunities for fine-grained parallelization, and reducing communication costs. We describe a software technique for implementing embedded ensemble propagation based on the use of C++ templates and describe its integration with various scientific computing libraries within Trilinos. We demonstrate improved performance, portability and scalability for the approach applied to the simulation of partial differential equations on a variety of CPU, GPU, and accelerator architectures, including up to 131,072 cores on a Cray XK7 (Titan).« less
Forward and backward uncertainty propagation: an oxidation ditch modelling example.
Abusam, A; Keesman, K J; van Straten, G
2003-01-01
In the field of water technology, forward uncertainty propagation is frequently used, whereas backward uncertainty propagation is rarely used. In forward uncertainty analysis, one moves from a given (or assumed) parameter subspace towards the corresponding distribution of the output or objective function. However, in the backward uncertainty propagation, one moves in the reverse direction, from the distribution function towards the parameter subspace. Backward uncertainty propagation, which is a generalisation of parameter estimation error analysis, gives information essential for designing experimental or monitoring programmes, and for tighter bounding of parameter uncertainty intervals. The procedure of carrying out backward uncertainty propagation is illustrated in this technical note by working example for an oxidation ditch wastewater treatment plant. Results obtained have demonstrated that essential information can be achieved by carrying out backward uncertainty propagation analysis.
Measurement Uncertainty of Dew-Point Temperature in a Two-Pressure Humidity Generator
NASA Astrophysics Data System (ADS)
Martins, L. Lages; Ribeiro, A. Silva; Alves e Sousa, J.; Forbes, Alistair B.
2012-09-01
This article describes the measurement uncertainty evaluation of the dew-point temperature when using a two-pressure humidity generator as a reference standard. The estimation of the dew-point temperature involves the solution of a non-linear equation for which iterative solution techniques, such as the Newton-Raphson method, are required. Previous studies have already been carried out using the GUM method and the Monte Carlo method but have not discussed the impact of the approximate numerical method used to provide the temperature estimation. One of the aims of this article is to take this approximation into account. Following the guidelines presented in the GUM Supplement 1, two alternative approaches can be developed: the forward measurement uncertainty propagation by the Monte Carlo method when using the Newton-Raphson numerical procedure; and the inverse measurement uncertainty propagation by Bayesian inference, based on prior available information regarding the usual dispersion of values obtained by the calibration process. The measurement uncertainties obtained using these two methods can be compared with previous results. Other relevant issues concerning this research are the broad application to measurements that require hygrometric conditions obtained from two-pressure humidity generators and, also, the ability to provide a solution that can be applied to similar iterative models. The research also studied the factors influencing both the use of the Monte Carlo method (such as the seed value and the convergence parameter) and the inverse uncertainty propagation using Bayesian inference (such as the pre-assigned tolerance, prior estimate, and standard deviation) in terms of their accuracy and adequacy.
Guo, Changning; Doub, William H; Kauffman, John F
2010-08-01
Monte Carlo simulations were applied to investigate the propagation of uncertainty in both input variables and response measurements on model prediction for nasal spray product performance design of experiment (DOE) models in the first part of this study, with an initial assumption that the models perfectly represent the relationship between input variables and the measured responses. In this article, we discard the initial assumption, and extended the Monte Carlo simulation study to examine the influence of both input variable variation and product performance measurement variation on the uncertainty in DOE model coefficients. The Monte Carlo simulations presented in this article illustrate the importance of careful error propagation during product performance modeling. Our results show that the error estimates based on Monte Carlo simulation result in smaller model coefficient standard deviations than those from regression methods. This suggests that the estimated standard deviations from regression may overestimate the uncertainties in the model coefficients. Monte Carlo simulations provide a simple software solution to understand the propagation of uncertainty in complex DOE models so that design space can be specified with statistically meaningful confidence levels. (c) 2010 Wiley-Liss, Inc. and the American Pharmacists Association
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.
Latin hypercube approach to estimate uncertainty in ground water vulnerability
Gurdak, J.J.; McCray, J.E.; Thyne, G.; Qi, S.L.
2007-01-01
A methodology is proposed to quantify prediction uncertainty associated with ground water vulnerability models that were developed through an approach that coupled multivariate logistic regression with a geographic information system (GIS). This method uses Latin hypercube sampling (LHS) to illustrate the propagation of input error and estimate uncertainty associated with the logistic regression predictions of ground water vulnerability. Central to the proposed method is the assumption that prediction uncertainty in ground water vulnerability models is a function of input error propagation from uncertainty in the estimated logistic regression model coefficients (model error) and the values of explanatory variables represented in the GIS (data error). Input probability distributions that represent both model and data error sources of uncertainty were simultaneously sampled using a Latin hypercube approach with logistic regression calculations of probability of elevated nonpoint source contaminants in ground water. The resulting probability distribution represents the prediction intervals and associated uncertainty of the ground water vulnerability predictions. The method is illustrated through a ground water vulnerability assessment of the High Plains regional aquifer. Results of the LHS simulations reveal significant prediction uncertainties that vary spatially across the regional aquifer. Additionally, the proposed method enables a spatial deconstruction of the prediction uncertainty that can lead to improved prediction of ground water vulnerability. ?? 2007 National Ground Water Association.
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.
NASA Astrophysics Data System (ADS)
Schwarz, Jakob; Kirchengast, Gottfried; Schwaerz, Marc
2018-05-01
Global Navigation Satellite System (GNSS) radio occultation (RO) observations are highly accurate, long-term stable data sets and are globally available as a continuous record from 2001. Essential climate variables for the thermodynamic state of the free atmosphere - such as pressure, temperature, and tropospheric water vapor profiles (involving background information) - can be derived from these records, which therefore have the potential to serve as climate benchmark data. However, to exploit this potential, atmospheric profile retrievals need to be very accurate and the remaining uncertainties quantified and traced throughout the retrieval chain from raw observations to essential climate variables. The new Reference Occultation Processing System (rOPS) at the Wegener Center aims to deliver such an accurate RO retrieval chain with integrated uncertainty propagation. Here we introduce and demonstrate the algorithms implemented in the rOPS for uncertainty propagation from excess phase to atmospheric bending angle profiles, for estimated systematic and random uncertainties, including vertical error correlations and resolution estimates. We estimated systematic uncertainty profiles with the same operators as used for the basic state profiles retrieval. The random uncertainty is traced through covariance propagation and validated using Monte Carlo ensemble methods. The algorithm performance is demonstrated using test day ensembles of simulated data as well as real RO event data from the satellite missions CHAllenging Minisatellite Payload (CHAMP); Constellation Observing System for Meteorology, Ionosphere, and Climate (COSMIC); and Meteorological Operational Satellite A (MetOp). The results of the Monte Carlo validation show that our covariance propagation delivers correct uncertainty quantification from excess phase to bending angle profiles. The results from the real RO event ensembles demonstrate that the new uncertainty estimation chain performs robustly. Together with the other parts of the rOPS processing chain this part is thus ready to provide integrated uncertainty propagation through the whole RO retrieval chain for the benefit of climate monitoring and other applications.
Uncertainty propagation from raw data to final results. [ALEX
DOE Office of Scientific and Technical Information (OSTI.GOV)
Larson, N.M.
1985-01-01
Reduction of data from raw numbers (counts per channel) to physically meaningful quantities (such as cross sections) is in itself a complicated procedure. Propagation of experimental uncertainties through that reduction process has sometimes been perceived as even more difficult, if not impossible. At the Oak Ridge Electron Linear Accelerator, a computer code ALEX has been developed to assist in the propagation process. The purpose of ALEX is to carefully and correctly propagate all experimental uncertainties through the entire reduction procedure, yielding the complete covariance matrix for the reduced data, while requiring little additional input from the experimentalist beyond that whichmore » is needed for the data reduction itself. The theoretical method used in ALEX is described, with emphasis on transmission measurements. Application to the natural iron and natural nickel measurements of D.C. Larson is shown.« less
Approach for Input Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives
NASA Technical Reports Server (NTRS)
Putko, Michele M.; Taylor, Arthur C., III; Newman, Perry A.; Green, Lawrence L.
2002-01-01
An implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for quasi 3-D Euler CFD code is presented. Given uncertainties in statistically independent, random, normally distributed input variables, first- and second-order statistical moment procedures are performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, these moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.
NASA Technical Reports Server (NTRS)
Zang, Thomas A.; Mathelin, Lionel; Hussaini, M. Yousuff; Bataille, Francoise
2003-01-01
This paper describes a fully spectral, Polynomial Chaos method for the propagation of uncertainty in numerical simulations of compressible, turbulent flow, as well as a novel stochastic collocation algorithm for the same application. The stochastic collocation method is key to the efficient use of stochastic methods on problems with complex nonlinearities, such as those associated with the turbulence model equations in compressible flow and for CFD schemes requiring solution of a Riemann problem. Both methods are applied to compressible flow in a quasi-one-dimensional nozzle. The stochastic collocation method is roughly an order of magnitude faster than the fully Galerkin Polynomial Chaos method on the inviscid problem.
Simple uncertainty propagation for early design phase aircraft sizing
NASA Astrophysics Data System (ADS)
Lenz, Annelise
Many designers and systems analysts are aware of the uncertainty inherent in their aircraft sizing studies; however, few incorporate methods to address and quantify this uncertainty. Many aircraft design studies use semi-empirical predictors based on a historical database and contain uncertainty -- a portion of which can be measured and quantified. In cases where historical information is not available, surrogate models built from higher-fidelity analyses often provide predictors for design studies where the computational cost of directly using the high-fidelity analyses is prohibitive. These surrogate models contain uncertainty, some of which is quantifiable. However, rather than quantifying this uncertainty, many designers merely include a safety factor or design margin in the constraints to account for the variability between the predicted and actual results. This can become problematic if a designer does not estimate the amount of variability correctly, which then can result in either an "over-designed" or "under-designed" aircraft. "Under-designed" and some "over-designed" aircraft will likely require design changes late in the process and will ultimately require more time and money to create; other "over-designed" aircraft concepts may not require design changes, but could end up being more costly than necessary. Including and propagating uncertainty early in the design phase so designers can quantify some of the errors in the predictors could help mitigate the extent of this additional cost. The method proposed here seeks to provide a systematic approach for characterizing a portion of the uncertainties that designers are aware of and propagating it throughout the design process in a procedure that is easy to understand and implement. Using Monte Carlo simulations that sample from quantified distributions will allow a systems analyst to use a carpet plot-like approach to make statements like: "The aircraft is 'P'% likely to weigh 'X' lbs or less, given the uncertainties quantified" without requiring the systems analyst to have substantial knowledge of probabilistic methods. A semi-empirical sizing study of a small single-engine aircraft serves as an example of an initial version of this simple uncertainty propagation. The same approach is also applied to a variable-fidelity concept study using a NASA-developed transonic Hybrid Wing Body aircraft.
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.
Assessing performance of flaw characterization methods through uncertainty propagation
NASA Astrophysics Data System (ADS)
Miorelli, R.; Le Bourdais, F.; Artusi, X.
2018-04-01
In this work, we assess the inversion performance in terms of crack characterization and localization based on synthetic signals associated to ultrasonic and eddy current physics. More precisely, two different standard iterative inversion algorithms are used to minimize the discrepancy between measurements (i.e., the tested data) and simulations. Furthermore, in order to speed up the computational time and get rid of the computational burden often associated to iterative inversion algorithms, we replace the standard forward solver by a suitable metamodel fit on a database built offline. In a second step, we assess the inversion performance by adding uncertainties on a subset of the database parameters and then, through the metamodel, we propagate these uncertainties within the inversion procedure. The fast propagation of uncertainties enables efficiently evaluating the impact due to the lack of knowledge on some parameters employed to describe the inspection scenarios, which is a situation commonly encountered in the industrial NDE context.
Assessment of the Gaussian Covariance Approximation over an Earth-Asteroid Encounter Period
NASA Technical Reports Server (NTRS)
Mattern, Daniel
2017-01-01
In assessing the risk an asteroid may pose to the Earth, the asteroids state is often predicted for many years, often decades. Only by accounting for the asteroids initial state uncertainty can a measure of the risk be calculated. With the asteroids state uncertainty growing as a function of the initial velocity uncertainty, orbit velocity at the last state update, and the time from the last update to the epoch of interest, the asteroids position uncertainties can grow to many times the size of the Earth when propagated to the encounter risk corridor. This paper examines the merits of propagating the asteroids state covariance as an analytical matrix. The results of this study help to bound the efficacy of applying different metrics for assessing the risk an asteroid poses to the Earth. Additionally, this work identifies a criterion for when different covariance propagation methods are needed to continue predictions after an Earth-encounter period.
An algorithm for U-Pb isotope dilution data reduction and uncertainty propagation
NASA Astrophysics Data System (ADS)
McLean, N. M.; Bowring, J. F.; Bowring, S. A.
2011-06-01
High-precision U-Pb geochronology by isotope dilution-thermal ionization mass spectrometry is integral to a variety of Earth science disciplines, but its ultimate resolving power is quantified by the uncertainties of calculated U-Pb dates. As analytical techniques have advanced, formerly small sources of uncertainty are increasingly important, and thus previous simplifications for data reduction and uncertainty propagation are no longer valid. Although notable previous efforts have treated propagation of correlated uncertainties for the U-Pb system, the equations, uncertainties, and correlations have been limited in number and subject to simplification during propagation through intermediary calculations. We derive and present a transparent U-Pb data reduction algorithm that transforms raw isotopic data and measured or assumed laboratory parameters into the isotopic ratios and dates geochronologists interpret without making assumptions about the relative size of sample components. To propagate uncertainties and their correlations, we describe, in detail, a linear algebraic algorithm that incorporates all input uncertainties and correlations without limiting or simplifying covariance terms to propagate them though intermediate calculations. Finally, a weighted mean algorithm is presented that utilizes matrix elements from the uncertainty propagation algorithm to propagate random and systematic uncertainties for data comparison between other U-Pb labs and other geochronometers. The linear uncertainty propagation algorithms are verified with Monte Carlo simulations of several typical analyses. We propose that our algorithms be considered by the community for implementation to improve the collaborative science envisioned by the EARTHTIME initiative.
Durability reliability analysis for corroding concrete structures under uncertainty
NASA Astrophysics Data System (ADS)
Zhang, Hao
2018-02-01
This paper presents a durability reliability analysis of reinforced concrete structures subject to the action of marine chloride. The focus is to provide insight into the role of epistemic uncertainties on durability reliability. The corrosion model involves a number of variables whose probabilistic characteristics cannot be fully determined due to the limited availability of supporting data. All sources of uncertainty, both aleatory and epistemic, should be included in the reliability analysis. Two methods are available to formulate the epistemic uncertainty: the imprecise probability-based method and the purely probabilistic method in which the epistemic uncertainties are modeled as random variables. The paper illustrates how the epistemic uncertainties are modeled and propagated in the two methods, and shows how epistemic uncertainties govern the durability reliability.
NASA Astrophysics Data System (ADS)
Palenčár, Rudolf; Sopkuliak, Peter; Palenčár, Jakub; Ďuriš, Stanislav; Suroviak, Emil; Halaj, Martin
2017-06-01
Evaluation of uncertainties of the temperature measurement by standard platinum resistance thermometer calibrated at the defining fixed points according to ITS-90 is a problem that can be solved in different ways. The paper presents a procedure based on the propagation of distributions using the Monte Carlo method. The procedure employs generation of pseudo-random numbers for the input variables of resistances at the defining fixed points, supposing the multivariate Gaussian distribution for input quantities. This allows taking into account the correlations among resistances at the defining fixed points. Assumption of Gaussian probability density function is acceptable, with respect to the several sources of uncertainties of resistances. In the case of uncorrelated resistances at the defining fixed points, the method is applicable to any probability density function. Validation of the law of propagation of uncertainty using the Monte Carlo method is presented on the example of specific data for 25 Ω standard platinum resistance thermometer in the temperature range from 0 to 660 °C. Using this example, we demonstrate suitability of the method by validation of its results.
Approach for Uncertainty Propagation and Robust Design in CFD Using Sensitivity Derivatives
NASA Technical Reports Server (NTRS)
Putko, Michele M.; Newman, Perry A.; Taylor, Arthur C., III; Green, Lawrence L.
2001-01-01
This paper presents an implementation of the approximate statistical moment method for uncertainty propagation and robust optimization for a quasi 1-D Euler CFD (computational fluid dynamics) code. Given uncertainties in statistically independent, random, normally distributed input variables, a first- and second-order statistical moment matching procedure is performed to approximate the uncertainty in the CFD output. Efficient calculation of both first- and second-order sensitivity derivatives is required. In order to assess the validity of the approximations, the moments are compared with statistical moments generated through Monte Carlo simulations. The uncertainties in the CFD input variables are also incorporated into a robust optimization procedure. For this optimization, statistical moments involving first-order sensitivity derivatives appear in the objective function and system constraints. Second-order sensitivity derivatives are used in a gradient-based search to successfully execute a robust optimization. The approximate methods used throughout the analyses are found to be valid when considering robustness about input parameter mean values.
Theoretical Grounds for the Propagation of Uncertainties in Monte Carlo Particle Transport
NASA Astrophysics Data System (ADS)
Saracco, Paolo; Pia, Maria Grazia; Batic, Matej
2014-04-01
We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical developments are complemented by a heuristic application, which illustrates the method of calculation in a streamlined simulation environment.
NASA Astrophysics Data System (ADS)
Bulthuis, Kevin; Arnst, Maarten; Pattyn, Frank; Favier, Lionel
2017-04-01
Uncertainties in sea-level rise projections are mostly due to uncertainties in Antarctic ice-sheet predictions (IPCC AR5 report, 2013), because key parameters related to the current state of the Antarctic ice sheet (e.g. sub-ice-shelf melting) and future climate forcing are poorly constrained. Here, we propose to improve the predictions of Antarctic ice-sheet behaviour using new uncertainty quantification methods. As opposed to ensemble modelling (Bindschadler et al., 2013) which provides a rather limited view on input and output dispersion, new stochastic methods (Le Maître and Knio, 2010) can provide deeper insight into the impact of uncertainties on complex system behaviour. Such stochastic methods usually begin with deducing a probabilistic description of input parameter uncertainties from the available data. Then, the impact of these input parameter uncertainties on output quantities is assessed by estimating the probability distribution of the outputs by means of uncertainty propagation methods such as Monte Carlo methods or stochastic expansion methods. The use of such uncertainty propagation methods in glaciology may be computationally costly because of the high computational complexity of ice-sheet models. This challenge emphasises the importance of developing reliable and computationally efficient ice-sheet models such as the f.ETISh ice-sheet model (Pattyn, 2015), a new fast thermomechanical coupled ice sheet/ice shelf model capable of handling complex and critical processes such as the marine ice-sheet instability mechanism. Here, we apply these methods to investigate the role of uncertainties in sub-ice-shelf melting, calving rates and climate projections in assessing Antarctic contribution to sea-level rise for the next centuries using the f.ETISh model. We detail the methods and show results that provide nominal values and uncertainty bounds for future sea-level rise as a reflection of the impact of the input parameter uncertainties under consideration, as well as a ranking of the input parameter uncertainties in the order of the significance of their contribution to uncertainty in future sea-level rise. In addition, we discuss how limitations posed by the available information (poorly constrained data) pose challenges that motivate our current research.
The method of belief scales as a means for dealing with uncertainty in tough regulatory decisions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pilch, Martin M.
Modeling and simulation is playing an increasing role in supporting tough regulatory decisions, which are typically characterized by variabilities and uncertainties in the scenarios, input conditions, failure criteria, model parameters, and even model form. Variability exists when there is a statistically significant database that is fully relevant to the application. Uncertainty, on the other hand, is characterized by some degree of ignorance. A simple algebraic problem was used to illustrate how various risk methodologies address variability and uncertainty in a regulatory context. These traditional risk methodologies include probabilistic methods (including frequensic and Bayesian perspectives) and second-order methods where variabilities andmore » uncertainties are treated separately. Representing uncertainties with (subjective) probability distributions and using probabilistic methods to propagate subjective distributions can lead to results that are not logically consistent with available knowledge and that may not be conservative. The Method of Belief Scales (MBS) is developed as a means to logically aggregate uncertain input information and to propagate that information through the model to a set of results that are scrutable, easily interpretable by the nonexpert, and logically consistent with the available input information. The MBS, particularly in conjunction with sensitivity analyses, has the potential to be more computationally efficient than other risk methodologies. The regulatory language must be tailored to the specific risk methodology if ambiguity and conflict are to be avoided.« less
Propagation of stage measurement uncertainties to streamflow time series
NASA Astrophysics Data System (ADS)
Horner, Ivan; Le Coz, Jérôme; Renard, Benjamin; Branger, Flora; McMillan, Hilary
2016-04-01
Streamflow uncertainties due to stage measurements errors are generally overlooked in the promising probabilistic approaches that have emerged in the last decade. We introduce an original error model for propagating stage uncertainties through a stage-discharge rating curve within a Bayesian probabilistic framework. The method takes into account both rating curve (parametric errors and structural errors) and stage uncertainty (systematic and non-systematic errors). Practical ways to estimate the different types of stage errors are also presented: (1) non-systematic errors due to instrument resolution and precision and non-stationary waves and (2) systematic errors due to gauge calibration against the staff gauge. The method is illustrated at a site where the rating-curve-derived streamflow can be compared with an accurate streamflow reference. The agreement between the two time series is overall satisfying. Moreover, the quantification of uncertainty is also satisfying since the streamflow reference is compatible with the streamflow uncertainty intervals derived from the rating curve and the stage uncertainties. Illustrations from other sites are also presented. Results are much contrasted depending on the site features. In some cases, streamflow uncertainty is mainly due to stage measurement errors. The results also show the importance of discriminating systematic and non-systematic stage errors, especially for long term flow averages. Perspectives for improving and validating the streamflow uncertainty estimates are eventually discussed.
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.
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.)
Uncertainty Analysis of the NASA Glenn 8x6 Supersonic Wind Tunnel
NASA Technical Reports Server (NTRS)
Stephens, Julia; Hubbard, Erin; Walter, Joel; McElroy, Tyler
2016-01-01
This paper presents methods and results of a detailed measurement uncertainty analysis that was performed for the 8- by 6-foot Supersonic Wind Tunnel located at the NASA Glenn Research Center. The statistical methods and engineering judgments used to estimate elemental uncertainties are described. The Monte Carlo method of propagating uncertainty was selected to determine the uncertainty of calculated variables of interest. A detailed description of the Monte Carlo method as applied for this analysis is provided. Detailed uncertainty results for the uncertainty in average free stream Mach number as well as other variables of interest are provided. All results are presented as random (variation in observed values about a true value), systematic (potential offset between observed and true value), and total (random and systematic combined) uncertainty. The largest sources contributing to uncertainty are determined and potential improvement opportunities for the facility are investigated.
Predicting Ice Sheet and Climate Evolution at Extreme Scales
DOE Office of Scientific and Technical Information (OSTI.GOV)
Heimbach, Patrick
2016-02-06
A main research objectives of PISCEES is the development of formal methods for quantifying uncertainties in ice sheet modeling. Uncertainties in simulating and projecting mass loss from the polar ice sheets arise primarily from initial conditions, surface and basal boundary conditions, and model parameters. In general terms, two main chains of uncertainty propagation may be identified: 1. inverse propagation of observation and/or prior onto posterior control variable uncertainties; 2. forward propagation of prior or posterior control variable uncertainties onto those of target output quantities of interest (e.g., climate indices or ice sheet mass loss). A related goal is the developmentmore » of computationally efficient methods for producing initial conditions for an ice sheet that are close to available present-day observations and essentially free of artificial model drift, which is required in order to be useful for model projections (“initialization problem”). To be of maximum value, such optimal initial states should be accompanied by “useful” uncertainty estimates that account for the different sources of uncerainties, as well as the degree to which the optimum state is constrained by available observations. The PISCEES proposal outlined two approaches for quantifying uncertainties. The first targets the full exploration of the uncertainty in model projections with sampling-based methods and a workflow managed by DAKOTA (the main delivery vehicle for software developed under QUEST). This is feasible for low-dimensional problems, e.g., those with a handful of global parameters to be inferred. This approach can benefit from derivative/adjoint information, but it is not necessary, which is why it often referred to as “non-intrusive”. The second approach makes heavy use of derivative information from model adjoints to address quantifying uncertainty in high-dimensions (e.g., basal boundary conditions in ice sheet models). The use of local gradient, or Hessian information (i.e., second derivatives of the cost function), requires additional code development and implementation, and is thus often referred to as an “intrusive” approach. Within PISCEES, MIT has been tasked to develop methods for derivative-based UQ, the ”intrusive” approach discussed above. These methods rely on the availability of first (adjoint) and second (Hessian) derivative code, developed through intrusive methods such as algorithmic differentiation (AD). While representing a significant burden in terms of code development, derivative-baesd UQ is able to cope with very high-dimensional uncertainty spaces. That is, unlike sampling methods (all variations of Monte Carlo), calculational burden is independent of the dimension of the uncertainty space. This is a significant advantage for spatially distributed uncertainty fields, such as threedimensional initial conditions, three-dimensional parameter fields, or two-dimensional surface and basal boundary conditions. Importantly, uncertainty fields for ice sheet models generally fall into this category.« less
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
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
Adapting Covariance Propagation to Account for the Presence of Modeled and Unmodeled Maneuvers
NASA Technical Reports Server (NTRS)
Schiff, Conrad
2006-01-01
This paper explores techniques that can be used to adapt the standard linearized propagation of an orbital covariance matrix to the case where there is a maneuver and an associated execution uncertainty. A Monte Carlo technique is used to construct a final orbital covariance matrix for a 'prop-burn-prop' process that takes into account initial state uncertainty and execution uncertainties in the maneuver magnitude. This final orbital covariance matrix is regarded as 'truth' and comparisons are made with three methods using modified linearized covariance propagation. The first method accounts for the maneuver by modeling its nominal effect within the state transition matrix but excludes the execution uncertainty by omitting a process noise matrix from the computation. The second method does not model the maneuver but includes a process noise matrix to account for the uncertainty in its magnitude. The third method, which is essentially a hybrid of the first two, includes the nominal portion of the maneuver via the state transition matrix and uses a process noise matrix to account for the magnitude uncertainty. The first method is unable to produce the final orbit covariance except in the case of zero maneuver uncertainty. The second method yields good accuracy for the final covariance matrix but fails to model the final orbital state accurately. Agreement between the simulated covariance data produced by this method and the Monte Carlo truth data fell within 0.5-2.5 percent over a range of maneuver sizes that span two orders of magnitude (0.1-20 m/s). The third method, which yields a combination of good accuracy in the computation of the final covariance matrix and correct accounting for the presence of the maneuver in the nominal orbit, is the best method for applications involving the computation of times of closest approach and the corresponding probability of collision, PC. However, applications for the two other methods exist and are briefly discussed. Although the process model ("prop-burn-prop") that was studied is very simple - point-mass gravitational effects due to the Earth combined with an impulsive delta-V in the velocity direction for the maneuver - generalizations to more complex scenarios, including high fidelity force models, finite duration maneuvers, and maneuver pointing errors, are straightforward and are discussed in the conclusion.
Accounting for uncertainty in DNA sequencing data.
O'Rawe, Jason A; Ferson, Scott; Lyon, Gholson J
2015-02-01
Science is defined in part by an honest exposition of the uncertainties that arise in measurements and propagate through calculations and inferences, so that the reliabilities of its conclusions are made apparent. The recent rapid development of high-throughput DNA sequencing technologies has dramatically increased the number of measurements made at the biochemical and molecular level. These data come from many different DNA-sequencing technologies, each with their own platform-specific errors and biases, which vary widely. Several statistical studies have tried to measure error rates for basic determinations, but there are no general schemes to project these uncertainties so as to assess the surety of the conclusions drawn about genetic, epigenetic, and more general biological questions. We review here the state of uncertainty quantification in DNA sequencing applications, describe sources of error, and propose methods that can be used for accounting and propagating these errors and their uncertainties through subsequent calculations. Copyright © 2014 Elsevier Ltd. All rights reserved.
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.
Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr
2012-01-01
Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Sawicka, K.; Breuer, L.; Houska, T.; Santabarbara Ruiz, I.; Heuvelink, G. B. M.
2016-12-01
Computer models have become a crucial tool in engineering and environmental sciences for simulating the behaviour of complex static and dynamic systems. However, while many models are deterministic, the uncertainty in their predictions needs to be estimated before they are used for decision support. Advances in uncertainty propagation analysis and assessment have been paralleled by a growing number of software tools for uncertainty analysis, but none has gained recognition for a universal applicability, including case studies with spatial models and spatial model inputs. Due to the growing popularity and applicability of the open source R programming language we undertook a project to develop an R package that facilitates uncertainty propagation analysis in spatial environmental modelling. In particular, the `spup' package provides functions for examining the uncertainty propagation starting from input data and model parameters, via the environmental model onto model predictions. The functions include uncertainty model specification, stochastic simulation and propagation of uncertainty using Monte Carlo techniques, as well as several uncertainty visualization functions. Here we will demonstrate that the 'spup' package is an effective and easy-to-use tool to be applied even in a very complex study case, and that it can be used in multi-disciplinary research and model-based decision support. As an example, we use the ecological LandscapeDNDC model to analyse propagation of uncertainties associated with spatial variability of the model driving forces such as rainfall, nitrogen deposition and fertilizer inputs. The uncertainty propagation is analysed for the prediction of emissions of N2O and CO2 for a German low mountainous, agriculturally developed catchment. The study tests the effect of spatial correlations on spatially aggregated model outputs, and could serve as an advice for developing best management practices and model improvement strategies.
Probability bounds analysis for nonlinear population ecology models.
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.
MO-E-BRE-01: Determination, Minimization and Communication of Uncertainties in Radiation Therapy
DOE Office of Scientific and Technical Information (OSTI.GOV)
Van Dyk, J; Palta, J; Bortfeld, T
2014-06-15
Medical Physicists have a general understanding of uncertainties in the radiation treatment process, both with respect to dosimetry and geometry. However, there is a desire to be more quantitative about uncertainty estimation. A recent International Atomic Energy Agency (IAEA) report (about to be published) recommends that we should be as “accurate as reasonably achievable, technical and biological factors being taken into account”. Thus, a single recommendation as a goal for accuracy in radiation therapy is an oversimplification. That report also suggests that individual clinics should determine their own level of uncertainties for their specific treatment protocols. The question is “howmore » do we implement this in clinical practice”? AAPM Monograph 35 (2011 AAPM Summer School) addressed many specific aspects of uncertainties in each of the steps of a course of radiation treatment. The intent of this symposium is: (1) to review uncertainty considerations in the entire radiation treatment process including uncertainty determination for each step and uncertainty propagation for the total process, (2) to consider aspects of robust optimization which optimizes treatment plans while protecting them against uncertainties, and (3) to describe various methods of displaying uncertainties and communicating uncertainties to the relevant professionals. While the theoretical and research aspects will also be described, the emphasis will be on the practical considerations for the medical physicist in clinical practice. Learning Objectives: To review uncertainty determination in the overall radiation treatment process. To consider uncertainty modeling and uncertainty propagation. To highlight the basic ideas and clinical potential of robust optimization procedures to generate optimal treatment plans that are not severely affected by uncertainties. To describe methods of uncertainty communication and display.« less
Uncertainty quantification and propagation in nuclear density functional theory
Schunck, N.; McDonnell, J. D.; Higdon, D.; ...
2015-12-23
Nuclear density functional theory (DFT) is one of the main theoretical tools used to study the properties of heavy and superheavy elements, or to describe the structure of nuclei far from stability. While on-going eff orts seek to better root nuclear DFT in the theory of nuclear forces, energy functionals remain semi-phenomenological constructions that depend on a set of parameters adjusted to experimental data in fi nite nuclei. In this study, we review recent eff orts to quantify the related uncertainties, and propagate them to model predictions. In particular, we cover the topics of parameter estimation for inverse problems, statisticalmore » analysis of model uncertainties and Bayesian inference methods. Illustrative examples are taken from the literature.« less
Unleashing Empirical Equations with "Nonlinear Fitting" and "GUM Tree Calculator"
NASA Astrophysics Data System (ADS)
Lovell-Smith, J. W.; Saunders, P.; Feistel, R.
2017-10-01
Empirical equations having large numbers of fitted parameters, such as the international standard reference equations published by the International Association for the Properties of Water and Steam (IAPWS), which form the basis of the "Thermodynamic Equation of Seawater—2010" (TEOS-10), provide the means to calculate many quantities very accurately. The parameters of these equations are found by least-squares fitting to large bodies of measurement data. However, the usefulness of these equations is limited since uncertainties are not readily available for most of the quantities able to be calculated, the covariance of the measurement data is not considered, and further propagation of the uncertainty in the calculated result is restricted since the covariance of calculated quantities is unknown. In this paper, we present two tools developed at MSL that are particularly useful in unleashing the full power of such empirical equations. "Nonlinear Fitting" enables propagation of the covariance of the measurement data into the parameters using generalized least-squares methods. The parameter covariance then may be published along with the equations. Then, when using these large, complex equations, "GUM Tree Calculator" enables the simultaneous calculation of any derived quantity and its uncertainty, by automatic propagation of the parameter covariance into the calculated quantity. We demonstrate these tools in exploratory work to determine and propagate uncertainties associated with the IAPWS-95 parameters.
Computation and visualization of uncertainty in surgical navigation.
Simpson, Amber L; Ma, Burton; Vasarhelyi, Edward M; Borschneck, Dan P; Ellis, Randy E; James Stewart, A
2014-09-01
Surgical displays do not show uncertainty information with respect to the position and orientation of instruments. Data is presented as though it were perfect; surgeons unaware of this uncertainty could make critical navigational mistakes. The propagation of uncertainty to the tip of a surgical instrument is described and a novel uncertainty visualization method is proposed. An extensive study with surgeons has examined the effect of uncertainty visualization on surgical performance with pedicle screw insertion, a procedure highly sensitive to uncertain data. It is shown that surgical performance (time to insert screw, degree of breach of pedicle, and rotation error) is not impeded by the additional cognitive burden imposed by uncertainty visualization. Uncertainty can be computed in real time and visualized without adversely affecting surgical performance, and the best method of uncertainty visualization may depend upon the type of navigation display. Copyright © 2013 John Wiley & Sons, Ltd.
A Two-Step Approach to Uncertainty Quantification of Core Simulators
Yankov, Artem; Collins, Benjamin; Klein, Markus; ...
2012-01-01
For the multiple sources of error introduced into the standard computational regime for simulating reactor cores, rigorous uncertainty analysis methods are available primarily to quantify the effects of cross section uncertainties. Two methods for propagating cross section uncertainties through core simulators are the XSUSA statistical approach and the “two-step” method. The XSUSA approach, which is based on the SUSA code package, is fundamentally a stochastic sampling method. Alternatively, the two-step method utilizes generalized perturbation theory in the first step and stochastic sampling in the second step. The consistency of these two methods in quantifying uncertainties in the multiplication factor andmore » in the core power distribution was examined in the framework of phase I-3 of the OECD Uncertainty Analysis in Modeling benchmark. With the Three Mile Island Unit 1 core as a base model for analysis, the XSUSA and two-step methods were applied with certain limitations, and the results were compared to those produced by other stochastic sampling-based codes. Based on the uncertainty analysis results, conclusions were drawn as to the method that is currently more viable for computing uncertainties in burnup and transient calculations.« less
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.
Framework for Uncertainty Assessment - Hanford Site-Wide Groundwater Flow and Transport Modeling
NASA Astrophysics Data System (ADS)
Bergeron, M. P.; Cole, C. R.; Murray, C. J.; Thorne, P. D.; Wurstner, S. K.
2002-05-01
Pacific Northwest National Laboratory is in the process of development and implementation of an uncertainty estimation methodology for use in future site assessments that addresses parameter uncertainty as well as uncertainties related to the groundwater conceptual model. The long-term goals of the effort are development and implementation of an uncertainty estimation methodology for use in future assessments and analyses being made with the Hanford site-wide groundwater model. The basic approach in the framework developed for uncertainty assessment consists of: 1) Alternate conceptual model (ACM) identification to identify and document the major features and assumptions of each conceptual model. The process must also include a periodic review of the existing and proposed new conceptual models as data or understanding become available. 2) ACM development of each identified conceptual model through inverse modeling with historical site data. 3) ACM evaluation to identify which of conceptual models are plausible and should be included in any subsequent uncertainty assessments. 4) ACM uncertainty assessments will only be carried out for those ACMs determined to be plausible through comparison with historical observations and model structure identification measures. The parameter uncertainty assessment process generally involves: a) Model Complexity Optimization - to identify the important or relevant parameters for the uncertainty analysis; b) Characterization of Parameter Uncertainty - to develop the pdfs for the important uncertain parameters including identification of any correlations among parameters; c) Propagation of Uncertainty - to propagate parameter uncertainties (e.g., by first order second moment methods if applicable or by a Monte Carlo approach) through the model to determine the uncertainty in the model predictions of interest. 5)Estimation of combined ACM and scenario uncertainty by a double sum with each component of the inner sum (an individual CCDF) representing parameter uncertainty associated with a particular scenario and ACM and the outer sum enumerating the various plausible ACM and scenario combinations in order to represent the combined estimate of uncertainty (a family of CCDFs). A final important part of the framework includes identification, enumeration, and documentation of all the assumptions, which include those made during conceptual model development, required by the mathematical model, required by the numerical model, made during the spatial and temporal descretization process, needed to assign the statistical model and associated parameters that describe the uncertainty in the relevant input parameters, and finally those assumptions required by the propagation method. Pacific Northwest National Laboratory is operated for the U.S. Department of Energy under Contract DE-AC06-76RL01830.
NASA Astrophysics Data System (ADS)
Car, Nicholas; Cox, Simon; Fitch, Peter
2015-04-01
With earth-science datasets increasingly being published to enable re-use in projects disassociated from the original data acquisition or generation, there is an urgent need for associated metadata to be connected, in order to guide their application. In particular, provenance traces should support the evaluation of data quality and reliability. However, while standards for describing provenance are emerging (e.g. PROV-O), these do not include the necessary statistical descriptors and confidence assessments. UncertML has a mature conceptual model that may be used to record uncertainty metadata. However, by itself UncertML does not support the representation of uncertainty of multi-part datasets, and provides no direct way of associating the uncertainty information - metadata in relation to a dataset - with dataset objects.We present a method to address both these issues by combining UncertML with PROV-O, and delivering resulting uncertainty-enriched provenance traces through the Linked Data API. UncertProv extends the PROV-O provenance ontology with an RDF formulation of the UncertML conceptual model elements, adds further elements to support uncertainty representation without a conceptual model and the integration of UncertML through links to documents. The Linked ID API provides a systematic way of navigating from dataset objects to their UncertProv metadata and back again. The Linked Data API's 'views' capability enables access to UncertML and non-UncertML uncertainty metadata representations for a dataset. With this approach, it is possible to access and navigate the uncertainty metadata associated with a published dataset using standard semantic web tools, such as SPARQL queries. Where the uncertainty data follows the UncertML model it can be automatically interpreted and may also support automatic uncertainty propagation . Repositories wishing to enable uncertainty propagation for all datasets must ensure that all elements that are associated with uncertainty (PROV-O Entity and Activity classes) have UncertML elements recorded. This methodology is intentionally flexible to allow uncertainty metadata in many forms, not limited to UncertML. While the more formal representation of uncertainty metadata is desirable (using UncertProv elements to implement the UncertML conceptual model ), this will not always be possible, and any uncertainty data stored will be better than none. Since the UncertProv ontology contains a superset of UncertML elements to facilitate the representation of non-UncertML uncertainty data, it could easily be extended to include other formal uncertainty conceptual models thus allowing non-UncertML propagation calculations.
Gurdak, Jason J.; Qi, Sharon L.; Geisler, Michael L.
2009-01-01
The U.S. Geological Survey Raster Error Propagation Tool (REPTool) is a custom tool for use with the Environmental System Research Institute (ESRI) ArcGIS Desktop application to estimate error propagation and prediction uncertainty in raster processing operations and geospatial modeling. REPTool is designed to introduce concepts of error and uncertainty in geospatial data and modeling and provide users of ArcGIS Desktop a geoprocessing tool and methodology to consider how error affects geospatial model output. Similar to other geoprocessing tools available in ArcGIS Desktop, REPTool can be run from a dialog window, from the ArcMap command line, or from a Python script. REPTool consists of public-domain, Python-based packages that implement Latin Hypercube Sampling within a probabilistic framework to track error propagation in geospatial models and quantitatively estimate the uncertainty of the model output. Users may specify error for each input raster or model coefficient represented in the geospatial model. The error for the input rasters may be specified as either spatially invariant or spatially variable across the spatial domain. Users may specify model output as a distribution of uncertainty for each raster cell. REPTool uses the Relative Variance Contribution method to quantify the relative error contribution from the two primary components in the geospatial model - errors in the model input data and coefficients of the model variables. REPTool is appropriate for many types of geospatial processing operations, modeling applications, and related research questions, including applications that consider spatially invariant or spatially variable error in geospatial data.
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.
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.
A structured analysis of uncertainty surrounding modeled impacts of groundwater-extraction rules
NASA Astrophysics Data System (ADS)
Guillaume, Joseph H. A.; Qureshi, M. Ejaz; Jakeman, Anthony J.
2012-08-01
Integrating economic and groundwater models for groundwater-management can help improve understanding of trade-offs involved between conflicting socioeconomic and biophysical objectives. However, there is significant uncertainty in most strategic decision-making situations, including in the models constructed to represent them. If not addressed, this uncertainty may be used to challenge the legitimacy of the models and decisions made using them. In this context, a preliminary uncertainty analysis was conducted of a dynamic coupled economic-groundwater model aimed at assessing groundwater extraction rules. The analysis demonstrates how a variety of uncertainties in such a model can be addressed. A number of methods are used including propagation of scenarios and bounds on parameters, multiple models, block bootstrap time-series sampling and robust linear regression for model calibration. These methods are described within the context of a theoretical uncertainty management framework, using a set of fundamental uncertainty management tasks and an uncertainty typology.
Research on a Lamb Wave and Particle Filter-Based On-Line Crack Propagation Prognosis Method.
Chen, Jian; Yuan, Shenfang; Qiu, Lei; Cai, Jian; Yang, Weibo
2016-03-03
Prognostics and health management techniques have drawn widespread attention due to their ability to facilitate maintenance activities based on need. On-line prognosis of fatigue crack propagation can offer information for optimizing operation and maintenance strategies in real-time. This paper proposes a Lamb wave-particle filter (LW-PF)-based method for on-line prognosis of fatigue crack propagation which takes advantages of the possibility of on-line monitoring to evaluate the actual crack length and uses a particle filter to deal with the crack evolution and monitoring uncertainties. The piezoelectric transducers (PZTs)-based active Lamb wave method is adopted for on-line crack monitoring. The state space model relating to crack propagation is established by the data-driven and finite element methods. Fatigue experiments performed on hole-edge crack specimens have validated the advantages of the proposed method.
From cutting-edge pointwise cross-section to groupwise reaction rate: A primer
NASA Astrophysics Data System (ADS)
Sublet, Jean-Christophe; Fleming, Michael; Gilbert, Mark R.
2017-09-01
The nuclear research and development community has a history of using both integral and differential experiments to support accurate lattice-reactor, nuclear reactor criticality and shielding simulations, as well as verification and validation efforts of cross sections and emitted particle spectra. An important aspect to this type of analysis is the proper consideration of the contribution of the neutron spectrum in its entirety, with correct propagation of uncertainties and standard deviations derived from Monte Carlo simulations, to the local and total uncertainty in the simulated reactions rates (RRs), which usually only apply to one application at a time. This paper identifies deficiencies in the traditional treatment, and discusses correct handling of the RR uncertainty quantification and propagation, including details of the cross section components in the RR uncertainty estimates, which are verified for relevant applications. The methodology that rigorously captures the spectral shift and cross section contributions to the uncertainty in the RR are discussed with quantified examples that demonstrate the importance of the proper treatment of the spectrum profile and cross section contributions to the uncertainty in the RR and subsequent response functions. The recently developed inventory code FISPACT-II, when connected to the processed nuclear data libraries TENDL-2015, ENDF/B-VII.1, JENDL-4.0u or JEFF-3.2, forms an enhanced multi-physics platform providing a wide variety of advanced simulation methods for modelling activation, transmutation, burnup protocols and simulating radiation damage sources terms. The system has extended cutting-edge nuclear data forms, uncertainty quantification and propagation methods, which have been the subject of recent integral and differential, fission, fusion and accelerators validation efforts. The simulation system is used to accurately and predictively probe, understand and underpin a modern and sustainable understanding of the nuclear physics that is so important for many areas of science and technology; advanced fission and fuel systems, magnetic and inertial confinement fusion, high energy, accelerator physics, medical application, isotope production, earth exploration, astrophysics and homeland security.
Uncertainty Analysis in Large Area Aboveground Biomass Mapping
NASA Astrophysics Data System (ADS)
Baccini, A.; Carvalho, L.; Dubayah, R.; Goetz, S. J.; Friedl, M. A.
2011-12-01
Satellite and aircraft-based remote sensing observations are being more frequently used to generate spatially explicit estimates of aboveground carbon stock of forest ecosystems. Because deforestation and forest degradation account for circa 10% of anthropogenic carbon emissions to the atmosphere, policy mechanisms are increasingly recognized as a low-cost mitigation option to reduce carbon emission. They are, however, contingent upon the capacity to accurately measures carbon stored in the forests. Here we examine the sources of uncertainty and error propagation in generating maps of aboveground biomass. We focus on characterizing uncertainties associated with maps at the pixel and spatially aggregated national scales. We pursue three strategies to describe the error and uncertainty properties of aboveground biomass maps, including: (1) model-based assessment using confidence intervals derived from linear regression methods; (2) data-mining algorithms such as regression trees and ensembles of these; (3) empirical assessments using independently collected data sets.. The latter effort explores error propagation using field data acquired within satellite-based lidar (GLAS) acquisitions versus alternative in situ methods that rely upon field measurements that have not been systematically collected for this purpose (e.g. from forest inventory data sets). A key goal of our effort is to provide multi-level characterizations that provide both pixel and biome-level estimates of uncertainties at different scales.
NASA Astrophysics Data System (ADS)
Riva, Fabio; Milanese, Lucio; Ricci, Paolo
2017-10-01
To reduce the computational cost of the uncertainty propagation analysis, which is used to study the impact of input parameter variations on the results of a simulation, a general and simple to apply methodology based on decomposing the solution to the model equations in terms of Chebyshev polynomials is discussed. This methodology, based on the work by Scheffel [Am. J. Comput. Math. 2, 173-193 (2012)], approximates the model equation solution with a semi-analytic expression that depends explicitly on time, spatial coordinates, and input parameters. By employing a weighted residual method, a set of nonlinear algebraic equations for the coefficients appearing in the Chebyshev decomposition is then obtained. The methodology is applied to a two-dimensional Braginskii model used to simulate plasma turbulence in basic plasma physics experiments and in the scrape-off layer of tokamaks, in order to study the impact on the simulation results of the input parameter that describes the parallel losses. The uncertainty that characterizes the time-averaged density gradient lengths, time-averaged densities, and fluctuation density level are evaluated. A reasonable estimate of the uncertainty of these distributions can be obtained with a single reduced-cost simulation.
Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)
DOE Office of Scientific and Technical Information (OSTI.GOV)
Marzouk, Youssef; Conrad, Patrick; Bigoni, Daniele
QUEST (\\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a historymore » of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT Uncertainty Quantification library, called MUQ (\\url{muq.mit.edu}).« less
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.
Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
DOE Office of Scientific and Technical Information (OSTI.GOV)
Luchtenburg, Dirk M., E-mail: dluchten@cooper.edu; Brunton, Steven L.; Rowley, Clarence W.
2014-10-01
We present an efficient and accurate method for long-time uncertainty propagation in dynamical systems. Uncertain initial conditions and parameters are both addressed. The method approximates the intermediate short-time flow maps by spectral polynomial bases, as in the generalized polynomial chaos (gPC) method, and uses flow map composition to construct the long-time flow map. In contrast to the gPC method, this approach has spectral error convergence for both short and long integration times. The short-time flow map is characterized by small stretching and folding of the associated trajectories and hence can be well represented by a relatively low-degree basis. The compositionmore » of these low-degree polynomial bases then accurately describes the uncertainty behavior for long integration times. The key to the method is that the degree of the resulting polynomial approximation increases exponentially in the number of time intervals, while the number of polynomial coefficients either remains constant (for an autonomous system) or increases linearly in the number of time intervals (for a non-autonomous system). The findings are illustrated on several numerical examples including a nonlinear ordinary differential equation (ODE) with an uncertain initial condition, a linear ODE with an uncertain model parameter, and a two-dimensional, non-autonomous double gyre flow.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Saleh, Z; Thor, M; Apte, A
2014-06-01
Purpose: The quantitative evaluation of deformable image registration (DIR) is currently challenging due to lack of a ground truth. In this study we test a new method proposed for quantifying multiple-image based DIRrelated uncertainties, for DIR of pelvic images. Methods: 19 patients were analyzed, each with 6 CT scans, who previously had radiotherapy for prostate cancer. Manually delineated structures for rectum and bladder, which served as ground truth structures, were delineated on the planning CT and each subsequent scan. For each patient, voxel-by-voxel DIR-related uncertainties were evaluated, following B-spline based DIR, by applying a previously developed metric, the distance discordancemore » metric (DDM; Saleh et al., PMB (2014) 59:733). The DDM map was superimposed on the first acquired CT scan and DDM statistics were assessed, also relative to two metrics estimating the agreement between the propagated and the manually delineated structures. Results: The highest DDM values which correspond to greatest spatial uncertainties were observed near the body surface and in the bowel due to the presence of gas. The mean rectal and bladder DDM values ranged from 1.1–11.1 mm and 1.5–12.7 mm, respectively. There was a strong correlation in the DDMs between the rectum and bladder (Pearson R = 0.68 for the max DDM). For both structures, DDM was correlated with the ratio between the DIR-propagated and manually delineated volumes (R = 0.74 for the max rectal DDM). The maximum rectal DDM was negatively correlated with the Dice Similarity Coefficient between the propagated and the manually delineated volumes (R= −0.52). Conclusion: The multipleimage based DDM map quantified considerable DIR variability across different structures and among patients. Besides using the DDM for quantifying DIR-related uncertainties it could potentially be used to adjust for uncertainties in DIR-based accumulated dose distributions.« less
Uncertainty assessment in geodetic network adjustment by combining GUM and Monte-Carlo-simulations
NASA Astrophysics Data System (ADS)
Niemeier, Wolfgang; Tengen, Dieter
2017-06-01
In this article first ideas are presented to extend the classical concept of geodetic network adjustment by introducing a new method for uncertainty assessment as two-step analysis. In the first step the raw data and possible influencing factors are analyzed using uncertainty modeling according to GUM (Guidelines to the Expression of Uncertainty in Measurements). This approach is well established in metrology, but rarely adapted within Geodesy. The second step consists of Monte-Carlo-Simulations (MC-simulations) for the complete processing chain from raw input data and pre-processing to adjustment computations and quality assessment. To perform these simulations, possible realizations of raw data and the influencing factors are generated, using probability distributions for all variables and the established concept of pseudo-random number generators. Final result is a point cloud which represents the uncertainty of the estimated coordinates; a confidence region can be assigned to these point clouds, as well. This concept may replace the common concept of variance propagation and the quality assessment of adjustment parameters by using their covariance matrix. It allows a new way for uncertainty assessment in accordance with the GUM concept for uncertainty modelling and propagation. As practical example the local tie network in "Metsähovi Fundamental Station", Finland is used, where classical geodetic observations are combined with GNSS data.
GCR Environmental Models III: GCR Model Validation and Propagated Uncertainties in Effective Dose
NASA Technical Reports Server (NTRS)
Slaba, Tony C.; Xu, Xiaojing; Blattnig, Steve R.; Norman, Ryan B.
2014-01-01
This is the last of three papers focused on quantifying the uncertainty associated with galactic cosmic rays (GCR) models used for space radiation shielding applications. In the first paper, it was found that GCR ions with Z>2 and boundary energy below 500 MeV/nucleon induce less than 5% of the total effective dose behind shielding. This is an important finding since GCR model development and validation have been heavily biased toward Advanced Composition Explorer/Cosmic Ray Isotope Spectrometer measurements below 500 MeV/nucleon. Weights were also developed that quantify the relative contribution of defined GCR energy and charge groups to effective dose behind shielding. In the second paper, it was shown that these weights could be used to efficiently propagate GCR model uncertainties into effective dose behind shielding. In this work, uncertainties are quantified for a few commonly used GCR models. A validation metric is developed that accounts for measurements uncertainty, and the metric is coupled to the fast uncertainty propagation method. For this work, the Badhwar-O'Neill (BON) 2010 and 2011 and the Matthia GCR models are compared to an extensive measurement database. It is shown that BON2011 systematically overestimates heavy ion fluxes in the range 0.5-4 GeV/nucleon. The BON2010 and BON2011 also show moderate and large errors in reproducing past solar activity near the 2000 solar maximum and 2010 solar minimum. It is found that all three models induce relative errors in effective dose in the interval [-20%, 20%] at a 68% confidence level. The BON2010 and Matthia models are found to have similar overall uncertainty estimates and are preferred for space radiation shielding applications.
Uncertainties in land use data
NASA Astrophysics Data System (ADS)
Castilla, G.; Hay, G. J.
2006-11-01
This paper deals with the description and assessment of uncertainties in gridded land use data derived from Remote Sensing observations, in the context of hydrological studies. Land use is a categorical regionalised variable returning the main socio-economic role each location has, where the role is inferred from the pattern of occupation of land. There are two main uncertainties surrounding land use data, positional and categorical. This paper focuses on the second one, as the first one has in general less serious implications and is easier to tackle. The conventional method used to asess categorical uncertainty, the confusion matrix, is criticised in depth, the main critique being its inability to inform on a basic requirement to propagate uncertainty through distributed hydrological models, namely the spatial distribution of errors. Some existing alternative methods are reported, and finally the need for metadata is stressed as a more reliable means to assess the quality, and hence the uncertainty, of these data.
NASA Astrophysics Data System (ADS)
Ramanjaneyulu, P. S.; Sayi, Y. S.; Ramakumar, K. L.
2008-08-01
Quantification of boron in diverse materials of relevance in nuclear technology is essential in view of its high thermal neutron absorption cross section. A simple and sensitive method has been developed for the determination of boron in uranium-aluminum-silicon alloy, based on leaching of boron with 6 M HCl and H 2O 2, its selective separation by solvent extraction with 2-ethyl hexane 1,3-diol and quantification by spectrophotometry using curcumin. The method has been evaluated by standard addition method and validated by inductively coupled plasma-atomic emission spectroscopy. Relative standard deviation and absolute detection limit of the method are 3.0% (at 1 σ level) and 12 ng, respectively. All possible sources of uncertainties in the methodology have been individually assessed, following the International Organization for Standardization guidelines. The combined uncertainty is calculated employing uncertainty propagation formulae. The expanded uncertainty in the measurement at 95% confidence level (coverage factor 2) is 8.840%.
Sonic Boom Pressure Signature Uncertainty Calculation and Propagation to Ground Noise
NASA Technical Reports Server (NTRS)
West, Thomas K., IV; Bretl, Katherine N.; Walker, Eric L.; Pinier, Jeremy T.
2015-01-01
The objective of this study was to outline an approach for the quantification of uncertainty in sonic boom measurements and to investigate the effect of various near-field uncertainty representation approaches on ground noise predictions. These approaches included a symmetric versus asymmetric uncertainty band representation and a dispersion technique based on a partial sum Fourier series that allows for the inclusion of random error sources in the uncertainty. The near-field uncertainty was propagated to the ground level, along with additional uncertainty in the propagation modeling. Estimates of perceived loudness were obtained for the various types of uncertainty representation in the near-field. Analyses were performed on three configurations of interest to the sonic boom community: the SEEB-ALR, the 69o DeltaWing, and the LM 1021-01. Results showed that representation of the near-field uncertainty plays a key role in ground noise predictions. Using a Fourier series based dispersion approach can double the amount of uncertainty in the ground noise compared to a pure bias representation. Compared to previous computational fluid dynamics results, uncertainty in ground noise predictions were greater when considering the near-field experimental uncertainty.
Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Preston, Leiph
Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fractionmore » of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.« less
Characterizing spatial uncertainty when integrating social data in conservation planning.
Lechner, A M; Raymond, C M; Adams, V M; Polyakov, M; Gordon, A; Rhodes, J R; Mills, M; Stein, A; Ives, C D; Lefroy, E C
2014-12-01
Recent conservation planning studies have presented approaches for integrating spatially referenced social (SRS) data with a view to improving the feasibility of conservation action. We reviewed the growing conservation literature on SRS data, focusing on elicited or stated preferences derived through social survey methods such as choice experiments and public participation geographic information systems. Elicited SRS data includes the spatial distribution of willingness to sell, willingness to pay, willingness to act, and assessments of social and cultural values. We developed a typology for assessing elicited SRS data uncertainty which describes how social survey uncertainty propagates when projected spatially and the importance of accounting for spatial uncertainty such as scale effects and data quality. These uncertainties will propagate when elicited SRS data is integrated with biophysical data for conservation planning and may have important consequences for assessing the feasibility of conservation actions. To explore this issue further, we conducted a systematic review of the elicited SRS data literature. We found that social survey uncertainty was commonly tested for, but that these uncertainties were ignored when projected spatially. Based on these results we developed a framework which will help researchers and practitioners estimate social survey uncertainty and use these quantitative estimates to systematically address uncertainty within an analysis. This is important when using SRS data in conservation applications because decisions need to be made irrespective of data quality and well characterized uncertainty can be incorporated into decision theoretic approaches. © 2014 Society for Conservation Biology.
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.
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Groen, E.A., E-mail: Evelyne.Groen@gmail.com; Heijungs, R.; Leiden University, Einsteinweg 2, Leiden 2333 CC
Life cycle assessment (LCA) is an established tool to quantify the environmental impact of a product. A good assessment of uncertainty is important for making well-informed decisions in comparative LCA, as well as for correctly prioritising data collection efforts. Under- or overestimation of output uncertainty (e.g. output variance) will lead to incorrect decisions in such matters. The presence of correlations between input parameters during uncertainty propagation, can increase or decrease the the output variance. However, most LCA studies that include uncertainty analysis, ignore correlations between input parameters during uncertainty propagation, which may lead to incorrect conclusions. Two approaches to include correlationsmore » between input parameters during uncertainty propagation and global sensitivity analysis were studied: an analytical approach and a sampling approach. The use of both approaches is illustrated for an artificial case study of electricity production. Results demonstrate that both approaches yield approximately the same output variance and sensitivity indices for this specific case study. Furthermore, we demonstrate that the analytical approach can be used to quantify the risk of ignoring correlations between input parameters during uncertainty propagation in LCA. We demonstrate that: (1) we can predict if including correlations among input parameters in uncertainty propagation will increase or decrease output variance; (2) we can quantify the risk of ignoring correlations on the output variance and the global sensitivity indices. Moreover, this procedure requires only little data. - Highlights: • Ignoring correlation leads to under- or overestimation of the output variance. • We demonstrated that the risk of ignoring correlation can be quantified. • The procedure proposed is generally applicable in life cycle assessment. • In some cases, ignoring correlation has a minimal effect on decision-making tools.« less
Cumulative uncertainty in measured streamflow and water quality data for small watersheds
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.
Calibration and Propagation of Uncertainty for Independence
DOE Office of Scientific and Technical Information (OSTI.GOV)
Holland, Troy Michael; Kress, Joel David; Bhat, Kabekode Ghanasham
This document reports on progress and methods for the calibration and uncertainty quantification of the Independence model developed at UT Austin. The Independence model is an advanced thermodynamic and process model framework for piperazine solutions as a high-performance CO 2 capture solvent. Progress is presented in the framework of the CCSI standard basic data model inference framework. Recent work has largely focused on the thermodynamic submodels of Independence.
Propagation of neutron-reaction uncertainties through multi-physics models of novel LWR's
NASA Astrophysics Data System (ADS)
Hernandez-Solis, Augusto; Sjöstrand, Henrik; Helgesson, Petter
2017-09-01
The novel design of the renewable boiling water reactor (RBWR) allows a breeding ratio greater than unity and thus, it aims at providing for a self-sustained fuel cycle. The neutron reactions that compose the different microscopic cross-sections and angular distributions are uncertain, so when they are employed in the determination of the spatial distribution of the neutron flux in a nuclear reactor, a methodology should be employed to account for these associated uncertainties. In this work, the Total Monte Carlo (TMC) method is used to propagate the different neutron-reactions (as well as angular distributions) covariances that are part of the TENDL-2014 nuclear data (ND) library. The main objective is to propagate them through coupled neutronic and thermal-hydraulic models in order to assess the uncertainty of important safety parameters related to multi-physics, such as peak cladding temperature along the axial direction of an RBWR fuel assembly. The objective of this study is to quantify the impact that ND covariances of important nuclides such as U-235, U-238, Pu-239 and the thermal scattering of hydrogen in H2O have in the deterministic safety analysis of novel nuclear reactors designs.
NASA Astrophysics Data System (ADS)
Debusschere, Bert J.; Najm, Habib N.; Matta, Alain; Knio, Omar M.; Ghanem, Roger G.; Le Maître, Olivier P.
2003-08-01
This paper presents a model for two-dimensional electrochemical microchannel flow including the propagation of uncertainty from model parameters to the simulation results. For a detailed representation of electroosmotic and pressure-driven microchannel flow, the model considers the coupled momentum, species transport, and electrostatic field equations, including variable zeta potential. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. Uncertainty from the model parameters and boundary conditions is propagated to the model predictions using a pseudo-spectral stochastic formulation with polynomial chaos (PC) representations for parameters and field quantities. Using a Galerkin approach, the governing equations are reformulated into equations for the coefficients in the PC expansion. The implementation of the physical model with the stochastic uncertainty propagation is applied to protein-labeling in a homogeneous buffer, as well as in two-dimensional electrochemical microchannel flow. The results for the two-dimensional channel show strong distortion of sample profiles due to ion movement and consequent buffer disturbances. The uncertainty in these results is dominated by the uncertainty in the applied voltage across the channel.
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.
Epistemic uncertainty propagation in energy flows between structural vibrating systems
NASA Astrophysics Data System (ADS)
Xu, Menghui; Du, Xiaoping; Qiu, Zhiping; Wang, Chong
2016-03-01
A dimension-wise method for predicting fuzzy energy flows between structural vibrating systems coupled by joints with epistemic uncertainties is established. Based on its Legendre polynomial approximation at α=0, both the minimum and maximum point vectors of the energy flow of interest are calculated dimension by dimension within the space spanned by the interval parameters determined by fuzzy those at α=0 and the resulted interval bounds are used to assemble the concerned fuzzy energy flows. Besides the proposed method, vertex method as well as two current methods is also applied. Comparisons among results by different methods are accomplished by two numerical examples and the accuracy of all methods is simultaneously verified by Monte Carlo simulation.
Understanding uncertainties in modeling the galactic diffuse gamma-ray emission
NASA Astrophysics Data System (ADS)
Storm, Emma; Calore, Francesca; Weniger, Christoph
2017-01-01
The nature of the Galactic diffuse gamma-ray emission as measured by the Fermi Gamma-ray Space Telescope has remained an active area of research for the last several years. A standard technique to disentangle the origins of the diffuse emission is the template fitting approach, where predictions for various diffuse components, such as emission from cosmic rays derived from Galprop or Dragon, are compared to the data. However, this method always results in an overall bad fit to the data, with strong residuals that are difficult to interpret. Additionally, there are instrinsic uncertainties in the predicted templates that are not accounted for naturally with this method. We therefore introduce a new template fitting approach to study the various components of the Galactic diffuse gamma-ray emission, and their correlations and uncertainties. We call this approach Sky Factorization with Adaptive Constrained Templates (SkyFACT). Rather than using fixed predictions from cosmic-ray propagation codes and examining the residuals to evaluate the quality of fits and the presence of excesses, we introduce additional fine-grained variations in the templates that account for uncertainties in the predictions, such as uncertainties in the gas tracers and from small scale variations in the density of cosmic rays. We show that fits to the gamma-ray diffuse emission can be dramatically improved by including an appropriate level of uncertainty in the initial spatial templates from cosmic-ray propagation codes. We further show that we can recover the morphology of the Fermi Bubbles from its spectrum alone with SkyFACT.
Applying Metrological Techniques to Satellite Fundamental Climate Data Records
NASA Astrophysics Data System (ADS)
Woolliams, Emma R.; Mittaz, Jonathan PD; Merchant, Christopher J.; Hunt, Samuel E.; Harris, Peter M.
2018-02-01
Quantifying long-term environmental variability, including climatic trends, requires decadal-scale time series of observations. The reliability of such trend analysis depends on the long-term stability of the data record, and understanding the sources of uncertainty in historic, current and future sensors. We give a brief overview on how metrological techniques can be applied to historical satellite data sets. In particular we discuss the implications of error correlation at different spatial and temporal scales and the forms of such correlation and consider how uncertainty is propagated with partial correlation. We give a form of the Law of Propagation of Uncertainties that considers the propagation of uncertainties associated with common errors to give the covariance associated with Earth observations in different spectral channels.
Low order models for uncertainty quantification in acoustic propagation problems
NASA Astrophysics Data System (ADS)
Millet, Christophe
2016-11-01
Long-range sound propagation problems are characterized by both a large number of length scales and a large number of normal modes. In the atmosphere, these modes are confined within waveguides causing the sound to propagate through multiple paths to the receiver. For uncertain atmospheres, the modes are described as random variables. Concise mathematical models and analysis reveal fundamental limitations in classical projection techniques due to different manifestations of the fact that modes that carry small variance can have important effects on the large variance modes. In the present study, we propose a systematic strategy for obtaining statistically accurate low order models. The normal modes are sorted in decreasing Sobol indices using asymptotic expansions, and the relevant modes are extracted using a modified iterative Krylov-based method. The statistics of acoustic signals are computed by decomposing the original pulse into a truncated sum of modal pulses that can be described by a stationary phase method. As the low-order acoustic model preserves the overall structure of waveforms under perturbations of the atmosphere, it can be applied to uncertainty quantification. The result of this study is a new algorithm which applies on the entire phase space of acoustic fields.
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
A Bayesian Framework of Uncertainties Integration in 3D Geological Model
NASA Astrophysics Data System (ADS)
Liang, D.; Liu, X.
2017-12-01
3D geological model can describe complicated geological phenomena in an intuitive way while its application may be limited by uncertain factors. Great progress has been made over the years, lots of studies decompose the uncertainties of geological model to analyze separately, while ignored the comprehensive impacts of multi-source uncertainties. Great progress has been made over the years, while lots of studies ignored the comprehensive impacts of multi-source uncertainties when analyzed them item by item from each source. To evaluate the synthetical uncertainty, we choose probability distribution to quantify uncertainty, and propose a bayesian framework of uncertainties integration. With this framework, we integrated data errors, spatial randomness, and cognitive information into posterior distribution to evaluate synthetical uncertainty of geological model. Uncertainties propagate and cumulate in modeling process, the gradual integration of multi-source uncertainty is a kind of simulation of the uncertainty propagation. Bayesian inference accomplishes uncertainty updating in modeling process. Maximum entropy principle makes a good effect on estimating prior probability distribution, which ensures the prior probability distribution subjecting to constraints supplied by the given information with minimum prejudice. In the end, we obtained a posterior distribution to evaluate synthetical uncertainty of geological model. This posterior distribution represents the synthetical impact of all the uncertain factors on the spatial structure of geological model. The framework provides a solution to evaluate synthetical impact on geological model of multi-source uncertainties and a thought to study uncertainty propagation mechanism in geological modeling.
Evaluating the uncertainty of input quantities in measurement models
NASA Astrophysics Data System (ADS)
Possolo, Antonio; Elster, Clemens
2014-06-01
The Guide to the Expression of Uncertainty in Measurement (GUM) gives guidance about how values and uncertainties should be assigned to the input quantities that appear in measurement models. This contribution offers a concrete proposal for how that guidance may be updated in light of the advances in the evaluation and expression of measurement uncertainty that were made in the course of the twenty years that have elapsed since the publication of the GUM, and also considering situations that the GUM does not yet contemplate. Our motivation is the ongoing conversation about a new edition of the GUM. While generally we favour a Bayesian approach to uncertainty evaluation, we also recognize the value that other approaches may bring to the problems considered here, and focus on methods for uncertainty evaluation and propagation that are widely applicable, including to cases that the GUM has not yet addressed. In addition to Bayesian methods, we discuss maximum-likelihood estimation, robust statistical methods, and measurement models where values of nominal properties play the same role that input quantities play in traditional models. We illustrate these general-purpose techniques in concrete examples, employing data sets that are realistic but that also are of conveniently small sizes. The supplementary material available online lists the R computer code that we have used to produce these examples (stacks.iop.org/Met/51/3/339/mmedia). Although we strive to stay close to clause 4 of the GUM, which addresses the evaluation of uncertainty for input quantities, we depart from it as we review the classes of measurement models that we believe are generally useful in contemporary measurement science. We also considerably expand and update the treatment that the GUM gives to Type B evaluations of uncertainty: reviewing the state-of-the-art, disciplined approach to the elicitation of expert knowledge, and its encapsulation in probability distributions that are usable in uncertainty propagation exercises. In this we deviate markedly and emphatically from the GUM Supplement 1, which gives pride of place to the Principle of Maximum Entropy as a means to assign probability distributions to input quantities.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Johnson, J. D.; Oberkampf, William Louis; Helton, Jon Craig
2006-10-01
Evidence theory provides an alternative to probability theory for the representation of epistemic uncertainty in model predictions that derives from epistemic uncertainty in model inputs, where the descriptor epistemic is used to indicate uncertainty that derives from a lack of knowledge with respect to the appropriate values to use for various inputs to the model. The potential benefit, and hence appeal, of evidence theory is that it allows a less restrictive specification of uncertainty than is possible within the axiomatic structure on which probability theory is based. Unfortunately, the propagation of an evidence theory representation for uncertainty through a modelmore » is more computationally demanding than the propagation of a probabilistic representation for uncertainty, with this difficulty constituting a serious obstacle to the use of evidence theory in the representation of uncertainty in predictions obtained from computationally intensive models. This presentation describes and illustrates a sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory. Preliminary trials indicate that the presented strategy can be used to propagate uncertainty representations based on evidence theory in analysis situations where naive sampling-based (i.e., unsophisticated Monte Carlo) procedures are impracticable due to computational cost.« less
Calibration and Forward Uncertainty Propagation for Large-eddy Simulations of Engineering Flows
DOE Office of Scientific and Technical Information (OSTI.GOV)
Templeton, Jeremy Alan; Blaylock, Myra L.; Domino, Stefan P.
2015-09-01
The objective of this work is to investigate the efficacy of using calibration strategies from Uncertainty Quantification (UQ) to determine model coefficients for LES. As the target methods are for engineering LES, uncertainty from numerical aspects of the model must also be quantified. 15 The ultimate goal of this research thread is to generate a cost versus accuracy curve for LES such that the cost could be minimized given an accuracy prescribed by an engineering need. Realization of this goal would enable LES to serve as a predictive simulation tool within the engineering design process.
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.
NASA Astrophysics Data System (ADS)
Ruiz, Rafael O.; Meruane, Viviana
2017-06-01
The goal of this work is to describe a framework to propagate uncertainties in piezoelectric energy harvesters (PEHs). These uncertainties are related to the incomplete knowledge of the model parameters. The framework presented could be employed to conduct prior robust stochastic predictions. The prior analysis assumes a known probability density function for the uncertain variables and propagates the uncertainties to the output voltage. The framework is particularized to evaluate the behavior of the frequency response functions (FRFs) in PEHs, while its implementation is illustrated by the use of different unimorph and bimorph PEHs subjected to different scenarios: free of uncertainties, common uncertainties, and uncertainties as a product of imperfect clamping. The common variability associated with the PEH parameters are tabulated and reported. A global sensitivity analysis is conducted to identify the Sobol indices. Results indicate that the elastic modulus, density, and thickness of the piezoelectric layer are the most relevant parameters of the output variability. The importance of including the model parameter uncertainties in the estimation of the FRFs is revealed. In this sense, the present framework constitutes a powerful tool in the robust design and prediction of PEH performance.
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
2013-10-22
Propagation Paramsothy Jayakumar * Daniel Melanz Jamie MacLennan David Gorsich U.S. Army TARDEC Warren, MI, USA Carmine Senatore Karl Iagnemma...Modeling and Uncertainty Propagation 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Paramsothy Jayakumar ; Daniel...of Technology, Cambridge, MA, 2005. [12] C. Senatore, M. Wulfmeier, P. Jayakumar , J. Maclennan, and K. Iagnemma, "Investigation of Stress and
NASA Astrophysics Data System (ADS)
Terranova, Nicholas; Serot, Olivier; Archier, Pascal; De Saint Jean, Cyrille; Sumini, Marco
2017-09-01
Fission product yields (FY) are fundamental nuclear data for several applications, including decay heat, shielding, dosimetry, burn-up calculations. To be safe and sustainable, modern and future nuclear systems require accurate knowledge on reactor parameters, with reduced margins of uncertainty. Present nuclear data libraries for FY do not provide consistent and complete uncertainty information which are limited, in many cases, to only variances. In the present work we propose a methodology to evaluate covariance matrices for thermal and fast neutron induced fission yields. The semi-empirical models adopted to evaluate the JEFF-3.1.1 FY library have been used in the Generalized Least Square Method available in CONRAD (COde for Nuclear Reaction Analysis and Data assimilation) to generate covariance matrices for several fissioning systems such as the thermal fission of U235, Pu239 and Pu241 and the fast fission of U238, Pu239 and Pu240. The impact of such covariances on nuclear applications has been estimated using deterministic and Monte Carlo uncertainty propagation techniques. We studied the effects on decay heat and reactivity loss uncertainty estimation for simplified test case geometries, such as PWR and SFR pin-cells. The impact on existing nuclear reactors, such as the Jules Horowitz Reactor under construction at CEA-Cadarache, has also been considered.
NASA Astrophysics Data System (ADS)
Lam, Brenda H. S.; Yang, Steven S. L.; Chau, Y. C.
2018-02-01
A multi-purpose detector based calibration system for luminous intensity, illuminance and luminance has been developed at the Government of the Hong Kong Special Administrative Region, Standards and Calibration Laboratory (SCL). In this paper, the measurement system and methods are described. The measurement models and contributory uncertainties were validated using the Guide to the Expression of Uncertainty in Measurement (GUM) framework and Supplement 1 to the GUM - Propagation of distributions using a Monte Carlo method in accordance with the JCGM 100:2008 and JCGM 101:2008 at the intended precision level.
Development of an Uncertainty Model for the National Transonic Facility
NASA Technical Reports Server (NTRS)
Walter, Joel A.; Lawrence, William R.; Elder, David W.; Treece, Michael D.
2010-01-01
This paper introduces an uncertainty model being developed for the National Transonic Facility (NTF). The model uses a Monte Carlo technique to propagate standard uncertainties of measured values through the NTF data reduction equations to calculate the combined uncertainties of the key aerodynamic force and moment coefficients and freestream properties. The uncertainty propagation approach to assessing data variability is compared with ongoing data quality assessment activities at the NTF, notably check standard testing using statistical process control (SPC) techniques. It is shown that the two approaches are complementary and both are necessary tools for data quality assessment and improvement activities. The SPC approach is the final arbiter of variability in a facility. Its result encompasses variation due to people, processes, test equipment, and test article. The uncertainty propagation approach is limited mainly to the data reduction process. However, it is useful because it helps to assess the causes of variability seen in the data and consequently provides a basis for improvement. For example, it is shown that Mach number random uncertainty is dominated by static pressure variation over most of the dynamic pressure range tested. However, the random uncertainty in the drag coefficient is generally dominated by axial and normal force uncertainty with much less contribution from freestream conditions.
Doppler Global Velocimeter Development for the Large Wind Tunnels at Ames Research Center
NASA Technical Reports Server (NTRS)
Reinath, Michael S.
1997-01-01
Development of an optical, laser-based flow-field measurement technique for large wind tunnels is described. The technique uses laser sheet illumination and charged coupled device detectors to rapidly measure flow-field velocity distributions over large planar regions of the flow. Sample measurements are presented that illustrate the capability of the technique. An analysis of measurement uncertainty, which focuses on the random component of uncertainty, shows that precision uncertainty is not dependent on the measured velocity magnitude. For a single-image measurement, the analysis predicts a precision uncertainty of +/-5 m/s. When multiple images are averaged, this uncertainty is shown to decrease. For an average of 100 images, for example, the analysis shows that a precision uncertainty of +/-0.5 m/s can be expected. Sample applications show that vectors aligned with an orthogonal coordinate system are difficult to measure directly. An algebraic transformation is presented which converts measured vectors to the desired orthogonal components. Uncertainty propagation is then used to show how the uncertainty propagates from the direct measurements to the orthogonal components. For a typical forward-scatter viewing geometry, the propagation analysis predicts precision uncertainties of +/-4, +/-7, and +/-6 m/s, respectively, for the U, V, and W components at 68% confidence.
Information recovery in propagation-based imaging with decoherence effects
NASA Astrophysics Data System (ADS)
Froese, Heinrich; Lötgering, Lars; Wilhein, Thomas
2017-05-01
During the past decades the optical imaging community witnessed a rapid emergence of novel imaging modalities such as coherent diffraction imaging (CDI), propagation-based imaging and ptychography. These methods have been demonstrated to recover complex-valued scalar wave fields from redundant data without the need for refractive or diffractive optical elements. This renders these techniques suitable for imaging experiments with EUV and x-ray radiation, where the use of lenses is complicated by fabrication, photon efficiency and cost. However, decoherence effects can have detrimental effects on the reconstruction quality of the numerical algorithms involved. Here we demonstrate propagation-based optical phase retrieval from multiple near-field intensities with decoherence effects such as partially coherent illumination, detector point spread, binning and position uncertainties of the detector. Methods for overcoming these systematic experimental errors - based on the decomposition of the data into mutually incoherent modes - are proposed and numerically tested. We believe that the results presented here open up novel algorithmic methods to accelerate detector readout rates and enable subpixel resolution in propagation-based phase retrieval. Further the techniques are straightforward to be extended to methods such as CDI, ptychography and holography.
Jakeman, Anthony J.; Jakeman, John Davis
2018-03-14
Uncertainty pervades the representation of systems in the water–environment–agriculture cross-sector. Successful methods to address uncertainties have largely focused on standard mathematical formulations of biophysical processes in a single sector, such as partial or ordinary differential equations. More attention to integrated models of such systems is warranted. Model components representing the different sectors of an integrated model can have less standard, and different, formulations to one another, as well as different levels of epistemic knowledge and data informativeness. Thus, uncertainty is not only pervasive but also crosses boundaries and propagates between system components. Uncertainty assessment (UA) cries out for more eclecticmore » treatment in these circumstances, some of it being more qualitative and empirical. Here in this paper, we discuss the various sources of uncertainty in such a cross-sectoral setting and ways to assess and manage them. We have outlined a fast-growing set of methodologies, particularly in the computational mathematics literature on uncertainty quantification (UQ), that seem highly pertinent for uncertainty assessment. There appears to be considerable scope for advancing UA by integrating relevant UQ techniques into cross-sectoral problem applications. Of course this will entail considerable collaboration between domain specialists who often take first ownership of the problem and computational methods experts.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jakeman, Anthony J.; Jakeman, John Davis
Uncertainty pervades the representation of systems in the water–environment–agriculture cross-sector. Successful methods to address uncertainties have largely focused on standard mathematical formulations of biophysical processes in a single sector, such as partial or ordinary differential equations. More attention to integrated models of such systems is warranted. Model components representing the different sectors of an integrated model can have less standard, and different, formulations to one another, as well as different levels of epistemic knowledge and data informativeness. Thus, uncertainty is not only pervasive but also crosses boundaries and propagates between system components. Uncertainty assessment (UA) cries out for more eclecticmore » treatment in these circumstances, some of it being more qualitative and empirical. Here in this paper, we discuss the various sources of uncertainty in such a cross-sectoral setting and ways to assess and manage them. We have outlined a fast-growing set of methodologies, particularly in the computational mathematics literature on uncertainty quantification (UQ), that seem highly pertinent for uncertainty assessment. There appears to be considerable scope for advancing UA by integrating relevant UQ techniques into cross-sectoral problem applications. Of course this will entail considerable collaboration between domain specialists who often take first ownership of the problem and computational methods experts.« less
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.
NASA Astrophysics Data System (ADS)
Yao, Wen; Chen, Xiaoqian; Huang, Yiyong; van Tooren, Michel
2013-06-01
To assess the on-orbit servicing (OOS) paradigm and optimize its utilities by taking advantage of its inherent flexibility and responsiveness, the OOS system assessment and optimization methods based on lifecycle simulation under uncertainties are studied. The uncertainty sources considered in this paper include both the aleatory (random launch/OOS operation failure and on-orbit component failure) and the epistemic (the unknown trend of the end-used market price) types. Firstly, the lifecycle simulation under uncertainties is discussed. The chronological flowchart is presented. The cost and benefit models are established, and the uncertainties thereof are modeled. The dynamic programming method to make optimal decision in face of the uncertain events is introduced. Secondly, the method to analyze the propagation effects of the uncertainties on the OOS utilities is studied. With combined probability and evidence theory, a Monte Carlo lifecycle Simulation based Unified Uncertainty Analysis (MCS-UUA) approach is proposed, based on which the OOS utility assessment tool under mixed uncertainties is developed. Thirdly, to further optimize the OOS system under mixed uncertainties, the reliability-based optimization (RBO) method is studied. To alleviate the computational burden of the traditional RBO method which involves nested optimum search and uncertainty analysis, the framework of Sequential Optimization and Mixed Uncertainty Analysis (SOMUA) is employed to integrate MCS-UUA, and the RBO algorithm SOMUA-MCS is developed. Fourthly, a case study on the OOS system for a hypothetical GEO commercial communication satellite is investigated with the proposed assessment tool. Furthermore, the OOS system is optimized with SOMUA-MCS. Lastly, some conclusions are given and future research prospects are highlighted.
The NASA Langley Multidisciplinary Uncertainty Quantification Challenge
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.
2014-01-01
This paper presents the formulation of an uncertainty quantification challenge problem consisting of five subproblems. These problems focus on key aspects of uncertainty characterization, sensitivity analysis, uncertainty propagation, extreme-case analysis, and robust design.
Cross-Sectional And Longitudinal Uncertainty Propagation In Drinking Water Risk Assessment
NASA Astrophysics Data System (ADS)
Tesfamichael, A. A.; Jagath, K. J.
2004-12-01
Pesticide residues in drinking water can vary significantly from day to day. However, drinking water quality monitoring performed under the Safe Drinking Water Act (SDWA) at most community water systems (CWSs) is typically limited to four data points per year over a few years. Due to limited sampling, likely maximum residues may be underestimated in risk assessment. In this work, a statistical methodology is proposed to study the cross-sectional and longitudinal uncertainties in observed samples and their propagated effect in risk estimates. The methodology will be demonstrated using data from 16 CWSs across the US that have three independent databases of atrazine residue to estimate the uncertainty of risk in infants and children. The results showed that in 85% of the CWSs, chronic risks predicted with the proposed approach may be two- to four-folds higher than that predicted with the current approach, while intermediate risks may be two- to three-folds higher in 50% of the CWSs. In 12% of the CWSs, however, the proposed methodology showed a lower intermediate risk. A closed-form solution of propagated uncertainty will be developed to calculate the number of years (seasons) of water quality data and sampling frequency needed to reduce the uncertainty in risk estimates. In general, this methodology provided good insight into the importance of addressing uncertainty of observed water quality data and the need to predict likely maximum residues in risk assessment by considering propagation of uncertainties.
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
Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem
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.
NASA Astrophysics Data System (ADS)
Pakyuz-Charrier, Evren; Lindsay, Mark; Ogarko, Vitaliy; Giraud, Jeremie; Jessell, Mark
2018-04-01
Three-dimensional (3-D) geological structural modeling aims to determine geological information in a 3-D space using structural data (foliations and interfaces) and topological rules as inputs. This is necessary in any project in which the properties of the subsurface matters; they express our understanding of geometries in depth. For that reason, 3-D geological models have a wide range of practical applications including but not restricted to civil engineering, the oil and gas industry, the mining industry, and water management. These models, however, are fraught with uncertainties originating from the inherent flaws of the modeling engines (working hypotheses, interpolator's parameterization) and the inherent lack of knowledge in areas where there are no observations combined with input uncertainty (observational, conceptual and technical errors). Because 3-D geological models are often used for impactful decision-making it is critical that all 3-D geological models provide accurate estimates of uncertainty. This paper's focus is set on the effect of structural input data measurement uncertainty propagation in implicit 3-D geological modeling. This aim is achieved using Monte Carlo simulation for uncertainty estimation (MCUE), a stochastic method which samples from predefined disturbance probability distributions that represent the uncertainty of the original input data set. MCUE is used to produce hundreds to thousands of altered unique data sets. The altered data sets are used as inputs to produce a range of plausible 3-D models. The plausible models are then combined into a single probabilistic model as a means to propagate uncertainty from the input data to the final model. In this paper, several improved methods for MCUE are proposed. The methods pertain to distribution selection for input uncertainty, sample analysis and statistical consistency of the sampled distribution. Pole vector sampling is proposed as a more rigorous alternative than dip vector sampling for planar features and the use of a Bayesian approach to disturbance distribution parameterization is suggested. The influence of incorrect disturbance distributions is discussed and propositions are made and evaluated on synthetic and realistic cases to address the sighted issues. The distribution of the errors of the observed data (i.e., scedasticity) is shown to affect the quality of prior distributions for MCUE. Results demonstrate that the proposed workflows improve the reliability of uncertainty estimation and diminish the occurrence of artifacts.
Probabilistic Methods for Structural Reliability and Risk
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
2007-01-01
A formal method is described to quantify structural reliability and risk in the presence of a multitude of uncertainties. The method is based on the materials behavior level where primitive variables with their respective scatters are used to describe that behavior. Computational simulation is then used to propagate those uncertainties to the structural scale where reliability and risk are usually specified. A sample case is described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from this method demonstrate that the method is mature and that it can be used for future strategic projections and planning to assure better, cheaper, faster products for competitive advantages in world markets. The results also indicate that the methods are suitable for predicting remaining life in aging or deteriorating structures.
Uncertainties in cylindrical anode current inferences on pulsed power drivers
NASA Astrophysics Data System (ADS)
Porwitzky, Andrew; Brown, Justin
2018-06-01
For over a decade, velocimetry based techniques have been used to infer the electrical current delivered to dynamic materials properties experiments on pulsed power drivers such as the Z Machine. Though originally developed for planar load geometries, in recent years, inferring the current delivered to cylindrical coaxial loads has become a valuable diagnostic tool for numerous platforms. Presented is a summary of uncertainties that can propagate through the current inference technique when applied to expanding cylindrical anodes. An equation representing quantitative uncertainty is developed which shows the unfold method to be accurate to a few percent above 10 MA of load current.
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).
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.
Chen, Jian; Yuan, Shenfang; Qiu, Lei; Wang, Hui; Yang, Weibo
2018-01-01
Accurate on-line prognosis of fatigue crack propagation is of great meaning for prognostics and health management (PHM) technologies to ensure structural integrity, which is a challenging task because of uncertainties which arise from sources such as intrinsic material properties, loading, and environmental factors. The particle filter algorithm has been proved to be a powerful tool to deal with prognostic problems those are affected by uncertainties. However, most studies adopted the basic particle filter algorithm, which uses the transition probability density function as the importance density and may suffer from serious particle degeneracy problem. This paper proposes an on-line fatigue crack propagation prognosis method based on a novel Gaussian weight-mixture proposal particle filter and the active guided wave based on-line crack monitoring. Based on the on-line crack measurement, the mixture of the measurement probability density function and the transition probability density function is proposed to be the importance density. In addition, an on-line dynamic update procedure is proposed to adjust the parameter of the state equation. The proposed method is verified on the fatigue test of attachment lugs which are a kind of important joint components in aircraft structures. Copyright © 2017 Elsevier B.V. All rights reserved.
High-Throughput Thermodynamic Modeling and Uncertainty Quantification for ICME
NASA Astrophysics Data System (ADS)
Otis, Richard A.; Liu, Zi-Kui
2017-05-01
One foundational component of the integrated computational materials engineering (ICME) and Materials Genome Initiative is the computational thermodynamics based on the calculation of phase diagrams (CALPHAD) method. The CALPHAD method pioneered by Kaufman has enabled the development of thermodynamic, atomic mobility, and molar volume databases of individual phases in the full space of temperature, composition, and sometimes pressure for technologically important multicomponent engineering materials, along with sophisticated computational tools for using the databases. In this article, our recent efforts will be presented in terms of developing new computational tools for high-throughput modeling and uncertainty quantification based on high-throughput, first-principles calculations and the CALPHAD method along with their potential propagations to downstream ICME modeling and simulations.
Spatial uncertainty analysis: Propagation of interpolation errors in spatially distributed models
Phillips, D.L.; Marks, D.G.
1996-01-01
In simulation modelling, it is desirable to quantify model uncertainties and provide not only point estimates for output variables but confidence intervals as well. Spatially distributed physical and ecological process models are becoming widely used, with runs being made over a grid of points that represent the landscape. This requires input values at each grid point, which often have to be interpolated from irregularly scattered measurement sites, e.g., weather stations. Interpolation introduces spatially varying errors which propagate through the model We extended established uncertainty analysis methods to a spatial domain for quantifying spatial patterns of input variable interpolation errors and how they propagate through a model to affect the uncertainty of the model output. We applied this to a model of potential evapotranspiration (PET) as a demonstration. We modelled PET for three time periods in 1990 as a function of temperature, humidity, and wind on a 10-km grid across the U.S. portion of the Columbia River Basin. Temperature, humidity, and wind speed were interpolated using kriging from 700- 1000 supporting data points. Kriging standard deviations (SD) were used to quantify the spatially varying interpolation uncertainties. For each of 5693 grid points, 100 Monte Carlo simulations were done, using the kriged values of temperature, humidity, and wind, plus random error terms determined by the kriging SDs and the correlations of interpolation errors among the three variables. For the spring season example, kriging SDs averaged 2.6??C for temperature, 8.7% for relative humidity, and 0.38 m s-1 for wind. The resultant PET estimates had coefficients of variation (CVs) ranging from 14% to 27% for the 10-km grid cells. Maps of PET means and CVs showed the spatial patterns of PET with a measure of its uncertainty due to interpolation of the input variables. This methodology should be applicable to a variety of spatially distributed models using interpolated inputs.
Uncertainties in stormwater runoff data collection from a small urban catchment, Southeast China.
Huang, Jinliang; Tu, Zhenshun; Du, Pengfei; Lin, Jie; Li, Qingsheng
2010-01-01
Monitoring data are often used to identify stormwater runoff characteristics and in stormwater runoff modelling without consideration of their inherent uncertainties. Integrated with discrete sample analysis and error propagation analysis, this study attempted to quantify the uncertainties of discrete chemical oxygen demand (COD), total suspended solids (TSS) concentration, stormwater flowrate, stormwater event volumes, COD event mean concentration (EMC), and COD event loads in terms of flow measurement, sample collection, storage and laboratory analysis. The results showed that the uncertainties due to sample collection, storage and laboratory analysis of COD from stormwater runoff are 13.99%, 19.48% and 12.28%. Meanwhile, flow measurement uncertainty was 12.82%, and the sample collection uncertainty of TSS from stormwater runoff was 31.63%. Based on the law of propagation of uncertainties, the uncertainties regarding event flow volume, COD EMC and COD event loads were quantified as 7.03%, 10.26% and 18.47%.
NASA Astrophysics Data System (ADS)
Cecinati, Francesca; Rico-Ramirez, Miguel Angel; Heuvelink, Gerard B. M.; Han, Dawei
2017-05-01
The application of radar quantitative precipitation estimation (QPE) to hydrology and water quality models can be preferred to interpolated rainfall point measurements because of the wide coverage that radars can provide, together with a good spatio-temporal resolutions. Nonetheless, it is often limited by the proneness of radar QPE to a multitude of errors. Although radar errors have been widely studied and techniques have been developed to correct most of them, residual errors are still intrinsic in radar QPE. An estimation of uncertainty of radar QPE and an assessment of uncertainty propagation in modelling applications is important to quantify the relative importance of the uncertainty associated to radar rainfall input in the overall modelling uncertainty. A suitable tool for this purpose is the generation of radar rainfall ensembles. An ensemble is the representation of the rainfall field and its uncertainty through a collection of possible alternative rainfall fields, produced according to the observed errors, their spatial characteristics, and their probability distribution. The errors are derived from a comparison between radar QPE and ground point measurements. The novelty of the proposed ensemble generator is that it is based on a geostatistical approach that assures a fast and robust generation of synthetic error fields, based on the time-variant characteristics of errors. The method is developed to meet the requirement of operational applications to large datasets. The method is applied to a case study in Northern England, using the UK Met Office NIMROD radar composites at 1 km resolution and at 1 h accumulation on an area of 180 km by 180 km. The errors are estimated using a network of 199 tipping bucket rain gauges from the Environment Agency. 183 of the rain gauges are used for the error modelling, while 16 are kept apart for validation. The validation is done by comparing the radar rainfall ensemble with the values recorded by the validation rain gauges. The validated ensemble is then tested on a hydrological case study, to show the advantage of probabilistic rainfall for uncertainty propagation. The ensemble spread only partially captures the mismatch between the modelled and the observed flow. The residual uncertainty can be attributed to other sources of uncertainty, in particular to model structural uncertainty, parameter identification uncertainty, uncertainty in other inputs, and uncertainty in the observed flow.
Damage Tolerance and Reliability of Turbine Engine Components
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
1999-01-01
A formal method is described to quantify structural damage tolerance and reliability in the presence of multitude of uncertainties in turbine engine components. The method is based at the materials behaviour level where primitive variables with their respective scatters are used to describe the behavior. Computational simulation is then used to propagate those uncertainties to the structural scale where damage tolerance and reliability are usually specified. Several sample cases are described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from these methods demonstrate that the methods are mature and that they can be used for future strategic projections and planning to assure better, cheaper, faster, products for competitive advantages in world markets. These results also indicate that the methods are suitable for predicting remaining life in aging or deteriorating structures.
Damage Tolerance and Reliability of Turbine Engine Components
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
1998-01-01
A formal method is described to quantify structural damage tolerance and reliability in the presence of multitude of uncertainties in turbine engine components. The method is based at the materials behavior level where primitive variables with their respective scatters are used to describe that behavior. Computational simulation is then used to propagate those uncertainties to the structural scale where damage tolerance and reliability are usually specified. Several sample cases are described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from these methods demonstrate that the methods are mature and that they can be used for future strategic projections and planning to assure better, cheaper, faster products for competitive advantages in world markets. These results also indicate that the methods are suitable for predicting remaining life in aging or deteriorating structures.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.
Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker andmore » system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.« less
Uncertainty information in climate data records from Earth observation
NASA Astrophysics Data System (ADS)
Merchant, C. J.
2017-12-01
How to derive and present uncertainty in climate data records (CDRs) has been debated within the European Space Agency Climate Change Initiative, in search of common principles applicable across a range of essential climate variables. Various points of consensus have been reached, including the importance of improving provision of uncertainty information and the benefit of adopting international norms of metrology for language around the distinct concepts of uncertainty and error. Providing an estimate of standard uncertainty per datum (or the means to readily calculate it) emerged as baseline good practice, and should be highly relevant to users of CDRs when the uncertainty in data is variable (the usual case). Given this baseline, the role of quality flags is clarified as being complementary to and not repetitive of uncertainty information. Data with high uncertainty are not poor quality if a valid estimate of the uncertainty is available. For CDRs and their applications, the error correlation properties across spatio-temporal scales present important challenges that are not fully solved. Error effects that are negligible in the uncertainty of a single pixel may dominate uncertainty in the large-scale and long-term. A further principle is that uncertainty estimates should themselves be validated. The concepts of estimating and propagating uncertainty are generally acknowledged in geophysical sciences, but less widely practised in Earth observation and development of CDRs. Uncertainty in a CDR depends in part (and usually significantly) on the error covariance of the radiances and auxiliary data used in the retrieval. Typically, error covariance information is not available in the fundamental CDR (FCDR) (i.e., with the level-1 radiances), since provision of adequate level-1 uncertainty information is not yet standard practice. Those deriving CDRs thus cannot propagate the radiance uncertainty to their geophysical products. The FIDUCEO project (www.fiduceo.eu) is demonstrating metrologically sound methodologies addressing this problem for four key historical CDRs. FIDUCEO methods of uncertainty analysis (which also tend to lead to improved FCDRs and CDRs) could support coherent treatment of uncertainty across FCDRs to CDRs and higher level products for a wide range of essential climate variables.
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.
NASA Astrophysics Data System (ADS)
Ohmer, Marc; Liesch, Tanja; Goeppert, Nadine; Goldscheider, Nico
2017-11-01
The selection of the best possible method to interpolate a continuous groundwater surface from point data of groundwater levels is a controversial issue. In the present study four deterministic and five geostatistical interpolation methods (global polynomial interpolation, local polynomial interpolation, inverse distance weighting, radial basis function, simple-, ordinary-, universal-, empirical Bayesian and co-Kriging) and six error statistics (ME, MAE, MAPE, RMSE, RMSSE, Pearson R) were examined for a Jurassic karst aquifer and a Quaternary alluvial aquifer. We investigated the possible propagation of uncertainty of the chosen interpolation method on the calculation of the estimated vertical groundwater exchange between the aquifers. Furthermore, we validated the results with eco-hydrogeological data including the comparison between calculated groundwater depths and geographic locations of karst springs, wetlands and surface waters. These results show, that calculated inter-aquifer exchange rates based on different interpolations of groundwater potentials may vary greatly depending on the chosen interpolation method (by factor >10). Therefore, the choice of an interpolation method should be made with care, taking different error measures as well as additional data for plausibility control into account. The most accurate results have been obtained with co-Kriging incorporating secondary data (e.g. topography, river levels).
NASA Astrophysics Data System (ADS)
Singh, A.; Serbin, S. P.; Kingdon, C.; Townsend, P. A.
2013-12-01
A major goal of remote sensing, and imaging spectroscopy in particular, is the development of generalizable algorithms to repeatedly and accurately map ecosystem properties such as canopy chemistry across space and time. Existing methods must therefore be tested across a range of measurement approaches to identify and overcome limits to the consistent retrieval of such properties from spectroscopic imagery. Here we illustrate a general approach for the estimation of key foliar biochemical and morphological traits from spectroscopic imagery derived from the AVIRIS instrument and the propagation of errors from the leaf to the image scale using partial least squares regression (PLSR) techniques. Our method involves the integration of three types of data representing different scales of observation: At the image scale, the images were normalized for atmospheric, illumination and BRDF effects. Spectra from field plot locations were extracted from the 51AVIRIS images and were averaged when the field plot was larger than a single pixel. At the plot level, the scaling was conducted using multiple replicates (1000) derived from the leaf-level uncertainty estimates to generate plot-level estimates with their associated uncertainties. Leaf-level estimates of foliar traits (%N, %C, %Fiber, %Cellulose, %Lignin, LMA) were scaled to the canopy based on relative species composition of each plot. Image spectra were iteratively split into 50/50 randomized calibration-validation datasets and multiple (500) trait-predictive PLSR models were generated, this time sampling from within the plot-level uncertainty distribution. This allowed the propagation of uncertainty from the leaf-level dependent variables to the plot level, and finally to models built using AVIRIS image spectra. Moreover, this method allows us to generate spatially explicit maps of uncertainty in our sampled traits. Both LMA and %N PLSR models had a R2 greater than 0.8, root mean square errors (RMSEs) for both variables were less than 6% of the range of data. Fiber and lignin were predicted with R2 > 0.65 and carbon and cellulose greater than 0.5. Although R2 of these variables were lower than LMA and %N, their RMSE values were beneath 9% of the range of data. The comparatively lower R2 values for %C and cellulose in particular were related to the low amount of natural variability in these constituents. Further, coefficients from the randomized set of PLSR models were applied to imagery and aggregated to obtain pixel-wise predicted means and uncertainty estimates for each foliar trait. The resulting maps of nutritional and morphological properties together with their overall uncertainties represent a first-of-its-kind data product for examining the spatio-temporal patterns of forest functioning and nutrient cycling. These data are now being used to relate foliar traits with ecosystem processes such as streamwater nutrient export and insect herbivory. In addition, the ability to assign a retrieval uncertainty enables more efficient assimilation of these data products into ecosystem models to help constrain carbon and nutrient cycling projections.
Mangado, Nerea; Pons-Prats, Jordi; Coma, Martí; Mistrík, Pavel; Piella, Gemma; Ceresa, Mario; González Ballester, Miguel Á
2018-01-01
Cochlear implantation (CI) is a complex surgical procedure that restores hearing in patients with severe deafness. The successful outcome of the implanted device relies on a group of factors, some of them unpredictable or difficult to control. Uncertainties on the electrode array position and the electrical properties of the bone make it difficult to accurately compute the current propagation delivered by the implant and the resulting neural activation. In this context, we use uncertainty quantification methods to explore how these uncertainties propagate through all the stages of CI computational simulations. To this end, we employ an automatic framework, encompassing from the finite element generation of CI models to the assessment of the neural response induced by the implant stimulation. To estimate the confidence intervals of the simulated neural response, we propose two approaches. First, we encode the variability of the cochlear morphology among the population through a statistical shape model. This allows us to generate a population of virtual patients using Monte Carlo sampling and to assign to each of them a set of parameter values according to a statistical distribution. The framework is implemented and parallelized in a High Throughput Computing environment that enables to maximize the available computing resources. Secondly, we perform a patient-specific study to evaluate the computed neural response to seek the optimal post-implantation stimulus levels. Considering a single cochlear morphology, the uncertainty in tissue electrical resistivity and surgical insertion parameters is propagated using the Probabilistic Collocation method, which reduces the number of samples to evaluate. Results show that bone resistivity has the highest influence on CI outcomes. In conjunction with the variability of the cochlear length, worst outcomes are obtained for small cochleae with high resistivity values. However, the effect of the surgical insertion length on the CI outcomes could not be clearly observed, since its impact may be concealed by the other considered parameters. Whereas the Monte Carlo approach implies a high computational cost, Probabilistic Collocation presents a suitable trade-off between precision and computational time. Results suggest that the proposed framework has a great potential to help in both surgical planning decisions and in the audiological setting process.
Uncertainty quantification in volumetric Particle Image Velocimetry
NASA Astrophysics Data System (ADS)
Bhattacharya, Sayantan; Charonko, John; Vlachos, Pavlos
2016-11-01
Particle Image Velocimetry (PIV) uncertainty quantification is challenging due to coupled sources of elemental uncertainty and complex data reduction procedures in the measurement chain. Recent developments in this field have led to uncertainty estimation methods for planar PIV. However, no framework exists for three-dimensional volumetric PIV. In volumetric PIV the measurement uncertainty is a function of reconstructed three-dimensional particle location that in turn is very sensitive to the accuracy of the calibration mapping function. Furthermore, the iterative correction to the camera mapping function using triangulated particle locations in space (volumetric self-calibration) has its own associated uncertainty due to image noise and ghost particle reconstructions. Here we first quantify the uncertainty in the triangulated particle position which is a function of particle detection and mapping function uncertainty. The location uncertainty is then combined with the three-dimensional cross-correlation uncertainty that is estimated as an extension of the 2D PIV uncertainty framework. Finally the overall measurement uncertainty is quantified using an uncertainty propagation equation. The framework is tested with both simulated and experimental cases. For the simulated cases the variation of estimated uncertainty with the elemental volumetric PIV error sources are also evaluated. The results show reasonable prediction of standard uncertainty with good coverage.
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.
Statistical error propagation in ab initio no-core full configuration calculations of light nuclei
Navarro Pérez, R.; Amaro, J. E.; Ruiz Arriola, E.; ...
2015-12-28
We propagate the statistical uncertainty of experimental N N scattering data into the binding energy of 3H and 4He. Here, we also study the sensitivity of the magnetic moment and proton radius of the 3 H to changes in the N N interaction. The calculations are made with the no-core full configuration method in a sufficiently large harmonic oscillator basis. For those light nuclei we obtain Δ E stat (3H) = 0.015 MeV and Δ E stat ( 4He) = 0.055 MeV .
A model-averaging method for assessing groundwater conceptual model uncertainty.
Ye, Ming; Pohlmann, Karl F; Chapman, Jenny B; Pohll, Greg M; Reeves, Donald M
2010-01-01
This study evaluates alternative groundwater models with different recharge and geologic components at the northern Yucca Flat area of the Death Valley Regional Flow System (DVRFS), USA. Recharge over the DVRFS has been estimated using five methods, and five geological interpretations are available at the northern Yucca Flat area. Combining the recharge and geological components together with additional modeling components that represent other hydrogeological conditions yields a total of 25 groundwater flow models. As all the models are plausible given available data and information, evaluating model uncertainty becomes inevitable. On the other hand, hydraulic parameters (e.g., hydraulic conductivity) are uncertain in each model, giving rise to parametric uncertainty. Propagation of the uncertainty in the models and model parameters through groundwater modeling causes predictive uncertainty in model predictions (e.g., hydraulic head and flow). Parametric uncertainty within each model is assessed using Monte Carlo simulation, and model uncertainty is evaluated using the model averaging method. Two model-averaging techniques (on the basis of information criteria and GLUE) are discussed. This study shows that contribution of model uncertainty to predictive uncertainty is significantly larger than that of parametric uncertainty. For the recharge and geological components, uncertainty in the geological interpretations has more significant effect on model predictions than uncertainty in the recharge estimates. In addition, weighted residuals vary more for the different geological models than for different recharge models. Most of the calibrated observations are not important for discriminating between the alternative models, because their weighted residuals vary only slightly from one model to another.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dawson, William A., E-mail: wadawson@ucdavis.edu
2013-08-01
Merging galaxy clusters have become one of the most important probes of dark matter, providing evidence for dark matter over modified gravity and even constraints on the dark matter self-interaction cross-section. To properly constrain the dark matter cross-section it is necessary to understand the dynamics of the merger, as the inferred cross-section is a function of both the velocity of the collision and the observed time since collision. While the best understanding of merging system dynamics comes from N-body simulations, these are computationally intensive and often explore only a limited volume of the merger phase space allowed by observed parametermore » uncertainty. Simple analytic models exist but the assumptions of these methods invalidate their results near the collision time, plus error propagation of the highly correlated merger parameters is unfeasible. To address these weaknesses I develop a Monte Carlo method to discern the properties of dissociative mergers and propagate the uncertainty of the measured cluster parameters in an accurate and Bayesian manner. I introduce this method, verify it against an existing hydrodynamic N-body simulation, and apply it to two known dissociative mergers: 1ES 0657-558 (Bullet Cluster) and DLSCL J0916.2+2951 (Musket Ball Cluster). I find that this method surpasses existing analytic models-providing accurate (10% level) dynamic parameter and uncertainty estimates throughout the merger history. This, coupled with minimal required a priori information (subcluster mass, redshift, and projected separation) and relatively fast computation ({approx}6 CPU hours), makes this method ideal for large samples of dissociative merging clusters.« less
Orbit covariance propagation via quadratic-order state transition matrix in curvilinear coordinates
NASA Astrophysics Data System (ADS)
Hernando-Ayuso, Javier; Bombardelli, Claudio
2017-09-01
In this paper, an analytical second-order state transition matrix (STM) for relative motion in curvilinear coordinates is presented and applied to the problem of orbit uncertainty propagation in nearly circular orbits (eccentricity smaller than 0.1). The matrix is obtained by linearization around a second-order analytical approximation of the relative motion recently proposed by one of the authors and can be seen as a second-order extension of the curvilinear Clohessy-Wiltshire (C-W) solution. The accuracy of the uncertainty propagation is assessed by comparison with numerical results based on Monte Carlo propagation of a high-fidelity model including geopotential and third-body perturbations. Results show that the proposed STM can greatly improve the accuracy of the predicted relative state: the average error is found to be at least one order of magnitude smaller compared to the curvilinear C-W solution. In addition, the effect of environmental perturbations on the uncertainty propagation is shown to be negligible up to several revolutions in the geostationary region and for a few revolutions in low Earth orbit in the worst case.
NASA Astrophysics Data System (ADS)
Plessis, S.; McDougall, D.; Mandt, K.; Greathouse, T.; Luspay-Kuti, A.
2015-11-01
Bimolecular diffusion coefficients are important parameters used by atmospheric models to calculate altitude profiles of minor constituents in an atmosphere. Unfortunately, laboratory measurements of these coefficients were never conducted at temperature conditions relevant to the atmosphere of Titan. Here we conduct a detailed uncertainty analysis of the bimolecular diffusion coefficient parameters as applied to Titan's upper atmosphere to provide a better understanding of the impact of uncertainty for this parameter on models. Because temperature and pressure conditions are much lower than the laboratory conditions in which bimolecular diffusion parameters were measured, we apply a Bayesian framework, a problem-agnostic framework, to determine parameter estimates and associated uncertainties. We solve the Bayesian calibration problem using the open-source QUESO library which also performs a propagation of uncertainties in the calibrated parameters to temperature and pressure conditions observed in Titan's upper atmosphere. Our results show that, after propagating uncertainty through the Massman model, the uncertainty in molecular diffusion is highly correlated to temperature and we observe no noticeable correlation with pressure. We propagate the calibrated molecular diffusion estimate and associated uncertainty to obtain an estimate with uncertainty due to bimolecular diffusion for the methane molar fraction as a function of altitude. Results show that the uncertainty in methane abundance due to molecular diffusion is in general small compared to eddy diffusion and the chemical kinetics description. However, methane abundance is most sensitive to uncertainty in molecular diffusion above 1200 km where the errors are nontrivial and could have important implications for scientific research based on diffusion models in this altitude range.
NASA Astrophysics Data System (ADS)
Le Coz, Jérôme; Renard, Benjamin; Bonnifait, Laurent; Branger, Flora; Le Boursicaud, Raphaël; Horner, Ivan; Mansanarez, Valentin; Lang, Michel; Vigneau, Sylvain
2015-04-01
River discharge is a crucial variable for Hydrology: as the output variable of most hydrologic models, it is used for sensitivity analyses, model structure identification, parameter estimation, data assimilation, prediction, etc. A major difficulty stems from the fact that river discharge is not measured continuously. Instead, discharge time series used by hydrologists are usually based on simple stage-discharge relations (rating curves) calibrated using a set of direct stage-discharge measurements (gaugings). In this presentation, we present a Bayesian approach (cf. Le Coz et al., 2014) to build such hydrometric rating curves, to estimate the associated uncertainty and to propagate this uncertainty to discharge time series. The three main steps of this approach are described: (1) Hydraulic analysis: identification of the hydraulic controls that govern the stage-discharge relation, identification of the rating curve equation and specification of prior distributions for the rating curve parameters; (2) Rating curve estimation: Bayesian inference of the rating curve parameters, accounting for the individual uncertainties of available gaugings, which often differ according to the discharge measurement procedure and the flow conditions; (3) Uncertainty propagation: quantification of the uncertainty in discharge time series, accounting for both the rating curve uncertainties and the uncertainty of recorded stage values. The rating curve uncertainties combine the parametric uncertainties and the remnant uncertainties that reflect the limited accuracy of the mathematical model used to simulate the physical stage-discharge relation. In addition, we also discuss current research activities, including the treatment of non-univocal stage-discharge relationships (e.g. due to hydraulic hysteresis, vegetation growth, sudden change of the geometry of the section, etc.). An operational version of the BaRatin software and its graphical interface are made available free of charge on request to the authors. J. Le Coz, B. Renard, L. Bonnifait, F. Branger, R. Le Boursicaud (2014). Combining hydraulic knowledge and uncertain gaugings in the estimation of hydrometric rating curves: a Bayesian approach, Journal of Hydrology, 509, 573-587.
A Practical Probabilistic Graphical Modeling Tool for Weighing ...
Past weight-of-evidence frameworks for adverse ecological effects have provided soft-scoring procedures for judgments based on the quality and measured attributes of evidence. Here, we provide a flexible probabilistic structure for weighing and integrating lines of evidence for ecological risk determinations. Probabilistic approaches can provide both a quantitative weighing of lines of evidence and methods for evaluating risk and uncertainty. The current modeling structure wasdeveloped for propagating uncertainties in measured endpoints and their influence on the plausibility of adverse effects. To illustrate the approach, we apply the model framework to the sediment quality triad using example lines of evidence for sediment chemistry measurements, bioassay results, and in situ infauna diversity of benthic communities using a simplified hypothetical case study. We then combine the three lines evidence and evaluate sensitivity to the input parameters, and show how uncertainties are propagated and how additional information can be incorporated to rapidly update the probability of impacts. The developed network model can be expanded to accommodate additional lines of evidence, variables and states of importance, and different types of uncertainties in the lines of evidence including spatial and temporal as well as measurement errors. We provide a flexible Bayesian network structure for weighing and integrating lines of evidence for ecological risk determinations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lucas, Donald D.; Gowardhan, Akshay; Cameron-Smith, Philip
2015-08-08
Here, a computational Bayesian inverse technique is used to quantify the effects of meteorological inflow uncertainty on tracer transport and source estimation in a complex urban environment. We estimate a probability distribution of meteorological inflow by comparing wind observations to Monte Carlo simulations from the Aeolus model. Aeolus is a computational fluid dynamics model that simulates atmospheric and tracer flow around buildings and structures at meter-scale resolution. Uncertainty in the inflow is propagated through forward and backward Lagrangian dispersion calculations to determine the impact on tracer transport and the ability to estimate the release location of an unknown source. Ourmore » uncertainty methods are compared against measurements from an intensive observation period during the Joint Urban 2003 tracer release experiment conducted in Oklahoma City.« less
NASA Astrophysics Data System (ADS)
Lahaye, S.; Huynh, T. D.; Tsilanizara, A.
2016-03-01
Uncertainty quantification of interest outputs in nuclear fuel cycle is an important issue for nuclear safety, from nuclear facilities to long term deposits. Most of those outputs are functions of the isotopic vector density which is estimated by fuel cycle codes, such as DARWIN/PEPIN2, MENDEL, ORIGEN or FISPACT. CEA code systems DARWIN/PEPIN2 and MENDEL propagate by two different methods the uncertainty from nuclear data inputs to isotopic concentrations and decay heat. This paper shows comparisons between those two codes on a Uranium-235 thermal fission pulse. Effects of nuclear data evaluation's choice (ENDF/B-VII.1, JEFF-3.1.1 and JENDL-2011) is inspected in this paper. All results show good agreement between both codes and methods, ensuring the reliability of both approaches for a given evaluation.
Accounting For Uncertainty in The Application Of High Throughput Datasets
The use of high throughput screening (HTS) datasets will need to adequately account for uncertainties in the data generation process and propagate these uncertainties through to ultimate use. Uncertainty arises at multiple levels in the construction of predictors using in vitro ...
NASA Technical Reports Server (NTRS)
Stolarski, R. S.; Butler, D. M.; Rundel, R. D.
1977-01-01
A concise stratospheric model was used in a Monte-Carlo analysis of the propagation of reaction rate uncertainties through the calculation of an ozone perturbation due to the addition of chlorine. Two thousand Monte-Carlo cases were run with 55 reaction rates being varied. Excellent convergence was obtained in the output distributions because the model is sensitive to the uncertainties in only about 10 reactions. For a 1 ppby chlorine perturbation added to a 1.5 ppby chlorine background, the resultant 1 sigma uncertainty on the ozone perturbation is a factor of 1.69 on the high side and 1.80 on the low side. The corresponding 2 sigma factors are 2.86 and 3.23. Results are also given for the uncertainties, due to reaction rates, in the ambient concentrations of stratospheric species.
Horsky, Monika; Irrgeher, Johanna; Prohaska, Thomas
2016-01-01
This paper critically reviews the state-of-the-art of isotope amount ratio measurements by solution-based multi-collector inductively coupled plasma mass spectrometry (MC ICP-MS) and presents guidelines for corresponding data reduction strategies and uncertainty assessments based on the example of n((87)Sr)/n((86)Sr) isotope ratios. This ratio shows variation attributable to natural radiogenic processes and mass-dependent fractionation. The applied calibration strategies can display these differences. In addition, a proper statement of uncertainty of measurement, including all relevant influence quantities, is a metrological prerequisite. A detailed instructive procedure for the calculation of combined uncertainties is presented for Sr isotope amount ratios using three different strategies of correction for instrumental isotopic fractionation (IIF): traditional internal correction, standard-sample bracketing, and a combination of both, using Zr as internal standard. Uncertainties are quantified by means of a Kragten spreadsheet approach, including the consideration of correlations between individual input parameters to the model equation. The resulting uncertainties are compared with uncertainties obtained from the partial derivatives approach and Monte Carlo propagation of distributions. We obtain relative expanded uncertainties (U rel; k = 2) of n((87)Sr)/n((86)Sr) of < 0.03 %, when normalization values are not propagated. A comprehensive propagation, including certified values and the internal normalization ratio in nature, increases relative expanded uncertainties by about factor two and the correction for IIF becomes the major contributor.
Semiclassical propagation: Hilbert space vs. Wigner representation
NASA Astrophysics Data System (ADS)
Gottwald, Fabian; Ivanov, Sergei D.
2018-03-01
A unified viewpoint on the van Vleck and Herman-Kluk propagators in Hilbert space and their recently developed counterparts in Wigner representation is presented. Based on this viewpoint, the Wigner Herman-Kluk propagator is conceptually the most general one. Nonetheless, the respective semiclassical expressions for expectation values in terms of the density matrix and the Wigner function are mathematically proven here to coincide. The only remaining difference is a mere technical flexibility of the Wigner version in choosing the Gaussians' width for the underlying coherent states beyond minimal uncertainty. This flexibility is investigated numerically on prototypical potentials and it turns out to provide neither qualitative nor quantitative improvements. Given the aforementioned generality, utilizing the Wigner representation for semiclassical propagation thus leads to the same performance as employing the respective most-developed (Hilbert-space) methods for the density matrix.
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.
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.
NASA Astrophysics Data System (ADS)
Lilly, P.; Yanai, R. D.; Buckley, H. L.; Case, B. S.; Woollons, R. C.; Holdaway, R. J.; Johnson, J.
2016-12-01
Calculations of forest biomass and elemental content require many measurements and models, each contributing uncertainty to the final estimates. While sampling error is commonly reported, based on replicate plots, error due to uncertainty in the regression used to estimate biomass from tree diameter is usually not quantified. Some published estimates of uncertainty due to the regression models have used the uncertainty in the prediction of individuals, ignoring uncertainty in the mean, while others have propagated uncertainty in the mean while ignoring individual variation. Using the simple case of the calcium concentration of sugar maple leaves, we compare the variation among individuals (the standard deviation) to the uncertainty in the mean (the standard error) and illustrate the declining importance in the prediction of individual concentrations as the number of individuals increases. For allometric models, the analogous statistics are the prediction interval (or the residual variation in the model fit) and the confidence interval (describing the uncertainty in the best fit model). The effect of propagating these two sources of error is illustrated using the mass of sugar maple foliage. The uncertainty in individual tree predictions was large for plots with few trees; for plots with 30 trees or more, the uncertainty in individuals was less important than the uncertainty in the mean. Authors of previously published analyses have reanalyzed their data to show the magnitude of these two sources of uncertainty in scales ranging from experimental plots to entire countries. The most correct analysis will take both sources of uncertainty into account, but for practical purposes, country-level reports of uncertainty in carbon stocks, as required by the IPCC, can ignore the uncertainty in individuals. Ignoring the uncertainty in the mean will lead to exaggerated estimates of confidence in estimates of forest biomass and carbon and nutrient contents.
A Proposal for Research on Complex Media, Imagining and Uncertainty Quantification
2013-11-26
demonstration that the Green’s function for wave propagation in an ergodic cavity can be recovered exactly by cross correlation of signals at two points...the continuation of a project in which we have developed autofocus methods based on a phase space formulation ( Wigner transform) of the array data and
NASA Astrophysics Data System (ADS)
Abbiati, Giuseppe; La Salandra, Vincenzo; Bursi, Oreste S.; Caracoglia, Luca
2018-02-01
Successful online hybrid (numerical/physical) dynamic substructuring simulations have shown their potential in enabling realistic dynamic analysis of almost any type of non-linear structural system (e.g., an as-built/isolated viaduct, a petrochemical piping system subjected to non-stationary seismic loading, etc.). Moreover, owing to faster and more accurate testing equipment, a number of different offline experimental substructuring methods, operating both in time (e.g. the impulse-based substructuring) and frequency domains (i.e. the Lagrange multiplier frequency-based substructuring), have been employed in mechanical engineering to examine dynamic substructure coupling. Numerous studies have dealt with the above-mentioned methods and with consequent uncertainty propagation issues, either associated with experimental errors or modelling assumptions. Nonetheless, a limited number of publications have systematically cross-examined the performance of the various Experimental Dynamic Substructuring (EDS) methods and the possibility of their exploitation in a complementary way to expedite a hybrid experiment/numerical simulation. From this perspective, this paper performs a comparative uncertainty propagation analysis of three EDS algorithms for coupling physical and numerical subdomains with a dual assembly approach based on localized Lagrange multipliers. The main results and comparisons are based on a series of Monte Carlo simulations carried out on a five-DoF linear/non-linear chain-like systems that include typical aleatoric uncertainties emerging from measurement errors and excitation loads. In addition, we propose a new Composite-EDS (C-EDS) method to fuse both online and offline algorithms into a unique simulator. Capitalizing from the results of a more complex case study composed of a coupled isolated tank-piping system, we provide a feasible way to employ the C-EDS method when nonlinearities and multi-point constraints are present in the emulated system.
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.
Accuracy assessment for a multi-parameter optical calliper in on line automotive applications
NASA Astrophysics Data System (ADS)
D'Emilia, G.; Di Gasbarro, D.; Gaspari, A.; Natale, E.
2017-08-01
In this work, a methodological approach based on the evaluation of the measurement uncertainty is applied to an experimental test case, related to the automotive sector. The uncertainty model for different measurement procedures of a high-accuracy optical gauge is discussed in order to individuate the best measuring performances of the system for on-line applications and when the measurement requirements are becoming more stringent. In particular, with reference to the industrial production and control strategies of high-performing turbochargers, two uncertainty models are proposed, discussed and compared, to be used by the optical calliper. Models are based on an integrated approach between measurement methods and production best practices to emphasize their mutual coherence. The paper shows the possible advantages deriving from the considerations that the measurement uncertainty modelling provides, in order to keep control of the uncertainty propagation on all the indirect measurements useful for production statistical control, on which basing further improvements.
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
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.
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.
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
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
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.
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
Decay heat uncertainty quantification of MYRRHA
NASA Astrophysics Data System (ADS)
Fiorito, Luca; Buss, Oliver; Hoefer, Axel; Stankovskiy, Alexey; Eynde, Gert Van den
2017-09-01
MYRRHA is a lead-bismuth cooled MOX-fueled accelerator driven system (ADS) currently in the design phase at SCK·CEN in Belgium. The correct evaluation of the decay heat and of its uncertainty level is very important for the safety demonstration of the reactor. In the first part of this work we assessed the decay heat released by the MYRRHA core using the ALEPH-2 burnup code. The second part of the study focused on the nuclear data uncertainty and covariance propagation to the MYRRHA decay heat. Radioactive decay data, independent fission yield and cross section uncertainties/covariances were propagated using two nuclear data sampling codes, namely NUDUNA and SANDY. According to the results, 238U cross sections and fission yield data are the largest contributors to the MYRRHA decay heat uncertainty. The calculated uncertainty values are deemed acceptable from the safety point of view as they are well within the available regulatory limits.
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.
NASA Astrophysics Data System (ADS)
Tsai, F. T.; Elshall, A. S.; Hanor, J. S.
2012-12-01
Subsurface modeling is challenging because of many possible competing propositions for each uncertain model component. How can we judge that we are selecting the correct proposition for an uncertain model component out of numerous competing propositions? How can we bridge the gap between synthetic mental principles such as mathematical expressions on one hand, and empirical observation such as observation data on the other hand when uncertainty exists on both sides? In this study, we introduce hierarchical Bayesian model averaging (HBMA) as a multi-model (multi-proposition) framework to represent our current state of knowledge and decision for hydrogeological structure modeling. The HBMA framework allows for segregating and prioritizing different sources of uncertainty, and for comparative evaluation of competing propositions for each source of uncertainty. We applied the HBMA to a study of hydrostratigraphy and uncertainty propagation of the Southern Hills aquifer system in the Baton Rouge area, Louisiana. We used geophysical data for hydrogeological structure construction through indictor hydrostratigraphy method and used lithologic data from drillers' logs for model structure calibration. However, due to uncertainty in model data, structure and parameters, multiple possible hydrostratigraphic models were produced and calibrated. The study considered four sources of uncertainties. To evaluate mathematical structure uncertainty, the study considered three different variogram models and two geological stationarity assumptions. With respect to geological structure uncertainty, the study considered two geological structures with respect to the Denham Springs-Scotlandville fault. With respect to data uncertainty, the study considered two calibration data sets. These four sources of uncertainty with their corresponding competing modeling propositions resulted in 24 calibrated models. The results showed that by segregating different sources of uncertainty, HBMA analysis provided insights on uncertainty priorities and propagation. In addition, it assisted in evaluating the relative importance of competing modeling propositions for each uncertain model component. By being able to dissect the uncertain model components and provide weighted representation of the competing propositions for each uncertain model component based on the background knowledge, the HBMA functions as an epistemic framework for advancing knowledge about the system under study.
Isokinetic TWC Evaporator Probe: Calculations and Systemic Uncertainty Analysis
NASA Technical Reports Server (NTRS)
Davison, Craig R.; Strapp, J. Walter; Lilie, Lyle; Ratvasky, Thomas P.; Dumont, Christopher
2016-01-01
A new Isokinetic Total Water Content Evaporator (IKP2) was downsized from a prototype instrument, specifically to make airborne measurements of hydrometeor total water content (TWC) in deep tropical convective clouds to assess the new ice crystal Appendix D icing envelope. The probe underwent numerous laboratory and wind tunnel investigations to ensure reliable operation under the difficult high altitude/speed/TWC conditions under which other TWC instruments have been known to either fail, or have unknown performance characteristics and the results are presented in a companion paper. This paper presents the equations used to determine the total water content (TWC) of the sampled atmosphere from the values measured by the IKP2 or necessary ancillary data from other instruments. The uncertainty in the final TWC is determined by propagating the uncertainty in the measured values through the calculations to the final result. Two techniques were used and the results compared. The first is a typical analytical method of propagating uncertainty and the second performs a Monte Carlo simulation. The results are very similar with differences that are insignificant for practical purposes. The uncertainty is between 2 percent and 3 percent at most practical operating conditions. The capture efficiency of the IKP2 was also examined based on a computational fluid dynamic simulation of the original IKP and scaled down to the IKP2. Particles above 24 microns were found to have a capture efficiency greater than 99 percent at all operating conditions.
Isokinetic TWC Evaporator Probe: Calculations and Systemic Uncertainty Analysis
NASA Technical Reports Server (NTRS)
Davison, Craig R.; Strapp, John W.; Lilie, Lyle E.; Ratvasky, Thomas P.; Dumont, Christopher
2016-01-01
A new Isokinetic Total Water Content Evaporator (IKP2) was downsized from a prototype instrument, specifically to make airborne measurements of hydrometeor total water content (TWC) in deep tropical convective clouds to assess the new ice crystal Appendix D icing envelope. The probe underwent numerous laboratory and wind tunnel investigations to ensure reliable operation under the difficult high altitude/speed/TWC conditions under which other TWC instruments have been known to either fail, or have unknown performance characteristics and the results are presented in a companion paper (Ref. 1). This paper presents the equations used to determine the total water content (TWC) of the sampled atmosphere from the values measured by the IKP2 or necessary ancillary data from other instruments. The uncertainty in the final TWC is determined by propagating the uncertainty in the measured values through the calculations to the final result. Two techniques were used and the results compared. The first is a typical analytical method of propagating uncertainty and the second performs a Monte Carlo simulation. The results are very similar with differences that are insignificant for practical purposes. The uncertainty is between 2 and 3 percent at most practical operating conditions. The capture efficiency of the IKP2 was also examined based on a computational fluid dynamic simulation of the original IKP and scaled down to the IKP2. Particles above 24 micrometers were found to have a capture efficiency greater than 99 percent at all operating conditions.
Underwater Sound Propagation Modeling Methods for Predicting Marine Animal Exposure.
Hamm, Craig A; McCammon, Diana F; Taillefer, Martin L
2016-01-01
The offshore exploration and production (E&P) industry requires comprehensive and accurate ocean acoustic models for determining the exposure of marine life to the high levels of sound used in seismic surveys and other E&P activities. This paper reviews the types of acoustic models most useful for predicting the propagation of undersea noise sources and describes current exposure models. The severe problems caused by model sensitivity to the uncertainty in the environment are highlighted to support the conclusion that it is vital that risk assessments include transmission loss estimates with statistical measures of confidence.
Quantifying radar-rainfall uncertainties in urban drainage flow modelling
NASA Astrophysics Data System (ADS)
Rico-Ramirez, M. A.; Liguori, S.; Schellart, A. N. A.
2015-09-01
This work presents the results of the implementation of a probabilistic system to model the uncertainty associated to radar rainfall (RR) estimates and the way this uncertainty propagates through the sewer system of an urban area located in the North of England. The spatial and temporal correlations of the RR errors as well as the error covariance matrix were computed to build a RR error model able to generate RR ensembles that reproduce the uncertainty associated with the measured rainfall. The results showed that the RR ensembles provide important information about the uncertainty in the rainfall measurement that can be propagated in the urban sewer system. The results showed that the measured flow peaks and flow volumes are often bounded within the uncertainty area produced by the RR ensembles. In 55% of the simulated events, the uncertainties in RR measurements can explain the uncertainties observed in the simulated flow volumes. However, there are also some events where the RR uncertainty cannot explain the whole uncertainty observed in the simulated flow volumes indicating that there are additional sources of uncertainty that must be considered such as the uncertainty in the urban drainage model structure, the uncertainty in the urban drainage model calibrated parameters, and the uncertainty in the measured sewer flows.
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.
Validation of Heat Transfer Thermal Decomposition and Container Pressurization of Polyurethane Foam.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Scott, Sarah Nicole; Dodd, Amanda B.; Larsen, Marvin E.
Polymer foam encapsulants provide mechanical, electrical, and thermal isolation in engineered systems. In fire environments, gas pressure from thermal decomposition of polymers can cause mechanical failure of sealed systems. In this work, a detailed uncertainty quantification study of PMDI-based polyurethane foam is presented to assess the validity of the computational model. Both experimental measurement uncertainty and model prediction uncertainty are examined and compared. Both the mean value method and Latin hypercube sampling approach are used to propagate the uncertainty through the model. In addition to comparing computational and experimental results, the importance of each input parameter on the simulation resultmore » is also investigated. These results show that further development in the physics model of the foam and appropriate associated material testing are necessary to improve model accuracy.« less
Constraint reasoning in deep biomedical models.
Cruz, Jorge; Barahona, Pedro
2005-05-01
Deep biomedical models are often expressed by means of differential equations. Despite their expressive power, they are difficult to reason about and make decisions, given their non-linearity and the important effects that the uncertainty on data may cause. The objective of this work is to propose a constraint reasoning framework to support safe decisions based on deep biomedical models. The methods used in our approach include the generic constraint propagation techniques for reducing the bounds of uncertainty of the numerical variables complemented with new constraint reasoning techniques that we developed to handle differential equations. The results of our approach are illustrated in biomedical models for the diagnosis of diabetes, tuning of drug design and epidemiology where it was a valuable decision-supporting tool notwithstanding the uncertainty on data. The main conclusion that follows from the results is that, in biomedical decision support, constraint reasoning may be a worthwhile alternative to traditional simulation methods, especially when safe decisions are required.
NASA Astrophysics Data System (ADS)
Yuen, W.; Ma, Q.; Du, K.; Koloutsou-Vakakis, S.; Rood, M. J.
2015-12-01
Measurements of particulate matter (PM) emissions generated from fugitive sources are of interest in air pollution studies, since such emissions vary widely both spatially and temporally. This research focuses on determining the uncertainties in quantifying fugitive PM emission factors (EFs) generated from mobile vehicles using a vertical scanning micro-pulse lidar (MPL). The goal of this research is to identify the greatest sources of uncertainty of the applied lidar technique in determining fugitive PM EFs, and to recommend methods to reduce the uncertainties in this measurement. The MPL detects the PM plume generated by mobile fugitive sources that are carried downwind to the MPL's vertical scanning plane. Range-resolved MPL signals are measured, corrected, and converted to light extinction coefficients, through inversion of the lidar equation and calculation of the lidar ratio. In this research, both the near-end and far-end lidar equation inversion methods are considered. Range-resolved PM mass concentrations are then determined from the extinction coefficient measurements using the measured mass extinction efficiency (MEE) value, which is an intensive PM property. MEE is determined by collocated PM mass concentration and light extinction measurements, provided respectively by a DustTrak and an open-path laser transmissometer. These PM mass concentrations are then integrated with wind information, duration of plume event, and vehicle distance travelled to obtain fugitive PM EFs. To obtain the uncertainty of PM EFs, uncertainties in MPL signals, lidar ratio, MEE, and wind variation are considered. Error propagation method is applied to each of the above intermediate steps to aggregate uncertainty sources. Results include determination of uncertainties in each intermediate step, and comparison of uncertainties between the use of near-end and far-end lidar equation inversion methods.
Uncertainty propagation of p-boxes using sparse polynomial chaos expansions
NASA Astrophysics Data System (ADS)
Schöbi, Roland; Sudret, Bruno
2017-06-01
In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making efficient quantification and propagation of uncertainties an important aspect. In this context, a typical workflow includes the characterization of the uncertainty in the input variables. In this paper, input variables are modelled by probability-boxes (p-boxes), accounting for both aleatory and epistemic uncertainty. The propagation of p-boxes leads to p-boxes of the output of the computational model. A two-level meta-modelling approach is proposed using non-intrusive sparse polynomial chaos expansions to surrogate the exact computational model and, hence, to facilitate the uncertainty quantification analysis. The capabilities of the proposed approach are illustrated through applications using a benchmark analytical function and two realistic engineering problem settings. They show that the proposed two-level approach allows for an accurate estimation of the statistics of the response quantity of interest using a small number of evaluations of the exact computational model. This is crucial in cases where the computational costs are dominated by the runs of high-fidelity computational models.
Uncertainty propagation of p-boxes using sparse polynomial chaos expansions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schöbi, Roland, E-mail: schoebi@ibk.baug.ethz.ch; Sudret, Bruno, E-mail: sudret@ibk.baug.ethz.ch
2017-06-15
In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making efficient quantification and propagation of uncertainties an important aspect. In this context, a typical workflow includes the characterization of the uncertainty in the input variables. In this paper, input variables are modelled by probability-boxes (p-boxes), accounting for both aleatory and epistemic uncertainty. The propagation of p-boxes leads to p-boxes of the output of the computational model. A two-level meta-modelling approach is proposed using non-intrusive sparse polynomial chaos expansions tomore » surrogate the exact computational model and, hence, to facilitate the uncertainty quantification analysis. The capabilities of the proposed approach are illustrated through applications using a benchmark analytical function and two realistic engineering problem settings. They show that the proposed two-level approach allows for an accurate estimation of the statistics of the response quantity of interest using a small number of evaluations of the exact computational model. This is crucial in cases where the computational costs are dominated by the runs of high-fidelity computational models.« less
Sluiter, Amie; Sluiter, Justin; Wolfrum, Ed; ...
2016-05-20
Accurate and precise chemical characterization of biomass feedstocks and process intermediates is a requirement for successful technical and economic evaluation of biofuel conversion technologies. The uncertainty in primary measurements of the fraction insoluble solid (FIS) content of dilute acid pretreated corn stover slurry is the major contributor to uncertainty in yield calculations for enzymatic hydrolysis of cellulose to glucose. This uncertainty is propagated through process models and impacts modeled fuel costs. The challenge in measuring FIS is obtaining an accurate measurement of insoluble matter in the pretreated materials, while appropriately accounting for all biomass derived components. Three methods were testedmore » to improve this measurement. One used physical separation of liquid and solid phases, and two utilized direct determination of dry matter content in two fractions. We offer a comparison of drying methods. Lastly, our results show utilizing a microwave dryer to directly determine dry matter content is the optimal method for determining FIS, based on the low time requirements and the method optimization done using model slurries.« less
NASA Astrophysics Data System (ADS)
Arnst, M.; Abello Álvarez, B.; Ponthot, J.-P.; Boman, R.
2017-11-01
This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis-Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.
NASA Astrophysics Data System (ADS)
Tacnet, Jean-Marc; Dupouy, Guillaume; Carladous, Simon; Dezert, Jean; Batton-Hubert, Mireille
2017-04-01
In mountain areas, natural phenomena such as snow avalanches, debris-flows and rock-falls, put people and objects at risk with sometimes dramatic consequences. Risk is classically considered as a combination of hazard, the combination of the intensity and frequency of the phenomenon, and vulnerability which corresponds to the consequences of the phenomenon on exposed people and material assets. Risk management consists in identifying the risk level as well as choosing the best strategies for risk prevention, i.e. mitigation. In the context of natural phenomena in mountainous areas, technical and scientific knowledge is often lacking. Risk management decisions are therefore based on imperfect information. This information comes from more or less reliable sources ranging from historical data, expert assessments, numerical simulations etc. Finally, risk management decisions are the result of complex knowledge management and reasoning processes. Tracing the information and propagating information quality from data acquisition to decisions are therefore important steps in the decision-making process. One major goal today is therefore to assist decision-making while considering the availability, quality and reliability of information content and sources. A global integrated framework is proposed to improve the risk management process in a context of information imperfection provided by more or less reliable sources: uncertainty as well as imprecision, inconsistency and incompleteness are considered. Several methods are used and associated in an original way: sequential decision context description, development of specific multi-criteria decision-making methods, imperfection propagation in numerical modeling and information fusion. This framework not only assists in decision-making but also traces the process and evaluates the impact of information quality on decision-making. We focus and present two main developments. The first one relates to uncertainty and imprecision propagation in numerical modeling using both classical Monte-Carlo probabilistic approach and also so-called Hybrid approach using possibility theory. Second approach deals with new multi-criteria decision-making methods which consider information imperfection, source reliability, importance and conflict, using fuzzy sets as well as possibility and belief function theories. Implemented methods consider information imperfection propagation and information fusion in total aggregation methods such as AHP (Saaty, 1980) or partial aggregation methods such as the Electre outranking method (see Soft Electre Tri ) or decisions in certain but also risky or uncertain contexts (see new COWA-ER and FOWA-ER- Cautious and Fuzzy Ordered Weighted Averaging-Evidential Reasoning). For example, the ER-MCDA methodology considers expert assessment as a multi-criteria decision process based on imperfect information provided by more or less heterogeneous, reliable and conflicting sources: it mixes AHP, fuzzy sets theory, possibility theory and belief function theory using DSmT (Dezert-Smarandache Theory) framework which provides powerful fusion rules.
Probabilistic Methods for Structural Design and Reliability
NASA Technical Reports Server (NTRS)
Chamis, Christos C.; Whitlow, Woodrow, Jr. (Technical Monitor)
2002-01-01
This report describes a formal method to quantify structural damage tolerance and reliability in the presence of a multitude of uncertainties in turbine engine components. The method is based at the material behavior level where primitive variables with their respective scatter ranges are used to describe behavior. Computational simulation is then used to propagate the uncertainties to the structural scale where damage tolerance and reliability are usually specified. Several sample cases are described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from this method demonstrate, that it is mature and that it can be used to probabilistically evaluate turbine engine structural components. It may be inferred from the results that the method is suitable for probabilistically predicting the remaining life in aging or in deteriorating structures, for making strategic projections and plans, and for achieving better, cheaper, faster products that give competitive advantages in world markets.
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.
Methods for evaluating the predictive accuracy of structural dynamic models
NASA Technical Reports Server (NTRS)
Hasselman, Timothy K.; Chrostowski, Jon D.
1991-01-01
Modeling uncertainty is defined in terms of the difference between predicted and measured eigenvalues and eigenvectors. Data compiled from 22 sets of analysis/test results was used to create statistical databases for large truss-type space structures and both pretest and posttest models of conventional satellite-type space structures. Modeling uncertainty is propagated through the model to produce intervals of uncertainty on frequency response functions, both amplitude and phase. This methodology was used successfully to evaluate the predictive accuracy of several structures, including the NASA CSI Evolutionary Structure tested at Langley Research Center. Test measurements for this structure were within + one-sigma intervals of predicted accuracy for the most part, demonstrating the validity of the methodology and computer code.
NASA Astrophysics Data System (ADS)
Moissinac, Henri; Maitre, Henri; Bloch, Isabelle
1995-11-01
An image interpretation method is presented for the automatic processing of aerial pictures of a urban landscape. In order to improve the picture analysis, some a priori knowledge extracted from a geographic map is introduced. A coherent graph-based model of the city is built, starting with the road network. A global uncertainty management scheme has been designed in order to evaluate the final confidence we can have in the final results. This model and the uncertainty management tend to reflect the hierarchy of the available data and the interpretation levels. The symbolic relationships linking the different kinds of elements are taken into account while propagating and combining the confidence measures along the interpretation process.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Holland, Michael K.; O'Rourke, Patrick E.
An SRNL H-Canyon Test Bed performance evaluation project was completed jointly by SRNL and LANL on a prototype monochromatic energy dispersive x-ray fluorescence instrument, the hiRX. A series of uncertainty propagations were generated based upon plutonium and uranium measurements performed using the alpha-prototype hiRX instrument. Data reduction and uncertainty modeling provided in this report were performed by the SRNL authors. Observations and lessons learned from this evaluation were also used to predict the expected uncertainties that should be achievable at multiple plutonium and uranium concentration levels provided instrument hardware and software upgrades being recommended by LANL and SRNL are performed.
Uncertainty quantification of measured quantities for a HCCI engine: composition or temperatures
DOE Office of Scientific and Technical Information (OSTI.GOV)
Petitpas, Guillaume; Whitesides, Russell
UQHCCI_1 computes the measurement uncertainties of a HCCI engine test bench using the pressure trace and the estimated uncertainties of the measured quantities as inputs, then propagating them through Bayesian inference and a mixing model.
Uncertainty Quantification of the FUN3D-Predicted NASA CRM Flutter Boundary
NASA Technical Reports Server (NTRS)
Stanford, Bret K.; Massey, Steven J.
2017-01-01
A nonintrusive point collocation method is used to propagate parametric uncertainties of the flexible Common Research Model, a generic transport configuration, through the unsteady aeroelastic CFD solver FUN3D. A range of random input variables are considered, including atmospheric flow variables, structural variables, and inertial (lumped mass) variables. UQ results are explored for a range of output metrics (with a focus on dynamic flutter stability), for both subsonic and transonic Mach numbers, for two different CFD mesh refinements. A particular focus is placed on computing failure probabilities: the probability that the wing will flutter within the flight envelope.
Gorguluarslan, Recep M; Choi, Seung-Kyum; Saldana, Christopher J
2017-07-01
A methodology is proposed for uncertainty quantification and validation to accurately predict the mechanical response of lattice structures used in the design of scaffolds. Effective structural properties of the scaffolds are characterized using a developed multi-level stochastic upscaling process that propagates the quantified uncertainties at strut level to the lattice structure level. To obtain realistic simulation models for the stochastic upscaling process and minimize the experimental cost, high-resolution finite element models of individual struts were reconstructed from the micro-CT scan images of lattice structures which are fabricated by selective laser melting. The upscaling method facilitates the process of determining homogenized strut properties to reduce the computational cost of the detailed simulation model for the scaffold. Bayesian Information Criterion is utilized to quantify the uncertainties with parametric distributions based on the statistical data obtained from the reconstructed strut models. A systematic validation approach that can minimize the experimental cost is also developed to assess the predictive capability of the stochastic upscaling method used at the strut level and lattice structure level. In comparison with physical compression test results, the proposed methodology of linking the uncertainty quantification with the multi-level stochastic upscaling method enabled an accurate prediction of the elastic behavior of the lattice structure with minimal experimental cost by accounting for the uncertainties induced by the additive manufacturing process. Copyright © 2017 Elsevier Ltd. All rights reserved.
Tsunami hazard assessments with consideration of uncertain earthquakes characteristics
NASA Astrophysics Data System (ADS)
Sepulveda, I.; Liu, P. L. F.; Grigoriu, M. D.; Pritchard, M. E.
2017-12-01
The uncertainty quantification of tsunami assessments due to uncertain earthquake characteristics faces important challenges. First, the generated earthquake samples must be consistent with the properties observed in past events. Second, it must adopt an uncertainty propagation method to determine tsunami uncertainties with a feasible computational cost. In this study we propose a new methodology, which improves the existing tsunami uncertainty assessment methods. The methodology considers two uncertain earthquake characteristics, the slip distribution and location. First, the methodology considers the generation of consistent earthquake slip samples by means of a Karhunen Loeve (K-L) expansion and a translation process (Grigoriu, 2012), applicable to any non-rectangular rupture area and marginal probability distribution. The K-L expansion was recently applied by Le Veque et al. (2016). We have extended the methodology by analyzing accuracy criteria in terms of the tsunami initial conditions. Furthermore, and unlike this reference, we preserve the original probability properties of the slip distribution, by avoiding post sampling treatments such as earthquake slip scaling. Our approach is analyzed and justified in the framework of the present study. Second, the methodology uses a Stochastic Reduced Order model (SROM) (Grigoriu, 2009) instead of a classic Monte Carlo simulation, which reduces the computational cost of the uncertainty propagation. The methodology is applied on a real case. We study tsunamis generated at the site of the 2014 Chilean earthquake. We generate earthquake samples with expected magnitude Mw 8. We first demonstrate that the stochastic approach of our study generates consistent earthquake samples with respect to the target probability laws. We also show that the results obtained from SROM are more accurate than classic Monte Carlo simulations. We finally validate the methodology by comparing the simulated tsunamis and the tsunami records for the 2014 Chilean earthquake. Results show that leading wave measurements fall within the tsunami sample space. At later times, however, there are mismatches between measured data and the simulated results, suggesting that other sources of uncertainty are as relevant as the uncertainty of the studied earthquake characteristics.
Simon, Steven L; Hoffman, F Owen; Hofer, Eduard
2015-01-01
Retrospective dose estimation, particularly dose reconstruction that supports epidemiological investigations of health risk, relies on various strategies that include models of physical processes and exposure conditions with detail ranging from simple to complex. Quantification of dose uncertainty is an essential component of assessments for health risk studies since, as is well understood, it is impossible to retrospectively determine the true dose for each person. To address uncertainty in dose estimation, numerical simulation tools have become commonplace and there is now an increased understanding about the needs and what is required for models used to estimate cohort doses (in the absence of direct measurement) to evaluate dose response. It now appears that for dose-response algorithms to derive the best, unbiased estimate of health risk, we need to understand the type, magnitude and interrelationships of the uncertainties of model assumptions, parameters and input data used in the associated dose estimation models. Heretofore, uncertainty analysis of dose estimates did not always properly distinguish between categories of errors, e.g., uncertainty that is specific to each subject (i.e., unshared error), and uncertainty of doses from a lack of understanding and knowledge about parameter values that are shared to varying degrees by numbers of subsets of the cohort. While mathematical propagation of errors by Monte Carlo simulation methods has been used for years to estimate the uncertainty of an individual subject's dose, it was almost always conducted without consideration of dependencies between subjects. In retrospect, these types of simple analyses are not suitable for studies with complex dose models, particularly when important input data are missing or otherwise not available. The dose estimation strategy presented here is a simulation method that corrects the previous deficiencies of analytical or simple Monte Carlo error propagation methods and is termed, due to its capability to maintain separation between shared and unshared errors, the two-dimensional Monte Carlo (2DMC) procedure. Simply put, the 2DMC method simulates alternative, possibly true, sets (or vectors) of doses for an entire cohort rather than a single set that emerges when each individual's dose is estimated independently from other subjects. Moreover, estimated doses within each simulated vector maintain proper inter-relationships such that the estimated doses for members of a cohort subgroup that share common lifestyle attributes and sources of uncertainty are properly correlated. The 2DMC procedure simulates inter-individual variability of possibly true doses within each dose vector and captures the influence of uncertainty in the values of dosimetric parameters across multiple realizations of possibly true vectors of cohort doses. The primary characteristic of the 2DMC approach, as well as its strength, are defined by the proper separation between uncertainties shared by members of the entire cohort or members of defined cohort subsets, and uncertainties that are individual-specific and therefore unshared.
NASA Astrophysics Data System (ADS)
Pachon, Jorge E.; Balachandran, Sivaraman; Hu, Yongtao; Weber, Rodney J.; Mulholland, James A.; Russell, Armistead G.
2010-10-01
In the Southeastern US, organic carbon (OC) comprises about 30% of the PM 2.5 mass. A large fraction of OC is estimated to be of secondary origin. Long-term estimates of SOC and uncertainties are necessary in the evaluation of air quality policy effectiveness and epidemiologic studies. Four methods to estimate secondary organic carbon (SOC) and respective uncertainties are compared utilizing PM 2.5 chemical composition and gas phase data available in Atlanta from 1999 to 2007. The elemental carbon (EC) tracer and the regression methods, which rely on the use of tracer species of primary and secondary OC formation, provided intermediate estimates of SOC as 30% of OC. The other two methods, chemical mass balance (CMB) and positive matrix factorization (PMF) solve mass balance equations to estimate primary and secondary fractions based on source profiles and statistically-derived common factors, respectively. CMB had the highest estimate of SOC (46% of OC) while PMF led to the lowest (26% of OC). The comparison of SOC uncertainties, estimated based on propagation of errors, led to the regression method having the lowest uncertainty among the four methods. We compared the estimates with the water soluble fraction of the OC, which has been suggested as a surrogate of SOC when biomass burning is negligible, and found a similar trend with SOC estimates from the regression method. The regression method also showed the strongest correlation with daily SOC estimates from CMB using molecular markers. The regression method shows advantages over the other methods in the calculation of a long-term series of SOC estimates.
Verifying and Validating Simulation Models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hemez, Francois M.
2015-02-23
This presentation is a high-level discussion of the Verification and Validation (V&V) of computational models. Definitions of V&V are given to emphasize that “validation” is never performed in a vacuum; it accounts, instead, for the current state-of-knowledge in the discipline considered. In particular comparisons between physical measurements and numerical predictions should account for their respective sources of uncertainty. The differences between error (bias), aleatoric uncertainty (randomness) and epistemic uncertainty (ignorance, lack-of- knowledge) are briefly discussed. Four types of uncertainty in physics and engineering are discussed: 1) experimental variability, 2) variability and randomness, 3) numerical uncertainty and 4) model-form uncertainty. Statisticalmore » sampling methods are available to propagate, and analyze, variability and randomness. Numerical uncertainty originates from the truncation error introduced by the discretization of partial differential equations in time and space. Model-form uncertainty is introduced by assumptions often formulated to render a complex problem more tractable and amenable to modeling and simulation. The discussion concludes with high-level guidance to assess the “credibility” of numerical simulations, which stems from the level of rigor with which these various sources of uncertainty are assessed and quantified.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hernandez-Solis, A.; Demaziere, C.; Ekberg, C.
2012-07-01
In this paper, multi-group microscopic cross-section uncertainty is propagated through the DRAGON (Version 4) lattice code, in order to perform uncertainty analysis on k{infinity} and 2-group homogenized macroscopic cross-sections predictions. A statistical methodology is employed for such purposes, where cross-sections of certain isotopes of various elements belonging to the 172 groups DRAGLIB library format, are considered as normal random variables. This library is based on JENDL-4 data, because JENDL-4 contains the largest amount of isotopic covariance matrixes among the different major nuclear data libraries. The aim is to propagate multi-group nuclide uncertainty by running the DRAGONv4 code 500 times, andmore » to assess the output uncertainty of a test case corresponding to a 17 x 17 PWR fuel assembly segment without poison. The chosen sampling strategy for the current study is Latin Hypercube Sampling (LHS). The quasi-random LHS allows a much better coverage of the input uncertainties than simple random sampling (SRS) because it densely stratifies across the range of each input probability distribution. Output uncertainty assessment is based on the tolerance limits concept, where the sample formed by the code calculations infers to cover 95% of the output population with at least a 95% of confidence. This analysis is the first attempt to propagate parameter uncertainties of modern multi-group libraries, which are used to feed advanced lattice codes that perform state of the art resonant self-shielding calculations such as DRAGONv4. (authors)« less
Propagation of registration uncertainty during multi-fraction cervical cancer brachytherapy
NASA Astrophysics Data System (ADS)
Amir-Khalili, A.; Hamarneh, G.; Zakariaee, R.; Spadinger, I.; Abugharbieh, R.
2017-10-01
Multi-fraction cervical cancer brachytherapy is a form of image-guided radiotherapy that heavily relies on 3D imaging during treatment planning, delivery, and quality control. In this context, deformable image registration can increase the accuracy of dosimetric evaluations, provided that one can account for the uncertainties associated with the registration process. To enable such capability, we propose a mathematical framework that first estimates the registration uncertainty and subsequently propagates the effects of the computed uncertainties from the registration stage through to the visualizations, organ segmentations, and dosimetric evaluations. To ensure the practicality of our proposed framework in real world image-guided radiotherapy contexts, we implemented our technique via a computationally efficient and generalizable algorithm that is compatible with existing deformable image registration software. In our clinical context of fractionated cervical cancer brachytherapy, we perform a retrospective analysis on 37 patients and present evidence that our proposed methodology for computing and propagating registration uncertainties may be beneficial during therapy planning and quality control. Specifically, we quantify and visualize the influence of registration uncertainty on dosimetric analysis during the computation of the total accumulated radiation dose on the bladder wall. We further show how registration uncertainty may be leveraged into enhanced visualizations that depict the quality of the registration and highlight potential deviations from the treatment plan prior to the delivery of radiation treatment. Finally, we show that we can improve the transfer of delineated volumetric organ segmentation labels from one fraction to the next by encoding the computed registration uncertainties into the segmentation labels.
NASA Astrophysics Data System (ADS)
Leblanc, Thierry; Sica, Robert J.; van Gijsel, Joanna A. E.; Godin-Beekmann, Sophie; Haefele, Alexander; Trickl, Thomas; Payen, Guillaume; Liberti, Gianluigi
2016-08-01
A standardized approach for the definition, propagation, and reporting of uncertainty in the ozone differential absorption lidar data products contributing to the Network for the Detection for Atmospheric Composition Change (NDACC) database is proposed. One essential aspect of the proposed approach is the propagation in parallel of all independent uncertainty components through the data processing chain before they are combined together to form the ozone combined standard uncertainty. The independent uncertainty components contributing to the overall budget include random noise associated with signal detection, uncertainty due to saturation correction, background noise extraction, the absorption cross sections of O3, NO2, SO2, and O2, the molecular extinction cross sections, and the number densities of the air, NO2, and SO2. The expression of the individual uncertainty components and their step-by-step propagation through the ozone differential absorption lidar (DIAL) processing chain are thoroughly estimated. All sources of uncertainty except detection noise imply correlated terms in the vertical dimension, which requires knowledge of the covariance matrix when the lidar signal is vertically filtered. In addition, the covariance terms must be taken into account if the same detection hardware is shared by the lidar receiver channels at the absorbed and non-absorbed wavelengths. The ozone uncertainty budget is presented as much as possible in a generic form (i.e., as a function of instrument performance and wavelength) so that all NDACC ozone DIAL investigators across the network can estimate, for their own instrument and in a straightforward manner, the expected impact of each reviewed uncertainty component. In addition, two actual examples of full uncertainty budget are provided, using nighttime measurements from the tropospheric ozone DIAL located at the Jet Propulsion Laboratory (JPL) Table Mountain Facility, California, and nighttime measurements from the JPL stratospheric ozone DIAL located at Mauna Loa Observatory, Hawai'i.
Damage Tolerance and Reliability of Turbine Engine Components
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
1999-01-01
This report describes a formal method to quantify structural damage tolerance and reliability in the presence of a multitude of uncertainties in turbine engine components. The method is based at the material behavior level where primitive variables with their respective scatter ranges are used to describe behavior. Computational simulation is then used to propagate the uncertainties to the structural scale where damage tolerance and reliability are usually specified. Several sample cases are described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from this method demonstrate that it is mature and that it can be used to probabilistically evaluate turbine engine structural components. It may be inferred from the results that the method is suitable for probabilistically predicting the remaining life in aging or deteriorating structures, for making strategic projections and plans, and for achieving better, cheaper, faster products that give competitive advantages in world markets.
NASA Astrophysics Data System (ADS)
Innerkofler, Josef; Pock, Christian; Kirchengast, Gottfried; Schwaerz, Marc; Jaeggi, Adrian; Schwarz, Jakob
2016-04-01
The GNSS Radio Occultation (RO) measurement technique is highly valuable for climate monitoring of the atmosphere as it provides accurate and precise measurements in the troposphere and stratosphere regions with global coverage, long-term stability, and virtually all-weather capability. The novel Reference Occultation Processing System (rOPS), currently under development at the WEGC at University of Graz aims to process raw RO measurements into essential climate variables, such as temperature, pressure, and tropospheric water vapor, in a way which is SI-traceable to the universal time standard and which includes rigorous uncertainty propagation. As part of this rOPS climate-quality processing system, accurate atmospheric excess phase profiles with new approaches integrating uncertainty propagation are derived from the raw occultation tracking data and orbit data. Regarding the latter, highly accurate orbit positions and velocities of the GNSS transmitter satellites and the RO receiver satellites in low Earth orbit (LEO) need to be determined, in order to enable high accuracy of the excess phase profiles. Using several representative test days of GPS orbit data from the CODE and IGS archives, which are available at accuracies of about 3 cm (position) / 0.03 mm/s (velocity), and employing Bernese 5.2 and Napeos 3.3.1 software packages for the LEO orbit determination of the CHAMP, GRACE, and MetOp RO satellites, we achieved robust SI-traced LEO orbit uncertainty estimates of about 5 cm (position) / 0.05 mm/s (velocity) for the daily orbits, including estimates of systematic uncertainty bounds and of propagated random uncertainties. For COSMIC RO satellites, we found decreased accuracy estimates near 10-15 cm (position) / 0.1-0.15 mm/s (velocity), since the characteristics of the small COSMIC satellite platforms and antennas provide somewhat less favorable orbit determination conditions. We present the setup of how we (I) used the Bernese and Napeos package in mutual cross-check for this purpose, (II) integrated satellite laser-ranging validation of the estimated systematic uncertainty bounds, (III) expanded the Bernese 5.2 software for propagating random uncertainties from the GPS orbit data and LEO navigation tracking data input to the LEO data output. Preliminary excess phase results including propagated uncertainty estimates will also be shown. Except for disturbed space weather conditions, we expect a robust performance at millimeter level for the derived excess phases, which after large-scale processing of the RO data of many years can provide a new SI-traced fundamental climate data record.
Tolerance and UQ4SIM: Nimble Uncertainty Documentation and Analysis Software
NASA Technical Reports Server (NTRS)
Kleb, Bil
2008-01-01
Ultimately, scientific numerical models need quantified output uncertainties so that modeling can evolve to better match reality. Documenting model input uncertainties and variabilities is a necessary first step toward that goal. Without known input parameter uncertainties, model sensitivities are all one can determine, and without code verification, output uncertainties are simply not reliable. The basic premise of uncertainty markup is to craft a tolerance and tagging mini-language that offers a natural, unobtrusive presentation and does not depend on parsing each type of input file format. Each file is marked up with tolerances and optionally, associated tags that serve to label the parameters and their uncertainties. The evolution of such a language, often called a Domain Specific Language or DSL, is given in [1], but in final form it parallels tolerances specified on an engineering drawing, e.g., 1 +/- 0.5, 5 +/- 10%, 2 +/- 10 where % signifies percent and o signifies order of magnitude. Tags, necessary for error propagation, can be added by placing a quotation-mark-delimited tag after the tolerance, e.g., 0.7 +/- 20% 'T_effective'. In addition, tolerances might have different underlying distributions, e.g., Uniform, Normal, or Triangular, or the tolerances may merely be intervals due to lack of knowledge (uncertainty). Finally, to address pragmatic considerations such as older models that require specific number-field formats, C-style format specifiers can be appended to the tolerance like so, 1.35 +/- 10U_3.2f. As an example of use, consider figure 1, where a chemical reaction input file is has been marked up to include tolerances and tags per table 1. Not only does the technique provide a natural method of specifying tolerances, but it also servers as in situ documentation of model uncertainties. This tolerance language comes with a utility to strip the tolerances (and tags), to provide a path to the nominal model parameter file. And, as shown in [1], having the ability to quickly mark and identify model parameter uncertainties facilitates error propagation, which in turn yield output uncertainties.
A Monte Carlo simulation based inverse propagation method for stochastic model updating
NASA Astrophysics Data System (ADS)
Bao, Nuo; Wang, Chunjie
2015-08-01
This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.
NASA Astrophysics Data System (ADS)
Määttä, A.; Laine, M.; Tamminen, J.; Veefkind, J. P.
2013-09-01
We study uncertainty quantification in remote sensing of aerosols in the atmosphere with top of the atmosphere reflectance measurements from the nadir-viewing Ozone Monitoring Instrument (OMI). Focus is on the uncertainty in aerosol model selection of pre-calculated aerosol models and on the statistical modelling of the model inadequacies. The aim is to apply statistical methodologies that improve the uncertainty estimates of the aerosol optical thickness (AOT) retrieval by propagating model selection and model error related uncertainties more realistically. We utilise Bayesian model selection and model averaging methods for the model selection problem and use Gaussian processes to model the smooth systematic discrepancies from the modelled to observed reflectance. The systematic model error is learned from an ensemble of operational retrievals. The operational OMI multi-wavelength aerosol retrieval algorithm OMAERO is used for cloud free, over land pixels of the OMI instrument with the additional Bayesian model selection and model discrepancy techniques. The method is demonstrated with four examples with different aerosol properties: weakly absorbing aerosols, forest fires over Greece and Russia, and Sahara dessert dust. The presented statistical methodology is general; it is not restricted to this particular satellite retrieval application.
Translating Radiometric Requirements for Satellite Sensors to Match International Standards.
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
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
Application of data fusion modeling (DFM) to site characterization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Porter, D.W.; Gibbs, B.P.; Jones, W.F.
1996-01-01
Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less
Application of data fusion modeling (DFM) to site characterization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Porter, D.W.; Gibbs, B.P.; Jones, W.F.
1996-12-31
Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less
Uncertainty Propagation and the Fano Based Infromation Theoretic Method: A Radar Example
2015-02-01
Hogg, “Phase transitions and the search problem by, artificial intellience ”, (an Elsevier journal) volume 81, published in 1996, Pages 1- 15. [39] R...dispersion of the mean mutual information of the estimate is low enough to support the use of the linear approximation. M ut ua l In M uf or m at io n
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.
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
DSM for soil erosion risk in Scotland
NASA Astrophysics Data System (ADS)
Poggio, Laura; Gimona, Alessandro; McLeaod, Jim; Castellazzi, Marie; Baggio Compagnucci, Andrea; Irvine, Justin
2017-04-01
Soils play a crucial role in ecosystem functioning, and modelling its risk of degradation is fundamental, especially in the context of climate change. In this work we used continuous 3D soil information derived from digital soil mapping (DSM) approaches to map sediment erosion and deposition patterns due to rainfall. The test area covers the whole of mainland Scotland, excluding the Northern Islands. Soil profiles data were interpolated using a geo-statistical hybrid Generalised Additive Models method for a range of soil properties such as organic matter, texture, soil depth and peat presence. The same method was used to interpolate climatic data and management information. Remote sensing data were integrated in the process and land use data included. Information on grazing (sheep and deer) pressure was taken into account in the modelling. The uncertainty was accounted and propagated across the whole process. The Scottish test case highlights the differences in roles between mineral and organic soils with an assessment adapted to each of them. The results and intermediate steps were compared with available continental scale results. The results show the importance of the use of DSM approaches for modeling soils and ecosystem functions and assessing uncertainty propagation.
Myers, Casey A.; Laz, Peter J.; Shelburne, Kevin B.; Davidson, Bradley S.
2015-01-01
Uncertainty that arises from measurement error and parameter estimation can significantly affect the interpretation of musculoskeletal simulations; however, these effects are rarely addressed. The objective of this study was to develop an open-source probabilistic musculoskeletal modeling framework to assess how measurement error and parameter uncertainty propagate through a gait simulation. A baseline gait simulation was performed for a male subject using OpenSim for three stages: inverse kinematics, inverse dynamics, and muscle force prediction. A series of Monte Carlo simulations were performed that considered intrarater variability in marker placement, movement artifacts in each phase of gait, variability in body segment parameters, and variability in muscle parameters calculated from cadaveric investigations. Propagation of uncertainty was performed by also using the output distributions from one stage as input distributions to subsequent stages. Confidence bounds (5–95%) and sensitivity of outputs to model input parameters were calculated throughout the gait cycle. The combined impact of uncertainty resulted in mean bounds that ranged from 2.7° to 6.4° in joint kinematics, 2.7 to 8.1 N m in joint moments, and 35.8 to 130.8 N in muscle forces. The impact of movement artifact was 1.8 times larger than any other propagated source. Sensitivity to specific body segment parameters and muscle parameters were linked to where in the gait cycle they were calculated. We anticipate that through the increased use of probabilistic tools, researchers will better understand the strengths and limitations of their musculoskeletal simulations and more effectively use simulations to evaluate hypotheses and inform clinical decisions. PMID:25404535
Monte-Carlo-based uncertainty propagation with hierarchical models—a case study in dynamic torque
NASA Astrophysics Data System (ADS)
Klaus, Leonard; Eichstädt, Sascha
2018-04-01
For a dynamic calibration, a torque transducer is described by a mechanical model, and the corresponding model parameters are to be identified from measurement data. A measuring device for the primary calibration of dynamic torque, and a corresponding model-based calibration approach, have recently been developed at PTB. The complete mechanical model of the calibration set-up is very complex, and involves several calibration steps—making a straightforward implementation of a Monte Carlo uncertainty evaluation tedious. With this in mind, we here propose to separate the complete model into sub-models, with each sub-model being treated with individual experiments and analysis. The uncertainty evaluation for the overall model then has to combine the information from the sub-models in line with Supplement 2 of the Guide to the Expression of Uncertainty in Measurement. In this contribution, we demonstrate how to carry this out using the Monte Carlo method. The uncertainty evaluation involves various input quantities of different origin and the solution of a numerical optimisation problem.
Technique for measurement of characteristic impedance and propagation constant for porous materials
NASA Astrophysics Data System (ADS)
Jung, Ki Won; Atchley, Anthony A.
2005-09-01
Knowledge of acoustic properties such as characteristic impedance and complex propagation constant is useful to characterize the acoustic behaviors of porous materials. Song and Bolton's four-microphone method [J. Acoust. Soc. Am. 107, 1131-1152 (2000)] is one of the most widely employed techniques. In this method two microphones are used to determine the complex pressure amplitudes for each side of a sample. Muehleisen and Beamer [J. Acoust. Soc. Am. 117, 536-544 (2005)] improved upon a four-microphone method by interchanging microphones to reduce errors due to uncertainties in microphone response. In this paper, a multiple microphone technique is investigated to reconstruct the pressure field inside an impedance tube. Measurements of the acoustic properties of a material having square cross-section pores is used to check the validity of the technique. The values of characteristic impedance and complex propagation constant extracted from the reconstruction agree well with predicted values. Furthermore, this technique is used in investigating the acoustic properties of reticulated vitreous carbon (RVC) in the range of 250-1100 Hz.
The importance of hydrological uncertainty assessment methods in climate change impact studies
NASA Astrophysics Data System (ADS)
Honti, M.; Scheidegger, A.; Stamm, C.
2014-08-01
Climate change impact assessments have become more and more popular in hydrology since the middle 1980s with a recent boost after the publication of the IPCC AR4 report. From hundreds of impact studies a quasi-standard methodology has emerged, to a large extent shaped by the growing public demand for predicting how water resources management or flood protection should change in the coming decades. The "standard" workflow relies on a model cascade from global circulation model (GCM) predictions for selected IPCC scenarios to future catchment hydrology. Uncertainty is present at each level and propagates through the model cascade. There is an emerging consensus between many studies on the relative importance of the different uncertainty sources. The prevailing perception is that GCM uncertainty dominates hydrological impact studies. Our hypothesis was that the relative importance of climatic and hydrologic uncertainty is (among other factors) heavily influenced by the uncertainty assessment method. To test this we carried out a climate change impact assessment and estimated the relative importance of the uncertainty sources. The study was performed on two small catchments in the Swiss Plateau with a lumped conceptual rainfall runoff model. In the climatic part we applied the standard ensemble approach to quantify uncertainty but in hydrology we used formal Bayesian uncertainty assessment with two different likelihood functions. One was a time series error model that was able to deal with the complicated statistical properties of hydrological model residuals. The second was an approximate likelihood function for the flow quantiles. The results showed that the expected climatic impact on flow quantiles was small compared to prediction uncertainty. The choice of uncertainty assessment method actually determined what sources of uncertainty could be identified at all. This demonstrated that one could arrive at rather different conclusions about the causes behind predictive uncertainty for the same hydrological model and calibration data when considering different objective functions for calibration.
First Order Reliability Application and Verification Methods for Semistatic Structures
NASA Technical Reports Server (NTRS)
Verderaime, Vincent
1994-01-01
Escalating risks of aerostructures stimulated by increasing size, complexity, and cost should no longer be ignored by conventional deterministic safety design methods. The deterministic pass-fail concept is incompatible with probability and risk assessments, its stress audits are shown to be arbitrary and incomplete, and it compromises high strength materials performance. A reliability method is proposed which combines first order reliability principles with deterministic design variables and conventional test technique to surmount current deterministic stress design and audit deficiencies. Accumulative and propagation design uncertainty errors are defined and appropriately implemented into the classical safety index expression. The application is reduced to solving for a factor that satisfies the specified reliability and compensates for uncertainty errors, and then using this factor as, and instead of, the conventional safety factor in stress analyses. The resulting method is consistent with current analytical skills and verification practices, the culture of most designers, and with the pace of semistatic structural designs.
Mesa-Frias, Marco; Chalabi, Zaid; Foss, Anna M
2014-01-01
Quantitative health impact assessment (HIA) is increasingly being used to assess the health impacts attributable to an environmental policy or intervention. As a consequence, there is a need to assess uncertainties in the assessments because of the uncertainty in the HIA models. In this paper, a framework is developed to quantify the uncertainty in the health impacts of environmental interventions and is applied to evaluate the impacts of poor housing ventilation. The paper describes the development of the framework through three steps: (i) selecting the relevant exposure metric and quantifying the evidence of potential health effects of the exposure; (ii) estimating the size of the population affected by the exposure and selecting the associated outcome measure; (iii) quantifying the health impact and its uncertainty. The framework introduces a novel application for the propagation of uncertainty in HIA, based on fuzzy set theory. Fuzzy sets are used to propagate parametric uncertainty in a non-probabilistic space and are applied to calculate the uncertainty in the morbidity burdens associated with three indoor ventilation exposure scenarios: poor, fair and adequate. The case-study example demonstrates how the framework can be used in practice, to quantify the uncertainty in health impact assessment where there is insufficient information to carry out a probabilistic uncertainty analysis. © 2013.
NASA Astrophysics Data System (ADS)
Arnaud, Patrick; Cantet, Philippe; Odry, Jean
2017-11-01
Flood frequency analyses (FFAs) are needed for flood risk management. Many methods exist ranging from classical purely statistical approaches to more complex approaches based on process simulation. The results of these methods are associated with uncertainties that are sometimes difficult to estimate due to the complexity of the approaches or the number of parameters, especially for process simulation. This is the case of the simulation-based FFA approach called SHYREG presented in this paper, in which a rainfall generator is coupled with a simple rainfall-runoff model in an attempt to estimate the uncertainties due to the estimation of the seven parameters needed to estimate flood frequencies. The six parameters of the rainfall generator are mean values, so their theoretical distribution is known and can be used to estimate the generator uncertainties. In contrast, the theoretical distribution of the single hydrological model parameter is unknown; consequently, a bootstrap method is applied to estimate the calibration uncertainties. The propagation of uncertainty from the rainfall generator to the hydrological model is also taken into account. This method is applied to 1112 basins throughout France. Uncertainties coming from the SHYREG method and from purely statistical approaches are compared, and the results are discussed according to the length of the recorded observations, basin size and basin location. Uncertainties of the SHYREG method decrease as the basin size increases or as the length of the recorded flow increases. Moreover, the results show that the confidence intervals of the SHYREG method are relatively small despite the complexity of the method and the number of parameters (seven). This is due to the stability of the parameters and takes into account the dependence of uncertainties due to the rainfall model and the hydrological calibration. Indeed, the uncertainties on the flow quantiles are on the same order of magnitude as those associated with the use of a statistical law with two parameters (here generalised extreme value Type I distribution) and clearly lower than those associated with the use of a three-parameter law (here generalised extreme value Type II distribution). For extreme flood quantiles, the uncertainties are mostly due to the rainfall generator because of the progressive saturation of the hydrological model.
Ronald E. McRoberts
2005-01-01
Uncertainty in model-based predictions of individual tree diameter growth is attributed to three sources: measurement error for predictor variables, residual variability around model predictions, and uncertainty in model parameter estimates. Monte Carlo simulations are used to propagate the uncertainty from the three sources through a set of diameter growth models to...
NASA Technical Reports Server (NTRS)
Karakoylu, E.; Franz, B.
2016-01-01
First attempt at quantifying uncertainties in ocean remote sensing reflectance satellite measurements. Based on 1000 iterations of Monte Carlo. Data source is a SeaWiFS 4-day composite, 2003. The uncertainty is for remote sensing reflectance (Rrs) at 443 nm.
International Instrumentation Symposium, 38th, Las Vegas, NV, Apr. 26-30, 1992, Proceedings
NASA Astrophysics Data System (ADS)
The present volume on aerospace instrumentation discusses computer applications, blast and shock, implementation of the Clean Air Act amendments, and thermal systems. Attention is given to measurement uncertainty/flow measurement, data acquisition and processing, force/acceleration/motion measurements, and hypersonics/reentry vehicle systems. Topics addressed include wind tunnels, real time systems, and pressure effects. Also discussed are a distributed data and control system for space simulation and thermal testing a stepwise shockwave velocity determinator, computer tracking and decision making, the use of silicon diodes for detecting the liquid-vapor interface in hydrogen, and practical methods for analysis of uncertainty propagation.
Prioritizing Chemicals and Data Requirements for Screening-Level Exposure and Risk Assessment
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
NASA Astrophysics Data System (ADS)
Coquelin, L.; Le Brusquet, L.; Fischer, N.; Gensdarmes, F.; Motzkus, C.; Mace, T.; Fleury, G.
2018-05-01
A scanning mobility particle sizer (SMPS) is a high resolution nanoparticle sizing system that is widely used as the standard method to measure airborne particle size distributions (PSD) in the size range 1 nm–1 μm. This paper addresses the problem to assess the uncertainty associated with PSD when a differential mobility analyzer (DMA) operates under scanning mode. The sources of uncertainty are described and then modeled either through experiments or knowledge extracted from the literature. Special care is brought to model the physics and to account for competing theories. Indeed, it appears that the modeling errors resulting from approximations of the physics can largely affect the final estimate of this indirect measurement, especially for quantities that are not measured during day-to-day experiments. The Monte Carlo method is used to compute the uncertainty associated with PSD. The method is tested against real data sets that are monosize polystyrene latex spheres (PSL) with nominal diameters of 100 nm, 200 nm and 450 nm. The median diameters and associated standard uncertainty of the aerosol particles are estimated as 101.22 nm ± 0.18 nm, 204.39 nm ± 1.71 nm and 443.87 nm ± 1.52 nm with the new approach. Other statistical parameters, such as the mean diameter, the mode and the geometric mean and associated standard uncertainty, are also computed. These results are then compared with the results obtained by SMPS embedded software.
Scott, Sarah N.; Dodd, Amanda B.; Larsen, Marvin E.; ...
2014-12-09
In this study, polymer foam encapsulants provide mechanical, electrical, and thermal isolation in engineered systems. It can be advantageous to surround objects of interest, such as electronics, with foams in a hermetically sealed container in order to protect them from hostile environments or from accidents such as fire. In fire environments, gas pressure from thermal decomposition of foams can cause mechanical failure of sealed systems. In this work, a detailed uncertainty quantification study of polymeric methylene diisocyanate (PMDI)-polyether-polyol based polyurethane foam is presented and compared to experimental results to assess the validity of a 3-D finite element model of themore » heat transfer and degradation processes. In this series of experiments, 320 kg/m 3 PMDI foam in a 0.2 L sealed steel container is heated to 1,073 K at a rate of 150 K/min. The experiment ends when the can breaches due to the buildup of pressure. The temperature at key location is monitored as well as the internal pressure of the can. Both experimental uncertainty and computational uncertainty are examined and compared. The mean value method (MV) and Latin hypercube sampling (LHS) approach are used to propagate the uncertainty through the model. The results of the both the MV method and the LHS approach show that while the model generally can predict the temperature at given locations in the system, it is less successful at predicting the pressure response. Also, these two approaches for propagating uncertainty agree with each other, the importance of each input parameter on the simulation results is also investigated, showing that for the temperature response the conductivity of the steel container and the effective conductivity of the foam, are the most important parameters. For the pressure response, the activation energy, effective conductivity, and specific heat are most important. The comparison to experiments and the identification of the drivers of uncertainty allow for targeted development of the computational model and for definition of the experiments necessary to improve accuracy.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Scott, Sarah N.; Dodd, Amanda B.; Larsen, Marvin E.
In this study, polymer foam encapsulants provide mechanical, electrical, and thermal isolation in engineered systems. It can be advantageous to surround objects of interest, such as electronics, with foams in a hermetically sealed container in order to protect them from hostile environments or from accidents such as fire. In fire environments, gas pressure from thermal decomposition of foams can cause mechanical failure of sealed systems. In this work, a detailed uncertainty quantification study of polymeric methylene diisocyanate (PMDI)-polyether-polyol based polyurethane foam is presented and compared to experimental results to assess the validity of a 3-D finite element model of themore » heat transfer and degradation processes. In this series of experiments, 320 kg/m 3 PMDI foam in a 0.2 L sealed steel container is heated to 1,073 K at a rate of 150 K/min. The experiment ends when the can breaches due to the buildup of pressure. The temperature at key location is monitored as well as the internal pressure of the can. Both experimental uncertainty and computational uncertainty are examined and compared. The mean value method (MV) and Latin hypercube sampling (LHS) approach are used to propagate the uncertainty through the model. The results of the both the MV method and the LHS approach show that while the model generally can predict the temperature at given locations in the system, it is less successful at predicting the pressure response. Also, these two approaches for propagating uncertainty agree with each other, the importance of each input parameter on the simulation results is also investigated, showing that for the temperature response the conductivity of the steel container and the effective conductivity of the foam, are the most important parameters. For the pressure response, the activation energy, effective conductivity, and specific heat are most important. The comparison to experiments and the identification of the drivers of uncertainty allow for targeted development of the computational model and for definition of the experiments necessary to improve accuracy.« less
PPPC 4 DM ID: a poor particle physicist cookbook for dark matter indirect detection
NASA Astrophysics Data System (ADS)
Cirelli, Marco; Corcella, Gennaro; Hektor, Andi; Hütsi, Gert; Kadastik, Mario; Panci, Paolo; Raidal, Martti; Sala, Filippo; Strumia, Alessandro
2011-03-01
We provide ingredients and recipes for computing signals of TeV-scale Dark Matter annihilations and decays in the Galaxy and beyond. For each DM channel, we present the energy spectra of at production, computed by high-statistics simulations. We estimate the Monte Carlo uncertainty by comparing the results yielded by the Pythia and Herwig event generators. We then provide the propagation functions for charged particles in the Galaxy, for several DM distribution profiles and sets of propagation parameters. Propagation of e± is performed with an improved semi-analytic method that takes into account position-dependent energy losses in the Milky Way. Using such propagation functions, we compute the energy spectra of e±,bar p and bar d at the location of the Earth. We then present the gamma ray fluxes, both from prompt emission and from Inverse Compton scattering in the galactic halo. Finally, we provide the spectra of extragalactic gamma rays. All results are available in numerical form and ready to be consumed.
Fatigue damage prognosis using affine arithmetic
NASA Astrophysics Data System (ADS)
Gbaguidi, Audrey; Kim, Daewon
2014-02-01
Among the essential steps to be taken in structural health monitoring systems, damage prognosis would be the field that is least investigated due to the complexity of the uncertainties. This paper presents the possibility of using Affine Arithmetic for uncertainty propagation of crack damage in damage prognosis. The structures examined are thin rectangular plates made of titanium alloys with central mode I cracks and a composite plate with an internal delamination caused by mixed mode I and II fracture modes, under a harmonic uniaxial loading condition. The model-based method for crack growth rates are considered using the Paris Erdogan law model for the isotropic plates and the delamination growth law model proposed by Kardomateas for the composite plate. The parameters for both models are randomly taken and their uncertainties are considered as defined by an interval instead of a probability distribution. A Monte Carlo method is also applied to check whether Affine Arithmetic (AA) leads to tight bounds on the lifetime of the structure.
Wang, Yi-Ya; Zhan, Xiu-Chun
2014-04-01
Evaluating uncertainty of analytical results with 165 geological samples by polarized dispersive X-ray fluorescence spectrometry (P-EDXRF) has been reported according to the internationally accepted guidelines. One hundred sixty five pressed pellets of similar matrix geological samples with reliable values were analyzed by P-EDXRF. These samples were divided into several different concentration sections in the concentration ranges of every component. The relative uncertainties caused by precision and accuracy of 27 components were evaluated respectively. For one element in one concentration, the relative uncertainty caused by precision can be calculated according to the average value of relative standard deviation with different concentration level in one concentration section, n = 6 stands for the 6 results of one concentration level. The relative uncertainty caused by accuracy in one concentration section can be evaluated by the relative standard deviation of relative deviation with different concentration level in one concentration section. According to the error propagation theory, combining the precision uncertainty and the accuracy uncertainty into a global uncertainty, this global uncertainty acted as method uncertainty. This model of evaluating uncertainty can solve a series of difficult questions in the process of evaluating uncertainty, such as uncertainties caused by complex matrix of geological samples, calibration procedure, standard samples, unknown samples, matrix correction, overlap correction, sample preparation, instrument condition and mathematics model. The uncertainty of analytical results in this method can act as the uncertainty of the results of the similar matrix unknown sample in one concentration section. This evaluation model is a basic statistical method owning the practical application value, which can provide a strong base for the building of model of the following uncertainty evaluation function. However, this model used a lot of samples which cannot simply be applied to other types of samples with different matrix samples. The number of samples is too large to adapt to other type's samples. We will strive for using this study as a basis to establish a reasonable basis of mathematical statistics function mode to be applied to different types of samples.
MODIS land cover uncertainty in regional climate simulations
NASA Astrophysics Data System (ADS)
Li, Xue; Messina, Joseph P.; Moore, Nathan J.; Fan, Peilei; Shortridge, Ashton M.
2017-12-01
MODIS land cover datasets are used extensively across the climate modeling community, but inherent uncertainties and associated propagating impacts are rarely discussed. This paper modeled uncertainties embedded within the annual MODIS Land Cover Type (MCD12Q1) products and propagated these uncertainties through the Regional Atmospheric Modeling System (RAMS). First, land cover uncertainties were modeled using pixel-based trajectory analyses from a time series of MCD12Q1 for Urumqi, China. Second, alternative land cover maps were produced based on these categorical uncertainties and passed into RAMS. Finally, simulations from RAMS were analyzed temporally and spatially to reveal impacts. Our study found that MCD12Q1 struggles to discriminate between grasslands and croplands or grasslands and barren in this study area. Such categorical uncertainties have significant impacts on regional climate model outputs. All climate variables examined demonstrated impact across the various regions, with latent heat flux affected most with a magnitude of 4.32 W/m2 in domain average. Impacted areas were spatially connected to locations of greater land cover uncertainty. Both biophysical characteristics and soil moisture settings in regard to land cover types contribute to the variations among simulations. These results indicate that formal land cover uncertainty analysis should be included in MCD12Q1-fed climate modeling as a routine procedure.
Uncertainty Propagation for Terrestrial Mobile Laser Scanner
NASA Astrophysics Data System (ADS)
Mezian, c.; Vallet, Bruno; Soheilian, Bahman; Paparoditis, Nicolas
2016-06-01
Laser scanners are used more and more in mobile mapping systems. They provide 3D point clouds that are used for object reconstruction and registration of the system. For both of those applications, uncertainty analysis of 3D points is of great interest but rarely investigated in the literature. In this paper we present a complete pipeline that takes into account all the sources of uncertainties and allows to compute a covariance matrix per 3D point. The sources of uncertainties are laser scanner, calibration of the scanner in relation to the vehicle and direct georeferencing system. We suppose that all the uncertainties follow the Gaussian law. The variances of the laser scanner measurements (two angles and one distance) are usually evaluated by the constructors. This is also the case for integrated direct georeferencing devices. Residuals of the calibration process were used to estimate the covariance matrix of the 6D transformation between scanner laser and the vehicle system. Knowing the variances of all sources of uncertainties, we applied uncertainty propagation technique to compute the variance-covariance matrix of every obtained 3D point. Such an uncertainty analysis enables to estimate the impact of different laser scanners and georeferencing devices on the quality of obtained 3D points. The obtained uncertainty values were illustrated using error ellipsoids on different datasets.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Larson, N.M.
1984-02-01
This report describes a computer code (ALEX) developed to assist in AnaLysis of EXperimental data at the Oak Ridge Electron Linear Accelerator (ORELA). Reduction of data from raw numbers (counts per channel) to physically meaningful quantities (such as cross sections) is in itself a complicated procedure; propagation of experimental uncertainties through that reduction procedure has in the past been viewed as even more difficult - if not impossible. The purpose of the code ALEX is to correctly propagate all experimental uncertainties through the entire reduction procedure, yielding the complete covariance matrix for the reduced data, while requiring little additional inputmore » from the eperimentalist beyond that which is required for the data reduction itself. This report describes ALEX in detail, with special attention given to the case of transmission measurements (the code itself is applicable, with few changes, to any type of data). Application to the natural iron measurements of D.C. Larson et al. is described in some detail.« less
Development of probabilistic internal dosimetry computer code
NASA Astrophysics Data System (ADS)
Noh, Siwan; Kwon, Tae-Eun; Lee, Jai-Ki
2017-02-01
Internal radiation dose assessment involves biokinetic models, the corresponding parameters, measured data, and many assumptions. Every component considered in the internal dose assessment has its own uncertainty, which is propagated in the intake activity and internal dose estimates. For research or scientific purposes, and for retrospective dose reconstruction for accident scenarios occurring in workplaces having a large quantity of unsealed radionuclides, such as nuclear power plants, nuclear fuel cycle facilities, and facilities in which nuclear medicine is practiced, a quantitative uncertainty assessment of the internal dose is often required. However, no calculation tools or computer codes that incorporate all the relevant processes and their corresponding uncertainties, i.e., from the measured data to the committed dose, are available. Thus, the objective of the present study is to develop an integrated probabilistic internal-dose-assessment computer code. First, the uncertainty components in internal dosimetry are identified, and quantitative uncertainty data are collected. Then, an uncertainty database is established for each component. In order to propagate these uncertainties in an internal dose assessment, a probabilistic internal-dose-assessment system that employs the Bayesian and Monte Carlo methods. Based on the developed system, we developed a probabilistic internal-dose-assessment code by using MATLAB so as to estimate the dose distributions from the measured data with uncertainty. Using the developed code, we calculated the internal dose distribution and statistical values ( e.g. the 2.5th, 5th, median, 95th, and 97.5th percentiles) for three sample scenarios. On the basis of the distributions, we performed a sensitivity analysis to determine the influence of each component on the resulting dose in order to identify the major component of the uncertainty in a bioassay. The results of this study can be applied to various situations. In cases of severe internal exposure, the causation probability of a deterministic health effect can be derived from the dose distribution, and a high statistical value ( e.g., the 95th percentile of the distribution) can be used to determine the appropriate intervention. The distribution-based sensitivity analysis can also be used to quantify the contribution of each factor to the dose uncertainty, which is essential information for reducing and optimizing the uncertainty in the internal dose assessment. Therefore, the present study can contribute to retrospective dose assessment for accidental internal exposure scenarios, as well as to internal dose monitoring optimization and uncertainty reduction.
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
Invited Article: Concepts and tools for the evaluation of measurement uncertainty
NASA Astrophysics Data System (ADS)
Possolo, Antonio; Iyer, Hari K.
2017-01-01
Measurements involve comparisons of measured values with reference values traceable to measurement standards and are made to support decision-making. While the conventional definition of measurement focuses on quantitative properties (including ordinal properties), we adopt a broader view and entertain the possibility of regarding qualitative properties also as legitimate targets for measurement. A measurement result comprises the following: (i) a value that has been assigned to a property based on information derived from an experiment or computation, possibly also including information derived from other sources, and (ii) a characterization of the margin of doubt that remains about the true value of the property after taking that information into account. Measurement uncertainty is this margin of doubt, and it can be characterized by a probability distribution on the set of possible values of the property of interest. Mathematical or statistical models enable the quantification of measurement uncertainty and underlie the varied collection of methods available for uncertainty evaluation. Some of these methods have been in use for over a century (for example, as introduced by Gauss for the combination of mutually inconsistent observations or for the propagation of "errors"), while others are of fairly recent vintage (for example, Monte Carlo methods including those that involve Markov Chain Monte Carlo sampling). This contribution reviews the concepts, models, methods, and computations that are commonly used for the evaluation of measurement uncertainty, and illustrates their application in realistic examples drawn from multiple areas of science and technology, aiming to serve as a general, widely accessible reference.
NASA Astrophysics Data System (ADS)
Steinschneider, S.; Wi, S.; Brown, C. M.
2013-12-01
Flood risk management performance is investigated within the context of integrated climate and hydrologic modeling uncertainty to explore system robustness. The research question investigated is whether structural and hydrologic parameterization uncertainties are significant relative to other uncertainties such as climate change when considering water resources system performance. Two hydrologic models are considered, a conceptual, lumped parameter model that preserves the water balance and a physically-based model that preserves both water and energy balances. In the conceptual model, parameter and structural uncertainties are quantified and propagated through the analysis using a Bayesian modeling framework with an innovative error model. Mean climate changes and internal climate variability are explored using an ensemble of simulations from a stochastic weather generator. The approach presented can be used to quantify the sensitivity of flood protection adequacy to different sources of uncertainty in the climate and hydrologic system, enabling the identification of robust projects that maintain adequate performance despite the uncertainties. The method is demonstrated in a case study for the Coralville Reservoir on the Iowa River, where increased flooding over the past several decades has raised questions about potential impacts of climate change on flood protection adequacy.
Comparison of two on-orbit attitude sensor alignment methods
NASA Technical Reports Server (NTRS)
Krack, Kenneth; Lambertson, Michael; Markley, F. Landis
1990-01-01
Compared here are two methods of on-orbit alignment of vector attitude sensors. The first method uses the angular difference between simultaneous measurements from two or more sensors. These angles are compared to the angular differences between the respective reference positions of the sensed objects. The alignments of the sensors are adjusted to minimize the difference between the two sets of angles. In the second method, the sensor alignment is part of a state vector that includes the attitude. The alignments are adjusted along with the attitude to minimize all observation residuals. It is shown that the latter method can result in much less alignment uncertainty when gyroscopes are used for attitude propagation during the alignment estimation. The additional information for this increased accuracy comes from knowledge of relative attitude obtained from the spacecraft gyroscopes. The theoretical calculations of this difference in accuracy are presented. Also presented are numerical estimates of the alignment uncertainties of the fixed-head star trackers on the Extreme Ultraviolet Explorer spacecraft using both methods.
NASA Astrophysics Data System (ADS)
Tripathy, Rohit; Bilionis, Ilias; Gonzalez, Marcial
2016-09-01
Uncertainty quantification (UQ) tasks, such as model calibration, uncertainty propagation, and optimization under uncertainty, typically require several thousand evaluations of the underlying computer codes. To cope with the cost of simulations, one replaces the real response surface with a cheap surrogate based, e.g., on polynomial chaos expansions, neural networks, support vector machines, or Gaussian processes (GP). However, the number of simulations required to learn a generic multivariate response grows exponentially as the input dimension increases. This curse of dimensionality can only be addressed, if the response exhibits some special structure that can be discovered and exploited. A wide range of physical responses exhibit a special structure known as an active subspace (AS). An AS is a linear manifold of the stochastic space characterized by maximal response variation. The idea is that one should first identify this low dimensional manifold, project the high-dimensional input onto it, and then link the projection to the output. If the dimensionality of the AS is low enough, then learning the link function is a much easier problem than the original problem of learning a high-dimensional function. The classic approach to discovering the AS requires gradient information, a fact that severely limits its applicability. Furthermore, and partly because of its reliance to gradients, it is not able to handle noisy observations. The latter is an essential trait if one wants to be able to propagate uncertainty through stochastic simulators, e.g., through molecular dynamics codes. In this work, we develop a probabilistic version of AS which is gradient-free and robust to observational noise. Our approach relies on a novel Gaussian process regression with built-in dimensionality reduction. In particular, the AS is represented as an orthogonal projection matrix that serves as yet another covariance function hyper-parameter to be estimated from the data. To train the model, we design a two-step maximum likelihood optimization procedure that ensures the orthogonality of the projection matrix by exploiting recent results on the Stiefel manifold, i.e., the manifold of matrices with orthogonal columns. The additional benefit of our probabilistic formulation, is that it allows us to select the dimensionality of the AS via the Bayesian information criterion. We validate our approach by showing that it can discover the right AS in synthetic examples without gradient information using both noiseless and noisy observations. We demonstrate that our method is able to discover the same AS as the classical approach in a challenging one-hundred-dimensional problem involving an elliptic stochastic partial differential equation with random conductivity. Finally, we use our approach to study the effect of geometric and material uncertainties in the propagation of solitary waves in a one dimensional granular system.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tripathy, Rohit, E-mail: rtripath@purdue.edu; Bilionis, Ilias, E-mail: ibilion@purdue.edu; Gonzalez, Marcial, E-mail: marcial-gonzalez@purdue.edu
2016-09-15
Uncertainty quantification (UQ) tasks, such as model calibration, uncertainty propagation, and optimization under uncertainty, typically require several thousand evaluations of the underlying computer codes. To cope with the cost of simulations, one replaces the real response surface with a cheap surrogate based, e.g., on polynomial chaos expansions, neural networks, support vector machines, or Gaussian processes (GP). However, the number of simulations required to learn a generic multivariate response grows exponentially as the input dimension increases. This curse of dimensionality can only be addressed, if the response exhibits some special structure that can be discovered and exploited. A wide range ofmore » physical responses exhibit a special structure known as an active subspace (AS). An AS is a linear manifold of the stochastic space characterized by maximal response variation. The idea is that one should first identify this low dimensional manifold, project the high-dimensional input onto it, and then link the projection to the output. If the dimensionality of the AS is low enough, then learning the link function is a much easier problem than the original problem of learning a high-dimensional function. The classic approach to discovering the AS requires gradient information, a fact that severely limits its applicability. Furthermore, and partly because of its reliance to gradients, it is not able to handle noisy observations. The latter is an essential trait if one wants to be able to propagate uncertainty through stochastic simulators, e.g., through molecular dynamics codes. In this work, we develop a probabilistic version of AS which is gradient-free and robust to observational noise. Our approach relies on a novel Gaussian process regression with built-in dimensionality reduction. In particular, the AS is represented as an orthogonal projection matrix that serves as yet another covariance function hyper-parameter to be estimated from the data. To train the model, we design a two-step maximum likelihood optimization procedure that ensures the orthogonality of the projection matrix by exploiting recent results on the Stiefel manifold, i.e., the manifold of matrices with orthogonal columns. The additional benefit of our probabilistic formulation, is that it allows us to select the dimensionality of the AS via the Bayesian information criterion. We validate our approach by showing that it can discover the right AS in synthetic examples without gradient information using both noiseless and noisy observations. We demonstrate that our method is able to discover the same AS as the classical approach in a challenging one-hundred-dimensional problem involving an elliptic stochastic partial differential equation with random conductivity. Finally, we use our approach to study the effect of geometric and material uncertainties in the propagation of solitary waves in a one dimensional granular system.« less
Measuring the Gas Constant "R": Propagation of Uncertainty and Statistics
ERIC Educational Resources Information Center
Olsen, Robert J.; Sattar, Simeen
2013-01-01
Determining the gas constant "R" by measuring the properties of hydrogen gas collected in a gas buret is well suited for comparing two approaches to uncertainty analysis using a single data set. The brevity of the experiment permits multiple determinations, allowing for statistical evaluation of the standard uncertainty u[subscript…
Uncertainty Quantification in Multi-Scale Coronary Simulations Using Multi-resolution Expansion
NASA Astrophysics Data System (ADS)
Tran, Justin; Schiavazzi, Daniele; Ramachandra, Abhay; Kahn, Andrew; Marsden, Alison
2016-11-01
Computational simulations of coronary flow can provide non-invasive information on hemodynamics that can aid in surgical planning and research on disease propagation. In this study, patient-specific geometries of the aorta and coronary arteries are constructed from CT imaging data and finite element flow simulations are carried out using the open source software SimVascular. Lumped parameter networks (LPN), consisting of circuit representations of vascular hemodynamics and coronary physiology, are used as coupled boundary conditions for the solver. The outputs of these simulations depend on a set of clinically-derived input parameters that define the geometry and boundary conditions, however their values are subjected to uncertainty. We quantify the effects of uncertainty from two sources: uncertainty in the material properties of the vessel wall and uncertainty in the lumped parameter models whose values are estimated by assimilating patient-specific clinical and literature data. We use a generalized multi-resolution chaos approach to propagate the uncertainty. The advantages of this approach lies in its ability to support inputs sampled from arbitrary distributions and its built-in adaptivity that efficiently approximates stochastic responses characterized by steep gradients.
NASA Technical Reports Server (NTRS)
West, Thomas K., IV; Reuter, Bryan W.; Walker, Eric L.; Kleb, Bil; Park, Michael A.
2014-01-01
The primary objective of this work was to develop and demonstrate a process for accurate and efficient uncertainty quantification and certification prediction of low-boom, supersonic, transport aircraft. High-fidelity computational fluid dynamics models of multiple low-boom configurations were investigated including the Lockheed Martin SEEB-ALR body of revolution, the NASA 69 Delta Wing, and the Lockheed Martin 1021-01 configuration. A nonintrusive polynomial chaos surrogate modeling approach was used for reduced computational cost of propagating mixed, inherent (aleatory) and model-form (epistemic) uncertainty from both the computation fluid dynamics model and the near-field to ground level propagation model. A methodology has also been introduced to quantify the plausibility of a design to pass a certification under uncertainty. Results of this study include the analysis of each of the three configurations of interest under inviscid and fully turbulent flow assumptions. A comparison of the uncertainty outputs and sensitivity analyses between the configurations is also given. The results of this study illustrate the flexibility and robustness of the developed framework as a tool for uncertainty quantification and certification prediction of low-boom, supersonic aircraft.
Lee, ZhongPing; Arnone, Robert; Hu, Chuanmin; Werdell, P Jeremy; Lubac, Bertrand
2010-01-20
Following the theory of error propagation, we developed analytical functions to illustrate and evaluate the uncertainties of inherent optical properties (IOPs) derived by the quasi-analytical algorithm (QAA). In particular, we evaluated the effects of uncertainties of these optical parameters on the inverted IOPs: the absorption coefficient at the reference wavelength, the extrapolation of particle backscattering coefficient, and the spectral ratios of absorption coefficients of phytoplankton and detritus/gelbstoff, respectively. With a systematically simulated data set (46,200 points), we found that the relative uncertainty of QAA-derived total absorption coefficients in the blue-green wavelengths is generally within +/-10% for oceanic waters. The results of this study not only establish theoretical bases to evaluate and understand the effects of the various variables on IOPs derived from remote-sensing reflectance, but also lay the groundwork to analytically estimate uncertainties of these IOPs for each pixel. These are required and important steps for the generation of quality maps of IOP products derived from satellite ocean color remote sensing.
NASA Astrophysics Data System (ADS)
Regazzoni, C.; Payraudeau, S.
2012-04-01
Runoff and associated erosion represent a primary mode of mobilization and transfer of pesticides from agricultural lands to watercourses and groundwater. The pesticides toxicity is potentially higher at the headwater catchment scale. These catchments are usually ungauged and characterized by temporary streams. Several mitigation strategies and management practices are currently used to mitigate the pesticides mixtures in agro-ecosystems. Among those practices, Stormwater Wetlands (SW) could be implemented to store surface runoff and to mitigate pesticides loads. The implementation of New Potential Stormwater Wetlands (NPSW) requires a diagnosis of intermittent runoff at the headwater catchment scale. The main difficulty to perform this diagnosis at the headwater catchment scale is to spatially characterize with enough accuracy the landscape components. Indeed, fields and field margins enhance or decrease the runoff and determine the pathways of hortonian overland flow. Land use, soil and Digital Elevation Model databases are systematically used. The question of the respective weight of each of these databases on the uncertainty of the diagnostic results is rarely analyzed at the headwater catchment scale. Therefore, this work focused (i) on the uncertainties of each of these databases and their propagation on the hortonian overland flow modelling, (ii) the methods to improve the accuracy of each database, (iii) the propagation of the databases uncertainties on intermittent runoff modelling and (iv) the impact of modelling cell size on the diagnosis. The model developed was a raster approach of the SCS-CN method integrating re-infiltration processes. The uncertainty propagation was analyzed on the Briançon vineyard catchment (Gard, France, 1400 ha). Based on this study site, the results showed that the geographic and thematic accuracies of regional soil database (1:250 000) were insufficient to correctly simulate the hortonian overland flow. These results have to be weighted according to the soil heterogeneity. Conversely, the regional land use (1:50 000) provided an acceptable diagnostic when combining with accurate soil database (1:15 000). Moreover, the regional land use quality can be improved by integrating road and river networks usually available at the national scale. Finally, a 5 m modelling cell size appeared as an optimum to correctly describe the landscape components and to assess the hortonian overland flow. A wrong assessment of the hortonian overland flow leads to a misinterpretation of the results and affects effective decision-making, e.g. the number and the location of the NSPW. This uncertainty analysis and the improvement methods developed on this study site can be adapted on other headwater catchments characterized by intermittent surface runoff.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pramanik, Souvik, E-mail: souvick.in@gmail.com; Moussa, Mohamed, E-mail: mohamed.ibrahim@fsc.bu.edu.eg; Faizal, Mir, E-mail: f2mir@uwaterloo.ca
In this paper, the deformation of the Heisenberg algebra, consistent with both the generalized uncertainty principle and doubly special relativity, has been analyzed. It has been observed that, though this algebra can give rise to fractional derivative terms in the corresponding quantum mechanical Hamiltonian, a formal meaning can be given to them by using the theory of harmonic extensions of function. Depending on this argument, the expression of the propagator of the path integral corresponding to the deformed Heisenberg algebra, has been obtained. In particular, the consistent expression of the one dimensional free particle propagator has been evaluated explicitly. Withmore » this propagator in hand, it has been shown that, even in free particle case, normal generalized uncertainty principle and doubly special relativity show very much different result.« less
Propagation of the velocity model uncertainties to the seismic event location
NASA Astrophysics Data System (ADS)
Gesret, A.; Desassis, N.; Noble, M.; Romary, T.; Maisons, C.
2015-01-01
Earthquake hypocentre locations are crucial in many domains of application (academic and industrial) as seismic event location maps are commonly used to delineate faults or fractures. The interpretation of these maps depends on location accuracy and on the reliability of the associated uncertainties. The largest contribution to location and uncertainty errors is due to the fact that the velocity model errors are usually not correctly taken into account. We propose a new Bayesian formulation that integrates properly the knowledge on the velocity model into the formulation of the probabilistic earthquake location. In this work, the velocity model uncertainties are first estimated with a Bayesian tomography of active shot data. We implement a sampling Monte Carlo type algorithm to generate velocity models distributed according to the posterior distribution. In a second step, we propagate the velocity model uncertainties to the seismic event location in a probabilistic framework. This enables to obtain more reliable hypocentre locations as well as their associated uncertainties accounting for picking and velocity model uncertainties. We illustrate the tomography results and the gain in accuracy of earthquake location for two synthetic examples and one real data case study in the context of induced microseismicity.
Urbazaev, Mikhail; Thiel, Christian; Cremer, Felix; Dubayah, Ralph; Migliavacca, Mirco; Reichstein, Markus; Schmullius, Christiane
2018-02-21
Information on the spatial distribution of aboveground biomass (AGB) over large areas is needed for understanding and managing processes involved in the carbon cycle and supporting international policies for climate change mitigation and adaption. Furthermore, these products provide important baseline data for the development of sustainable management strategies to local stakeholders. The use of remote sensing data can provide spatially explicit information of AGB from local to global scales. In this study, we mapped national Mexican forest AGB using satellite remote sensing data and a machine learning approach. We modelled AGB using two scenarios: (1) extensive national forest inventory (NFI), and (2) airborne Light Detection and Ranging (LiDAR) as reference data. Finally, we propagated uncertainties from field measurements to LiDAR-derived AGB and to the national wall-to-wall forest AGB map. The estimated AGB maps (NFI- and LiDAR-calibrated) showed similar goodness-of-fit statistics (R 2 , Root Mean Square Error (RMSE)) at three different scales compared to the independent validation data set. We observed different spatial patterns of AGB in tropical dense forests, where no or limited number of NFI data were available, with higher AGB values in the LiDAR-calibrated map. We estimated much higher uncertainties in the AGB maps based on two-stage up-scaling method (i.e., from field measurements to LiDAR and from LiDAR-based estimates to satellite imagery) compared to the traditional field to satellite up-scaling. By removing LiDAR-based AGB pixels with high uncertainties, it was possible to estimate national forest AGB with similar uncertainties as calibrated with NFI data only. Since LiDAR data can be acquired much faster and for much larger areas compared to field inventory data, LiDAR is attractive for repetitive large scale AGB mapping. In this study, we showed that two-stage up-scaling methods for AGB estimation over large areas need to be analyzed and validated with great care. The uncertainties in the LiDAR-estimated AGB propagate further in the wall-to-wall map and can be up to 150%. Thus, when a two-stage up-scaling method is applied, it is crucial to characterize the uncertainties at all stages in order to generate robust results. Considering the findings mentioned above LiDAR can be used as an extension to NFI for example for areas that are difficult or not possible to access.
Nuclear Data Uncertainties for Typical LWR Fuel Assemblies and a Simple Reactor Core
NASA Astrophysics Data System (ADS)
Rochman, D.; Leray, O.; Hursin, M.; Ferroukhi, H.; Vasiliev, A.; Aures, A.; Bostelmann, F.; Zwermann, W.; Cabellos, O.; Diez, C. J.; Dyrda, J.; Garcia-Herranz, N.; Castro, E.; van der Marck, S.; Sjöstrand, H.; Hernandez, A.; Fleming, M.; Sublet, J.-Ch.; Fiorito, L.
2017-01-01
The impact of the current nuclear data library covariances such as in ENDF/B-VII.1, JEFF-3.2, JENDL-4.0, SCALE and TENDL, for relevant current reactors is presented in this work. The uncertainties due to nuclear data are calculated for existing PWR and BWR fuel assemblies (with burn-up up to 40 GWd/tHM, followed by 10 years of cooling time) and for a simplified PWR full core model (without burn-up) for quantities such as k∞, macroscopic cross sections, pin power or isotope inventory. In this work, the method of propagation of uncertainties is based on random sampling of nuclear data, either from covariance files or directly from basic parameters. Additionally, possible biases on calculated quantities are investigated such as the self-shielding treatment. Different calculation schemes are used, based on CASMO, SCALE, DRAGON, MCNP or FISPACT-II, thus simulating real-life assignments for technical-support organizations. The outcome of such a study is a comparison of uncertainties with two consequences. One: although this study is not expected to lead to similar results between the involved calculation schemes, it provides an insight on what can happen when calculating uncertainties and allows to give some perspectives on the range of validity on these uncertainties. Two: it allows to dress a picture of the state of the knowledge as of today, using existing nuclear data library covariances and current methods.
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.
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.
Polynomial Chaos Based Acoustic Uncertainty Predictions from Ocean Forecast Ensembles
NASA Astrophysics Data System (ADS)
Dennis, S.
2016-02-01
Most significant ocean acoustic propagation occurs at tens of kilometers, at scales small compared basin and to most fine scale ocean modeling. To address the increased emphasis on uncertainty quantification, for example transmission loss (TL) probability density functions (PDF) within some radius, a polynomial chaos (PC) based method is utilized. In order to capture uncertainty in ocean modeling, Navy Coastal Ocean Model (NCOM) now includes ensembles distributed to reflect the ocean analysis statistics. Since the ensembles are included in the data assimilation for the new forecast ensembles, the acoustic modeling uses the ensemble predictions in a similar fashion for creating sound speed distribution over an acoustically relevant domain. Within an acoustic domain, singular value decomposition over the combined time-space structure of the sound speeds can be used to create Karhunen-Loève expansions of sound speed, subject to multivariate normality testing. These sound speed expansions serve as a basis for Hermite polynomial chaos expansions of derived quantities, in particular TL. The PC expansion coefficients result from so-called non-intrusive methods, involving evaluation of TL at multi-dimensional Gauss-Hermite quadrature collocation points. Traditional TL calculation from standard acoustic propagation modeling could be prohibitively time consuming at all multi-dimensional collocation points. This method employs Smolyak order and gridding methods to allow adaptive sub-sampling of the collocation points to determine only the most significant PC expansion coefficients to within a preset tolerance. Practically, the Smolyak order and grid sizes grow only polynomially in the number of Karhunen-Loève terms, alleviating the curse of dimensionality. The resulting TL PC coefficients allow the determination of TL PDF normality and its mean and standard deviation. In the non-normal case, PC Monte Carlo methods are used to rapidly establish the PDF. This work was sponsored by the Office of Naval Research
Dynamic Target Definition: a novel approach for PTV definition in ion beam therapy.
Cabal, Gonzalo A; Jäkel, Oliver
2013-05-01
To present a beam arrangement specific approach for PTV definition in ion beam therapy. By means of a Monte Carlo error propagation analysis a criteria is formulated to assess whether a voxel is safely treated. Based on this a non-isotropical expansion rule is proposed aiming to minimize the impact of uncertainties on the dose delivered. The method is exemplified in two cases: a Head and Neck case and a Prostate case. In both cases the modality used is proton beam irradiation and the sources of uncertainties taken into account are positioning (set up) errors and range uncertainties. It is shown how different beam arrangements have an impact on plan robustness which leads to different target expansions necessary to assure a predefined level of plan robustness. The relevance of appropriate beam angle arrangements as a way to minimize uncertainties is demonstrated. A novel method for PTV definition in on beam therapy is presented. The method show promising results by improving the probability of correct dose CTV coverage while reducing the size of the PTV volume. In a clinical scenario this translates into an enhanced tumor control probability while reducing the volume of healthy tissue being irradiated. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
Uncertainty quantification in capacitive RF MEMS switches
NASA Astrophysics Data System (ADS)
Pax, Benjamin J.
Development of radio frequency micro electrical-mechanical systems (RF MEMS) has led to novel approaches to implement electrical circuitry. The introduction of capacitive MEMS switches, in particular, has shown promise in low-loss, low-power devices. However, the promise of MEMS switches has not yet been completely realized. RF-MEMS switches are known to fail after only a few months of operation, and nominally similar designs show wide variability in lifetime. Modeling switch operation using nominal or as-designed parameters cannot predict the statistical spread in the number of cycles to failure, and probabilistic methods are necessary. A Bayesian framework for calibration, validation and prediction offers an integrated approach to quantifying the uncertainty in predictions of MEMS switch performance. The objective of this thesis is to use the Bayesian framework to predict the creep-related deflection of the PRISM RF-MEMS switch over several thousand hours of operation. The PRISM switch used in this thesis is the focus of research at Purdue's PRISM center, and is a capacitive contacting RF-MEMS switch. It employs a fixed-fixed nickel membrane which is electrostatically actuated by applying voltage between the membrane and a pull-down electrode. Creep plays a central role in the reliability of this switch. The focus of this thesis is on the creep model, which is calibrated against experimental data measured for a frog-leg varactor fabricated and characterized at Purdue University. Creep plasticity is modeled using plate element theory with electrostatic forces being generated using either parallel plate approximations where appropriate, or solving for the full 3D potential field. For the latter, structure-electrostatics interaction is determined through immersed boundary method. A probabilistic framework using generalized polynomial chaos (gPC) is used to create surrogate models to mitigate the costly full physics simulations, and Bayesian calibration and forward propagation of uncertainty are performed using this surrogate model. The first step in the analysis is Bayesian calibration of the creep related parameters. A computational model of the frog-leg varactor is created, and the computed creep deflection of the device over 800 hours is used to generate a surrogate model using a polynomial chaos expansion in Hermite polynomials. Parameters related to the creep phenomenon are calibrated using Bayesian calibration with experimental deflection data from the frog-leg device. The calibrated input distributions are subsequently propagated through a surrogate gPC model for the PRISM MEMS switch to produce probability density functions of the maximum membrane deflection of the membrane over several thousand hours. The assumptions related to the Bayesian calibration and forward propagation are analyzed to determine the sensitivity to these assumptions of the calibrated input distributions and propagated output distributions of the PRISM device. The work is an early step in understanding the role of geometric variability, model uncertainty, numerical errors and experimental uncertainties in the long-term performance of RF-MEMS.
Uncertainty in hydrological signatures for gauged and ungauged catchments
NASA Astrophysics Data System (ADS)
Westerberg, Ida K.; Wagener, Thorsten; Coxon, Gemma; McMillan, Hilary K.; Castellarin, Attilio; Montanari, Alberto; Freer, Jim
2016-03-01
Reliable information about hydrological behavior is needed for water-resource management and scientific investigations. Hydrological signatures quantify catchment behavior as index values, and can be predicted for ungauged catchments using a regionalization procedure. The prediction reliability is affected by data uncertainties for the gauged catchments used in prediction and by uncertainties in the regionalization procedure. We quantified signature uncertainty stemming from discharge data uncertainty for 43 UK catchments and propagated these uncertainties in signature regionalization, while accounting for regionalization uncertainty with a weighted-pooling-group approach. Discharge uncertainty was estimated using Monte Carlo sampling of multiple feasible rating curves. For each sampled rating curve, a discharge time series was calculated and used in deriving the gauged signature uncertainty distribution. We found that the gauged uncertainty varied with signature type, local measurement conditions and catchment behavior, with the highest uncertainties (median relative uncertainty ±30-40% across all catchments) for signatures measuring high- and low-flow magnitude and dynamics. Our regionalization method allowed assessing the role and relative magnitudes of the gauged and regionalized uncertainty sources in shaping the signature uncertainty distributions predicted for catchments treated as ungauged. We found that (1) if the gauged uncertainties were neglected there was a clear risk of overconditioning the regionalization inference, e.g., by attributing catchment differences resulting from gauged uncertainty to differences in catchment behavior, and (2) uncertainty in the regionalization results was lower for signatures measuring flow distribution (e.g., mean flow) than flow dynamics (e.g., autocorrelation), and for average flows (and then high flows) compared to low flows.
A Novel Uncertainty Framework for Improving Discharge Data Quality Using Hydraulic Modelling.
NASA Astrophysics Data System (ADS)
Mansanarez, V.; Westerberg, I.; Lyon, S. W.; Lam, N.
2017-12-01
Flood risk assessments rely on accurate discharge data records. Establishing a reliable stage-discharge (SD) rating curve for calculating discharge from stage at a gauging station normally takes years of data collection efforts. Estimation of high flows is particularly difficult as high flows occur rarely and are often practically difficult to gauge. Hydraulically-modelled rating curves can be derived based on as few as two concurrent stage-discharge and water-surface slope measurements at different flow conditions. This means that a reliable rating curve can, potentially, be derived much faster than a traditional rating curve based on numerous stage-discharge gaugings. We introduce an uncertainty framework using hydraulic modelling for developing SD rating curves and estimating their uncertainties. The proposed framework incorporates information from both the hydraulic configuration (bed slope, roughness, vegetation) and the information available in the stage-discharge observation data (gaugings). This method provides a direct estimation of the hydraulic configuration (slope, bed roughness and vegetation roughness). Discharge time series are estimated propagating stage records through posterior rating curve results.We applied this novel method to two Swedish hydrometric stations, accounting for uncertainties in the gaugings for the hydraulic model. Results from these applications were compared to discharge measurements and official discharge estimations.Sensitivity analysis was performed. We focused analyses on high-flow uncertainty and the factors that could reduce this uncertainty. In particular, we investigated which data uncertainties were most important, and at what flow conditions the gaugings should preferably be taken.
NASA Astrophysics Data System (ADS)
Zhao, S.; Mashayekhi, R.; Saeednooran, S.; Hakami, A.; Ménard, R.; Moran, M. D.; Zhang, J.
2016-12-01
We have developed a formal framework for documentation, quantification, and propagation of uncertainties in upstream emissions inventory data at various stages leading to the generation of model-ready gridded emissions through emissions processing software such as the EPA's SMOKE (Sparse Matrix Operator Kernel Emissions) system. To illustrate this framework we present a proof-of-concept case study of a bottom-up quantitative assessment of uncertainties in emissions from residential wood combustion (RWC) in the U.S. and Canada. Uncertainties associated with key inventory parameters are characterized based on existing information sources, including the American Housing Survey (AHS) from the U.S. Census Bureau, Timber Products Output (TPO) surveys from the U.S. Forest Service, TNS Canadian Facts surveys, and the AP-42 emission factor document from the U.S. EPA. The propagation of uncertainties is based on Monte Carlo simulation code external to SMOKE. Latin Hypercube Sampling (LHS) is implemented to generate a set of random realizations of each RWC inventory parameter, for which the uncertainties are assumed to be normally distributed. Random realizations are also obtained for each RWC temporal and chemical speciation profile and spatial surrogate field external to SMOKE using the LHS approach. SMOKE outputs for primary emissions (e.g., CO, VOC) using both RWC emission inventory realizations and perturbed temporal and chemical profiles and spatial surrogates show relative uncertainties of about 30-50% across the U.S. and about 70-100% across Canada. Positive skewness values (up to 2.7) and variable kurtosis values (up to 4.8) were also found. Spatial allocation contributes significantly to the overall uncertainty, particularly in Canada. By applying this framework we are able to produce random realizations of model-ready gridded emissions that along with available meteorological ensembles can be used to propagate uncertainties through chemical transport models. The approach described here provides an effective means for formal quantification of uncertainties in estimated emissions from various source sectors and for continuous documentation, assessment, and reduction of emission uncertainties.
Knotts, Thomas A.
2017-01-01
Molecular simulation has the ability to predict various physical properties that are difficult to obtain experimentally. For example, we implement molecular simulation to predict the critical constants (i.e., critical temperature, critical density, critical pressure, and critical compressibility factor) for large n-alkanes that thermally decompose experimentally (as large as C48). Historically, molecular simulation has been viewed as a tool that is limited to providing qualitative insight. One key reason for this perceived weakness in molecular simulation is the difficulty to quantify the uncertainty in the results. This is because molecular simulations have many sources of uncertainty that propagate and are difficult to quantify. We investigate one of the most important sources of uncertainty, namely, the intermolecular force field parameters. Specifically, we quantify the uncertainty in the Lennard-Jones (LJ) 12-6 parameters for the CH4, CH3, and CH2 united-atom interaction sites. We then demonstrate how the uncertainties in the parameters lead to uncertainties in the saturated liquid density and critical constant values obtained from Gibbs Ensemble Monte Carlo simulation. Our results suggest that the uncertainties attributed to the LJ 12-6 parameters are small enough that quantitatively useful estimates of the saturated liquid density and the critical constants can be obtained from molecular simulation. PMID:28527455
Frenkel, Robert B; Farrance, Ian
2018-01-01
The "Guide to the Expression of Uncertainty in Measurement" (GUM) is the foundational document of metrology. Its recommendations apply to all areas of metrology including metrology associated with the biomedical sciences. When the output of a measurement process depends on the measurement of several inputs through a measurement equation or functional relationship, the propagation of uncertainties in the inputs to the uncertainty in the output demands a level of understanding of the differential calculus. This review is intended as an elementary guide to the differential calculus and its application to uncertainty in measurement. The review is in two parts. In Part I, Section 3, we consider the case of a single input and introduce the concepts of error and uncertainty. Next we discuss, in the following sections in Part I, such notions as derivatives and differentials, and the sensitivity of an output to errors in the input. The derivatives of functions are obtained using very elementary mathematics. The overall purpose of this review, here in Part I and subsequently in Part II, is to present the differential calculus for those in the medical sciences who wish to gain a quick but accurate understanding of the propagation of uncertainties. © 2018 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Shoaib, Syed Abu; Marshall, Lucy; Sharma, Ashish
2018-06-01
Every model to characterise a real world process is affected by uncertainty. Selecting a suitable model is a vital aspect of engineering planning and design. Observation or input errors make the prediction of modelled responses more uncertain. By way of a recently developed attribution metric, this study is aimed at developing a method for analysing variability in model inputs together with model structure variability to quantify their relative contributions in typical hydrological modelling applications. The Quantile Flow Deviation (QFD) metric is used to assess these alternate sources of uncertainty. The Australian Water Availability Project (AWAP) precipitation data for four different Australian catchments is used to analyse the impact of spatial rainfall variability on simulated streamflow variability via the QFD. The QFD metric attributes the variability in flow ensembles to uncertainty associated with the selection of a model structure and input time series. For the case study catchments, the relative contribution of input uncertainty due to rainfall is higher than that due to potential evapotranspiration, and overall input uncertainty is significant compared to model structure and parameter uncertainty. Overall, this study investigates the propagation of input uncertainty in a daily streamflow modelling scenario and demonstrates how input errors manifest across different streamflow magnitudes.
NASA Astrophysics Data System (ADS)
Lewandowska, Monika; Herzog, Robert; Malinowski, Leszek
2015-01-01
A heat slug propagation experiment in the final design dual channel ITER TF CICC was performed in the SULTAN test facility at EPFL-CRPP in Villigen PSI. We analyzed the data resulting from this experiment to determine the equivalent transverse heat transfer coefficient hBC between the bundle and the central channel of this cable. In the data analysis we used methods based on the analytical solutions of a problem of transient heat transfer in a dual-channel cable, similar to Renard et al. (2006) and Bottura et al. (2006). The observed experimental and other limits related to these methods are identified and possible modifications proposed. One result from our analysis is that the hBC values obtained with different methods differ by up to a factor of 2. We have also observed that the uncertainties of hBC in both methods considered are much larger than those reported earlier.
Estimating uncertainties in complex joint inverse problems
NASA Astrophysics Data System (ADS)
Afonso, Juan Carlos
2016-04-01
Sources of uncertainty affecting geophysical inversions can be classified either as reflective (i.e. the practitioner is aware of her/his ignorance) or non-reflective (i.e. the practitioner does not know that she/he does not know!). Although we should be always conscious of the latter, the former are the ones that, in principle, can be estimated either empirically (by making measurements or collecting data) or subjectively (based on the experience of the researchers). For complex parameter estimation problems in geophysics, subjective estimation of uncertainty is the most common type. In this context, probabilistic (aka Bayesian) methods are commonly claimed to offer a natural and realistic platform from which to estimate model uncertainties. This is because in the Bayesian approach, errors (whatever their nature) can be naturally included as part of the global statistical model, the solution of which represents the actual solution to the inverse problem. However, although we agree that probabilistic inversion methods are the most powerful tool for uncertainty estimation, the common claim that they produce "realistic" or "representative" uncertainties is not always justified. Typically, ALL UNCERTAINTY ESTIMATES ARE MODEL DEPENDENT, and therefore, besides a thorough characterization of experimental uncertainties, particular care must be paid to the uncertainty arising from model errors and input uncertainties. We recall here two quotes by G. Box and M. Gunzburger, respectively, of special significance for inversion practitioners and for this session: "…all models are wrong, but some are useful" and "computational results are believed by no one, except the person who wrote the code". In this presentation I will discuss and present examples of some problems associated with the estimation and quantification of uncertainties in complex multi-observable probabilistic inversions, and how to address them. Although the emphasis will be on sources of uncertainty related to the forward and statistical models, I will also address other uncertainties associated with data and uncertainty propagation.
Chatrchyan, S.
2015-07-10
In our Letter, there was a component of the statistical uncertainty from the simulated PbPb Monte Carlo samples. This uncertainty was not propagated to all of the results. Figures 3 and 4 have been updated to reflect this source of uncertainty. In this case, the statistical uncertainties remain smaller than the systematic uncertainties in all cases such that the conclusions of the Letter are unaltered.
NASA Astrophysics Data System (ADS)
Swarnkar, Somil; Malini, Anshu; Tripathi, Shivam; Sinha, Rajiv
2018-04-01
High soil erosion and excessive sediment load are serious problems in several Himalayan river basins. To apply mitigation procedures, precise estimation of soil erosion and sediment yield with associated uncertainties are needed. Here, the revised universal soil loss equation (RUSLE) and the sediment delivery ratio (SDR) equations are used to estimate the spatial pattern of soil erosion (SE) and sediment yield (SY) in the Garra River basin, a small Himalayan tributary of the River Ganga. A methodology is proposed for quantifying and propagating uncertainties in SE, SDR and SY estimates. Expressions for uncertainty propagation are derived by first-order uncertainty analysis, making the method viable even for large river basins. The methodology is applied to investigate the relative importance of different RUSLE factors in estimating the magnitude and uncertainties in SE over two distinct morphoclimatic regimes of the Garra River basin, namely the upper mountainous region and the lower alluvial plains. Our results suggest that average SE in the basin is very high (23 ± 4.7 t ha-1 yr-1) with higher values in the upper mountainous region (92 ± 15.2 t ha-1 yr-1) compared to the lower alluvial plains (19.3 ± 4 t ha-1 yr-1). Furthermore, the topographic steepness (LS) and crop practice (CP) factors exhibit higher uncertainties than other RUSLE factors. The annual average SY is estimated at two locations in the basin - Nanak Sagar Dam (NSD) for the period 1962-2008 and Husepur gauging station (HGS) for 1987-2002. The SY at NSD and HGS are estimated to be 6.9 ± 1.2 × 105 t yr-1 and 6.7 ± 1.4 × 106 t yr-1, respectively, and the estimated 90 % interval contains the observed values of 6.4 × 105 t yr-1 and 7.2 × 106 t yr-1, respectively. The study demonstrated the usefulness of the proposed methodology for quantifying uncertainty in SE and SY estimates at ungauged basins.
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.
Assessing uncertainties in superficial water provision by different bootstrap-based techniques
NASA Astrophysics Data System (ADS)
Rodrigues, Dulce B. B.; Gupta, Hoshin V.; Mendiondo, Eduardo Mario
2014-05-01
An assessment of water security can incorporate several water-related concepts, characterizing the interactions between societal needs, ecosystem functioning, and hydro-climatic conditions. The superficial freshwater provision level depends on the methods chosen for 'Environmental Flow Requirement' estimations, which integrate the sources of uncertainty in the understanding of how water-related threats to aquatic ecosystem security arise. Here, we develop an uncertainty assessment of superficial freshwater provision based on different bootstrap techniques (non-parametric resampling with replacement). To illustrate this approach, we use an agricultural basin (291 km2) within the Cantareira water supply system in Brazil monitored by one daily streamflow gage (24-year period). The original streamflow time series has been randomly resampled for different times or sample sizes (N = 500; ...; 1000), then applied to the conventional bootstrap approach and variations of this method, such as: 'nearest neighbor bootstrap'; and 'moving blocks bootstrap'. We have analyzed the impact of the sampling uncertainty on five Environmental Flow Requirement methods, based on: flow duration curves or probability of exceedance (Q90%, Q75% and Q50%); 7-day 10-year low-flow statistic (Q7,10); and presumptive standard (80% of the natural monthly mean ?ow). The bootstrap technique has been also used to compare those 'Environmental Flow Requirement' (EFR) methods among themselves, considering the difference between the bootstrap estimates and the "true" EFR characteristic, which has been computed averaging the EFR values of the five methods and using the entire streamflow record at monitoring station. This study evaluates the bootstrapping strategies, the representativeness of streamflow series for EFR estimates and their confidence intervals, in addition to overview of the performance differences between the EFR methods. The uncertainties arisen during EFR methods assessment will be propagated through water security indicators referring to water scarcity and vulnerability, seeking to provide meaningful support to end-users and water managers facing the incorporation of uncertainties in the decision making process.
Uncertainty quantification applied to the radiological characterization of radioactive waste.
Zaffora, B; Magistris, M; Saporta, G; Chevalier, J-P
2017-09-01
This paper describes the process adopted at the European Organization for Nuclear Research (CERN) to quantify uncertainties affecting the characterization of very-low-level radioactive waste. Radioactive waste is a by-product of the operation of high-energy particle accelerators. Radioactive waste must be characterized to ensure its safe disposal in final repositories. Characterizing radioactive waste means establishing the list of radionuclides together with their activities. The estimated activity levels are compared to the limits given by the national authority of the waste disposal. The quantification of the uncertainty affecting the concentration of the radionuclides is therefore essential to estimate the acceptability of the waste in the final repository but also to control the sorting, volume reduction and packaging phases of the characterization process. The characterization method consists of estimating the activity of produced radionuclides either by experimental methods or statistical approaches. The uncertainties are estimated using classical statistical methods and uncertainty propagation. A mixed multivariate random vector is built to generate random input parameters for the activity calculations. The random vector is a robust tool to account for the unknown radiological history of legacy waste. This analytical technique is also particularly useful to generate random chemical compositions of materials when the trace element concentrations are not available or cannot be measured. The methodology was validated using a waste population of legacy copper activated at CERN. The methodology introduced here represents a first approach for the uncertainty quantification (UQ) of the characterization process of waste produced at particle accelerators. Copyright © 2017 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Alfieri, J. G.
2012-12-01
In-situ observations are essential to a broad range of applications including the development, calibration, and validation of both the numerical and remote sensing-based models. For example, observational data is requisite in order to evaluate the skill of these models both to represent the complex biogeophysical processes regulating evapotranspiration (ET) and to predict the magnitude of the moisture flux. As such, by propagating into these subsequent activities, any uncertainty or errors associated with the observational data have the potential to adversely impact the accuracy and utility of these models. It is, therefore, critical that the factors driving measurement uncertainty are fully understood so that the steps can be taken to account for its effects and mitigate its impact on subsequent analyses. Field measurements of ET can be collected using a variety of techniques including eddy covariance (EC), lysimetry (LY), and scintillometry (SC). Each of these methods is underpinned by a unique set of theoretical considerations and practical constraints; and, as a result, each method is susceptible to differing types of systematic and random error. Since the uncertainty associated with the field measurements is predicated on how well numerous factors - for example, environmental conditions - adhere to those prescribed by the underlying assumptions, the quality of in-situ observations collected via the differing methods can vary significantly both over time and from site-to-site. Using data from both site studies and large field campaigns, such as IHOP_2002 and BEAREX08, the sources of uncertainty in field observations will be discussed. The impact of measurement uncertainty on model validation will also be illustrated.
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.
NASA Astrophysics Data System (ADS)
Gbaguidi, Audrey J.-M.
Structural health monitoring (SHM) has become indispensable for reducing maintenance costs and increasing the in-service capacity of a structure. The increased use of lightweight composite materials in aircraft structures drastically increased the effects of fatigue induced damage on their critical structural components and thus the necessity to predict the remaining life of those components. Damage prognosis, one of the least investigated fields in SHM, uses the current damage state of the system to forecast its future performance by estimating the expected loading environments. A successful damage prediction model requires the integration of technologies in areas like measurements, materials science, mechanics of materials, and probability theories, but most importantly the quantification of uncertainty in all these areas. In this study, Affine Arithmetic is used as a method for incorporating the uncertainties due to the material properties into the fatigue life prognosis of composite plates subjected to cyclic compressive loadings. When loadings are compressive in nature, the composite plates undergo repeated buckling-unloading of the delaminated layer which induces mixed modes I and II states of stress at the tip of the delamination in the plates. The Kardomateas model-based prediction law is used to predict the growth of the delamination, while the integration of the effects of the uncertainties for modes I and II coefficients in the fatigue life prediction model is handled using Affine arithmetic. The Mode I and Mode II interlaminar fracture toughness and fatigue characterization of the composite plates are first experimentally studied to obtain the material coefficients and fracture toughness, respectively. Next, these obtained coefficients are used in the Kardomateas law to predict the delamination lengths in the composite plates while using Affine Arithmetic to handle their uncertainties. At last, the fatigue characterization of the composite plates during compressive-buckling loadings is experimentally studied, and the delamination lengths obtained are compared with the predicted values to check the performance of Affine Arithmetic as an uncertainty propagation tool.
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.
A robust component mode synthesis method for stochastic damped vibroacoustics
NASA Astrophysics Data System (ADS)
Tran, Quang Hung; Ouisse, Morvan; Bouhaddi, Noureddine
2010-01-01
In order to reduce vibrations or sound levels in industrial vibroacoustic problems, the low-cost and efficient way consists in introducing visco- and poro-elastic materials either on the structure or on cavity walls. Depending on the frequency range of interest, several numerical approaches can be used to estimate the behavior of the coupled problem. In the context of low frequency applications related to acoustic cavities with surrounding vibrating structures, the finite elements method (FEM) is one of the most efficient techniques. Nevertheless, industrial problems lead to large FE models which are time-consuming in updating or optimization processes. A classical way to reduce calculation time is the component mode synthesis (CMS) method, whose classical formulation is not always efficient to predict dynamical behavior of structures including visco-elastic and/or poro-elastic patches. Then, to ensure an efficient prediction, the fluid and structural bases used for the model reduction need to be updated as a result of changes in a parametric optimization procedure. For complex models, this leads to prohibitive numerical costs in the optimization phase or for management and propagation of uncertainties in the stochastic vibroacoustic problem. In this paper, the formulation of an alternative CMS method is proposed and compared to classical ( u, p) CMS method: the Ritz basis is completed with static residuals associated to visco-elastic and poro-elastic behaviors. This basis is also enriched by the static response of residual forces due to structural modifications, resulting in a so-called robust basis, also adapted to Monte Carlo simulations for uncertainties propagation using reduced models.
First-order reliability application and verification methods for semistatic structures
NASA Astrophysics Data System (ADS)
Verderaime, V.
1994-11-01
Escalating risks of aerostructures stimulated by increasing size, complexity, and cost should no longer be ignored in conventional deterministic safety design methods. The deterministic pass-fail concept is incompatible with probability and risk assessments; stress audits are shown to be arbitrary and incomplete, and the concept compromises the performance of high-strength materials. A reliability method is proposed that combines first-order reliability principles with deterministic design variables and conventional test techniques to surmount current deterministic stress design and audit deficiencies. Accumulative and propagation design uncertainty errors are defined and appropriately implemented into the classical safety-index expression. The application is reduced to solving for a design factor that satisfies the specified reliability and compensates for uncertainty errors, and then using this design factor as, and instead of, the conventional safety factor in stress analyses. The resulting method is consistent with current analytical skills and verification practices, the culture of most designers, and the development of semistatic structural designs.
Uncertainty quantification-based robust aerodynamic optimization of laminar flow nacelle
NASA Astrophysics Data System (ADS)
Xiong, Neng; Tao, Yang; Liu, Zhiyong; Lin, Jun
2018-05-01
The aerodynamic performance of laminar flow nacelle is highly sensitive to uncertain working conditions, especially the surface roughness. An efficient robust aerodynamic optimization method on the basis of non-deterministic computational fluid dynamic (CFD) simulation and Efficient Global Optimization (EGO)algorithm was employed. A non-intrusive polynomial chaos method is used in conjunction with an existing well-verified CFD module to quantify the uncertainty propagation in the flow field. This paper investigates the roughness modeling behavior with the γ-Ret shear stress transport model including modeling flow transition and surface roughness effects. The roughness effects are modeled to simulate sand grain roughness. A Class-Shape Transformation-based parametrical description of the nacelle contour as part of an automatic design evaluation process is presented. A Design-of-Experiments (DoE) was performed and surrogate model by Kriging method was built. The new design nacelle process demonstrates that significant improvements of both mean and variance of the efficiency are achieved and the proposed method can be applied to laminar flow nacelle design successfully.
Uncertainties associated with parameter estimation in atmospheric infrasound arrays.
Szuberla, Curt A L; Olson, John V
2004-01-01
This study describes a method for determining the statistical confidence in estimates of direction-of-arrival and trace velocity stemming from signals present in atmospheric infrasound data. It is assumed that the signal source is far enough removed from the infrasound sensor array that a plane-wave approximation holds, and that multipath and multiple source effects are not present. Propagation path and medium inhomogeneities are assumed not to be known at the time of signal detection, but the ensemble of time delays of signal arrivals between array sensor pairs is estimable and corrupted by uncorrelated Gaussian noise. The method results in a set of practical uncertainties that lend themselves to a geometric interpretation. Although quite general, this method is intended for use by analysts interpreting data from atmospheric acoustic arrays, or those interested in designing and deploying them. The method is applied to infrasound arrays typical of those deployed as a part of the International Monitoring System of the Comprehensive Nuclear-Test-Ban Treaty Organization.
DOE Office of Scientific and Technical Information (OSTI.GOV)
FINSTERLE, STEFAN; JUNG, YOOJIN; KOWALSKY, MICHAEL
2016-09-15
iTOUGH2 (inverse TOUGH2) provides inverse modeling capabilities for TOUGH2, a simulator for multi-dimensional, multi-phase, multi-component, non-isothermal flow and transport in fractured porous media. iTOUGH2 performs sensitivity analyses, data-worth analyses, parameter estimation, and uncertainty propagation analyses in geosciences and reservoir engineering and other application areas. iTOUGH2 supports a number of different combinations of fluids and components (equation-of-state (EOS) modules). In addition, the optimization routines implemented in iTOUGH2 can also be used for sensitivity analysis, automatic model calibration, and uncertainty quantification of any external code that uses text-based input and output files using the PEST protocol. iTOUGH2 solves the inverse problem bymore » minimizing a non-linear objective function of the weighted differences between model output and the corresponding observations. Multiple minimization algorithms (derivative-free, gradient-based, and second-order; local and global) are available. iTOUGH2 also performs Latin Hypercube Monte Carlo simulations for uncertainty propagation analyses. A detailed residual and error analysis is provided. This upgrade includes (a) global sensitivity analysis methods, (b) dynamic memory allocation (c) additional input features and output analyses, (d) increased forward simulation capabilities, (e) parallel execution on multicore PCs and Linux clusters, and (f) bug fixes. More details can be found at http://esd.lbl.gov/iTOUGH2.« less
Dealing with non-unique and non-monotonic response in particle sizing instruments
NASA Astrophysics Data System (ADS)
Rosenberg, Phil
2017-04-01
A number of instruments used as de-facto standards for measuring particle size distributions are actually incapable of uniquely determining the size of an individual particle. This is due to non-unique or non-monotonic response functions. Optical particle counters have non monotonic response due to oscillations in the Mie response curves, especially for large aerosol and small cloud droplets. Scanning mobility particle sizers respond identically to two particles where the ratio of particle size to particle charge is approximately the same. Images of two differently sized cloud or precipitation particles taken by an optical array probe can have similar dimensions or shadowed area depending upon where they are in the imaging plane. A number of methods exist to deal with these issues, including assuming that positive and negative errors cancel, smoothing response curves, integrating regions in measurement space before conversion to size space and matrix inversion. Matrix inversion (also called kernel inversion) has the advantage that it determines the size distribution which best matches the observations, given specific information about the instrument (a matrix which specifies the probability that a particle of a given size will be measured in a given instrument size bin). In this way it maximises use of the information in the measurements. However this technique can be confused by poor counting statistics which can cause erroneous results and negative concentrations. Also an effective method for propagating uncertainties is yet to be published or routinely implemented. Her we present a new alternative which overcomes these issues. We use Bayesian methods to determine the probability that a given size distribution is correct given a set of instrument data and then we use Markov Chain Monte Carlo methods to sample this many dimensional probability distribution function to determine the expectation and (co)variances - hence providing a best guess and an uncertainty for the size distribution which includes contributions from the non-unique response curve, counting statistics and can propagate calibration uncertainties.
Space-Time Data fusion for Remote Sensing Applications
NASA Technical Reports Server (NTRS)
Braverman, Amy; Nguyen, H.; Cressie, N.
2011-01-01
NASA has been collecting massive amounts of remote sensing data about Earth's systems for more than a decade. Missions are selected to be complementary in quantities measured, retrieval techniques, and sampling characteristics, so these datasets are highly synergistic. To fully exploit this, a rigorous methodology for combining data with heterogeneous sampling characteristics is required. For scientific purposes, the methodology must also provide quantitative measures of uncertainty that propagate input-data uncertainty appropriately. We view this as a statistical inference problem. The true but notdirectly- observed quantities form a vector-valued field continuous in space and time. Our goal is to infer those true values or some function of them, and provide to uncertainty quantification for those inferences. We use a spatiotemporal statistical model that relates the unobserved quantities of interest at point-level to the spatially aggregated, observed data. We describe and illustrate our method using CO2 data from two NASA data sets.
A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials
Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...
2017-02-01
A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.
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.
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.
Assessing dry weather flow contribution in TSS and COD storm events loads in combined sewer systems.
Métadier, M; Bertrand-Krajewski, J L
2011-01-01
Continuous high resolution long term turbidity measurements along with continuous discharge measurements are now recognised as an appropriate technique for the estimation of in sewer total suspended solids (TSS) and Chemical Oxygen Demand (COD) loads during storm events. In the combined system of the Ecully urban catchment (Lyon, France), this technique is implemented since 2003, with more than 200 storm events monitored. This paper presents a method for the estimation of the dry weather (DW) contribution to measured total TSS and COD event loads with special attention devoted to uncertainties assessment. The method accounts for the dynamics of both discharge and turbidity time series at two minutes time step. The study is based on 180 DW days monitored in 2007-2008. Three distinct classes of DW days were evidenced. Variability analysis and quantification showed that no seasonal effect and no trend over the year were detectable. The law of propagation of uncertainties is applicable for uncertainties estimation. The method has then been applied to all measured storm events. This study confirms the interest of long term continuous discharge and turbidity time series in sewer systems, especially in the perspective of wet weather quality modelling.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Morales-Arteaga, Maria
This GUM WorkbenchTM propagation of uncertainty is for the coulometric measurement of the plutonium concentration in a Pu standard material (C126) supplied as individual aliquots that were prepared by mass. The C126 solution had been prepared and as aliquoted as standard material. Samples are aliquoted into glass vials and heated to dryness for distribution as dried nitrate. The individual plutonium aliquots were not separated chemically or otherwise purified prior to measurement by coulometry in the F/H Laboratory. Hydrogen peroxide was used for valence adjustment.
Quantifying the Uncertainty in Discharge Data Using Hydraulic Knowledge and Uncertain Gaugings
NASA Astrophysics Data System (ADS)
Renard, B.; Le Coz, J.; Bonnifait, L.; Branger, F.; Le Boursicaud, R.; Horner, I.; Mansanarez, V.; Lang, M.
2014-12-01
River discharge is a crucial variable for Hydrology: as the output variable of most hydrologic models, it is used for sensitivity analyses, model structure identification, parameter estimation, data assimilation, prediction, etc. A major difficulty stems from the fact that river discharge is not measured continuously. Instead, discharge time series used by hydrologists are usually based on simple stage-discharge relations (rating curves) calibrated using a set of direct stage-discharge measurements (gaugings). In this presentation, we present a Bayesian approach to build such hydrometric rating curves, to estimate the associated uncertainty and to propagate this uncertainty to discharge time series. The three main steps of this approach are described: (1) Hydraulic analysis: identification of the hydraulic controls that govern the stage-discharge relation, identification of the rating curve equation and specification of prior distributions for the rating curve parameters; (2) Rating curve estimation: Bayesian inference of the rating curve parameters, accounting for the individual uncertainties of available gaugings, which often differ according to the discharge measurement procedure and the flow conditions; (3) Uncertainty propagation: quantification of the uncertainty in discharge time series, accounting for both the rating curve uncertainties and the uncertainty of recorded stage values. In addition, we also discuss current research activities, including the treatment of non-univocal stage-discharge relationships (e.g. due to hydraulic hysteresis, vegetation growth, sudden change of the geometry of the section, etc.).
NASA Astrophysics Data System (ADS)
Rodríguez-Rincón, J. P.; Pedrozo-Acuña, A.; Breña-Naranjo, J. A.
2015-07-01
This investigation aims to study the propagation of meteorological uncertainty within a cascade modelling approach to flood prediction. The methodology was comprised of a numerical weather prediction (NWP) model, a distributed rainfall-runoff model and a 2-D hydrodynamic model. The uncertainty evaluation was carried out at the meteorological and hydrological levels of the model chain, which enabled the investigation of how errors that originated in the rainfall prediction interact at a catchment level and propagate to an estimated inundation area and depth. For this, a hindcast scenario is utilised removing non-behavioural ensemble members at each stage, based on the fit with observed data. At the hydrodynamic level, an uncertainty assessment was not incorporated; instead, the model was setup following guidelines for the best possible representation of the case study. The selected extreme event corresponds to a flood that took place in the southeast of Mexico during November 2009, for which field data (e.g. rain gauges; discharge) and satellite imagery were available. Uncertainty in the meteorological model was estimated by means of a multi-physics ensemble technique, which is designed to represent errors from our limited knowledge of the processes generating precipitation. In the hydrological model, a multi-response validation was implemented through the definition of six sets of plausible parameters from past flood events. Precipitation fields from the meteorological model were employed as input in a distributed hydrological model, and resulting flood hydrographs were used as forcing conditions in the 2-D hydrodynamic model. The evolution of skill within the model cascade shows a complex aggregation of errors between models, suggesting that in valley-filling events hydro-meteorological uncertainty has a larger effect on inundation depths than that observed in estimated flood inundation extents.
Uncertainty Estimation Cheat Sheet for Probabilistic Risk Assessment
NASA Technical Reports Server (NTRS)
Britton, Paul; Al Hassan, Mohammad; Ring, Robert
2017-01-01
Quantitative results for aerospace engineering problems are influenced by many sources of uncertainty. Uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables as well as through the propagation of these uncertainties up to the result. Uncertainty can be thought of as a measure of the 'goodness' of a result and is typically represented as statistical dispersion. This paper will explain common measures of centrality and dispersion; and-with examples-will provide guidelines for how they may be estimated to ensure effective technical contributions to decision-making.
Uncertainty Estimation Cheat Sheet for Probabilistic Risk Assessment
NASA Technical Reports Server (NTRS)
Britton, Paul T.; Al Hassan, Mohammad; Ring, Robert W.
2017-01-01
"Uncertainty analysis itself is uncertain, therefore, you cannot evaluate it exactly," Source Uncertain Quantitative results for aerospace engineering problems are influenced by many sources of uncertainty. Uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables as well as through the propagation of these uncertainties up to the result. Uncertainty can be thought of as a measure of the 'goodness' of a result and is typically represented as statistical dispersion. This paper will explain common measures of centrality and dispersion; and-with examples-will provide guidelines for how they may be estimated to ensure effective technical contributions to decision-making.
Lognormal Uncertainty Estimation for Failure Rates
NASA Technical Reports Server (NTRS)
Britton, Paul T.; Al Hassan, Mohammad; Ring, Robert W.
2017-01-01
"Uncertainty analysis itself is uncertain, therefore, you cannot evaluate it exactly," Source Uncertain. Quantitative results for aerospace engineering problems are influenced by many sources of uncertainty. Uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables as well as through the propagation of these uncertainties up to the result. Uncertainty can be thought of as a measure of the 'goodness' of a result and is typically represented as statistical dispersion. This presentation will explain common measures of centrality and dispersion; and-with examples-will provide guidelines for how they may be estimated to ensure effective technical contributions to decision-making.
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
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.
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.
Understanding impacts of climate change on hydrodynamic processes and ecosystem response within the Great Lakes is an important and challenging task. Variability in future climate conditions, uncertainty in rainfall-runoff model forecasts, the potential for land use change, and t...
A variable acceleration calibration system
NASA Astrophysics Data System (ADS)
Johnson, Thomas H.
2011-12-01
A variable acceleration calibration system that applies loads using gravitational and centripetal acceleration serves as an alternative, efficient and cost effective method for calibrating internal wind tunnel force balances. Two proof-of-concept variable acceleration calibration systems are designed, fabricated and tested. The NASA UT-36 force balance served as the test balance for the calibration experiments. The variable acceleration calibration systems are shown to be capable of performing three component calibration experiments with an approximate applied load error on the order of 1% of the full scale calibration loads. Sources of error are indentified using experimental design methods and a propagation of uncertainty analysis. Three types of uncertainty are indentified for the systems and are attributed to prediction error, calibration error and pure error. Angular velocity uncertainty is shown to be the largest indentified source of prediction error. The calibration uncertainties using a production variable acceleration based system are shown to be potentially equivalent to current methods. The production quality system can be realized using lighter materials and a more precise instrumentation. Further research is needed to account for balance deflection, forcing effects due to vibration, and large tare loads. A gyroscope measurement technique is shown to be capable of resolving the balance deflection angle calculation. Long term research objectives include a demonstration of a six degree of freedom calibration, and a large capacity balance calibration.
NASA Astrophysics Data System (ADS)
Roman, D. R.; Smith, D. A.
2017-12-01
In 2022, the National Geodetic Survey will replace all three NAD 83 reference frames with four new terrestrial reference frames. Each frame will be named after a tectonic plate (North American, Pacific, Caribbean and Mariana) and each will be related to the IGS frame through three Euler Pole parameters (EPPs). This talk will focus on three main areas of error propagation when defining coordinates in these four frames. Those areas are (1) use of the small angle approximation to relate true rotation about an Euler Pole to small rotations about three Cartesian axes (2) The current state of the art in determining the Euler Poles of these four plates and (3) the combination of both IGS Cartesian coordinate uncertainties and EPP uncertainties into coordinate uncertainties in the four new frames. Discussion will also include recent efforts at improving the Euler Poles for these frames and expected dates when errors in the EPPs will cause an unacceptable level of uncertainty in the four new terrestrial reference frames.
Nuclear Physics Meets the Sources of the Ultra-High Energy Cosmic Rays.
Boncioli, Denise; Fedynitch, Anatoli; Winter, Walter
2017-07-07
The determination of the injection composition of cosmic ray nuclei within astrophysical sources requires sufficiently accurate descriptions of the source physics and the propagation - apart from controlling astrophysical uncertainties. We therefore study the implications of nuclear data and models for cosmic ray astrophysics, which involves the photo-disintegration of nuclei up to iron in astrophysical environments. We demonstrate that the impact of nuclear model uncertainties is potentially larger in environments with non-thermal radiation fields than in the cosmic microwave background. We also study the impact of nuclear models on the nuclear cascade in a gamma-ray burst radiation field, simulated at a level of complexity comparable to the most precise cosmic ray propagation code. We conclude with an isotope chart describing which information is in principle necessary to describe nuclear interactions in cosmic ray sources and propagation.
NASA Astrophysics Data System (ADS)
Aristoff, Jeffrey M.; Horwood, Joshua T.; Poore, Aubrey B.
2014-01-01
We present a new variable-step Gauss-Legendre implicit-Runge-Kutta-based approach for orbit and uncertainty propagation, VGL-IRK, which includes adaptive step-size error control and which collectively, rather than individually, propagates nearby sigma points or states. The performance of VGL-IRK is compared to a professional (variable-step) implementation of Dormand-Prince 8(7) (DP8) and to a fixed-step, optimally-tuned, implementation of modified Chebyshev-Picard iteration (MCPI). Both nearly-circular and highly-elliptic orbits are considered using high-fidelity gravity models and realistic integration tolerances. VGL-IRK is shown to be up to eleven times faster than DP8 and up to 45 times faster than MCPI (for the same accuracy), in a serial computing environment. Parallelization of VGL-IRK and MCPI is also discussed.
Impact of measurement uncertainty from experimental load distribution factors on bridge load rating
NASA Astrophysics Data System (ADS)
Gangone, Michael V.; Whelan, Matthew J.
2018-03-01
Load rating and testing of highway bridges is important in determining the capacity of the structure. Experimental load rating utilizes strain transducers placed at critical locations of the superstructure to measure normal strains. These strains are then used in computing diagnostic performance measures (neutral axis of bending, load distribution factor) and ultimately a load rating. However, it has been shown that experimentally obtained strain measurements contain uncertainties associated with the accuracy and precision of the sensor and sensing system. These uncertainties propagate through to the diagnostic indicators that in turn transmit into the load rating calculation. This paper will analyze the effect that measurement uncertainties have on the experimental load rating results of a 3 span multi-girder/stringer steel and concrete bridge. The focus of this paper will be limited to the uncertainty associated with the experimental distribution factor estimate. For the testing discussed, strain readings were gathered at the midspan of each span of both exterior girders and the center girder. Test vehicles of known weight were positioned at specified locations on each span to generate maximum strain response for each of the five girders. The strain uncertainties were used in conjunction with a propagation formula developed by the authors to determine the standard uncertainty in the distribution factor estimates. This distribution factor uncertainty is then introduced into the load rating computation to determine the possible range of the load rating. The results show the importance of understanding measurement uncertainty in experimental load testing.
Statistical uncertainties of a chiral interaction at next-to-next-to leading order
Ekström, A.; Carlsson, B. D.; Wendt, K. A.; ...
2015-02-05
In this paper, we have quantified the statistical uncertainties of the low-energy coupling-constants (LECs) of an optimized nucleon–nucleon interaction from chiral effective field theory at next-to-next-to-leading order. Finally, in addition, we have propagated the impact of the uncertainties of the LECs to two-nucleon scattering phase shifts, effective range parameters, and deuteron observables.
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.
Influence of model reduction on uncertainty of flood inundation predictions
NASA Astrophysics Data System (ADS)
Romanowicz, R. J.; Kiczko, A.; Osuch, M.
2012-04-01
Derivation of flood risk maps requires an estimation of the maximum inundation extent for a flood with an assumed probability of exceedence, e.g. a 100 or 500 year flood. The results of numerical simulations of flood wave propagation are used to overcome the lack of relevant observations. In practice, deterministic 1-D models are used for flow routing, giving a simplified image of a flood wave propagation process. The solution of a 1-D model depends on the simplifications to the model structure, the initial and boundary conditions and the estimates of model parameters which are usually identified using the inverse problem based on the available noisy observations. Therefore, there is a large uncertainty involved in the derivation of flood risk maps. In this study we examine the influence of model structure simplifications on estimates of flood extent for the urban river reach. As the study area we chose the Warsaw reach of the River Vistula, where nine bridges and several dikes are located. The aim of the study is to examine the influence of water structures on the derived model roughness parameters, with all the bridges and dikes taken into account, with a reduced number and without any water infrastructure. The results indicate that roughness parameter values of a 1-D HEC-RAS model can be adjusted for the reduction in model structure. However, the price we pay is the model robustness. Apart from a relatively simple question regarding reducing model structure, we also try to answer more fundamental questions regarding the relative importance of input, model structure simplification, parametric and rating curve uncertainty to the uncertainty of flood extent estimates. We apply pseudo-Bayesian methods of uncertainty estimation and Global Sensitivity Analysis as the main methodological tools. The results indicate that the uncertainties have a substantial influence on flood risk assessment. In the paper we present a simplified methodology allowing the influence of that uncertainty to be assessed. This work was supported by National Science Centre of Poland (grant 2011/01/B/ST10/06866).
NASA Astrophysics Data System (ADS)
Leblanc, Thierry; Sica, Robert J.; van Gijsel, Joanna A. E.; Haefele, Alexander; Payen, Guillaume; Liberti, Gianluigi
2016-08-01
A standardized approach for the definition, propagation, and reporting of uncertainty in the temperature lidar data products contributing to the Network for the Detection for Atmospheric Composition Change (NDACC) database is proposed. One important aspect of the proposed approach is the ability to propagate all independent uncertainty components in parallel through the data processing chain. The individual uncertainty components are then combined together at the very last stage of processing to form the temperature combined standard uncertainty. The identified uncertainty sources comprise major components such as signal detection, saturation correction, background noise extraction, temperature tie-on at the top of the profile, and absorption by ozone if working in the visible spectrum, as well as other components such as molecular extinction, the acceleration of gravity, and the molecular mass of air, whose magnitudes depend on the instrument, data processing algorithm, and altitude range of interest. The expression of the individual uncertainty components and their step-by-step propagation through the temperature data processing chain are thoroughly estimated, taking into account the effect of vertical filtering and the merging of multiple channels. All sources of uncertainty except detection noise imply correlated terms in the vertical dimension, which means that covariance terms must be taken into account when vertical filtering is applied and when temperature is integrated from the top of the profile. Quantitatively, the uncertainty budget is presented in a generic form (i.e., as a function of instrument performance and wavelength), so that any NDACC temperature lidar investigator can easily estimate the expected impact of individual uncertainty components in the case of their own instrument. Using this standardized approach, an example of uncertainty budget is provided for the Jet Propulsion Laboratory (JPL) lidar at Mauna Loa Observatory, Hawai'i, which is typical of the NDACC temperature lidars transmitting at 355 nm. The combined temperature uncertainty ranges between 0.1 and 1 K below 60 km, with detection noise, saturation correction, and molecular extinction correction being the three dominant sources of uncertainty. Above 60 km and up to 10 km below the top of the profile, the total uncertainty increases exponentially from 1 to 10 K due to the combined effect of random noise and temperature tie-on. In the top 10 km of the profile, the accuracy of the profile mainly depends on that of the tie-on temperature. All other uncertainty components remain below 0.1 K throughout the entire profile (15-90 km), except the background noise correction uncertainty, which peaks around 0.3-0.5 K. It should be kept in mind that these quantitative estimates may be very different for other lidar instruments, depending on their altitude range and the wavelengths used.
Embedded Model Error Representation and Propagation in Climate Models
NASA Astrophysics Data System (ADS)
Sargsyan, K.; Ricciuto, D. M.; Safta, C.; Thornton, P. E.
2017-12-01
Over the last decade, parametric uncertainty quantification (UQ) methods have reached a level of maturity, while the same can not be said about representation and quantification of structural or model errors. Lack of characterization of model errors, induced by physical assumptions, phenomenological parameterizations or constitutive laws, is a major handicap in predictive science. In particular, e.g. in climate models, significant computational resources are dedicated to model calibration without gaining improvement in predictive skill. Neglecting model errors during calibration/tuning will lead to overconfident and biased model parameters. At the same time, the most advanced methods accounting for model error merely correct output biases, augmenting model outputs with statistical error terms that can potentially violate physical laws, or make the calibrated model ineffective for extrapolative scenarios. This work will overview a principled path for representing and quantifying model errors, as well as propagating them together with the rest of the predictive uncertainty budget, including data noise, parametric uncertainties and surrogate-related errors. Namely, the model error terms will be embedded in select model components rather than as external corrections. Such embedding ensures consistency with physical constraints on model predictions, and renders calibrated model predictions meaningful and robust with respect to model errors. Besides, in the presence of observational data, the approach can effectively differentiate model structural deficiencies from those of data acquisition. The methodology is implemented in UQ Toolkit (www.sandia.gov/uqtoolkit), relying on a host of available forward and inverse UQ tools. We will demonstrate the application of the technique on few application of interest, including ACME Land Model calibration via a wide range of measurements obtained at select sites.
A Stochastic Climate Generator for Agriculture in Southeast Asian Domains
NASA Astrophysics Data System (ADS)
Greene, A. M.; Allis, E. C.
2014-12-01
We extend a previously-described method for generating future climate scenarios, suitable for driving agricultural models, to selected domains in Lao PDR, Bangladesh and Indonesia. There are notable differences in climatology among the study regions, most importantly the inverse seasonal relationship of southeast Asian and Australian monsoons. These differences necessitate a partially-differentiated modeling approach, utilizing common features for better estimation while allowing independent modeling of divergent attributes. The method attempts to constrain uncertainty due to both anthropogenic and natural influences, providing a measure of how these effects may combine during specified future decades. Seasonal climate fields are downscaled to the daily time step by resampling the AgMERRA dataset, providing a full suite of agriculturally relevant variables and enabling the propagation of climate uncertainty to agricultural outputs. The role of this research in a broader project, conducted under the auspices of the International Fund for Agricultural Development (IFAD), is discussed.
NASA Astrophysics Data System (ADS)
Lee, Han Soo; Shimoyama, Tomohisa; Popinet, Stéphane
2015-10-01
The impacts of tides on extreme tsunami propagation due to potential Nankai Trough earthquakes in the Seto Inland Sea (SIS), Japan, are investigated through numerical experiments. Tsunami experiments are conducted based on five scenarios that consider tides at four different phases, such as flood, high, ebb, and low tides. The probes that were selected arbitrarily in the Bungo and Kii Channels show less significant effects of tides on tsunami heights and the arrival times of the first waves than those that experience large tidal ranges in inner basins and bays of the SIS. For instance, the maximum tsunami height and the arrival time at Toyomaesi differ by more than 0.5 m and nearly 1 h, respectively, depending on the tidal phase. The uncertainties defined in terms of calculated maximum tsunami heights due to tides illustrate that the calculated maximum tsunami heights in the inner SIS with standing tides have much larger uncertainties than those of two channels with propagating tides. Particularly in Harima Nada, the uncertainties due to the impacts of tides are greater than 50% of the tsunami heights without tidal interaction. The results recommend simulate tsunamis together with tides in shallow water environments to reduce the uncertainties involved with tsunami modeling and predictions for tsunami hazards preparedness. This article was corrected on 26 OCT 2015. See the end of the full text for details.
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.
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.
Uncertainty Propagation in Hypersonic Vehicle Aerothermoelastic Analysis
NASA Astrophysics Data System (ADS)
Lamorte, Nicolas Etienne
Hypersonic vehicles face a challenging flight environment. The aerothermoelastic analysis of its components requires numerous simplifying approximations. Identifying and quantifying the effect of uncertainties pushes the limits of the existing deterministic models, and is pursued in this work. An uncertainty quantification framework is used to propagate the effects of identified uncertainties on the stability margins and performance of the different systems considered. First, the aeroelastic stability of a typical section representative of a control surface on a hypersonic vehicle is examined. Variability in the uncoupled natural frequencies of the system is modeled to mimic the effect of aerodynamic heating. Next, the stability of an aerodynamically heated panel representing a component of the skin of a generic hypersonic vehicle is considered. Uncertainty in the location of transition from laminar to turbulent flow and the heat flux prediction is quantified using CFD. In both cases significant reductions of the stability margins are observed. A loosely coupled airframe--integrated scramjet engine is considered next. The elongated body and cowl of the engine flow path are subject to harsh aerothermodynamic loading which causes it to deform. Uncertainty associated with deformation prediction is propagated to the engine performance analysis. The cowl deformation is the main contributor to the sensitivity of the propulsion system performance. Finally, a framework for aerothermoelastic stability boundary calculation for hypersonic vehicles using CFD is developed. The usage of CFD enables one to consider different turbulence conditions, laminar or turbulent, and different models of the air mixture, in particular real gas model which accounts for dissociation of molecules at high temperature. The system is found to be sensitive to turbulence modeling as well as the location of the transition from laminar to turbulent flow. Real gas effects play a minor role in the flight conditions considered. These studies demonstrate the advantages of accounting for uncertainty at an early stage of the analysis. They emphasize the important relation between heat flux modeling, thermal stresses and stability margins of hypersonic vehicles.
A Probabilistic Framework for Quantifying Mixed Uncertainties in Cyber Attacker Payoffs
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.
Quantification and propagation of uncertainties in cyber attacker payoffs is a key aspect within multiplayer, stochastic security games. These payoffs may represent penalties or rewards associated with player actions and are subject to various sources of uncertainty, including: (1) cyber-system state, (2) attacker type, (3) choice of player actions, and (4) cyber-system state transitions over time. Past research has primarily focused on representing defender beliefs about attacker payoffs as point utility estimates. More recently, within the physical security domain, attacker payoff uncertainties have been represented as Uniform and Gaussian probability distributions, and mathematical intervals. For cyber-systems, probability distributions may helpmore » address statistical (aleatory) uncertainties where the defender may assume inherent variability or randomness in the factors contributing to the attacker payoffs. However, systematic (epistemic) uncertainties may exist, where the defender may not have sufficient knowledge or there is insufficient information about the attacker’s payoff generation mechanism. Such epistemic uncertainties are more suitably represented as generalizations of probability boxes. This paper explores the mathematical treatment of such mixed payoff uncertainties. A conditional probabilistic reasoning approach is adopted to organize the dependencies between a cyber-system’s state, attacker type, player actions, and state transitions. This also enables the application of probabilistic theories to propagate various uncertainties in the attacker payoffs. An example implementation of this probabilistic framework and resulting attacker payoff distributions are discussed. A goal of this paper is also to highlight this uncertainty quantification problem space to the cyber security research community and encourage further advancements in this area.« less
Monte Carlo simulation of air sampling methods for the measurement of radon decay products.
Sima, Octavian; Luca, Aurelian; Sahagia, Maria
2017-08-01
A stochastic model of the processes involved in the measurement of the activity of the 222 Rn decay products was developed. The distributions of the relevant factors, including air sampling and radionuclide collection, are propagated using Monte Carlo simulation to the final distribution of the measurement results. The uncertainties of the 222 Rn decay products concentrations in the air are realistically evaluated. Copyright © 2017 Elsevier Ltd. All rights reserved.
Probabilistic Assessment of Fracture Progression in Composite Structures
NASA Technical Reports Server (NTRS)
Chamis, Christos C.; Minnetyan, Levon; Mauget, Bertrand; Huang, Dade; Addi, Frank
1999-01-01
This report describes methods and corresponding computer codes that are used to evaluate progressive damage and fracture and to perform probabilistic assessment in built-up composite structures. Structural response is assessed probabilistically, during progressive fracture. The effects of design variable uncertainties on structural fracture progression are quantified. The fast probability integrator (FPI) is used to assess the response scatter in the composite structure at damage initiation. The sensitivity of the damage response to design variables is computed. The methods are general purpose and are applicable to stitched and unstitched composites in all types of structures and fracture processes starting from damage initiation to unstable propagation and to global structure collapse. The methods are demonstrated for a polymer matrix composite stiffened panel subjected to pressure. The results indicated that composite constituent properties, fabrication parameters, and respective uncertainties have a significant effect on structural durability and reliability. Design implications with regard to damage progression, damage tolerance, and reliability of composite structures are examined.
Machine learning approaches for estimation of prediction interval for the model output.
Shrestha, Durga L; Solomatine, Dimitri P
2006-03-01
A novel method for estimating prediction uncertainty using machine learning techniques is presented. Uncertainty is expressed in the form of the two quantiles (constituting the prediction interval) of the underlying distribution of prediction errors. The idea is to partition the input space into different zones or clusters having similar model errors using fuzzy c-means clustering. The prediction interval is constructed for each cluster on the basis of empirical distributions of the errors associated with all instances belonging to the cluster under consideration and propagated from each cluster to the examples according to their membership grades in each cluster. Then a regression model is built for in-sample data using computed prediction limits as targets, and finally, this model is applied to estimate the prediction intervals (limits) for out-of-sample data. The method was tested on artificial and real hydrologic data sets using various machine learning techniques. Preliminary results show that the method is superior to other methods estimating the prediction interval. A new method for evaluating performance for estimating prediction interval is proposed as well.
Uncertainty and Sensitivity Analyses of a Pebble Bed HTGR Loss of Cooling Event
Strydom, Gerhard
2013-01-01
The Very High Temperature Reactor Methods Development group at the Idaho National Laboratory identified the need for a defensible and systematic uncertainty and sensitivity approach in 2009. This paper summarizes the results of an uncertainty and sensitivity quantification investigation performed with the SUSA code, utilizing the International Atomic Energy Agency CRP 5 Pebble Bed Modular Reactor benchmark and the INL code suite PEBBED-THERMIX. Eight model input parameters were selected for inclusion in this study, and after the input parameters variations and probability density functions were specified, a total of 800 steady state and depressurized loss of forced cooling (DLOFC) transientmore » PEBBED-THERMIX calculations were performed. The six data sets were statistically analyzed to determine the 5% and 95% DLOFC peak fuel temperature tolerance intervals with 95% confidence levels. It was found that the uncertainties in the decay heat and graphite thermal conductivities were the most significant contributors to the propagated DLOFC peak fuel temperature uncertainty. No significant differences were observed between the results of Simple Random Sampling (SRS) or Latin Hypercube Sampling (LHS) data sets, and use of uniform or normal input parameter distributions also did not lead to any significant differences between these data sets.« less
Impact of uncertainties in free stream conditions on the aerodynamics of a rectangular cylinder
NASA Astrophysics Data System (ADS)
Mariotti, Alessandro; Shoeibi Omrani, Pejman; Witteveen, Jeroen; Salvetti, Maria Vittoria
2015-11-01
The BARC benchmark deals with the flow around a rectangular cylinder with chord-to-depth ratio equal to 5. This flow configuration is of practical interest for civil and industrial structures and it is characterized by massively separated flow and unsteadiness. In a recent review of BARC results, significant dispersion was observed both in experimental and numerical predictions of some flow quantities, which are extremely sensitive to various uncertainties, which may be present in experiments and simulations. Besides modeling and numerical errors, in simulations it is difficult to exactly reproduce the experimental conditions due to uncertainties in the set-up parameters, which sometimes cannot be exactly controlled or characterized. Probabilistic methods and URANS simulations are used to investigate the impact of the uncertainties in the following set-up parameters: the angle of incidence, the free stream longitudinal turbulence intensity and length scale. Stochastic collocation is employed to perform the probabilistic propagation of the uncertainty. The discretization and modeling errors are estimated by repeating the same analysis for different grids and turbulence models. The results obtained for different assumed PDF of the set-up parameters are also compared.
Probability and possibility-based representations of uncertainty in fault tree analysis.
Flage, Roger; Baraldi, Piero; Zio, Enrico; Aven, Terje
2013-01-01
Expert knowledge is an important source of input to risk analysis. In practice, experts might be reluctant to characterize their knowledge and the related (epistemic) uncertainty using precise probabilities. The theory of possibility allows for imprecision in probability assignments. The associated possibilistic representation of epistemic uncertainty can be combined with, and transformed into, a probabilistic representation; in this article, we show this with reference to a simple fault tree analysis. We apply an integrated (hybrid) probabilistic-possibilistic computational framework for the joint propagation of the epistemic uncertainty on the values of the (limiting relative frequency) probabilities of the basic events of the fault tree, and we use possibility-probability (probability-possibility) transformations for propagating the epistemic uncertainty within purely probabilistic and possibilistic settings. The results of the different approaches (hybrid, probabilistic, and possibilistic) are compared with respect to the representation of uncertainty about the top event (limiting relative frequency) probability. Both the rationale underpinning the approaches and the computational efforts they require are critically examined. We conclude that the approaches relevant in a given setting depend on the purpose of the risk analysis, and that further research is required to make the possibilistic approaches operational in a risk analysis context. © 2012 Society for Risk Analysis.
Uncertainties in Climate Change, Following the Causal Chain from Human Activities
NASA Astrophysics Data System (ADS)
Prather, M. J.; Match Group,.
2009-12-01
As part of a UNFCCC initiative to attribute climate change to individual countries, a research group (MATCH) examined the quantifiable link between emissions and climate change. A constrained propagation of errors was developed that tracks uncertainties from reporting human activities to greenhouse gas emissions, to increasing abundances of greenhouse gases, to radiative forcing of climate, and finally to climate change. As a case study, we consider the causal chain for greenhouse gases emitted by developed nations since national reporting began in 1990. We combine uncertainties in the forward modeling at each step with top-down constraints on the observed changes in greenhouse gases and temperatures, although the propagation of uncertainties remains problematical. In this study, we find that global surface temperature increased by +0.11 C in 2003 due to the developed nations’ emissions of Kyoto greenhouse gases from 1990 to 2002 with a 68%-confidence uncertainty range of +0.08 C to +0.14 C. Uncertainties in climate response dominate this overall range, but uncertainties in emissions, particularly for land-use change and forestry and the non-CO2 greenhouse gases, are responsible for almost half. Bar chart of RF components & 68%-confidence intervals averaged over first and last half of 20th century, showing importance of volcanoes. Reduction in atmospheric CO2 (ppm) relative to observed increase as calculated without Annex-I(reporting) emissions, showing the 16%-to-84%-confidence range.
Helble, Tyler A; D'Spain, Gerald L; Hildebrand, John A; Campbell, Gregory S; Campbell, Richard L; Heaney, Kevin D
2013-09-01
Passive acoustic monitoring of marine mammal calls is an increasingly important method for assessing population numbers, distribution, and behavior. A common mistake in the analysis of marine mammal acoustic data is formulating conclusions about these animals without first understanding how environmental properties such as bathymetry, sediment properties, water column sound speed, and ocean acoustic noise influence the detection and character of vocalizations in the acoustic data. The approach in this paper is to use Monte Carlo simulations with a full wave field acoustic propagation model to characterize the site specific probability of detection of six types of humpback whale calls at three passive acoustic monitoring locations off the California coast. Results show that the probability of detection can vary by factors greater than ten when comparing detections across locations, or comparing detections at the same location over time, due to environmental effects. Effects of uncertainties in the inputs to the propagation model are also quantified, and the model accuracy is assessed by comparing calling statistics amassed from 24,690 humpback units recorded in the month of October 2008. Under certain conditions, the probability of detection can be estimated with uncertainties sufficiently small to allow for accurate density estimates.
A Framework for Estimating Stratospheric Wind Speeds from Infrasound Noise
NASA Astrophysics Data System (ADS)
Arrowsmith, S.; Marcillo, O. E.
2012-12-01
We present a methodology for infrasonic remote sensing of winds in the stratosphere that does not require discrete ground-truth events. Our method uses measured time delays between arrays of sensors to provide group velocities and then minimizes the difference between observed and predicted group velocities. Because we focus on inter-array propagation effects, it is not necessary to simulate the full propagation path from source to receiver. This feature allows us to use a relatively simple forward model that is applicable over short-regional distances. By focusing on stratospheric returns, we show that our nonlinear inversion scheme converges much better if the starting model contains a strong stratospheric duct. Using the HWM/MSISE model, we demonstrate that the inversion scheme is robust to large uncertainties in backazimuth, but that uncertainties in the measured trace velocity and group velocity should be controlled through the addition of adjoint constraints. Using realistic estimates of measurement error, our results show that the inversion scheme will nevertheless improve upon a starting model under most scenarios for the 9-array Utah infrasound network. Future research should investigate the effects of model error associated with these measurements.
Uncertainty Quantification in High Throughput Screening ...
Using uncertainty quantification, we aim to improve the quality of modeling data from high throughput screening assays for use in risk assessment. ToxCast is a large-scale screening program that analyzes thousands of chemicals using over 800 assays representing hundreds of biochemical and cellular processes, including endocrine disruption, cytotoxicity, and zebrafish development. Over 2.6 million concentration response curves are fit to models to extract parameters related to potency and efficacy. Models built on ToxCast results are being used to rank and prioritize the toxicological risk of tested chemicals and to predict the toxicity of tens of thousands of chemicals not yet tested in vivo. However, the data size also presents challenges. When fitting the data, the choice of models, model selection strategy, and hit call criteria must reflect the need for computational efficiency and robustness, requiring hard and somewhat arbitrary cutoffs. When coupled with unavoidable noise in the experimental concentration response data, these hard cutoffs cause uncertainty in model parameters and the hit call itself. The uncertainty will then propagate through all of the models built on the data. Left unquantified, this uncertainty makes it difficult to fully interpret the data for risk assessment. We used bootstrap resampling methods to quantify the uncertainty in fitting models to the concentration response data. Bootstrap resampling determines confidence intervals for
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.
Transitioning to Teacher: Uncertainty as a Game of Dramatic Hats
ERIC Educational Resources Information Center
Sinner, Anita
2012-01-01
Nathalie's experience of becoming a teacher demonstrates how a counter-narrative contributes to negotiating dominant discourses that propagate stories of uniformity and reinforce the status quo within the teaching profession. By offering an alternate perspective of teacher culture as a liminal space, uncertainty symbolizes Nathalie's transition to…
Race to improve student understanding of uncertainty: Using LEGO race cars in the physics lab
NASA Astrophysics Data System (ADS)
Parappilly, Maria; Hassam, Christopher; Woodman, Richard J.
2018-01-01
Laboratories using LEGO race cars were developed for students in an introductory physics topic with a high early drop-out rate. In a 2014 pilot study, the labs were offered to improve students' confidence with experiments and laboratory skills, especially uncertainty propagation. This intervention was extended into the intro level physics topic the next year, for comparison and evaluation. Considering the pilot study, we subsequently adapted the delivery of the LEGO labs for a large Engineering Mechanics cohort. A qualitative survey of the students was taken to gain insight into their perception of the incorporation of LEGO race cars into physics labs. For Engineering, the findings show that LEGO physics was instrumental in teaching students the measurement and uncertainty, improving their lab reporting skills, and was a key factor in reducing the early attrition rate. This paper briefly recalls the results of the pilot study, and how variations in the delivery yielded better learning outcomes. A novel method is proposed for how LEGO race cars in a physics lab can help students increase their understanding of uncertainty and motivate them towards physics practicals.
A critical review of principal traffic noise models: Strategies and implications
DOE Office of Scientific and Technical Information (OSTI.GOV)
Garg, Naveen, E-mail: ngarg@mail.nplindia.ernet.in; Department of Mechanical, Production and Industrial Engineering, Delhi Technological University, Delhi 110042; Maji, Sagar
2014-04-01
The paper presents an exhaustive comparison of principal traffic noise models adopted in recent years in developed nations. The comparison is drawn on the basis of technical attributes including source modelling and sound propagation algorithms. Although the characterization of source in terms of rolling and propulsion noise in conjunction with advanced numerical methods for sound propagation has significantly reduced the uncertainty in traffic noise predictions, the approach followed is quite complex and requires specialized mathematical skills for predictions which is sometimes quite cumbersome for town planners. Also, it is sometimes difficult to follow the best approach when a variety ofmore » solutions have been proposed. This paper critically reviews all these aspects pertaining to the recent models developed and adapted in some countries and also discusses the strategies followed and implications of these models. - Highlights: • Principal traffic noise models developed are reviewed. • Sound propagation algorithms used in traffic noise models are compared. • Implications of models are discussed.« less
Guo, Guang-Hui; Wu, Feng-Chang; He, Hong-Ping; Feng, Cheng-Lian; Zhang, Rui-Qing; Li, Hui-Xian
2012-04-01
Probabilistic approaches, such as Monte Carlo Sampling (MCS) and Latin Hypercube Sampling (LHS), and non-probabilistic approaches, such as interval analysis, fuzzy set theory and variance propagation, were used to characterize uncertainties associated with risk assessment of sigma PAH8 in surface water of Taihu Lake. The results from MCS and LHS were represented by probability distributions of hazard quotients of sigma PAH8 in surface waters of Taihu Lake. The probabilistic distribution of hazard quotient were obtained from the results of MCS and LHS based on probabilistic theory, which indicated that the confidence intervals of hazard quotient at 90% confidence level were in the range of 0.000 18-0.89 and 0.000 17-0.92, with the mean of 0.37 and 0.35, respectively. In addition, the probabilities that the hazard quotients from MCS and LHS exceed the threshold of 1 were 9.71% and 9.68%, respectively. The sensitivity analysis suggested the toxicity data contributed the most to the resulting distribution of quotients. The hazard quotient of sigma PAH8 to aquatic organisms ranged from 0.000 17 to 0.99 using interval analysis. The confidence interval was (0.001 5, 0.016 3) at the 90% confidence level calculated using fuzzy set theory, and the confidence interval was (0.000 16, 0.88) at the 90% confidence level based on the variance propagation. These results indicated that the ecological risk of sigma PAH8 to aquatic organisms were low. Each method has its own set of advantages and limitations, which was based on different theory; therefore, the appropriate method should be selected on a case-by-case to quantify the effects of uncertainties on the ecological risk assessment. Approach based on the probabilistic theory was selected as the most appropriate method to assess the risk of sigma PAH8 in surface water of Taihu Lake, which provided an important scientific foundation of risk management and control for organic pollutants in water.
Evaluation of thyroid radioactivity measurement data from Hanford workers, 1944--1946
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ikenberry, T.A.
1991-05-01
This report describes the preliminary results of an evaluation conducted in support of the Hanford Environmental Dose Reconstruction (HEDR) Project. The primary objective of the HEDR Project is to estimate the radiation doses that populations could have received from nuclear operations at the Hanford Site since 1944. A secondary objective is to make information that HEDR staff members used in estimate radiation doses available to the public. The objectives of this report to make available thyroid measurement data from Hanford workers for the year 1944 through 1946, and to investigate the suitability of those data for use in the HEDRmore » dose estimation process. An important part of this investigation was to provide a description of the uncertainty associated with the data. Lack of documentation on thyroid measurements from this period required that assumptions be made to perform data evaluations. These assumptions introduce uncertainty into the evaluations that could be significant. It is important to recognize the nature of these assumptions, the inherent uncertainty, and the propagation of this uncertainty, and the propagation of this uncertainty through data evaluations to any conclusions that can be made by using the data. 15 refs., 1 fig., 5 tabs.« less
Aeroelastic Uncertainty Quantification Studies Using the S4T Wind Tunnel Model
NASA Technical Reports Server (NTRS)
Nikbay, Melike; Heeg, Jennifer
2017-01-01
This paper originates from the joint efforts of an aeroelastic study team in the Applied Vehicle Technology Panel from NATO Science and Technology Organization, with the Task Group number AVT-191, titled "Application of Sensitivity Analysis and Uncertainty Quantification to Military Vehicle Design." We present aeroelastic uncertainty quantification studies using the SemiSpan Supersonic Transport wind tunnel model at the NASA Langley Research Center. The aeroelastic study team decided treat both structural and aerodynamic input parameters as uncertain and represent them as samples drawn from statistical distributions, propagating them through aeroelastic analysis frameworks. Uncertainty quantification processes require many function evaluations to asses the impact of variations in numerous parameters on the vehicle characteristics, rapidly increasing the computational time requirement relative to that required to assess a system deterministically. The increased computational time is particularly prohibitive if high-fidelity analyses are employed. As a remedy, the Istanbul Technical University team employed an Euler solver in an aeroelastic analysis framework, and implemented reduced order modeling with Polynomial Chaos Expansion and Proper Orthogonal Decomposition to perform the uncertainty propagation. The NASA team chose to reduce the prohibitive computational time by employing linear solution processes. The NASA team also focused on determining input sample distributions.
On the reliable probing of discrete ‘plasma bullet’ propagation
NASA Astrophysics Data System (ADS)
Svarnas, P.; Gazeli, K.; Gkelios, A.; Amanatides, E.; Mataras, D.
2018-04-01
This report is devoted to the imaging of the spatiotemporal evolution of ‘plasma bullets’ during their propagation at atmospheric pressure. Although numerous studies have been realized on this topic with high gating rate cameras, triggering issues and statistical analyses of single-shot events over different cycles of the driving high voltage have not been discussed properly. The present work demonstrates the related difficulties faced due to the inherently erratic propagation of the bullets. A way of capturing and statistically analysing discrete bullet events is introduced, which is reliable even when low gating rate cameras are used and multiple bullets are formed within the voltage cycle. The method is based on plasma observations by means of two photoelectron multiplier tubes. It is suggested that these signals correlate better with bullet propagation events than the driving voltage or bullet current waveforms do, and allow either the elimination of issues arising from erratic propagation and hardware delays or at least the quantification of certain uncertainties. Herein, the entire setup, the related concept and the limits of accuracy are discussed in detail. Snapshots of the bullets are captured and commented on, with the bullets being produced by a sinusoidally driven single-electrode plasma jet reactor operating with helium. Finally, the instantaneous velocities of bullets on the order of 104-105 m s-1 are measured and propagation phases are distinguished in good agreement with the bibliography.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Woodroffe, J. R.; Brito, T. V.; Jordanova, V. K.
In the standard practice of neutron multiplicity counting , the first three sampled factorial moments of the event triggered neutron count distribution were used to quantify the three main neutron source terms: the spontaneous fissile material effective mass, the relative (α,n) production and the induced fission source responsible for multiplication. Our study compares three methods to quantify the statistical uncertainty of the estimated mass: the bootstrap method, propagation of variance through moments, and statistical analysis of cycle data method. Each of the three methods was implemented on a set of four different NMC measurements, held at the JRC-laboratory in Ispra,more » Italy, sampling four different Pu samples in a standard Plutonium Scrap Multiplicity Counter (PSMC) well counter.« less
NASA Astrophysics Data System (ADS)
Määttä, A.; Laine, M.; Tamminen, J.; Veefkind, J. P.
2014-05-01
Satellite instruments are nowadays successfully utilised for measuring atmospheric aerosol in many applications as well as in research. Therefore, there is a growing need for rigorous error characterisation of the measurements. Here, we introduce a methodology for quantifying the uncertainty in the retrieval of aerosol optical thickness (AOT). In particular, we concentrate on two aspects: uncertainty due to aerosol microphysical model selection and uncertainty due to imperfect forward modelling. We apply the introduced methodology for aerosol optical thickness retrieval of the Ozone Monitoring Instrument (OMI) on board NASA's Earth Observing System (EOS) Aura satellite, launched in 2004. We apply statistical methodologies that improve the uncertainty estimates of the aerosol optical thickness retrieval by propagating aerosol microphysical model selection and forward model error more realistically. For the microphysical model selection problem, we utilise Bayesian model selection and model averaging methods. Gaussian processes are utilised to characterise the smooth systematic discrepancies between the measured and modelled reflectances (i.e. residuals). The spectral correlation is composed empirically by exploring a set of residuals. The operational OMI multi-wavelength aerosol retrieval algorithm OMAERO is used for cloud-free, over-land pixels of the OMI instrument with the additional Bayesian model selection and model discrepancy techniques introduced here. The method and improved uncertainty characterisation is demonstrated by several examples with different aerosol properties: weakly absorbing aerosols, forest fires over Greece and Russia, and Sahara desert dust. The statistical methodology presented is general; it is not restricted to this particular satellite retrieval application.
NASA Astrophysics Data System (ADS)
Ward, E. J.; Bell, D. M.; Clark, J. S.; Kim, H.; Oren, R.
2009-12-01
Thermal dissipation probes (TDPs) are a common method for estimating forest transpiration and canopy conductance from sap flux rates in trees, but their implementation is plagued by uncertainties arising from missing data and variability in the diameter and canopy position of trees, as well as sapwood conductivity within individual trees. Uncertainties in estimates of canopy conductance also translate into uncertainties in carbon assimilation in models such as the Canopy Conductance Constrained Carbon Assimilation (4CA) model that combine physiological and environmental data to estimate photosynthetic rates. We developed a method to propagate these uncertainties in the scaling and imputation of TDP data to estimates of canopy transpiration and conductance using a state-space Jarvis-type conductance model in a hierarchical Bayesian framework. This presentation will focus on the impact of these uncertainties on estimates of water and carbon fluxes using 4CA and data from the Duke Free Air Carbon Enrichment (FACE) project, which incorporates both elevated carbon dioxide and soil nitrogen treatments. We will also address the response of canopy conductance to vapor pressure deficit, incident radiation and soil moisture, as well as the effect of treatment-related stand structure differences in scaling TDP measurements. Preliminary results indicate that in 2006, a year of normal precipitation (1127 mm), canopy transpiration increased in elevated carbon dioxide ~8% on a ground area basis. In 2007, a year with a pronounced drought (800 mm precipitation), this increase was only present in the combined carbon dioxide and fertilization treatment. The seasonal dynamics of water and carbon fluxes will be discussed in detail.
Sources of uncertanity as a basis to fill the information gap in a response to flood
NASA Astrophysics Data System (ADS)
Kekez, Toni; Knezic, Snjezana
2016-04-01
Taking into account uncertainties in flood risk management remains a challenge due to difficulties in choosing adequate structural and/or non-structural risk management options. Despite stated measures wrong decisions are often being made when flood occurs. Parameter and structural uncertainties which include model and observation errors as well as lack of knowledge about system characteristics are the main considerations. Real time flood risk assessment methods are predominantly based on measured water level values and vulnerability as well as other relevant characteristics of flood affected area. The goal of this research is to identify sources of uncertainties and to minimize information gap between the point where the water level is measured and the affected area, taking into consideration main uncertainties that can affect risk value at the observed point or section of the river. Sources of uncertainties are identified and determined using system analysis approach and relevant uncertainties are included in the risk assessment model. With such methodological approach it is possible to increase response time with more effective risk assessment which includes uncertainty propagation model. Response phase could be better planned with adequate early warning systems resulting in more time and less costs to help affected areas and save human lives. Reliable and precise information is necessary to raise emergency operability level in order to enhance safety of citizens and reducing possible damage. The results of the EPISECC (EU funded FP7) project are used to validate potential benefits of this research in order to improve flood risk management and response methods. EPISECC aims at developing a concept of a common European Information Space for disaster response which, among other disasters, considers the floods.
NASA Astrophysics Data System (ADS)
Poppeliers, C.; Preston, L. A.
2017-12-01
Measurements of seismic surface wave dispersion can be used to infer the structure of the Earth's subsurface. Typically, to identify group- and phase-velocity, a series of narrow-band filters are applied to surface wave seismograms. Frequency dependent arrival times of surface waves can then be identified from the resulting suite of narrow band seismograms. The frequency-dependent velocity estimates are then inverted for subsurface velocity structure. However, this technique has no method to estimate the uncertainty of the measured surface wave velocities, and subsequently there is no estimate of uncertainty on, for example, tomographic results. For the work here, we explore using the multiwavelet transform (MWT) as an alternate method to estimate surface wave speeds. The MWT decomposes a signal similarly to the conventional filter bank technique, but with two primary advantages: 1) the time-frequency localization is optimized in regard to the time-frequency tradeoff, and 2) we can use the MWT to estimate the uncertainty of the resulting surface wave group- and phase-velocities. The uncertainties of the surface wave speed measurements can then be propagated into tomographic inversions to provide uncertainties of resolved Earth structure. As proof-of-concept, we apply our technique to four seismic ambient noise correlograms that were collected from the University of Nevada Reno seismic network near the Nevada National Security Site. We invert the estimated group- and phase-velocities, as well the uncertainties, for 1-D Earth structure for each station pair. These preliminary results generally agree with 1-D velocities that are obtained from inverting dispersion curves estimated from a conventional Gaussian filter bank.
A Probabilistic Collocation Based Iterative Kalman Filter for Landfill Data Assimilation
NASA Astrophysics Data System (ADS)
Qiang, Z.; Zeng, L.; Wu, L.
2016-12-01
Due to the strong spatial heterogeneity of landfill, uncertainty is ubiquitous in gas transport process in landfill. To accurately characterize the landfill properties, the ensemble Kalman filter (EnKF) has been employed to assimilate the measurements, e.g., the gas pressure. As a Monte Carlo (MC) based method, the EnKF usually requires a large ensemble size, which poses a high computational cost for large scale problems. In this work, we propose a probabilistic collocation based iterative Kalman filter (PCIKF) to estimate permeability in a liquid-gas coupling model. This method employs polynomial chaos expansion (PCE) to represent and propagate the uncertainties of model parameters and states, and an iterative form of Kalman filter to assimilate the current gas pressure data. To further reduce the computation cost, the functional ANOVA (analysis of variance) decomposition is conducted, and only the first order ANOVA components are remained for PCE. Illustrated with numerical case studies, this proposed method shows significant superiority in computation efficiency compared with the traditional MC based iterative EnKF. The developed method has promising potential in reliable prediction and management of landfill gas production.
Uncertainties estimation in surveying measurands: application to lengths, perimeters and areas
NASA Astrophysics Data System (ADS)
Covián, E.; Puente, V.; Casero, M.
2017-10-01
The present paper develops a series of methods for the estimation of uncertainty when measuring certain measurands of interest in surveying practice, such as points elevation given a planimetric position within a triangle mesh, 2D and 3D lengths (including perimeters enclosures), 2D areas (horizontal surfaces) and 3D areas (natural surfaces). The basis for the proposed methodology is the law of propagation of variance-covariance, which, applied to the corresponding model for each measurand, allows calculating the resulting uncertainty from known measurement errors. The methods are tested first in a small example, with a limited number of measurement points, and then in two real-life measurements. In addition, the proposed methods have been incorporated to commercial software used in the field of surveying engineering and focused on the creation of digital terrain models. The aim of this evolution is, firstly, to comply with the guidelines of the BIPM (Bureau International des Poids et Mesures), as the international reference agency in the field of metrology, in relation to the determination and expression of uncertainty; and secondly, to improve the quality of the measurement by indicating the uncertainty associated with a given level of confidence. The conceptual and mathematical developments for the uncertainty estimation in the aforementioned cases were conducted by researchers from the AssIST group at the University of Oviedo, eventually resulting in several different mathematical algorithms implemented in the form of MATLAB code. Based on these prototypes, technicians incorporated the referred functionality to commercial software, developed in C++. As a result of this collaboration, in early 2016 a new version of this commercial software was made available, which will be the first, as far as the authors are aware, that incorporates the possibility of estimating the uncertainty for a given level of confidence when computing the aforementioned surveying measurands.
Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation
NASA Astrophysics Data System (ADS)
Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.
2012-12-01
This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.
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.
Multi-fidelity uncertainty quantification in large-scale predictive simulations of turbulent flow
NASA Astrophysics Data System (ADS)
Geraci, Gianluca; Jofre-Cruanyes, Lluis; Iaccarino, Gianluca
2017-11-01
The performance characterization of complex engineering systems often relies on accurate, but computationally intensive numerical simulations. It is also well recognized that in order to obtain a reliable numerical prediction the propagation of uncertainties needs to be included. Therefore, Uncertainty Quantification (UQ) plays a fundamental role in building confidence in predictive science. Despite the great improvement in recent years, even the more advanced UQ algorithms are still limited to fairly simplified applications and only moderate parameter dimensionality. Moreover, in the case of extremely large dimensionality, sampling methods, i.e. Monte Carlo (MC) based approaches, appear to be the only viable alternative. In this talk we describe and compare a family of approaches which aim to accelerate the convergence of standard MC simulations. These methods are based on hierarchies of generalized numerical resolutions (multi-level) or model fidelities (multi-fidelity), and attempt to leverage the correlation between Low- and High-Fidelity (HF) models to obtain a more accurate statistical estimator without introducing additional HF realizations. The performance of these methods are assessed on an irradiated particle laden turbulent flow (PSAAP II solar energy receiver). This investigation was funded by the United States Department of Energy's (DoE) National Nuclear Security Administration (NNSA) under the Predicitive Science Academic Alliance Program (PSAAP) II at Stanford University.
Data Assimilation and Propagation of Uncertainty in Multiscale Cardiovascular Simulation
NASA Astrophysics Data System (ADS)
Schiavazzi, Daniele; Marsden, Alison
2015-11-01
Cardiovascular modeling is the application of computational tools to predict hemodynamics. State-of-the-art techniques couple a 3D incompressible Navier-Stokes solver with a boundary circulation model and can predict local and peripheral hemodynamics, analyze the post-operative performance of surgical designs and complement clinical data collection minimizing invasive and risky measurement practices. The ability of these tools to make useful predictions is directly related to their accuracy in representing measured physiologies. Tuning of model parameters is therefore a topic of paramount importance and should include clinical data uncertainty, revealing how this uncertainty will affect the predictions. We propose a fully Bayesian, multi-level approach to data assimilation of uncertain clinical data in multiscale circulation models. To reduce the computational cost, we use a stable, condensed approximation of the 3D model build by linear sparse regression of the pressure/flow rate relationship at the outlets. Finally, we consider the problem of non-invasively propagating the uncertainty in model parameters to the resulting hemodynamics and compare Monte Carlo simulation with Stochastic Collocation approaches based on Polynomial or Multi-resolution Chaos expansions.
NASA Astrophysics Data System (ADS)
Kinnaert, X.; Gaucher, E.; Kohl, T.; Achauer, U.
2018-03-01
Seismicity induced in geo-reservoirs can be a valuable observation to image fractured reservoirs, to characterize hydrological properties, or to mitigate seismic hazard. However, this requires accurate location of the seismicity, which is nowadays an important seismological task in reservoir engineering. The earthquake location (determination of the hypocentres) depends on the model used to represent the medium in which the seismic waves propagate and on the seismic monitoring network. In this work, location uncertainties and location inaccuracies are modeled to investigate the impact of several parameters on the determination of the hypocentres: the picking uncertainty, the numerical precision of picked arrival times, a velocity perturbation and the seismic network configuration. The method is applied to the geothermal site of Soultz-sous-Forêts, which is located in the Upper Rhine Graben (France) and which was subject to detailed scientific investigations. We focus on a massive water injection performed in the year 2000 to enhance the productivity of the well GPK2 in the granitic basement, at approximately 5 km depth, and which induced more than 7000 earthquakes recorded by down-hole and surface seismic networks. We compare the location errors obtained from the joint or the separate use of the down-hole and surface networks. Besides the quantification of location uncertainties caused by picking uncertainties, the impact of the numerical precision of the picked arrival times as provided in a reference catalogue is investigated. The velocity model is also modified to mimic possible effects of a massive water injection and to evaluate its impact on earthquake hypocentres. It is shown that the use of the down-hole network in addition to the surface network provides smaller location uncertainties but can also lead to larger inaccuracies. Hence, location uncertainties would not be well representative of the location errors and interpretation of the seismicity distribution possibly biased. This result also emphasizes that it is still necessary to properly describe the seismic propagation medium even though the addition of down-hole sensors increases the coverage of a surface network.
Stochastic Control Synthesis of Systems with Structured Uncertainty
NASA Technical Reports Server (NTRS)
Padula, Sharon L. (Technical Monitor); Crespo, Luis G.
2003-01-01
This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.
A robust approach to using of the redundant information in the temperature calibration
NASA Astrophysics Data System (ADS)
Strnad, R.; Kňazovická, L.; Šindelář, M.; Kukal, J.
2013-09-01
In the calibration laboratories are used standard procedures for calculating of the calibration model coefficients based on well described standards (EN 60751, ITS-90, EN 60584, etc.). In practice, sensors are mostly calibrated in more points and redundant information is used as a validation of the model. This paper will present the influence of including all measured points with respect to their uncertainties to the measured models using standard weighted least square methods. A special case with regards of the different level of the uncertainty of the measured points in case of the robust approach will be discussed. This will go to the different minimization criteria and different uncertainty propagation methodology. This approach also will eliminate of the influence of the outline measurements in the calibration. In practical part will be three cases of this approach presented, namely industrial calibration according to the standard EN 60751, SPRT according to the ITS-90 and thermocouple according to the standard EN 60584.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ulissi, Zachary W.; Medford, Andrew J.; Bligaard, Thomas
Surface reaction networks involving hydrocarbons exhibit enormous complexity with thousands of species and reactions for all but the very simplest of chemistries. We present a framework for optimization under uncertainty for heterogeneous catalysis reaction networks using surrogate models that are trained on the fly. The surrogate model is constructed by teaching a Gaussian process adsorption energies based on group additivity fingerprints, combined with transition-state scaling relations and a simple classifier for determining the rate-limiting step. The surrogate model is iteratively used to predict the most important reaction step to be calculated explicitly with computationally demanding electronic structure theory. Applying thesemore » methods to the reaction of syngas on rhodium(111), we identify the most likely reaction mechanism. Lastly, propagating uncertainty throughout this process yields the likelihood that the final mechanism is complete given measurements on only a subset of the entire network and uncertainty in the underlying density functional theory calculations.« less
Ulissi, Zachary W.; Medford, Andrew J.; Bligaard, Thomas; ...
2017-03-06
Surface reaction networks involving hydrocarbons exhibit enormous complexity with thousands of species and reactions for all but the very simplest of chemistries. We present a framework for optimization under uncertainty for heterogeneous catalysis reaction networks using surrogate models that are trained on the fly. The surrogate model is constructed by teaching a Gaussian process adsorption energies based on group additivity fingerprints, combined with transition-state scaling relations and a simple classifier for determining the rate-limiting step. The surrogate model is iteratively used to predict the most important reaction step to be calculated explicitly with computationally demanding electronic structure theory. Applying thesemore » methods to the reaction of syngas on rhodium(111), we identify the most likely reaction mechanism. Lastly, propagating uncertainty throughout this process yields the likelihood that the final mechanism is complete given measurements on only a subset of the entire network and uncertainty in the underlying density functional theory calculations.« less
Contingency Planning for Planetary Rovers
NASA Technical Reports Server (NTRS)
Dearden, Richard; Meuleau, Nicolas; Ramakrishnan, Sailesh; Smith, David; Washington, Rich; Clancy, Daniel (Technical Monitor)
2002-01-01
There has been considerable work in AI on planning under uncertainty. But this work generally assumes an extremely simple model of action that does not consider continuous time and resources. These assumptions are not reasonable for a Mars rover, which must cope with uncertainty about the duration of tasks, the power required, the data storage necessary, along with its position and orientation. In this paper, we outline an approach to generating contingency plans when the sources of uncertainty involve continuous quantities such as time and resources. The approach involves first constructing a "seed" plan, and then incrementally adding contingent branches to this plan in order to improve utility. The challenge is to figure out the best places to insert contingency branches. This requires an estimate of how much utility could be gained by building a contingent branch at any given place in the seed plan. Computing this utility exactly is intractable, but we outline an approximation method that back propagates utility distributions through a graph structure similar to that of a plan graph.
Incremental Contingency Planning
NASA Technical Reports Server (NTRS)
Dearden, Richard; Meuleau, Nicolas; Ramakrishnan, Sailesh; Smith, David E.; Washington, Rich
2003-01-01
There has been considerable work in AI on planning under uncertainty. However, this work generally assumes an extremely simple model of action that does not consider continuous time and resources. These assumptions are not reasonable for a Mars rover, which must cope with uncertainty about the duration of tasks, the energy required, the data storage necessary, and its current position and orientation. In this paper, we outline an approach to generating contingency plans when the sources of uncertainty involve continuous quantities such as time and resources. The approach involves first constructing a "seed" plan, and then incrementally adding contingent branches to this plan in order to improve utility. The challenge is to figure out the best places to insert contingency branches. This requires an estimate of how much utility could be gained by building a contingent branch at any given place in the seed plan. Computing this utility exactly is intractable, but we outline an approximation method that back propagates utility distributions through a graph structure similar to that of a plan graph.
Critical Analysis of Dual-Probe Heat-Pulse Technique Applied to Measuring Thermal Diffusivity
NASA Astrophysics Data System (ADS)
Bovesecchi, G.; Coppa, P.; Corasaniti, S.; Potenza, M.
2018-07-01
The paper presents an analysis of the experimental parameters involved in application of the dual-probe heat pulse technique, followed by a critical review of methods for processing thermal response data (e.g., maximum detection and nonlinear least square regression) and the consequent obtainable uncertainty. Glycerol was selected as testing liquid, and its thermal diffusivity was evaluated over the temperature range from - 20 °C to 60 °C. In addition, Monte Carlo simulation was used to assess the uncertainty propagation for maximum detection. It was concluded that maximum detection approach to process thermal response data gives the closest results to the reference data inasmuch nonlinear regression results are affected by major uncertainties due to partial correlation between the evaluated parameters. Besides, the interpolation of temperature data with a polynomial to find the maximum leads to a systematic difference between measured and reference data, as put into evidence by the Monte Carlo simulations; through its correction, this systematic error can be reduced to a negligible value, about 0.8 %.
Quantification of Dynamic Model Validation Metrics Using Uncertainty Propagation from Requirements
NASA Technical Reports Server (NTRS)
Brown, Andrew M.; Peck, Jeffrey A.; Stewart, Eric C.
2018-01-01
The Space Launch System, NASA's new large launch vehicle for long range space exploration, is presently in the final design and construction phases, with the first launch scheduled for 2019. A dynamic model of the system has been created and is critical for calculation of interface loads and natural frequencies and mode shapes for guidance, navigation, and control (GNC). Because of the program and schedule constraints, a single modal test of the SLS will be performed while bolted down to the Mobile Launch Pad just before the first launch. A Monte Carlo and optimization scheme will be performed to create thousands of possible models based on given dispersions in model properties and to determine which model best fits the natural frequencies and mode shapes from modal test. However, the question still remains as to whether this model is acceptable for the loads and GNC requirements. An uncertainty propagation and quantification (UP and UQ) technique to develop a quantitative set of validation metrics that is based on the flight requirements has therefore been developed and is discussed in this paper. There has been considerable research on UQ and UP and validation in the literature, but very little on propagating the uncertainties from requirements, so most validation metrics are "rules-of-thumb;" this research seeks to come up with more reason-based metrics. One of the main assumptions used to achieve this task is that the uncertainty in the modeling of the fixed boundary condition is accurate, so therefore that same uncertainty can be used in propagating the fixed-test configuration to the free-free actual configuration. The second main technique applied here is the usage of the limit-state formulation to quantify the final probabilistic parameters and to compare them with the requirements. These techniques are explored with a simple lumped spring-mass system and a simplified SLS model. When completed, it is anticipated that this requirements-based validation metric will provide a quantified confidence and probability of success for the final SLS dynamics model, which will be critical for a successful launch program, and can be applied in the many other industries where an accurate dynamic model is required.
Data-optimized source modeling with the Backwards Liouville Test–Kinetic method
Woodroffe, J. R.; Brito, T. V.; Jordanova, V. K.; ...
2017-09-14
In the standard practice of neutron multiplicity counting , the first three sampled factorial moments of the event triggered neutron count distribution were used to quantify the three main neutron source terms: the spontaneous fissile material effective mass, the relative (α,n) production and the induced fission source responsible for multiplication. Our study compares three methods to quantify the statistical uncertainty of the estimated mass: the bootstrap method, propagation of variance through moments, and statistical analysis of cycle data method. Each of the three methods was implemented on a set of four different NMC measurements, held at the JRC-laboratory in Ispra,more » Italy, sampling four different Pu samples in a standard Plutonium Scrap Multiplicity Counter (PSMC) well counter.« less
Decision Support Methods and Tools
NASA Technical Reports Server (NTRS)
Green, Lawrence L.; Alexandrov, Natalia M.; Brown, Sherilyn A.; Cerro, Jeffrey A.; Gumbert, Clyde r.; Sorokach, Michael R.; Burg, Cecile M.
2006-01-01
This paper is one of a set of papers, developed simultaneously and presented within a single conference session, that are intended to highlight systems analysis and design capabilities within the Systems Analysis and Concepts Directorate (SACD) of the National Aeronautics and Space Administration (NASA) Langley Research Center (LaRC). This paper focuses on the specific capabilities of uncertainty/risk analysis, quantification, propagation, decomposition, and management, robust/reliability design methods, and extensions of these capabilities into decision analysis methods within SACD. These disciplines are discussed together herein under the name of Decision Support Methods and Tools. Several examples are discussed which highlight the application of these methods within current or recent aerospace research at the NASA LaRC. Where applicable, commercially available, or government developed software tools are also discussed
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
Spectral optimization and uncertainty quantification in combustion modeling
NASA Astrophysics Data System (ADS)
Sheen, David Allan
Reliable simulations of reacting flow systems require a well-characterized, detailed chemical model as a foundation. Accuracy of such a model can be assured, in principle, by a multi-parameter optimization against a set of experimental data. However, the inherent uncertainties in the rate evaluations and experimental data leave a model still characterized by some finite kinetic rate parameter space. Without a careful analysis of how this uncertainty space propagates into the model's predictions, those predictions can at best be trusted only qualitatively. In this work, the Method of Uncertainty Minimization using Polynomial Chaos Expansions is proposed to quantify these uncertainties. In this method, the uncertainty in the rate parameters of the as-compiled model is quantified. Then, the model is subjected to a rigorous multi-parameter optimization, as well as a consistency-screening process. Lastly, the uncertainty of the optimized model is calculated using an inverse spectral optimization technique, and then propagated into a range of simulation conditions. An as-compiled, detailed H2/CO/C1-C4 kinetic model is combined with a set of ethylene combustion data to serve as an example. The idea that the hydrocarbon oxidation model should be understood and developed in a hierarchical fashion has been a major driving force in kinetics research for decades. How this hierarchical strategy works at a quantitative level, however, has never been addressed. In this work, we use ethylene and propane combustion as examples and explore the question of hierarchical model development quantitatively. The Method of Uncertainty Minimization using Polynomial Chaos Expansions is utilized to quantify the amount of information that a particular combustion experiment, and thereby each data set, contributes to the model. This knowledge is applied to explore the relationships among the combustion chemistry of hydrogen/carbon monoxide, ethylene, and larger alkanes. Frequently, new data will become available, and it will be desirable to know the effect that inclusion of these data has on the optimized model. Two cases are considered here. In the first, a study of H2/CO mass burning rates has recently been published, wherein the experimentally-obtained results could not be reconciled with any extant H2/CO oxidation model. It is shown in that an optimized H2/CO model can be developed that will reproduce the results of the new experimental measurements. In addition, the high precision of the new experiments provide a strong constraint on the reaction rate parameters of the chemistry model, manifested in a significant improvement in the precision of simulations. In the second case, species time histories were measured during n-heptane oxidation behind reflected shock waves. The highly precise nature of these measurements is expected to impose critical constraints on chemical kinetic models of hydrocarbon combustion. The results show that while an as-compiled, prior reaction model of n-alkane combustion can be accurate in its prediction of the detailed species profiles, the kinetic parameter uncertainty in the model remains to be too large to obtain a precise prediction of the data. Constraining the prior model against the species time histories within the measurement uncertainties led to notable improvements in the precision of model predictions against the species data as well as the global combustion properties considered. Lastly, we show that while the capability of the multispecies measurement presents a step-change in our precise knowledge of the chemical processes in hydrocarbon combustion, accurate data of global combustion properties are still necessary to predict fuel combustion.
NASA Astrophysics Data System (ADS)
Wentworth, Mami Tonoe
Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification techniques for model calibration. For Bayesian model calibration, we employ adaptive Metropolis algorithms to construct densities for input parameters in the heat model and the HIV model. To quantify the uncertainty in the parameters, we employ two MCMC algorithms: Delayed Rejection Adaptive Metropolis (DRAM) [33] and Differential Evolution Adaptive Metropolis (DREAM) [66, 68]. The densities obtained using these methods are compared to those obtained through the direct numerical evaluation of the Bayes' formula. We also combine uncertainties in input parameters and measurement errors to construct predictive estimates for a model response. A significant emphasis is on the development and illustration of techniques to verify the accuracy of sampling-based Metropolis algorithms. We verify the accuracy of DRAM and DREAM by comparing chains, densities and correlations obtained using DRAM, DREAM and the direct evaluation of Bayes formula. We also perform similar analysis for credible and prediction intervals for responses. Once the parameters are estimated, we employ energy statistics test [63, 64] to compare the densities obtained by different methods for the HIV model. The energy statistics are used to test the equality of distributions. We also consider parameter selection and verification techniques for models having one or more parameters that are noninfluential in the sense that they minimally impact model outputs. We illustrate these techniques for a dynamic HIV model but note that the parameter selection and verification framework is applicable to a wide range of biological and physical models. To accommodate the nonlinear input to output relations, which are typical for such models, we focus on global sensitivity analysis techniques, including those based on partial correlations, Sobol indices based on second-order model representations, and Morris indices, as well as a parameter selection technique based on standard errors. A significant objective is to provide verification strategies to assess the accuracy of those techniques, which we illustrate in the context of the HIV model. Finally, we examine active subspace methods as an alternative to parameter subset selection techniques. The objective of active subspace methods is to determine the subspace of inputs that most strongly affect the model response, and to reduce the dimension of the input space. The major difference between active subspace methods and parameter selection techniques is that parameter selection identifies influential parameters whereas subspace selection identifies a linear combination of parameters that impacts the model responses significantly. We employ active subspace methods discussed in [22] for the HIV model and present a verification that the active subspace successfully reduces the input dimensions.
Vemić, Ana; Rakić, Tijana; Malenović, Anđelija; Medenica, Mirjana
2015-01-01
The aim of this paper is to present a development of liquid chromatographic method when chaotropic salts are used as mobile phase additives following the QbD principles. The effect of critical process parameters (column chemistry, salt nature and concentration, acetonitrile content and column temperature) on the critical quality attributes (retention of the first and last eluting peak and separation of the critical peak pairs) was studied applying the design of experiments-design space methodology (DoE-DS). D-optimal design is chosen in order to simultaneously examine both categorical and numerical factors in minimal number of experiments. Two ways for the achievement of quality assurance were performed and compared. Namely, the uncertainty originating from the models was assessed by Monte Carlo simulations propagating the error equal to the variance of the model residuals and propagating the error originating from the model coefficients' calculation. The baseline separation of pramipexole and its five impurities is achieved fulfilling all the required criteria while the method validation proved its reliability. Copyright © 2014 Elsevier B.V. All rights reserved.
Farrance, Ian; Frenkel, Robert
2014-01-01
The Guide to the Expression of Uncertainty in Measurement (usually referred to as the GUM) provides the basic framework for evaluating uncertainty in measurement. The GUM however does not always provide clearly identifiable procedures suitable for medical laboratory applications, particularly when internal quality control (IQC) is used to derive most of the uncertainty estimates. The GUM modelling approach requires advanced mathematical skills for many of its procedures, but Monte Carlo simulation (MCS) can be used as an alternative for many medical laboratory applications. In particular, calculations for determining how uncertainties in the input quantities to a functional relationship propagate through to the output can be accomplished using a readily available spreadsheet such as Microsoft Excel. The MCS procedure uses algorithmically generated pseudo-random numbers which are then forced to follow a prescribed probability distribution. When IQC data provide the uncertainty estimates the normal (Gaussian) distribution is generally considered appropriate, but MCS is by no means restricted to this particular case. With input variations simulated by random numbers, the functional relationship then provides the corresponding variations in the output in a manner which also provides its probability distribution. The MCS procedure thus provides output uncertainty estimates without the need for the differential equations associated with GUM modelling. The aim of this article is to demonstrate the ease with which Microsoft Excel (or a similar spreadsheet) can be used to provide an uncertainty estimate for measurands derived through a functional relationship. In addition, we also consider the relatively common situation where an empirically derived formula includes one or more ‘constants’, each of which has an empirically derived numerical value. Such empirically derived ‘constants’ must also have associated uncertainties which propagate through the functional relationship and contribute to the combined standard uncertainty of the measurand. PMID:24659835
Farrance, Ian; Frenkel, Robert
2014-02-01
The Guide to the Expression of Uncertainty in Measurement (usually referred to as the GUM) provides the basic framework for evaluating uncertainty in measurement. The GUM however does not always provide clearly identifiable procedures suitable for medical laboratory applications, particularly when internal quality control (IQC) is used to derive most of the uncertainty estimates. The GUM modelling approach requires advanced mathematical skills for many of its procedures, but Monte Carlo simulation (MCS) can be used as an alternative for many medical laboratory applications. In particular, calculations for determining how uncertainties in the input quantities to a functional relationship propagate through to the output can be accomplished using a readily available spreadsheet such as Microsoft Excel. The MCS procedure uses algorithmically generated pseudo-random numbers which are then forced to follow a prescribed probability distribution. When IQC data provide the uncertainty estimates the normal (Gaussian) distribution is generally considered appropriate, but MCS is by no means restricted to this particular case. With input variations simulated by random numbers, the functional relationship then provides the corresponding variations in the output in a manner which also provides its probability distribution. The MCS procedure thus provides output uncertainty estimates without the need for the differential equations associated with GUM modelling. The aim of this article is to demonstrate the ease with which Microsoft Excel (or a similar spreadsheet) can be used to provide an uncertainty estimate for measurands derived through a functional relationship. In addition, we also consider the relatively common situation where an empirically derived formula includes one or more 'constants', each of which has an empirically derived numerical value. Such empirically derived 'constants' must also have associated uncertainties which propagate through the functional relationship and contribute to the combined standard uncertainty of the measurand.
NASA Astrophysics Data System (ADS)
Holmquist, J. R.; Crooks, S.; Windham-Myers, L.; Megonigal, P.; Weller, D.; Lu, M.; Bernal, B.; Byrd, K. B.; Morris, J. T.; Troxler, T.; McCombs, J.; Herold, N.
2017-12-01
Stable coastal wetlands can store substantial amounts of carbon (C) that can be released when they are degraded or eroded. The EPA recently incorporated coastal wetland net-storage and emissions within the Agricultural Forested and Other Land Uses category of the U.S. National Greenhouse Gas Inventory (NGGI). This was a seminal analysis, but its quantification of uncertainty needs improvement. We provide a value-added analysis by estimating that uncertainty, focusing initially on the most basic assumption, the area of coastal wetlands. We considered three sources: uncertainty in the areas of vegetation and salinity subclasses, uncertainty in the areas of changing or stable wetlands, and uncertainty in the inland extent of coastal wetlands. The areas of vegetation and salinity subtypes, as well as stable or changing, were estimated from 2006 and 2010 maps derived from Landsat imagery by the Coastal Change Analysis Program (C-CAP). We generated unbiased area estimates and confidence intervals for C-CAP, taking into account mapped area, proportional areas of commission and omission errors, as well as the number of observations. We defined the inland extent of wetlands as all land below the current elevation of twice monthly highest tides. We generated probabilistic inundation maps integrating wetland-specific bias and random error in light-detection and ranging elevation maps, with the spatially explicit random error in tidal surfaces generated from tide gauges. This initial uncertainty analysis will be extended to calculate total propagated uncertainty in the NGGI by including the uncertainties in the amount of C lost from eroded and degraded wetlands, stored annually in stable wetlands, and emitted in the form of methane by tidal freshwater wetlands.
McDonnell, J D; Schunck, N; Higdon, D; Sarich, J; Wild, S M; Nazarewicz, W
2015-03-27
Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squares optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. The example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.
NASA Astrophysics Data System (ADS)
Farhadi, L.; Abdolghafoorian, A.
2015-12-01
The land surface is a key component of climate system. It controls the partitioning of available energy at the surface between sensible and latent heat, and partitioning of available water between evaporation and runoff. Water and energy cycle are intrinsically coupled through evaporation, which represents a heat exchange as latent heat flux. Accurate estimation of fluxes of heat and moisture are of significant importance in many fields such as hydrology, climatology and meteorology. In this study we develop and apply a Bayesian framework for estimating the key unknown parameters of terrestrial water and energy balance equations (i.e. moisture and heat diffusion) and their uncertainty in land surface models. These equations are coupled through flux of evaporation. The estimation system is based on the adjoint method for solving a least-squares optimization problem. The cost function consists of aggregated errors on state (i.e. moisture and temperature) with respect to observation and parameters estimation with respect to prior values over the entire assimilation period. This cost function is minimized with respect to parameters to identify models of sensible heat, latent heat/evaporation and drainage and runoff. Inverse of Hessian of the cost function is an approximation of the posterior uncertainty of parameter estimates. Uncertainty of estimated fluxes is estimated by propagating the uncertainty for linear and nonlinear function of key parameters through the method of First Order Second Moment (FOSM). Uncertainty analysis is used in this method to guide the formulation of a well-posed estimation problem. Accuracy of the method is assessed at point scale using surface energy and water fluxes generated by the Simultaneous Heat and Water (SHAW) model at the selected AmeriFlux stations. This method can be applied to diverse climates and land surface conditions with different spatial scales, using remotely sensed measurements of surface moisture and temperature states
Fienen, Michael N.; Doherty, John E.; Hunt, Randall J.; Reeves, Howard W.
2010-01-01
The importance of monitoring networks for resource-management decisions is becoming more recognized, in both theory and application. Quantitative computer models provide a science-based framework to evaluate the efficacy and efficiency of existing and possible future monitoring networks. In the study described herein, two suites of tools were used to evaluate the worth of new data for specific predictions, which in turn can support efficient use of resources needed to construct a monitoring network. The approach evaluates the uncertainty of a model prediction and, by using linear propagation of uncertainty, estimates how much uncertainty could be reduced if the model were calibrated with addition information (increased a priori knowledge of parameter values or new observations). The theoretical underpinnings of the two suites of tools addressing this technique are compared, and their application to a hypothetical model based on a local model inset into the Great Lakes Water Availability Pilot model are described. Results show that meaningful guidance for monitoring network design can be obtained by using the methods explored. The validity of this guidance depends substantially on the parameterization as well; hence, parameterization must be considered not only when designing the parameter-estimation paradigm but also-importantly-when designing the prediction-uncertainty paradigm.
Assessment of Satellite Ocean Colour Radiometry and Derived Geophysical Products. Chapter 6.1
NASA Technical Reports Server (NTRS)
Melin, Frederic; Franz, Bryan A.
2014-01-01
Standardization of methods to assess and assign quality metrics to satellite ocean color radiometry and derived geophysical products has become paramount with the inclusion of the marine reflectance and chlorophyll-a concentration (Chla) as essential climate variables (ECV; [1]) and the recognition that optical remote sensing of the oceans can only contribute to climate research if and when a continuous succession of satellite missions can be shown to collectively provide a consistent, long-term record with known uncertainties. In 20 years, the community has made significant advancements toward that objective, but providing a complete uncertainty budget for all products and for all conditions remains a daunting task. In the retrieval of marine water-leaving radiance from observed top-of-atmosphere radiance, the sources of uncertainties include those associated with propagation of sensor noise and radiometric calibration and characterization errors, as well as a multitude of uncertainties associated with the modeling and removal of effects from the atmosphere and sea surface. This chapter describes some common approaches used to assess quality and consistency of ocean color satellite products and reviews the current status of uncertainty quantification in the field. Its focus is on the primary ocean color product, the spectrum of marine reflectance Rrs, but uncertainties in some derived products such as the Chla or inherent optical properties (IOPs) will also be considered.
NASA Astrophysics Data System (ADS)
Honti, Mark; Schuwirth, Nele; Rieckermann, Jörg; Stamm, Christian
2017-03-01
The design and evaluation of solutions for integrated surface water quality management requires an integrated modelling approach. Integrated models have to be comprehensive enough to cover the aspects relevant for management decisions, allowing for mapping of larger-scale processes such as climate change to the regional and local contexts. Besides this, models have to be sufficiently simple and fast to apply proper methods of uncertainty analysis, covering model structure deficits and error propagation through the chain of sub-models. Here, we present a new integrated catchment model satisfying both conditions. The conceptual iWaQa
model was developed to support the integrated management of small streams. It can be used to predict traditional water quality parameters, such as nutrients and a wide set of organic micropollutants (plant and material protection products), by considering all major pollutant pathways in urban and agricultural environments. Due to its simplicity, the model allows for a full, propagative analysis of predictive uncertainty, including certain structural and input errors. The usefulness of the model is demonstrated by predicting future surface water quality in a small catchment with mixed land use in the Swiss Plateau. We consider climate change, population growth or decline, socio-economic development, and the implementation of management strategies to tackle urban and agricultural point and non-point sources of pollution. Our results indicate that input and model structure uncertainties are the most influential factors for certain water quality parameters. In these cases model uncertainty is already high for present conditions. Nevertheless, accounting for today's uncertainty makes management fairly robust to the foreseen range of potential changes in the next decades. The assessment of total predictive uncertainty allows for selecting management strategies that show small sensitivity to poorly known boundary conditions. The identification of important sources of uncertainty helps to guide future monitoring efforts and pinpoints key indicators, whose evolution should be closely followed to adapt management. The possible impact of climate change is clearly demonstrated by water quality substantially changing depending on single climate model chains. However, when all climate trajectories are combined, the human land use and management decisions have a larger influence on water quality against a time horizon of 2050 in the study.
A non-stochastic iterative computational method to model light propagation in turbid media
NASA Astrophysics Data System (ADS)
McIntyre, Thomas J.; Zemp, Roger J.
2015-03-01
Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.
NASA Astrophysics Data System (ADS)
Antoun, T.; Ezzedine, S. M.; Vorobiev, O.; Pitarka, A.; Hurley, R.; Hirakawa, E. T.; Glenn, L.; Walter, W. R.
2016-12-01
LLNL has developed a framework for uncertainty propagation and quantification using HPC numerical codes to simulate end-to-end, from source to receivers, the ground motions observed during the Source Physics Experiments (SPE) conducted in fractured granitic rock at the Nevada National Security Site (NNSS). SPE includes six underground chemical explosions designed with different yields initiated at different depths. To date we have successfully applied this framework to explain the near-field shear motions observed in the vicinity of SPE3 thru SPE5. However, systematic uncertainty propagation to the far-field seismic receiver has not been addressed yet. In the current study, we used a coupling between the non-linear inelastic hydrodynamic regime in the near-field and the seismic elastic regime in the far-field to conduct the analysis. Several realizations of the stochastic discrete fracture network were generated conditional to the observed sparse data. These realizations were then used to calculate the ground motions generated from the SPE shots up to the elastic radius. The latter serves as the handshake interface for the far-field simulations. By creating several realizations of near-field responses one can embed those sources into the far-field elastic wave code and further the uncertainty propagation to the receivers. We will present a full assessment from end-to-end for the near- and far-field measurements. Separate analyses of the effect of the different conceptual geological models are also carried over using a nested Monte Carlo scheme. We compare the observed frequency content at several gages with the simulated ones. We conclude that both regions experience different sampling of frequencies: small features are relevant to near-field simulations while larger feature are more dominant at the far-field. We finally rank the primary sensitive parameters for both regions to drive and refine the field characterization data collection.
2004-07-01
Melissa ) is created in the controlled environment and propagated. The students learn how viruses are written, how they are propagated via mediums like...vulnerabilities and threats, establishing disaster response and recovery procedures. Joseph Giordano , Technical Advisor, Information Warfare Branch, AFRL 60 The
NASA Astrophysics Data System (ADS)
Díez, C. J.; Cabellos, O.; Martínez, J. S.
2014-04-01
The uncertainties on the isotopic composition throughout the burnup due to the nuclear data uncertainties are analysed. The different sources of uncertainties: decay data, fission yield and cross sections; are propagated individually, and their effect assessed. Two applications are studied: EFIT (an ADS-like reactor) and ESFR (Sodium Fast Reactor). The impact of the uncertainties on cross sections provided by the EAF-2010, SCALE6.1 and COMMARA-2.0 libraries are compared. These Uncertainty Quantification (UQ) studies have been carried out with a Monte Carlo sampling approach implemented in the depletion/activation code ACAB. Such implementation has been improved to overcome depletion/activation problems with variations of the neutron spectrum.
Covariance propagation in spectral indices
Griffin, P. J.
2015-01-09
In this study, the dosimetry community has a history of using spectral indices to support neutron spectrum characterization and cross section validation efforts. An important aspect to this type of analysis is the proper consideration of the contribution of the spectrum uncertainty to the total uncertainty in calculated spectral indices (SIs). This study identifies deficiencies in the traditional treatment of the SI uncertainty, provides simple bounds to the spectral component in the SI uncertainty estimates, verifies that these estimates are reflected in actual applications, details a methodology that rigorously captures the spectral contribution to the uncertainty in the SI, andmore » provides quantified examples that demonstrate the importance of the proper treatment the spectral contribution to the uncertainty in the SI.« less
Nuclear Data Uncertainty Propagation to Reactivity Coefficients of a Sodium Fast Reactor
NASA Astrophysics Data System (ADS)
Herrero, J. J.; Ochoa, R.; Martínez, J. S.; Díez, C. J.; García-Herranz, N.; Cabellos, O.
2014-04-01
The assessment of the uncertainty levels on the design and safety parameters for the innovative European Sodium Fast Reactor (ESFR) is mandatory. Some of these relevant safety quantities are the Doppler and void reactivity coefficients, whose uncertainties are quantified. Besides, the nuclear reaction data where an improvement will certainly benefit the design accuracy are identified. This work has been performed with the SCALE 6.1 codes suite and its multigroups cross sections library based on ENDF/B-VII.0 evaluation.
Estimating the mass variance in neutron multiplicity counting-A comparison of approaches
NASA Astrophysics Data System (ADS)
Dubi, C.; Croft, S.; Favalli, A.; Ocherashvili, A.; Pedersen, B.
2017-12-01
In the standard practice of neutron multiplicity counting , the first three sampled factorial moments of the event triggered neutron count distribution are used to quantify the three main neutron source terms: the spontaneous fissile material effective mass, the relative (α , n) production and the induced fission source responsible for multiplication. This study compares three methods to quantify the statistical uncertainty of the estimated mass: the bootstrap method, propagation of variance through moments, and statistical analysis of cycle data method. Each of the three methods was implemented on a set of four different NMC measurements, held at the JRC-laboratory in Ispra, Italy, sampling four different Pu samples in a standard Plutonium Scrap Multiplicity Counter (PSMC) well counter.
Estimating the mass variance in neutron multiplicity counting $-$ A comparison of approaches
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dubi, C.; Croft, S.; Favalli, A.
In the standard practice of neutron multiplicity counting, the first three sampled factorial moments of the event triggered neutron count distribution are used to quantify the three main neutron source terms: the spontaneous fissile material effective mass, the relative (α,n) production and the induced fission source responsible for multiplication. This study compares three methods to quantify the statistical uncertainty of the estimated mass: the bootstrap method, propagation of variance through moments, and statistical analysis of cycle data method. Each of the three methods was implemented on a set of four different NMC measurements, held at the JRC-laboratory in Ispra, Italy,more » sampling four different Pu samples in a standard Plutonium Scrap Multiplicity Counter (PSMC) well counter.« less
Estimating the mass variance in neutron multiplicity counting $-$ A comparison of approaches
Dubi, C.; Croft, S.; Favalli, A.; ...
2017-09-14
In the standard practice of neutron multiplicity counting, the first three sampled factorial moments of the event triggered neutron count distribution are used to quantify the three main neutron source terms: the spontaneous fissile material effective mass, the relative (α,n) production and the induced fission source responsible for multiplication. This study compares three methods to quantify the statistical uncertainty of the estimated mass: the bootstrap method, propagation of variance through moments, and statistical analysis of cycle data method. Each of the three methods was implemented on a set of four different NMC measurements, held at the JRC-laboratory in Ispra, Italy,more » sampling four different Pu samples in a standard Plutonium Scrap Multiplicity Counter (PSMC) well counter.« less
The first Australian gravimetric quasigeoid model with location-specific uncertainty estimates
NASA Astrophysics Data System (ADS)
Featherstone, W. E.; McCubbine, J. C.; Brown, N. J.; Claessens, S. J.; Filmer, M. S.; Kirby, J. F.
2018-02-01
We describe the computation of the first Australian quasigeoid model to include error estimates as a function of location that have been propagated from uncertainties in the EGM2008 global model, land and altimeter-derived gravity anomalies and terrain corrections. The model has been extended to include Australia's offshore territories and maritime boundaries using newer datasets comprising an additional {˜ }280,000 land gravity observations, a newer altimeter-derived marine gravity anomaly grid, and terrain corrections at 1^' ' }× 1^' ' } resolution. The error propagation uses a remove-restore approach, where the EGM2008 quasigeoid and gravity anomaly error grids are augmented by errors propagated through a modified Stokes integral from the errors in the altimeter gravity anomalies, land gravity observations and terrain corrections. The gravimetric quasigeoid errors (one sigma) are 50-60 mm across most of the Australian landmass, increasing to {˜ }100 mm in regions of steep horizontal gravity gradients or the mountains, and are commensurate with external estimates.
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.
Predicting uncertainty in future marine ice sheet volume using Bayesian statistical methods
NASA Astrophysics Data System (ADS)
Davis, A. D.
2015-12-01
The marine ice instability can trigger rapid retreat of marine ice streams. Recent observations suggest that marine ice systems in West Antarctica have begun retreating. However, unknown ice dynamics, computationally intensive mathematical models, and uncertain parameters in these models make predicting retreat rate and ice volume difficult. In this work, we fuse current observational data with ice stream/shelf models to develop probabilistic predictions of future grounded ice sheet volume. Given observational data (e.g., thickness, surface elevation, and velocity) and a forward model that relates uncertain parameters (e.g., basal friction and basal topography) to these observations, we use a Bayesian framework to define a posterior distribution over the parameters. A stochastic predictive model then propagates uncertainties in these parameters to uncertainty in a particular quantity of interest (QoI)---here, the volume of grounded ice at a specified future time. While the Bayesian approach can in principle characterize the posterior predictive distribution of the QoI, the computational cost of both the forward and predictive models makes this effort prohibitively expensive. To tackle this challenge, we introduce a new Markov chain Monte Carlo method that constructs convergent approximations of the QoI target density in an online fashion, yielding accurate characterizations of future ice sheet volume at significantly reduced computational cost.Our second goal is to attribute uncertainty in these Bayesian predictions to uncertainties in particular parameters. Doing so can help target data collection, for the purpose of constraining the parameters that contribute most strongly to uncertainty in the future volume of grounded ice. For instance, smaller uncertainties in parameters to which the QoI is highly sensitive may account for more variability in the prediction than larger uncertainties in parameters to which the QoI is less sensitive. We use global sensitivity analysis to help answer this question, and make the computation of sensitivity indices computationally tractable using a combination of polynomial chaos and Monte Carlo techniques.
NASA Astrophysics Data System (ADS)
Xiao, H.; Wu, J.-L.; Wang, J.-X.; Sun, R.; Roy, C. J.
2016-11-01
Despite their well-known limitations, Reynolds-Averaged Navier-Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations. Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has potential implications in many fields in which the governing equations are well understood but the model uncertainty comes from unresolved physical processes.
When 1+1 can be >2: Uncertainties compound when simulating climate, fisheries and marine ecosystems
NASA Astrophysics Data System (ADS)
Evans, Karen; Brown, Jaclyn N.; Sen Gupta, Alex; Nicol, Simon J.; Hoyle, Simon; Matear, Richard; Arrizabalaga, Haritz
2015-03-01
Multi-disciplinary approaches that combine oceanographic, biogeochemical, ecosystem, fisheries population and socio-economic models are vital tools for modelling whole ecosystems. Interpreting the outputs from such complex models requires an appreciation of the many different types of modelling frameworks being used and their associated limitations and uncertainties. Both users and developers of particular model components will often have little involvement or understanding of other components within such modelling frameworks. Failure to recognise limitations and uncertainties associated with components and how these uncertainties might propagate throughout modelling frameworks can potentially result in poor advice for resource management. Unfortunately, many of the current integrative frameworks do not propagate the uncertainties of their constituent parts. In this review, we outline the major components of a generic whole of ecosystem modelling framework incorporating the external pressures of climate and fishing. We discuss the limitations and uncertainties associated with each component of such a modelling system, along with key research gaps. Major uncertainties in modelling frameworks are broadly categorised into those associated with (i) deficient knowledge in the interactions of climate and ocean dynamics with marine organisms and ecosystems; (ii) lack of observations to assess and advance modelling efforts and (iii) an inability to predict with confidence natural ecosystem variability and longer term changes as a result of external drivers (e.g. greenhouse gases, fishing effort) and the consequences for marine ecosystems. As a result of these uncertainties and intrinsic differences in the structure and parameterisation of models, users are faced with considerable challenges associated with making appropriate choices on which models to use. We suggest research directions required to address these uncertainties, and caution against overconfident predictions. Understanding the full impact of uncertainty makes it clear that full comprehension and robust certainty about the systems themselves are not feasible. A key research direction is the development of management systems that are robust to this unavoidable uncertainty.
Precomputing Process Noise Covariance for Onboard Sequential Filters
NASA Technical Reports Server (NTRS)
Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell
2017-01-01
Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.
Precomputing Process Noise Covariance for Onboard Sequential Filters
NASA Technical Reports Server (NTRS)
Olson, Corwin G.; Russell, Ryan P.; Carpenter, J. Russell
2017-01-01
Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory, using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis publications is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.
Wood, Alexander
2004-01-01
This interim report describes an alternative approach for evaluating the efficacy of using mercury (Hg) offsets to improve water quality. Hg-offset programs may allow dischargers facing higher-pollution control costs to meet their regulatory obligations by making more cost effective pollutant-reduction decisions. Efficient Hg management requires methods to translate that science and economics into a regulatory decision framework. This report documents the work in progress by the U.S. Geological Surveys Western Geographic Science Center in collaboration with Stanford University toward developing this decision framework to help managers, regulators, and other stakeholders decide whether offsets can cost effectively meet the Hg total maximum daily load (TMDL) requirements in the Sacramento River watershed. Two key approaches being considered are: (1) a probabilistic approach that explicitly incorporates scientific uncertainty, cost information, and value judgments; and (2) a quantitative approach that captures uncertainty in testing the feasibility of Hg offsets. Current fate and transport-process models commonly attempt to predict chemical transformations and transport pathways deterministically. However, the physical, chemical, and biologic processes controlling the fate and transport of Hg in aquatic environments are complex and poorly understood. Deterministic models of Hg environmental behavior contain large uncertainties, reflecting this lack of understanding. The uncertainty in these underlying physical processes may produce similarly large uncertainties in the decisionmaking process. However, decisions about control strategies are still being made despite the large uncertainties in current Hg loadings, the relations between total Hg (HgT) loading and methylmercury (MeHg) formation, and the relations between control efforts and Hg content in fish. The research presented here focuses on an alternative analytical approach to the current use of safety factors and deterministic methods for Hg TMDL decision support, one that is fully compatible with an adaptive management approach. This alternative approach uses empirical data and informed judgment to provide a scientific and technical basis for helping National Pollutant Discharge Elimination System (NPDES) permit holders make management decisions. An Hg-offset system would be an option if a wastewater-treatment plant could not achieve NPDES permit requirements for HgT reduction. We develop a probabilistic decision-analytical model consisting of three submodels for HgT loading, MeHg, and cost mitigation within a Bayesian network that integrates information of varying rigor and detail into a simple model of a complex system. Hg processes are identified and quantified by using a combination of historical data, statistical models, and expert judgment. Such an integrated approach to uncertainty analysis allows easy updating of prediction and inference when observations of model variables are made. We demonstrate our approach with data from the Cache Creek watershed (a subbasin of the Sacramento River watershed). The empirical models used to generate the needed probability distributions are based on the same empirical models currently being used by the Central Valley Regional Water Quality Control Cache Creek Hg TMDL working group. The significant difference is that input uncertainty and error are explicitly included in the model and propagated throughout its algorithms. This work demonstrates how to integrate uncertainty into the complex and highly uncertain Hg TMDL decisionmaking process. The various sources of uncertainty are propagated as decision risk that allows decisionmakers to simultaneously consider uncertainties in remediation/implementation costs while attempting to meet environmental/ecologic targets. We must note that this research is on going. As more data are collected, the HgT and cost-mitigation submodels are updated and the uncer
NASA Technical Reports Server (NTRS)
Maggioni, V.; Anagnostou, E. N.; Reichle, R. H.
2013-01-01
The contribution of rainfall forcing errors relative to model (structural and parameter) uncertainty in the prediction of soil moisture is investigated by integrating the NASA Catchment Land Surface Model (CLSM), forced with hydro-meteorological data, in the Oklahoma region. Rainfall-forcing uncertainty is introduced using a stochastic error model that generates ensemble rainfall fields from satellite rainfall products. The ensemble satellite rain fields are propagated through CLSM to produce soil moisture ensembles. Errors in CLSM are modeled with two different approaches: either by perturbing model parameters (representing model parameter uncertainty) or by adding randomly generated noise (representing model structure and parameter uncertainty) to the model prognostic variables. Our findings highlight that the method currently used in the NASA GEOS-5 Land Data Assimilation System to perturb CLSM variables poorly describes the uncertainty in the predicted soil moisture, even when combined with rainfall model perturbations. On the other hand, by adding model parameter perturbations to rainfall forcing perturbations, a better characterization of uncertainty in soil moisture simulations is observed. Specifically, an analysis of the rank histograms shows that the most consistent ensemble of soil moisture is obtained by combining rainfall and model parameter perturbations. When rainfall forcing and model prognostic perturbations are added, the rank histogram shows a U-shape at the domain average scale, which corresponds to a lack of variability in the forecast ensemble. The more accurate estimation of the soil moisture prediction uncertainty obtained by combining rainfall and parameter perturbations is encouraging for the application of this approach in ensemble data assimilation systems.
Krishnamurthy, Dilip; Sumaria, Vaidish; Viswanathan, Venkatasubramanian
2018-02-01
Density functional theory (DFT) calculations are being routinely used to identify new material candidates that approach activity near fundamental limits imposed by thermodynamics or scaling relations. DFT calculations are associated with inherent uncertainty, which limits the ability to delineate materials (distinguishability) that possess high activity. Development of error-estimation capabilities in DFT has enabled uncertainty propagation through activity-prediction models. In this work, we demonstrate an approach to propagating uncertainty through thermodynamic activity models leading to a probability distribution of the computed activity and thereby its expectation value. A new metric, prediction efficiency, is defined, which provides a quantitative measure of the ability to distinguish activity of materials and can be used to identify the optimal descriptor(s) ΔG opt . We demonstrate the framework for four important electrochemical reactions: hydrogen evolution, chlorine evolution, oxygen reduction and oxygen evolution. Future studies could utilize expected activity and prediction efficiency to significantly improve the prediction accuracy of highly active material candidates.
The GeV Excess Shining Through: Background Systematics for the Inner Galaxy Analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Calore, Francesca; Cholis, Ilias; Weniger, Christoph
2015-02-10
Recently, a spatially extended excess of gamma rays collected by the Fermi-LAT from the inner region of the Milky Way has been detected by different groups and with increasingly sophisticated techniques. Yet, any final conclusion about the morphology and spectral properties of such an extended diffuse emission are subject to a number of potentially critical uncertainties, related to the high density of cosmic rays, gas, magnetic fields and abundance of point sources. We will present a thorough study of the systematic uncertainties related to the modelling of diffuse background and to the propagation of cosmic rays in the inner partmore » of our Galaxy. We will test a large set of models for the Galactic diffuse emission, generated by varying the propagation parameters within extreme conditions. By using those models in the fit of Fermi-LAT data as Galactic foreground, we will show that the gamma-ray excess survives and we will quantify the uncertainties on the excess emission morphology and energy spectrum.« less
Quantifying uncertainty in carbon and nutrient pools of coarse woody debris
NASA Astrophysics Data System (ADS)
See, C. R.; Campbell, J. L.; Fraver, S.; Domke, G. M.; Harmon, M. E.; Knoepp, J. D.; Woodall, C. W.
2016-12-01
Woody detritus constitutes a major pool of both carbon and nutrients in forested ecosystems. Estimating coarse wood stocks relies on many assumptions, even when full surveys are conducted. Researchers rarely report error in coarse wood pool estimates, despite the importance to ecosystem budgets and modelling efforts. To date, no study has attempted a comprehensive assessment of error rates and uncertainty inherent in the estimation of this pool. Here, we use Monte Carlo analysis to propagate the error associated with the major sources of uncertainty present in the calculation of coarse wood carbon and nutrient (i.e., N, P, K, Ca, Mg, Na) pools. We also evaluate individual sources of error to identify the importance of each source of uncertainty in our estimates. We quantify sampling error by comparing the three most common field methods used to survey coarse wood (two transect methods and a whole-plot survey). We quantify the measurement error associated with length and diameter measurement, and technician error in species identification and decay class using plots surveyed by multiple technicians. We use previously published values of model error for the four most common methods of volume estimation: Smalian's, conical frustum, conic paraboloid, and average-of-ends. We also use previously published values for error in the collapse ratio (cross-sectional height/width) of decayed logs that serves as a surrogate for the volume remaining. We consider sampling error in chemical concentration and density for all decay classes, using distributions from both published and unpublished studies. Analytical uncertainty is calculated using standard reference plant material from the National Institute of Standards. Our results suggest that technician error in decay classification can have a large effect on uncertainty, since many of the error distributions included in the calculation (e.g. density, chemical concentration, volume-model selection, collapse ratio) are decay-class specific.
A Statistics-Based Material Property Analysis to Support TPS Characterization
NASA Technical Reports Server (NTRS)
Copeland, Sean R.; Cozmuta, Ioana; Alonso, Juan J.
2012-01-01
Accurate characterization of entry capsule heat shield material properties is a critical component in modeling and simulating Thermal Protection System (TPS) response in a prescribed aerothermal environment. The thermal decomposition of the TPS material during the pyrolysis and charring processes is poorly characterized and typically results in large uncertainties in material properties as inputs for ablation models. These material property uncertainties contribute to large design margins on flight systems and cloud re- construction efforts for data collected during flight and ground testing, making revision to existing models for entry systems more challenging. The analysis presented in this work quantifies how material property uncertainties propagate through an ablation model and guides an experimental test regimen aimed at reducing these uncertainties and characterizing the dependencies between properties in the virgin and charred states for a Phenolic Impregnated Carbon Ablator (PICA) based TPS. A sensitivity analysis identifies how the high-fidelity model behaves in the expected flight environment, while a Monte Carlo based uncertainty propagation strategy is used to quantify the expected spread in the in-depth temperature response of the TPS. An examination of how perturbations to the input probability density functions affect output temperature statistics is accomplished using a Kriging response surface of the high-fidelity model. Simulations are based on capsule configuration and aerothermal environments expected during the Mars Science Laboratory (MSL) entry sequence. We identify and rank primary sources of uncertainty from material properties in a flight-relevant environment, show the dependence on spatial orientation and in-depth location on those uncertainty contributors, and quantify how sensitive the expected results are.
The Certainty of Uncertainty: Potential Sources of Bias and Imprecision in Disease Ecology Studies.
Lachish, Shelly; Murray, Kris A
2018-01-01
Wildlife diseases have important implications for wildlife and human health, the preservation of biodiversity and the resilience of ecosystems. However, understanding disease dynamics and the impacts of pathogens in wild populations is challenging because these complex systems can rarely, if ever, be observed without error. Uncertainty in disease ecology studies is commonly defined in terms of either heterogeneity in detectability (due to variation in the probability of encountering, capturing, or detecting individuals in their natural habitat) or uncertainty in disease state assignment (due to misclassification errors or incomplete information). In reality, however, uncertainty in disease ecology studies extends beyond these components of observation error and can arise from multiple varied processes, each of which can lead to bias and a lack of precision in parameter estimates. Here, we present an inventory of the sources of potential uncertainty in studies that attempt to quantify disease-relevant parameters from wild populations (e.g., prevalence, incidence, transmission rates, force of infection, risk of infection, persistence times, and disease-induced impacts). We show that uncertainty can arise via processes pertaining to aspects of the disease system, the study design, the methods used to study the system, and the state of knowledge of the system, and that uncertainties generated via one process can propagate through to others because of interactions between the numerous biological, methodological and environmental factors at play. We show that many of these sources of uncertainty may not be immediately apparent to researchers (for example, unidentified crypticity among vectors, hosts or pathogens, a mismatch between the temporal scale of sampling and disease dynamics, demographic or social misclassification), and thus have received comparatively little consideration in the literature to date. Finally, we discuss the type of bias or imprecision introduced by these varied sources of uncertainty and briefly present appropriate sampling and analytical methods to account for, or minimise, their influence on estimates of disease-relevant parameters. This review should assist researchers and practitioners to navigate the pitfalls of uncertainty in wildlife disease ecology studies.
Voids as alternatives to dark energy and the propagation of γ rays through the universe.
DeLavallaz, Arnaud; Fairbairn, Malcolm
2012-04-27
We test the opacity of a void universe to TeV energy γ rays having obtained the extragalactic background light in that universe using a simple model and the observed constraints on the star formation rate history. We find that the void universe has significantly more opacity than a Λ cold dark matter universe, putting it at odds with observations of BL-Lac objects. We argue that while this method of distinguishing between the two cosmologies contains uncertainties, it circumvents any debates over fine-tuning.
Data free inference with processed data products
Chowdhary, K.; Najm, H. N.
2014-07-12
Here, we consider the context of probabilistic inference of model parameters given error bars or confidence intervals on model output values, when the data is unavailable. We introduce a class of algorithms in a Bayesian framework, relying on maximum entropy arguments and approximate Bayesian computation methods, to generate consistent data with the given summary statistics. Once we obtain consistent data sets, we pool the respective posteriors, to arrive at a single, averaged density on the parameters. This approach allows us to perform accurate forward uncertainty propagation consistent with the reported statistics.
Recent developments of the NESSUS probabilistic structural analysis computer program
NASA Technical Reports Server (NTRS)
Millwater, H.; Wu, Y.-T.; Torng, T.; Thacker, B.; Riha, D.; Leung, C. P.
1992-01-01
The NESSUS probabilistic structural analysis computer program combines state-of-the-art probabilistic algorithms with general purpose structural analysis methods to compute the probabilistic response and the reliability of engineering structures. Uncertainty in loading, material properties, geometry, boundary conditions and initial conditions can be simulated. The structural analysis methods include nonlinear finite element and boundary element methods. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. The scope of the code has recently been expanded to include probabilistic life and fatigue prediction of structures in terms of component and system reliability and risk analysis of structures considering cost of failure. The code is currently being extended to structural reliability considering progressive crack propagation. Several examples are presented to demonstrate the new capabilities.
NASA Astrophysics Data System (ADS)
Shimizu, K.; Yagi, Y.; Okuwaki, R.; Kasahara, A.
2017-12-01
The kinematic earthquake rupture models are useful to derive statistics and scaling properties of the large and great earthquakes. However, the kinematic rupture models for the same earthquake are often different from one another. Such sensitivity of the modeling prevents us to understand the statistics and scaling properties of the earthquakes. Yagi and Fukahata (2011) introduces the uncertainty of Green's function into the tele-seismic waveform inversion, and shows that the stable spatiotemporal distribution of slip-rate can be obtained by using an empirical Bayesian scheme. One of the unsolved problems in the inversion rises from the modeling error originated from an uncertainty of a fault-model setting. Green's function near the nodal plane of focal mechanism is known to be sensitive to the slight change of the assumed fault geometry, and thus the spatiotemporal distribution of slip-rate should be distorted by the modeling error originated from the uncertainty of the fault model. We propose a new method accounting for the complexity in the fault geometry by additionally solving the focal mechanism on each space knot. Since a solution of finite source inversion gets unstable with an increasing of flexibility of the model, we try to estimate a stable spatiotemporal distribution of focal mechanism in the framework of Yagi and Fukahata (2011). We applied the proposed method to the 52 tele-seismic P-waveforms of the 2013 Balochistan, Pakistan earthquake. The inverted-potency distribution shows unilateral rupture propagation toward southwest of the epicenter, and the spatial variation of the focal mechanisms shares the same pattern as the fault-curvature along the tectonic fabric. On the other hand, the broad pattern of rupture process, including the direction of rupture propagation, cannot be reproduced by an inversion analysis under the assumption that the faulting occurred on a single flat plane. These results show that the modeling error caused by simplifying the fault model is non-negligible in the tele-seismic waveform inversion of the 2013 Balochistan, Pakistan earthquake.
Quantifying Mixed Uncertainties in Cyber Attacker Payoffs
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chatterjee, Samrat; Halappanavar, Mahantesh; Tipireddy, Ramakrishna
Representation and propagation of uncertainty in cyber attacker payoffs is a key aspect of security games. Past research has primarily focused on representing the defender’s beliefs about attacker payoffs as point utility estimates. More recently, within the physical security domain, attacker payoff uncertainties have been represented as Uniform and Gaussian probability distributions, and intervals. Within cyber-settings, continuous probability distributions may still be appropriate for addressing statistical (aleatory) uncertainties where the defender may assume that the attacker’s payoffs differ over time. However, systematic (epistemic) uncertainties may exist, where the defender may not have sufficient knowledge or there is insufficient information aboutmore » the attacker’s payoff generation mechanism. Such epistemic uncertainties are more suitably represented as probability boxes with intervals. In this study, we explore the mathematical treatment of such mixed payoff uncertainties.« less
Model structures amplify uncertainty in predicted soil carbon responses to climate change.
Shi, Zheng; Crowell, Sean; Luo, Yiqi; Moore, Berrien
2018-06-04
Large model uncertainty in projected future soil carbon (C) dynamics has been well documented. However, our understanding of the sources of this uncertainty is limited. Here we quantify the uncertainties arising from model parameters, structures and their interactions, and how those uncertainties propagate through different models to projections of future soil carbon stocks. Both the vertically resolved model and the microbial explicit model project much greater uncertainties to climate change than the conventional soil C model, with both positive and negative C-climate feedbacks, whereas the conventional model consistently predicts positive soil C-climate feedback. Our findings suggest that diverse model structures are necessary to increase confidence in soil C projection. However, the larger uncertainty in the complex models also suggests that we need to strike a balance between model complexity and the need to include diverse model structures in order to forecast soil C dynamics with high confidence and low uncertainty.
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.
The role of correlations in uncertainty quantification of transportation relevant fuel models
Fridlyand, Aleksandr; Johnson, Matthew S.; Goldsborough, S. Scott; ...
2017-02-03
Large reaction mechanisms are often used to describe the combustion behavior of transportation-relevant fuels like gasoline, where these are typically represented by surrogate blends, e.g., n-heptane/iso-octane/toluene. We describe efforts to quantify the uncertainty in the predictions of such mechanisms at realistic engine conditions, seeking to better understand the robustness of the model as well as the important reaction pathways and their impacts on combustion behavior. In this work, we examine the importance of taking into account correlations among reactions that utilize the same rate rules and those with multiple product channels on forward propagation of uncertainty by Monte Carlo simulations.more » Automated means are developed to generate the uncertainty factor assignment for a detailed chemical kinetic mechanism, by first uniquely identifying each reacting species, then sorting each of the reactions based on the rate rule utilized. Simulation results reveal that in the low temperature combustion regime for iso-octane, the majority of the uncertainty in the model predictions can be attributed to low temperature reactions of the fuel sub-mechanism. The foundational, or small-molecule chemistry (C 0-C 4) only contributes significantly to uncertainties in the predictions at the highest temperatures (Tc=900 K). Accounting for correlations between important reactions is shown to produce non-negligible differences in the estimates of uncertainty. Including correlations among reactions that use the same rate rules increases uncertainty in the model predictions, while accounting for correlations among reactions with multiple branches decreases uncertainty in some cases. Significant non-linear response is observed in the model predictions depending on how the probability distributions of the uncertain rate constants are defined.Finally, we concluded that care must be exercised in defining these probability distributions in order to reduce bias, and physically unrealistic estimates in the forward propagation of uncertainty for a range of UQ activities.« less
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Knudsen, J.K.; Smith, C.L.
The steps involved to incorporate parameter uncertainty into the Nuclear Regulatory Commission (NRC) accident sequence precursor (ASP) models is covered in this paper. Three different uncertainty distributions (i.e., lognormal, beta, gamma) were evaluated to Determine the most appropriate distribution. From the evaluation, it was Determined that the lognormal distribution will be used for the ASP models uncertainty parameters. Selection of the uncertainty parameters for the basic events is also discussed. This paper covers the process of determining uncertainty parameters for the supercomponent basic events (i.e., basic events that are comprised of more than one component which can have more thanmore » one failure mode) that are utilized in the ASP models. Once this is completed, the ASP model is ready to be utilized to propagate parameter uncertainty for event assessments.« less
NASA Astrophysics Data System (ADS)
Batha, S. H.; Levinton, F. M.; Bell, M. G.; Wieland, R. M.; Hirschman, S. P.
1995-01-01
The magnetic-field pitch-angle profile, γp(R)≡arctan(Bpol/Btor), is measured on the TFTR tokamak using a motional Stark effect (MSE) polarimeter. Measured profiles are converted to q profiles with the equilibrium code vmec. Uncertainties in the q profile due to uncertainties in the γp(R), magnetics, and kinetic measurements are quantified. Subsequent uncertainties in the vmec-calculated profiles of current density and shear, both of which are important for stability and transport analyses, are also quantified. Examples of circular plasmas under various confinement modes, including the supershot and L mode, will be given.
Calibration of 3-D wind measurements on a single engine research aircraft
NASA Astrophysics Data System (ADS)
Mallaun, C.; Giez, A.; Baumann, R.
2015-02-01
An innovative calibration method for the wind speed measurement using a boom mounted Rosemount model 858 AJ air velocity probe is introduced. The method is demonstrated for a sensor system installed on a medium size research aircraft which is used for measurements in the atmospheric boundary layer. The method encounters a series of coordinated flight manoeuvres to directly estimate the aerodynamic influences on the probe and to calculate the measurement uncertainties. The introduction of a differential Global Positioning System (DGPS) combined with a high accuracy Inertial Reference System (IRS) has brought major advances to airborne measurement techniques. The exact determination of geometrical height allows the use of the pressure signal as an independent parameter. Furthermore, the exact height information and the stepwise calibration process lead to maximum accuracy. The results show a measurement uncertainty for the aerodynamic influence of the dynamic and static pressures of 0.1 hPa. The applied parametrisation does not require any height dependencies or time shifts. After extensive flight tests a correction for the flow angles (attack and sideslip angles) was found, which is necessary for a successful wind calculation. A new method is demonstrated to correct for the aerodynamic influence on the sideslip angle. For the 3-D wind vector (with 100 Hz resolution) a novel error propagation scheme is tested, which determines the measurement uncertainties to be 0.3 m s-1 for the horizontal and 0.2 m s-1 for the vertical wind components.
Calibration of 3-D wind measurements on a single-engine research aircraft
NASA Astrophysics Data System (ADS)
Mallaun, C.; Giez, A.; Baumann, R.
2015-08-01
An innovative calibration method for the wind speed measurement using a boom-mounted Rosemount model 858 AJ air velocity probe is introduced. The method is demonstrated for a sensor system installed on a medium-size research aircraft which is used for measurements in the atmospheric boundary layer. The method encounters a series of coordinated flight manoeuvres to directly estimate the aerodynamic influences on the probe and to calculate the measurement uncertainties. The introduction of a differential Global Positioning System (DGPS) combined with a high-accuracy inertial reference system (IRS) has brought major advances to airborne measurement techniques. The exact determination of geometrical height allows the use of the pressure signal as an independent parameter. Furthermore, the exact height information and the stepwise calibration process lead to maximum accuracy. The results show a measurement uncertainty for the aerodynamic influence of the dynamic and static pressures of 0.1 hPa. The applied parametrisation does not require any height dependencies or time shifts. After extensive flight tests a correction for the flow angles (attack and sideslip angles) was found, which is necessary for a successful wind calculation. A new method is demonstrated to correct for the aerodynamic influence on the sideslip angle. For the three-dimensional (3-D) wind vector (with 100 Hz resolution) a novel error propagation scheme is tested, which determines the measurement uncertainties to be 0.3 m s-1 for the horizontal and 0.2 m s-1 for the vertical wind components.
NASA Astrophysics Data System (ADS)
Lin, Tsungpo
Performance engineers face the major challenge in modeling and simulation for the after-market power system due to system degradation and measurement errors. Currently, the majority in power generation industries utilizes the deterministic data matching method to calibrate the model and cascade system degradation, which causes significant calibration uncertainty and also the risk of providing performance guarantees. In this research work, a maximum-likelihood based simultaneous data reconciliation and model calibration (SDRMC) is used for power system modeling and simulation. By replacing the current deterministic data matching with SDRMC one can reduce the calibration uncertainty and mitigate the error propagation to the performance simulation. A modeling and simulation environment for a complex power system with certain degradation has been developed. In this environment multiple data sets are imported when carrying out simultaneous data reconciliation and model calibration. Calibration uncertainties are estimated through error analyses and populated to performance simulation by using principle of error propagation. System degradation is then quantified by performance comparison between the calibrated model and its expected new & clean status. To mitigate smearing effects caused by gross errors, gross error detection (GED) is carried out in two stages. The first stage is a screening stage, in which serious gross errors are eliminated in advance. The GED techniques used in the screening stage are based on multivariate data analysis (MDA), including multivariate data visualization and principal component analysis (PCA). Subtle gross errors are treated at the second stage, in which the serial bias compensation or robust M-estimator is engaged. To achieve a better efficiency in the combined scheme of the least squares based data reconciliation and the GED technique based on hypotheses testing, the Levenberg-Marquardt (LM) algorithm is utilized as the optimizer. To reduce the computation time and stabilize the problem solving for a complex power system such as a combined cycle power plant, meta-modeling using the response surface equation (RSE) and system/process decomposition are incorporated with the simultaneous scheme of SDRMC. The goal of this research work is to reduce the calibration uncertainties and, thus, the risks of providing performance guarantees arisen from uncertainties in performance simulation.
Characterizing bias correction uncertainty in wheat yield predictions
NASA Astrophysics Data System (ADS)
Ortiz, Andrea Monica; Jones, Julie; Freckleton, Robert; Scaife, Adam
2017-04-01
Farming systems are under increased pressure due to current and future climate change, variability and extremes. Research on the impacts of climate change on crop production typically rely on the output of complex Global and Regional Climate Models, which are used as input to crop impact models. Yield predictions from these top-down approaches can have high uncertainty for several reasons, including diverse model construction and parameterization, future emissions scenarios, and inherent or response uncertainty. These uncertainties propagate down each step of the 'cascade of uncertainty' that flows from climate input to impact predictions, leading to yield predictions that may be too complex for their intended use in practical adaptation options. In addition to uncertainty from impact models, uncertainty can also stem from the intermediate steps that are used in impact studies to adjust climate model simulations to become more realistic when compared to observations, or to correct the spatial or temporal resolution of climate simulations, which are often not directly applicable as input into impact models. These important steps of bias correction or calibration also add uncertainty to final yield predictions, given the various approaches that exist to correct climate model simulations. In order to address how much uncertainty the choice of bias correction method can add to yield predictions, we use several evaluation runs from Regional Climate Models from the Coordinated Regional Downscaling Experiment over Europe (EURO-CORDEX) at different resolutions together with different bias correction methods (linear and variance scaling, power transformation, quantile-quantile mapping) as input to a statistical crop model for wheat, a staple European food crop. The objective of our work is to compare the resulting simulation-driven hindcasted wheat yields to climate observation-driven wheat yield hindcasts from the UK and Germany in order to determine ranges of yield uncertainty that result from different climate model simulation input and bias correction methods. We simulate wheat yields using a General Linear Model that includes the effects of seasonal maximum temperatures and precipitation, since wheat is sensitive to heat stress during important developmental stages. We use the same statistical model to predict future wheat yields using the recently available bias-corrected simulations of EURO-CORDEX-Adjust. While statistical models are often criticized for their lack of complexity, an advantage is that we are here able to consider only the effect of the choice of climate model, resolution or bias correction method on yield. Initial results using both past and future bias-corrected climate simulations with a process-based model will also be presented. Through these methods, we make recommendations in preparing climate model output for crop models.
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
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
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.
Tsunamis: stochastic models of occurrence and generation mechanisms
Geist, Eric L.; Oglesby, David D.
2014-01-01
The devastating consequences of the 2004 Indian Ocean and 2011 Japan tsunamis have led to increased research into many different aspects of the tsunami phenomenon. In this entry, we review research related to the observed complexity and uncertainty associated with tsunami generation, propagation, and occurrence described and analyzed using a variety of stochastic methods. In each case, seismogenic tsunamis are primarily considered. Stochastic models are developed from the physical theories that govern tsunami evolution combined with empirical models fitted to seismic and tsunami observations, as well as tsunami catalogs. These stochastic methods are key to providing probabilistic forecasts and hazard assessments for tsunamis. The stochastic methods described here are similar to those described for earthquakes (Vere-Jones 2013) and volcanoes (Bebbington 2013) in this encyclopedia.
ERIC Educational Resources Information Center
Davis, Richard A.
2015-01-01
A simple classroom exercise is used to teach students about the law of propagation of uncertainty in experimental measurements and analysis. Students calculate the density of a rectangular wooden block with a hole from several measurements of mass and length using a ruler and scale. The ruler and scale give students experience with estimating…
Uncertainty in Damage Detection, Dynamic Propagation and Just-in-Time Networks
2015-08-03
estimated parameter uncertainty in dynamic data sets; high order compact finite difference schemes for Helmholtz equations with discontinuous wave numbers...delay differential equations with a Gamma distributed delay. We found that with the same population size the histogram plots for the solution to the...schemes for Helmholtz equations with discontinuous wave numbers across interfaces. • We carried out numerical sensitivity analysis with respect to
The propagation of wind errors through ocean wave hindcasts
DOE Office of Scientific and Technical Information (OSTI.GOV)
Holthuijsen, L.H.; Booij, N.; Bertotti, L.
1996-08-01
To estimate uncertainties in wave forecast and hindcasts, computations have been carried out for a location in the Mediterranean Sea using three different analyses of one historic wind field. These computations involve a systematic sensitivity analysis and estimated wind field errors. This technique enables a wave modeler to estimate such uncertainties in other forecasts and hindcasts if only one wind analysis is available.
NASA Astrophysics Data System (ADS)
Hobbs, J.; Turmon, M.; David, C. H.; Reager, J. T., II; Famiglietti, J. S.
2017-12-01
NASA's Western States Water Mission (WSWM) combines remote sensing of the terrestrial water cycle with hydrological models to provide high-resolution state estimates for multiple variables. The effort includes both land surface and river routing models that are subject to several sources of uncertainty, including errors in the model forcing and model structural uncertainty. Computational and storage constraints prohibit extensive ensemble simulations, so this work outlines efficient but flexible approaches for estimating and reporting uncertainty. Calibrated by remote sensing and in situ data where available, we illustrate the application of these techniques in producing state estimates with associated uncertainties at kilometer-scale resolution for key variables such as soil moisture, groundwater, and streamflow.
Uncertainties in the governance of animal disease: an interdisciplinary framework for analysis
Fish, Robert; Austin, Zoe; Christley, Robert; Haygarth, Philip M.; Heathwaite, Louise A.; Latham, Sophia; Medd, William; Mort, Maggie; Oliver, David M.; Pickup, Roger; Wastling, Jonathan M.; Wynne, Brian
2011-01-01
Uncertainty is an inherent feature of strategies to contain animal disease. In this paper, an interdisciplinary framework for representing strategies of containment, and analysing how uncertainties are embedded and propagated through them, is developed and illustrated. Analysis centres on persistent, periodic and emerging disease threats, with a particular focus on cryptosporidiosis, foot and mouth disease and avian influenza. Uncertainty is shown to be produced at strategic, tactical and operational levels of containment, and across the different arenas of disease prevention, anticipation and alleviation. The paper argues for more critically reflexive assessments of uncertainty in containment policy and practice. An interdisciplinary approach has an important contribution to make, but is absent from current real-world containment policy. PMID:21624922
Probabalistic Risk Assessment of a Turbine Disk
NASA Astrophysics Data System (ADS)
Carter, Jace A.; Thomas, Michael; Goswami, Tarun; Fecke, Ted
Current Federal Aviation Administration (FAA) rotor design certification practices risk assessment using a probabilistic framework focused on only the life-limiting defect location of a component. This method generates conservative approximations of the operational risk. The first section of this article covers a discretization method, which allows for a transition from this relative risk to an absolute risk where the component is discretized into regions called zones. General guidelines were established for the zone-refinement process based on the stress gradient topology in order to reach risk convergence. The second section covers a risk assessment method for predicting the total fatigue life due to fatigue induced damage. The total fatigue life incorporates a dual mechanism approach including the crack initiation life and propagation life while simultaneously determining the associated initial flaw sizes. A microstructure-based model was employed to address uncertainties in material response and relate crack initiation life with crack size, while propagation life was characterized large crack growth laws. The two proposed methods were applied to a representative Inconel 718 turbine disk. The zone-based method reduces the conservative approaches, while showing effects of feature-based inspection on the risk assessment. In the fatigue damage assessment, the predicted initial crack distribution was found to be the most sensitive probabilistic parameter and can be used to establish an enhanced inspection planning.
McDonnell, J. D.; Schunck, N.; Higdon, D.; ...
2015-03-24
Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squaresmore » optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. In addition, the example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.« less
Distributed sensing of ionospheric irregularities with a GNSS receiver array
NASA Astrophysics Data System (ADS)
Su, Yang; Datta-Barua, Seebany; Bust, Gary S.; Deshpande, Kshitija B.
2017-08-01
We present analysis methods for studying the structuring and motion of ionospheric irregularities at the subkilometer scale sizes that produce L band scintillations. Spaced-receiver methods are used for Global Navigation Satellite System (GNSS) receivers' phase measurements over approximately subkilometer to kilometer length baselines for the first time. The quantities estimated by these techniques are plasma drift velocity, diffraction anisotropy magnitude and orientation, and characteristic velocity. Uncertainties are quantified by ensemble simulation of noise on the phase signals carried through to the observations of the spaced-receiver linear system. These covariances are then propagated through to uncertainties on drifts through linearization about the estimated values of the state. Five receivers of SAGA, the Scintillation Auroral Global Positioning System (GPS) Array, provide 100 Hz power and phase data for each channel at L1 frequency. The array is sited in the auroral zone at Poker Flat Research Range, Alaska. A case study of a single scintillating satellite observed by the array is used to demonstrate the spaced-receiver and uncertainty estimation process. A second case study estimates drifts as measured by multiple scintillating channels. These scintillations are correlated with auroral activity, based on all-sky camera images. Measurements and uncertainty estimates made over a 30 min period are compared to a collocated incoherent scatter radar and show good agreement in horizontal drift speed and direction during periods of scintillation for which the characteristic velocity is less than the drift velocity.
DOE Office of Scientific and Technical Information (OSTI.GOV)
McDonnell, J. D.; Schunck, N.; Higdon, D.
2015-03-24
Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squaresmore » optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. As a result, the example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.« less
Infrared radiation and stealth characteristics prediction for supersonic aircraft with uncertainty
NASA Astrophysics Data System (ADS)
Pan, Xiaoying; Wang, Xiaojun; Wang, Ruixing; Wang, Lei
2015-11-01
The infrared radiation (IR) intensity is generally used to embody the stealth characteristics of a supersonic aircraft, which directly affects its survivability in warfare. Under such circumstances, the research on IR signature as an important branch of stealth technology is significant to overcome this threat for survivability enhancement. Considering the existence of uncertainties in material and environment, the IR intensity is indeed a range rather than a specific value. In this paper, subjected to the properties of the IR, an analytic process containing the uncertainty propagation and the reliability evaluation is investigated when taking into account that the temperature of object, the atmospheric transmittance and the spectral emissivity of materials are all regarded as uncertain parameters. For one thing, the vertex method is used to analyze and estimate the dispersion of IR intensity; for another, the safety assessment of the stealth performance for aircraft is conducted by non-probabilistic reliability analysis. For the purpose of the comparison and verification, the Monte Carlo simulation is discussed as well. The validity, usage, and efficiency of the developed methodology are demonstrated by two application examples eventually.
NASA Astrophysics Data System (ADS)
de Saint Jean, C.; Habert, B.; Archier, P.; Noguere, G.; Bernard, D.; Tommasi, J.; Blaise, P.
2010-10-01
In the [eV;MeV] energy range, modelling of the neutron induced reactions are based on nuclear reaction models having parameters. Estimation of co-variances on cross sections or on nuclear reaction model parameters is a recurrent puzzle in nuclear data evaluation. Major breakthroughs were asked by nuclear reactor physicists to assess proper uncertainties to be used in applications. In this paper, mathematical methods developped in the CONRAD code[2] will be presented to explain the treatment of all type of uncertainties, including experimental ones (statistical and systematic) and propagate them to nuclear reaction model parameters or cross sections. Marginalization procedure will thus be exposed using analytical or Monte-Carlo solutions. Furthermore, one major drawback found by reactor physicist is the fact that integral or analytical experiments (reactor mock-up or simple integral experiment, e.g. ICSBEP, …) were not taken into account sufficiently soon in the evaluation process to remove discrepancies. In this paper, we will describe a mathematical framework to take into account properly this kind of information.
Reducing Design Risk Using Robust Design Methods: A Dual Response Surface Approach
NASA Technical Reports Server (NTRS)
Unal, Resit; Yeniay, Ozgur; Lepsch, Roger A. (Technical Monitor)
2003-01-01
Space transportation system conceptual design is a multidisciplinary process containing considerable element of risk. Risk here is defined as the variability in the estimated (output) performance characteristic of interest resulting from the uncertainties in the values of several disciplinary design and/or operational parameters. Uncertainties from one discipline (and/or subsystem) may propagate to another, through linking parameters and the final system output may have a significant accumulation of risk. This variability can result in significant deviations from the expected performance. Therefore, an estimate of variability (which is called design risk in this study) together with the expected performance characteristic value (e.g. mean empty weight) is necessary for multidisciplinary optimization for a robust design. Robust design in this study is defined as a solution that minimizes variability subject to a constraint on mean performance characteristics. Even though multidisciplinary design optimization has gained wide attention and applications, the treatment of uncertainties to quantify and analyze design risk has received little attention. This research effort explores the dual response surface approach to quantify variability (risk) in critical performance characteristics (such as weight) during conceptual design.
Bayesian Analysis of the Cosmic Microwave Background
NASA Technical Reports Server (NTRS)
Jewell, Jeffrey
2007-01-01
There is a wealth of cosmological information encoded in the spatial power spectrum of temperature anisotropies of the cosmic microwave background! Experiments designed to map the microwave sky are returning a flood of data (time streams of instrument response as a beam is swept over the sky) at several different frequencies (from 30 to 900 GHz), all with different resolutions and noise properties. The resulting analysis challenge is to estimate, and quantify our uncertainty in, the spatial power spectrum of the cosmic microwave background given the complexities of "missing data", foreground emission, and complicated instrumental noise. Bayesian formulation of this problem allows consistent treatment of many complexities including complicated instrumental noise and foregrounds, and can be numerically implemented with Gibbs sampling. Gibbs sampling has now been validated as an efficient, statistically exact, and practically useful method for low-resolution (as demonstrated on WMAP 1 and 3 year temperature and polarization data). Continuing development for Planck - the goal is to exploit the unique capabilities of Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters.
Bayesian uncertainty quantification in linear models for diffusion MRI.
Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans
2018-03-29
Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.
Propagation of uncertainty by Monte Carlo simulations in case of basic geodetic computations
NASA Astrophysics Data System (ADS)
Wyszkowska, Patrycja
2017-12-01
The determination of the accuracy of functions of measured or adjusted values may be a problem in geodetic computations. The general law of covariance propagation or in case of the uncorrelated observations the propagation of variance (or the Gaussian formula) are commonly used for that purpose. That approach is theoretically justified for the linear functions. In case of the non-linear functions, the first-order Taylor series expansion is usually used but that solution is affected by the expansion error. The aim of the study is to determine the applicability of the general variance propagation law in case of the non-linear functions used in basic geodetic computations. The paper presents errors which are a result of negligence of the higher-order expressions and it determines the range of such simplification. The basis of that analysis is the comparison of the results obtained by the law of propagation of variance and the probabilistic approach, namely Monte Carlo simulations. Both methods are used to determine the accuracy of the following geodetic computations: the Cartesian coordinates of unknown point in the three-point resection problem, azimuths and distances of the Cartesian coordinates, height differences in the trigonometric and the geometric levelling. These simulations and the analysis of the results confirm the possibility of applying the general law of variance propagation in basic geodetic computations even if the functions are non-linear. The only condition is the accuracy of observations, which cannot be too low. Generally, this is not a problem with using present geodetic instruments.
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.
2017-10-04
Fisher’s equation, as well as a two‐dimensional Allen‐ Cahn equation. We observe good performance of the method for nonlinear problems as well as...rates, discrepancies between the two methods are observed , hence revealing strong additional coupling between different fluctuating variables...of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive
Pathmanathan, Pras; Shotwell, Matthew S; Gavaghan, David J; Cordeiro, Jonathan M; Gray, Richard A
2015-01-01
Perhaps the most mature area of multi-scale systems biology is the modelling of the heart. Current models are grounded in over fifty years of research in the development of biophysically detailed models of the electrophysiology (EP) of cardiac cells, but one aspect which is inadequately addressed is the incorporation of uncertainty and physiological variability. Uncertainty quantification (UQ) is the identification and characterisation of the uncertainty in model parameters derived from experimental data, and the computation of the resultant uncertainty in model outputs. It is a necessary tool for establishing the credibility of computational models, and will likely be expected of EP models for future safety-critical clinical applications. The focus of this paper is formal UQ of one major sub-component of cardiac EP models, the steady-state inactivation of the fast sodium current, INa. To better capture average behaviour and quantify variability across cells, we have applied for the first time an 'individual-based' statistical methodology to assess voltage clamp data. Advantages of this approach over a more traditional 'population-averaged' approach are highlighted. The method was used to characterise variability amongst cells isolated from canine epi and endocardium, and this variability was then 'propagated forward' through a canine model to determine the resultant uncertainty in model predictions at different scales, such as of upstroke velocity and spiral wave dynamics. Statistically significant differences between epi and endocardial cells (greater half-inactivation and less steep slope of steady state inactivation curve for endo) was observed, and the forward propagation revealed a lack of robustness of the model to underlying variability, but also surprising robustness to variability at the tissue scale. Overall, the methodology can be used to: (i) better analyse voltage clamp data; (ii) characterise underlying population variability; (iii) investigate consequences of variability; and (iv) improve the ability to validate a model. To our knowledge this article is the first to quantify population variability in membrane dynamics in this manner, and the first to perform formal UQ for a component of a cardiac model. The approach is likely to find much wider applicability across systems biology as current application domains reach greater levels of maturity. Published by Elsevier Ltd.
NASA Astrophysics Data System (ADS)
Bhuiyan, M. A. E.; Nikolopoulos, E. I.; Anagnostou, E. N.
2017-12-01
Quantifying the uncertainty of global precipitation datasets is beneficial when using these precipitation products in hydrological applications, because precipitation uncertainty propagation through hydrologic modeling can significantly affect the accuracy of the simulated hydrologic variables. In this research the Iberian Peninsula has been used as the study area with a study period spanning eleven years (2000-2010). This study evaluates the performance of multiple hydrologic models forced with combined global rainfall estimates derived based on a Quantile Regression Forests (QRF) technique. In QRF technique three satellite precipitation products (CMORPH, PERSIANN, and 3B42 (V7)); an atmospheric reanalysis precipitation and air temperature dataset; satellite-derived near-surface daily soil moisture data; and a terrain elevation dataset are being utilized in this study. A high-resolution, ground-based observations driven precipitation dataset (named SAFRAN) available at 5 km/1 h resolution is used as reference. Through the QRF blending framework the stochastic error model produces error-adjusted ensemble precipitation realizations, which are used to force four global hydrological models (JULES (Joint UK Land Environment Simulator), WaterGAP3 (Water-Global Assessment and Prognosis), ORCHIDEE (Organizing Carbon and Hydrology in Dynamic Ecosystems) and SURFEX (Stands for Surface Externalisée) ) to simulate three hydrologic variables (surface runoff, subsurface runoff and evapotranspiration). The models are forced with the reference precipitation to generate reference-based hydrologic simulations. This study presents a comparative analysis of multiple hydrologic model simulations for different hydrologic variables and the impact of the blending algorithm on the simulated hydrologic variables. Results show how precipitation uncertainty propagates through the different hydrologic model structures to manifest in reduction of error in hydrologic variables.
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.
NASA Technical Reports Server (NTRS)
Oda, T.; Ott, L.; Lauvaux, T.; Feng, S.; Bun, R.; Roman, M.; Baker, D. F.; Pawson, S.
2017-01-01
Fossil fuel carbon dioxide (CO2) emissions (FFCO2) are the largest input to the global carbon cycle on a decadal time scale. Because total emissions are assumed to be reasonably well constrained by fuel statistics, FFCO2 often serves as a reference in order to deduce carbon uptake by poorly understood terrestrial and ocean sinks. Conventional atmospheric CO2 flux inversions solve for spatially explicit regional sources and sinks and estimate land and ocean fluxes by subtracting FFCO2. Thus, errors in FFCO2 can propagate into the final inferred flux estimates. Gridded emissions are often based on disaggregation of emissions estimated at national or regional level. Although national and regional total FFCO2 are well known, gridded emission fields are subject to additional uncertainties due to the emission disaggregation. Assessing such uncertainties is often challenging because of the lack of physical measurements for evaluation. We first review difficulties in assessing uncertainties associated with gridded FFCO2 emission data and present several approaches for evaluation of such uncertainties at multiple scales. Given known limitations, inter-emission data differences are often used as a proxy for the uncertainty. The popular approach allows us to characterize differences in emissions, but does not allow us to fully quantify emission disaggregation biases. Our work aims to vicariously evaluate FFCO2 emission data using atmospheric models and measurements. We show a global simulation experiment where uncertainty estimates are propagated as an atmospheric tracer (uncertainty tracer) alongside CO2 in NASA's GEOS model and discuss implications of FFCO2 uncertainties in the context of flux inversions. We also demonstrate the use of high resolution urban CO2 simulations as a tool for objectively evaluating FFCO2 data over intense emission regions. Though this study focuses on FFCO2 emission data, the outcome of this study could also help improve the knowledge of similar gridded emissions data for non-CO2 compounds with similar emission characteristics.
NASA Astrophysics Data System (ADS)
Oda, T.; Ott, L. E.; Lauvaux, T.; Feng, S.; Bun, R.; Roman, M. O.; Baker, D. F.; Pawson, S.
2017-12-01
Fossil fuel carbon dioxide (CO2) emissions (FFCO2) are the largest input to the global carbon cycle on a decadal time scale. Because total emissions are assumed to be reasonably well constrained by fuel statistics, FFCO2 often serves as a reference in order to deduce carbon uptake by poorly understood terrestrial and ocean sinks. Conventional atmospheric CO2 flux inversions solve for spatially explicit regional sources and sinks and estimate land and ocean fluxes by subtracting FFCO2. Thus, errors in FFCO2 can propagate into the final inferred flux estimates. Gridded emissions are often based on disaggregation of emissions estimated at national or regional level. Although national and regional total FFCO2 are well known, gridded emission fields are subject to additional uncertainties due to the emission disaggregation. Assessing such uncertainties is often challenging because of the lack of physical measurements for evaluation. We first review difficulties in assessing uncertainties associated with gridded FFCO2 emission data and present several approaches for evaluation of such uncertainties at multiple scales. Given known limitations, inter-emission data differences are often used as a proxy for the uncertainty. The popular approach allows us to characterize differences in emissions, but does not allow us to fully quantify emission disaggregation biases. Our work aims to vicariously evaluate FFCO2 emission data using atmospheric models and measurements. We show a global simulation experiment where uncertainty estimates are propagated as an atmospheric tracer (uncertainty tracer) alongside CO2 in NASA's GEOS model and discuss implications of FFCO2 uncertainties in the context of flux inversions. We also demonstrate the use of high resolution urban CO2 simulations as a tool for objectively evaluating FFCO2 data over intense emission regions. Though this study focuses on FFCO2 emission data, the outcome of this study could also help improve the knowledge of similar gridded emissions data for non-CO2 compounds that share emission sectors.
DOE Office of Scientific and Technical Information (OSTI.GOV)
D'Elia, M.; Edwards, H. C.; Hu, J.
Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162--C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble whenmore » applying iterative linear solvers to parameterized and stochastic linear systems. In this paper we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen--Loève expansions. Finally, we demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.« less
D'Elia, M.; Edwards, H. C.; Hu, J.; ...
2018-01-18
Previous work has demonstrated that propagating groups of samples, called ensembles, together through forward simulations can dramatically reduce the aggregate cost of sampling-based uncertainty propagation methods [E. Phipps, M. D'Elia, H. C. Edwards, M. Hoemmen, J. Hu, and S. Rajamanickam, SIAM J. Sci. Comput., 39 (2017), pp. C162--C193]. However, critical to the success of this approach when applied to challenging problems of scientific interest is the grouping of samples into ensembles to minimize the total computational work. For example, the total number of linear solver iterations for ensemble systems may be strongly influenced by which samples form the ensemble whenmore » applying iterative linear solvers to parameterized and stochastic linear systems. In this paper we explore sample grouping strategies for local adaptive stochastic collocation methods applied to PDEs with uncertain input data, in particular canonical anisotropic diffusion problems where the diffusion coefficient is modeled by truncated Karhunen--Loève expansions. Finally, we demonstrate that a measure of the total anisotropy of the diffusion coefficient is a good surrogate for the number of linear solver iterations for each sample and therefore provides a simple and effective metric for grouping samples.« less
Narimani, Zahra; Beigy, Hamid; Ahmad, Ashar; Masoudi-Nejad, Ali; Fröhlich, Holger
2017-01-01
Inferring the structure of molecular networks from time series protein or gene expression data provides valuable information about the complex biological processes of the cell. Causal network structure inference has been approached using different methods in the past. Most causal network inference techniques, such as Dynamic Bayesian Networks and ordinary differential equations, are limited by their computational complexity and thus make large scale inference infeasible. This is specifically true if a Bayesian framework is applied in order to deal with the unavoidable uncertainty about the correct model. We devise a novel Bayesian network reverse engineering approach using ordinary differential equations with the ability to include non-linearity. Besides modeling arbitrary, possibly combinatorial and time dependent perturbations with unknown targets, one of our main contributions is the use of Expectation Propagation, an algorithm for approximate Bayesian inference over large scale network structures in short computation time. We further explore the possibility of integrating prior knowledge into network inference. We evaluate the proposed model on DREAM4 and DREAM8 data and find it competitive against several state-of-the-art existing network inference methods.
Interval Estimation of Seismic Hazard Parameters
NASA Astrophysics Data System (ADS)
Orlecka-Sikora, Beata; Lasocki, Stanislaw
2017-03-01
The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.
Quantification of source uncertainties in Seismic Probabilistic Tsunami Hazard Analysis (SPTHA)
NASA Astrophysics Data System (ADS)
Selva, J.; Tonini, R.; Molinari, I.; Tiberti, M. M.; Romano, F.; Grezio, A.; Melini, D.; Piatanesi, A.; Basili, R.; Lorito, S.
2016-06-01
We propose a procedure for uncertainty quantification in Probabilistic Tsunami Hazard Analysis (PTHA), with a special emphasis on the uncertainty related to statistical modelling of the earthquake source in Seismic PTHA (SPTHA), and on the separate treatment of subduction and crustal earthquakes (treated as background seismicity). An event tree approach and ensemble modelling are used in spite of more classical approaches, such as the hazard integral and the logic tree. This procedure consists of four steps: (1) exploration of aleatory uncertainty through an event tree, with alternative implementations for exploring epistemic uncertainty; (2) numerical computation of tsunami generation and propagation up to a given offshore isobath; (3) (optional) site-specific quantification of inundation; (4) simultaneous quantification of aleatory and epistemic uncertainty through ensemble modelling. The proposed procedure is general and independent of the kind of tsunami source considered; however, we implement step 1, the event tree, specifically for SPTHA, focusing on seismic source uncertainty. To exemplify the procedure, we develop a case study considering seismic sources in the Ionian Sea (central-eastern Mediterranean Sea), using the coasts of Southern Italy as a target zone. The results show that an efficient and complete quantification of all the uncertainties is feasible even when treating a large number of potential sources and a large set of alternative model formulations. We also find that (i) treating separately subduction and background (crustal) earthquakes allows for optimal use of available information and for avoiding significant biases; (ii) both subduction interface and crustal faults contribute to the SPTHA, with different proportions that depend on source-target position and tsunami intensity; (iii) the proposed framework allows sensitivity and deaggregation analyses, demonstrating the applicability of the method for operational assessments.
Quantification of uncertainties in the tsunami hazard for Cascadia using statistical emulation
NASA Astrophysics Data System (ADS)
Guillas, S.; Day, S. J.; Joakim, B.
2016-12-01
We present new high resolution tsunami wave propagation and coastal inundation for the Cascadia region in the Pacific Northwest. The coseismic representation in this analysis is novel, and more realistic than in previous studies, as we jointly parametrize multiple aspects of the seabed deformation. Due to the large computational cost of such simulators, statistical emulation is required in order to carry out uncertainty quantification tasks, as emulators efficiently approximate simulators. The emulator replaces the tsunami model VOLNA by a fast surrogate, so we are able to efficiently propagate uncertainties from the source characteristics to wave heights, in order to probabilistically assess tsunami hazard for Cascadia. We employ a new method for the design of the computer experiments in order to reduce the number of runs while maintaining good approximations properties of the emulator. Out of the initial nine parameters, mostly describing the geometry and time variation of the seabed deformation, we drop two parameters since these turn out to not have an influence on the resulting tsunami waves at the coast. We model the impact of another parameter linearly as its influence on the wave heights is identified as linear. We combine this screening approach with the sequential design algorithm MICE (Mutual Information for Computer Experiments), that adaptively selects the input values at which to run the computer simulator, in order to maximize the expected information gain (mutual information) over the input space. As a result, the emulation is made possible and accurate. Starting from distributions of the source parameters that encapsulate geophysical knowledge of the possible source characteristics, we derive distributions of the tsunami wave heights along the coastline.
NASA Astrophysics Data System (ADS)
Samaniego, Luis; Kumar, Rohini; Pechlivanidis, Illias; Breuer, Lutz; Wortmann, Michel; Vetter, Tobias; Flörke, Martina; Chamorro, Alejandro; Schäfer, David; Shah, Harsh; Zeng, Xiaofan
2016-04-01
The quantification of the predictive uncertainty in hydrologic models and their attribution to its main sources is of particular interest in climate change studies. In recent years, a number of studies have been aimed at assessing the ability of hydrologic models (HMs) to reproduce extreme hydrologic events. Disentangling the overall uncertainty of streamflow -including its derived low-flow characteristics- into individual contributions, stemming from forcings and model structure, has also been studied. Based on recent literature, it can be stated that there is a controversy with respect to which source is the largest (e.g., Teng, et al. 2012, Bosshard et al. 2013, Prudhomme et al. 2014). Very little has also been done to estimate the relative impact of the parametric uncertainty of the HMs with respect to overall uncertainty of low-flow characteristics. The ISI-MIP2 project provides a unique opportunity to understand the propagation of forcing and model structure uncertainties into century-long time series of drought characteristics. This project defines a consistent framework to deal with compatible initial conditions for the HMs and a set of standardized historical and future forcings. Moreover, the ensemble of hydrologic model predictions varies across a broad range of climate scenarios and regions. To achieve this goal, we use six preconditioned hydrologic models (HYPE or HBV, mHM, SWIM, VIC, and WaterGAP3) set up in seven large continental river basins: Amazon, Blue Nile, Ganges, Niger, Mississippi, Rhine, Yellow. These models are forced with bias-corrected outputs of five CMIP5 general circulation models (GCM) under four extreme representative concentration pathway (RCP) scenarios (i.e. 2.6, 4.5, 6.0, and 8.5 Wm-2) for the period 1971-2099. Simulated streamflow is transformed into a monthly runoff index (RI) to analyze the attribution of the GCM and HM uncertainty into drought magnitude and duration over time. Uncertainty contributions are investigated during periods: 1) 2006-2035, 2) 2036-2065 and 3) 2070-2099. Results presented in Samaniego et al. 2015 (submitted) indicate that GCM uncertainty mostly dominates over HM uncertainty for predictions of runoff drought characteristics, irrespective of the selected RCP and region. For the mHM model, in particular, GCM uncertainty always dominates over parametric uncertainty. In general, the overall uncertainty increases with time. The larger the radiative forcing of the RCP, the larger the uncertainty in drought characteristics, however, the propagation of the GCM uncertainty onto a drought characteristic depends largely upon the hydro-climatic regime. While our study emphasizes the need for multi-model ensembles for the assessment of future drought projections, the agreement between GCM forcings is still weak to draw conclusive recommendations. References: L. Samaniego, R. Kumar, I. G. Pechlivanidis, L. Breuer, M. Wortmann, T. Vetter, M. Flörke, A. Chamorro, D. Schäfer, H. Shah, X. Zeng: Propagation of forcing and model uncertainty into hydrological drought characteristics in a multi-model century-long experiment in continental river basins. Submitted to Climatic Change on Dec 2015. Bosshard, et al. 2013. doi:10.1029/2011WR011533. Prudhomme et al. 2014, doi:10.1073/pnas.1222473110. Teng, et al. 2012, doi:10.1175/JHM-D-11-058.1.
GOES dynamic propagation of attitude
NASA Astrophysics Data System (ADS)
Markley, F. Landis; Seidewitz, Ed; Chu, Don; Rowe, John N.
1988-09-01
The spacecraft in the next series of Geostationary Operational Environmental Satellites (GOES-Next) are Earth pointing and have 5-year mission lifetimes. Because gyros can be depended on only for a few years of continuous use, they will be turned off during routine operations. This means attitude must, at times, be determined without benefit of gyros and, often, using only Earth sensor data. To minimize the interruption caused by dumping angular momentum, these spacecraft have been designed to reduce the environmental torque acting on them and incorporate an adjustable solar trim tab for fine adjustment. A new support requirement for GOES-Next is that of setting the solar trim tab. Optimizing its setting requires an estimate of the unbalanced torque on the spacecraft. These two requirements, determining attitude without gyros and estimating the external torque, are addressed by replacing or supplementing the gyro propagation with a dynamic one, that is, one that integrates the rigid body equations of motion. By processing quarter-orbit or longer batches, this approach takes advantage of roll-yaw coupling to observe attitude completely without Sun sensor data. Telemetered momentum wheel speeds are used as observations of the unbalanced external torques. GOES-Next provides a unique opportunity to study dynamic attitude propagation. The geosynchronous altitude and adjustable trim tab minimize the external torque and its uncertainty, making long-term dynamic propagation feasible. This paper presents the equations for dynamic propagation, an analysis of the environmental torques, and an estimate of the accuracies obtainable with the proposed method.
NASA Astrophysics Data System (ADS)
Praba Drijarkara, Agustinus; Gergiso Gebrie, Tadesse; Lee, Jae Yong; Kang, Chu-Shik
2018-06-01
Evaluation of uncertainty of thickness and gravity-compensated warp of a silicon wafer measured by a spectrally resolved interferometer is presented. The evaluation is performed in a rigorous manner, by analysing the propagation of uncertainty from the input quantities through all the steps of measurement functions, in accordance with the ISO Guide to the Expression of Uncertainty in Measurement. In the evaluation, correlation between input quantities as well as uncertainty attributed to thermal effect, which were not included in earlier publications, are taken into account. The temperature dependence of the group refractive index of silicon was found to be nonlinear and varies widely within a wafer and also between different wafers. The uncertainty evaluation described here can be applied to other spectral interferometry applications based on similar principles.
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
Uncertainty quantification for optical model parameters
Lovell, A. E.; Nunes, F. M.; Sarich, J.; ...
2017-02-21
Although uncertainty quantification has been making its way into nuclear theory, these methods have yet to be explored in the context of reaction theory. For example, it is well known that different parameterizations of the optical potential can result in different cross sections, but these differences have not been systematically studied and quantified. The purpose of our work is to investigate the uncertainties in nuclear reactions that result from fitting a given model to elastic-scattering data, as well as to study how these uncertainties propagate to the inelastic and transfer channels. We use statistical methods to determine a best fitmore » and create corresponding 95% confidence bands. A simple model of the process is fit to elastic-scattering data and used to predict either inelastic or transfer cross sections. In this initial work, we assume that our model is correct, and the only uncertainties come from the variation of the fit parameters. Here, we study a number of reactions involving neutron and deuteron projectiles with energies in the range of 5–25 MeV/u, on targets with mass A=12–208. We investigate the correlations between the parameters in the fit. The case of deuterons on 12C is discussed in detail: the elastic-scattering fit and the prediction of 12C(d,p) 13C transfer angular distributions, using both uncorrelated and correlated χ 2 minimization functions. The general features for all cases are compiled in a systematic manner to identify trends. This work shows that, in many cases, the correlated χ 2 functions (in comparison to the uncorrelated χ 2 functions) provide a more natural parameterization of the process. These correlated functions do, however, produce broader confidence bands. Further optimization may require improvement in the models themselves and/or more information included in the fit.« less
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.
IAEA activities on atomic, molecular and plasma-material interaction data for fusion
NASA Astrophysics Data System (ADS)
Braams, Bastiaan J.; Chung, Hyun-Kyung
2013-09-01
The IAEA Atomic and Molecular Data Unit (http://www-amdis.iaea.org/) aims to provide internationally evaluated and recommended data for atomic, molecular and plasma-material interaction (A+M+PMI) processes in fusion research. The Unit organizes technical meetings and coordinates an A+M Data Centre Network (DCN) and a Code Centre Network (CCN). In addition the Unit organizes Coordinated Research Projects (CRPs), for which the objectives are mixed between development of new data and evaluation and recommendation of existing data. In the area of A+M data we are placing new emphasis in our meeting schedule on data evaluation and especially on uncertainties in calculated cross section data and the propagation of uncertainties through structure data and fundamental cross sections to effective rate coefficients. Following a recent meeting of the CCN it is intended to use electron scattering on Be, Ne and N2 as exemplars for study of uncertainties and uncertainty propagation in calculated data; this will be discussed further at the presentation. Please see http://www-amdis.iaea.org/CRP/ for more on our active and planned CRPs, which are concerned with atomic processes in core and edge plasma and with plasma interaction with beryllium-based surfaces and with irradiated tungsten.
Uncertainty in the evaluation of the Predicted Mean Vote index using Monte Carlo analysis.
Ricciu, R; Galatioto, A; Desogus, G; Besalduch, L A
2018-06-06
Today, evaluation of thermohygrometric indoor conditions is one of the most useful tools for building design and re-design and can be used to determine energy consumption in conditioned buildings. Since the beginning of the Predicted Mean Vote index (PMV), researchers have thoroughly investigated its issues in order to reach more accurate results; however, several shortcomings have yet to be solved. Among them is the uncertainty of environmental and subjective parameters linked to the standard PMV approach of ISO 7730 that classifies the thermal environment. To this end, this paper discusses the known thermal comfort models and the measurement approaches, paying particular attention to measurement uncertainties and their influence on PMV determination. Monte Carlo analysis has been applied on a data series in a "black-box" environment, and each involved parameter has been analysed in the PMV range from -0.9 to 0.9 under different Relative Humidity conditions. Furthermore, a sensitivity analysis has been performed in order to define the role of each variable. The results showed that an uncertainty propagation method could improve PMV model application, especially where it should be very accurate (-0.2 < PMV<0.2 range; winter season with Relative Humidity of 30%). Copyright © 2018 Elsevier Ltd. All rights reserved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Grabaskas, David; Brunett, Acacia J.; Passerini, Stefano
GE Hitachi Nuclear Energy (GEH) and Argonne National Laboratory (Argonne) participated in a two year collaboration to modernize and update the probabilistic risk assessment (PRA) for the PRISM sodium fast reactor. At a high level, the primary outcome of the project was the development of a next-generation PRA that is intended to enable risk-informed prioritization of safety- and reliability-focused research and development. A central Argonne task during this project was a reliability assessment of passive safety systems, which included the Reactor Vessel Auxiliary Cooling System (RVACS) and the inherent reactivity feedbacks of the metal fuel core. Both systems were examinedmore » utilizing a methodology derived from the Reliability Method for Passive Safety Functions (RMPS), with an emphasis on developing success criteria based on mechanistic system modeling while also maintaining consistency with the Fuel Damage Categories (FDCs) of the mechanistic source term assessment. This paper provides an overview of the reliability analyses of both systems, including highlights of the FMEAs, the construction of best-estimate models, uncertain parameter screening and propagation, and the quantification of system failure probability. In particular, special focus is given to the methodologies to perform the analysis of uncertainty propagation and the determination of the likelihood of violating FDC limits. Additionally, important lessons learned are also reviewed, such as optimal sampling methodologies for the discovery of low likelihood failure events and strategies for the combined treatment of aleatory and epistemic uncertainties.« less
The statistical fluctuation study of quantum key distribution in means of uncertainty principle
NASA Astrophysics Data System (ADS)
Liu, Dunwei; An, Huiyao; Zhang, Xiaoyu; Shi, Xuemei
2018-03-01
Laser defects in emitting single photon, photon signal attenuation and propagation of error cause our serious headaches in practical long-distance quantum key distribution (QKD) experiment for a long time. In this paper, we study the uncertainty principle in metrology and use this tool to analyze the statistical fluctuation of the number of received single photons, the yield of single photons and quantum bit error rate (QBER). After that we calculate the error between measured value and real value of every parameter, and concern the propagation error among all the measure values. We paraphrase the Gottesman-Lo-Lutkenhaus-Preskill (GLLP) formula in consideration of those parameters and generate the QKD simulation result. In this study, with the increase in coding photon length, the safe distribution distance is longer and longer. When the coding photon's length is N = 10^{11}, the safe distribution distance can be almost 118 km. It gives a lower bound of safe transmission distance than without uncertainty principle's 127 km. So our study is in line with established theory, but we make it more realistic.
NASA Astrophysics Data System (ADS)
Owens, P. R.; Libohova, Z.; Seybold, C. A.; Wills, S. A.; Peaslee, S.; Beaudette, D.; Lindbo, D. L.
2017-12-01
The measurement errors and spatial prediction uncertainties of soil properties in the modeling community are usually assessed against measured values when available. However, of equal importance is the assessment of errors and uncertainty impacts on cost benefit analysis and risk assessments. Soil pH was selected as one of the most commonly measured soil properties used for liming recommendations. The objective of this study was to assess the error size from different sources and their implications with respect to management decisions. Error sources include measurement methods, laboratory sources, pedotransfer functions, database transections, spatial aggregations, etc. Several databases of measured and predicted soil pH were used for this study including the United States National Cooperative Soil Survey Characterization Database (NCSS-SCDB), the US Soil Survey Geographic (SSURGO) Database. The distribution of errors among different sources from measurement methods to spatial aggregation showed a wide range of values. The greatest RMSE of 0.79 pH units was from spatial aggregation (SSURGO vs Kriging), while the measurement methods had the lowest RMSE of 0.06 pH units. Assuming the order of data acquisition based on the transaction distance i.e. from measurement method to spatial aggregation the RMSE increased from 0.06 to 0.8 pH units suggesting an "error propagation". This has major implications for practitioners and modeling community. Most soil liming rate recommendations are based on 0.1 pH unit increments, while the desired soil pH level increments are based on 0.4 to 0.5 pH units. Thus, even when the measured and desired target soil pH are the same most guidelines recommend 1 ton ha-1 lime, which translates in 111 ha-1 that the farmer has to factor in the cost-benefit analysis. However, this analysis need to be based on uncertainty predictions (0.5-1.0 pH units) rather than measurement errors (0.1 pH units) which would translate in 555-1,111 investment that need to be assessed against the risk. The modeling community can benefit from such analysis, however, error size and spatial distribution for global and regional predictions need to be assessed against the variability of other drivers and impact on management decisions.
Space Object Collision Probability via Monte Carlo on the Graphics Processing Unit
NASA Astrophysics Data System (ADS)
Vittaldev, Vivek; Russell, Ryan P.
2017-09-01
Fast and accurate collision probability computations are essential for protecting space assets. Monte Carlo (MC) simulation is the most accurate but computationally intensive method. A Graphics Processing Unit (GPU) is used to parallelize the computation and reduce the overall runtime. Using MC techniques to compute the collision probability is common in literature as the benchmark. An optimized implementation on the GPU, however, is a challenging problem and is the main focus of the current work. The MC simulation takes samples from the uncertainty distributions of the Resident Space Objects (RSOs) at any time during a time window of interest and outputs the separations at closest approach. Therefore, any uncertainty propagation method may be used and the collision probability is automatically computed as a function of RSO collision radii. Integration using a fixed time step and a quartic interpolation after every Runge Kutta step ensures that no close approaches are missed. Two orders of magnitude speedups over a serial CPU implementation are shown, and speedups improve moderately with higher fidelity dynamics. The tool makes the MC approach tractable on a single workstation, and can be used as a final product, or for verifying surrogate and analytical collision probability methods.
Stochastic modeling for time series InSAR: with emphasis on atmospheric effects
NASA Astrophysics Data System (ADS)
Cao, Yunmeng; Li, Zhiwei; Wei, Jianchao; Hu, Jun; Duan, Meng; Feng, Guangcai
2018-02-01
Despite the many applications of time series interferometric synthetic aperture radar (TS-InSAR) techniques in geophysical problems, error analysis and assessment have been largely overlooked. Tropospheric propagation error is still the dominant error source of InSAR observations. However, the spatiotemporal variation of atmospheric effects is seldom considered in the present standard TS-InSAR techniques, such as persistent scatterer interferometry and small baseline subset interferometry. The failure to consider the stochastic properties of atmospheric effects not only affects the accuracy of the estimators, but also makes it difficult to assess the uncertainty of the final geophysical results. To address this issue, this paper proposes a network-based variance-covariance estimation method to model the spatiotemporal variation of tropospheric signals, and to estimate the temporal variance-covariance matrix of TS-InSAR observations. The constructed stochastic model is then incorporated into the TS-InSAR estimators both for parameters (e.g., deformation velocity, topography residual) estimation and uncertainty assessment. It is an incremental and positive improvement to the traditional weighted least squares methods to solve the multitemporal InSAR time series. The performance of the proposed method is validated by using both simulated and real datasets.
Calibration of the COBE FIRAS instrument
NASA Technical Reports Server (NTRS)
Fixsen, D. J.; Cheng, E. S.; Cottingham, D. A.; Eplee, R. E., Jr.; Hewagama, T.; Isaacman, R. B.; Jensen, K. A.; Mather, J. C.; Massa, D. L.; Meyer, S. S.
1994-01-01
The Far-Infrared Absolute Spectrophotometer (FIRAS) instrument on the Cosmic Background Explorer (COBE) satellite was designed to accurately measure the spectrum of the cosmic microwave background radiation (CMBR) in the frequency range 1-95/cm with an angular resolution of 7 deg. We describe the calibration of this instrument, including the method of obtaining calibration data, reduction of data, the instrument model, fitting the model to the calibration data, and application of the resulting model solution to sky observations. The instrument model fits well for calibration data that resemble sky condition. The method of propagating detector noise through the calibration process to yield a covariance matrix of the calibrated sky data is described. The final uncertainties are variable both in frequency and position, but for a typical calibrated sky 2.6 deg square pixel and 0.7/cm spectral element the random detector noise limit is of order of a few times 10(exp -7) ergs/sq cm/s/sr cm for 2-20/cm, and the difference between the sky and the best-fit cosmic blackbody can be measured with a gain uncertainty of less than 3%.
NASA Astrophysics Data System (ADS)
Wang, S.; Huang, G. H.; Baetz, B. W.; Ancell, B. C.
2017-05-01
The particle filtering techniques have been receiving increasing attention from the hydrologic community due to its ability to properly estimate model parameters and states of nonlinear and non-Gaussian systems. To facilitate a robust quantification of uncertainty in hydrologic predictions, it is necessary to explicitly examine the forward propagation and evolution of parameter uncertainties and their interactions that affect the predictive performance. This paper presents a unified probabilistic framework that merges the strengths of particle Markov chain Monte Carlo (PMCMC) and factorial polynomial chaos expansion (FPCE) algorithms to robustly quantify and reduce uncertainties in hydrologic predictions. A Gaussian anamorphosis technique is used to establish a seamless bridge between the data assimilation using the PMCMC and the uncertainty propagation using the FPCE through a straightforward transformation of posterior distributions of model parameters. The unified probabilistic framework is applied to the Xiangxi River watershed of the Three Gorges Reservoir (TGR) region in China to demonstrate its validity and applicability. Results reveal that the degree of spatial variability of soil moisture capacity is the most identifiable model parameter with the fastest convergence through the streamflow assimilation process. The potential interaction between the spatial variability in soil moisture conditions and the maximum soil moisture capacity has the most significant effect on the performance of streamflow predictions. In addition, parameter sensitivities and interactions vary in magnitude and direction over time due to temporal and spatial dynamics of hydrologic processes.
NASA Astrophysics Data System (ADS)
Fijani, E.; Chitsazan, N.; Nadiri, A.; Tsai, F. T.; Asghari Moghaddam, A.
2012-12-01
Artificial Neural Networks (ANNs) have been widely used to estimate concentration of chemicals in groundwater systems. However, estimation uncertainty is rarely discussed in the literature. Uncertainty in ANN output stems from three sources: ANN inputs, ANN parameters (weights and biases), and ANN structures. Uncertainty in ANN inputs may come from input data selection and/or input data error. ANN parameters are naturally uncertain because they are maximum-likelihood estimated. ANN structure is also uncertain because there is no unique ANN model given a specific case. Therefore, multiple plausible AI models are generally resulted for a study. One might ask why good models have to be ignored in favor of the best model in traditional estimation. What is the ANN estimation variance? How do the variances from different ANN models accumulate to the total estimation variance? To answer these questions we propose a Hierarchical Bayesian Model Averaging (HBMA) framework. Instead of choosing one ANN model (the best ANN model) for estimation, HBMA averages outputs of all plausible ANN models. The model weights are based on the evidence of data. Therefore, the HBMA avoids overconfidence on the single best ANN model. In addition, HBMA is able to analyze uncertainty propagation through aggregation of ANN models in a hierarchy framework. This method is applied for estimation of fluoride concentration in the Poldasht plain and the Bazargan plain in Iran. Unusually high fluoride concentration in the Poldasht and Bazargan plains has caused negative effects on the public health. Management of this anomaly requires estimation of fluoride concentration distribution in the area. The results show that the HBMA provides a knowledge-decision-based framework that facilitates analyzing and quantifying ANN estimation uncertainties from different sources. In addition HBMA allows comparative evaluation of the realizations for each source of uncertainty by segregating the uncertainty sources in a hierarchical framework. Fluoride concentration estimation using the HBMA method shows better agreement to the observation data in the test step because they are not based on a single model with a non-dominate weights.
Influential input classification in probabilistic multimedia models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maddalena, Randy L.; McKone, Thomas E.; Hsieh, Dennis P.H.
1999-05-01
Monte Carlo analysis is a statistical simulation method that is often used to assess and quantify the outcome variance in complex environmental fate and effects models. Total outcome variance of these models is a function of (1) the uncertainty and/or variability associated with each model input and (2) the sensitivity of the model outcome to changes in the inputs. To propagate variance through a model using Monte Carlo techniques, each variable must be assigned a probability distribution. The validity of these distributions directly influences the accuracy and reliability of the model outcome. To efficiently allocate resources for constructing distributions onemore » should first identify the most influential set of variables in the model. Although existing sensitivity and uncertainty analysis methods can provide a relative ranking of the importance of model inputs, they fail to identify the minimum set of stochastic inputs necessary to sufficiently characterize the outcome variance. In this paper, we describe and demonstrate a novel sensitivity/uncertainty analysis method for assessing the importance of each variable in a multimedia environmental fate model. Our analyses show that for a given scenario, a relatively small number of input variables influence the central tendency of the model and an even smaller set determines the shape of the outcome distribution. For each input, the level of influence depends on the scenario under consideration. This information is useful for developing site specific models and improving our understanding of the processes that have the greatest influence on the variance in outcomes from multimedia models.« less
NASA Astrophysics Data System (ADS)
Lucas, D. D.; Labute, M.; Chowdhary, K.; Debusschere, B.; Cameron-Smith, P. J.
2014-12-01
Simulating the atmospheric cycles of ozone, methane, and other radiatively important trace gases in global climate models is computationally demanding and requires the use of 100's of photochemical parameters with uncertain values. Quantitative analysis of the effects of these uncertainties on tracer distributions, radiative forcing, and other model responses is hindered by the "curse of dimensionality." We describe efforts to overcome this curse using ensemble simulations and advanced statistical methods. Uncertainties from 95 photochemical parameters in the trop-MOZART scheme were sampled using a Monte Carlo method and propagated through 10,000 simulations of the single column version of the Community Atmosphere Model (CAM). The variance of the ensemble was represented as a network with nodes and edges, and the topology and connections in the network were analyzed using lasso regression, Bayesian compressive sensing, and centrality measures from the field of social network theory. Despite the limited sample size for this high dimensional problem, our methods determined the key sources of variation and co-variation in the ensemble and identified important clusters in the network topology. Our results can be used to better understand the flow of photochemical uncertainty in simulations using CAM and other climate models. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344 and supported by the DOE Office of Science through the Scientific Discovery Through Advanced Computing (SciDAC).
Hess, Jeremy J.; Ebi, Kristie L.; Markandya, Anil; Balbus, John M.; Wilkinson, Paul; Haines, Andy; Chalabi, Zaid
2014-01-01
Background: Policy decisions regarding climate change mitigation are increasingly incorporating the beneficial and adverse health impacts of greenhouse gas emission reduction strategies. Studies of such co-benefits and co-harms involve modeling approaches requiring a range of analytic decisions that affect the model output. Objective: Our objective was to assess analytic decisions regarding model framework, structure, choice of parameters, and handling of uncertainty when modeling health co-benefits, and to make recommendations for improvements that could increase policy uptake. Methods: We describe the assumptions and analytic decisions underlying models of mitigation co-benefits, examining their effects on modeling outputs, and consider tools for quantifying uncertainty. Discussion: There is considerable variation in approaches to valuation metrics, discounting methods, uncertainty characterization and propagation, and assessment of low-probability/high-impact events. There is also variable inclusion of adverse impacts of mitigation policies, and limited extension of modeling domains to include implementation considerations. Going forward, co-benefits modeling efforts should be carried out in collaboration with policy makers; these efforts should include the full range of positive and negative impacts and critical uncertainties, as well as a range of discount rates, and should explicitly characterize uncertainty. We make recommendations to improve the rigor and consistency of modeling of health co-benefits. Conclusion: Modeling health co-benefits requires systematic consideration of the suitability of model assumptions, of what should be included and excluded from the model framework, and how uncertainty should be treated. Increased attention to these and other analytic decisions has the potential to increase the policy relevance and application of co-benefits modeling studies, potentially helping policy makers to maximize mitigation potential while simultaneously improving health. Citation: Remais JV, Hess JJ, Ebi KL, Markandya A, Balbus JM, Wilkinson P, Haines A, Chalabi Z. 2014. Estimating the health effects of greenhouse gas mitigation strategies: addressing parametric, model, and valuation challenges. Environ Health Perspect 122:447–455; http://dx.doi.org/10.1289/ehp.1306744 PMID:24583270
Plurality of Type A evaluations of uncertainty
NASA Astrophysics Data System (ADS)
Possolo, Antonio; Pintar, Adam L.
2017-10-01
The evaluations of measurement uncertainty involving the application of statistical methods to measurement data (Type A evaluations as specified in the Guide to the Expression of Uncertainty in Measurement, GUM) comprise the following three main steps: (i) developing a statistical model that captures the pattern of dispersion or variability in the experimental data, and that relates the data either to the measurand directly or to some intermediate quantity (input quantity) that the measurand depends on; (ii) selecting a procedure for data reduction that is consistent with this model and that is fit for the purpose that the results are intended to serve; (iii) producing estimates of the model parameters, or predictions based on the fitted model, and evaluations of uncertainty that qualify either those estimates or these predictions, and that are suitable for use in subsequent uncertainty propagation exercises. We illustrate these steps in uncertainty evaluations related to the measurement of the mass fraction of vanadium in a bituminous coal reference material, including the assessment of the homogeneity of the material, and to the calibration and measurement of the amount-of-substance fraction of a hydrochlorofluorocarbon in air, and of the age of a meteorite. Our goal is to expose the plurality of choices that can reasonably be made when taking each of the three steps outlined above, and to show that different choices typically lead to different estimates of the quantities of interest, and to different evaluations of the associated uncertainty. In all the examples, the several alternatives considered represent choices that comparably competent statisticians might make, but who differ in the assumptions that they are prepared to rely on, and in their selection of approach to statistical inference. They represent also alternative treatments that the same statistician might give to the same data when the results are intended for different purposes.
2016-05-23
general model for heterogeneous granular media under compaction and (ii) the lack of a reliable multiscale discrete -to-continuum framework for...dynamics. These include a continuum- discrete model of heat dissipation/diffusion and a continuum- discrete model of compaction of a granular material with...the lack of a general model for het- erogeneous granular media under compac- tion and (ii) the lack of a reliable multi- scale discrete -to-continuum
NASA Technical Reports Server (NTRS)
Hinshaw, G.; Barnes, C.; Bennett, C. L.; Greason, M. R.; Halpern, M.; Hill, R. S.; Jarosik, N.; Kogut, A.; Limon, M.; Meyer, S. S.
2003-01-01
We describe the calibration and data processing methods used to generate full-sky maps of the cosmic microwave background (CMB) from the first year of Wilkinson Microwave Anisotropy Probe (WMAP) observations. Detailed limits on residual systematic errors are assigned based largely on analyses of the flight data supplemented, where necessary, with results from ground tests. The data are calibrated in flight using the dipole modulation of the CMB due to the observatory's motion around the Sun. This constitutes a full-beam calibration source. An iterative algorithm simultaneously fits the time-ordered data to obtain calibration parameters and pixelized sky map temperatures. The noise properties are determined by analyzing the time-ordered data with this sky signal estimate subtracted. Based on this, we apply a pre-whitening filter to the time-ordered data to remove a low level of l/f noise. We infer and correct for a small (approx. 1 %) transmission imbalance between the two sky inputs to each differential radiometer, and we subtract a small sidelobe correction from the 23 GHz (K band) map prior to further analysis. No other systematic error corrections are applied to the data. Calibration and baseline artifacts, including the response to environmental perturbations, are negligible. Systematic uncertainties are comparable to statistical uncertainties in the characterization of the beam response. Both are accounted for in the covariance matrix of the window function and are propagated to uncertainties in the final power spectrum. We characterize the combined upper limits to residual systematic uncertainties through the pixel covariance matrix.
NASA Astrophysics Data System (ADS)
Neri, Augusto; Bevilacqua, Andrea; Esposti Ongaro, Tomaso; Isaia, Roberto; Aspinall, Willy P.; Bisson, Marina; Flandoli, Franco; Baxter, Peter J.; Bertagnini, Antonella; Iannuzzi, Enrico; Orsucci, Simone; Pistolesi, Marco; Rosi, Mauro; Vitale, Stefano
2015-04-01
Campi Flegrei (CF) is an example of an active caldera containing densely populated settlements at very high risk of pyroclastic density currents (PDCs). We present here an innovative method for assessing background spatial PDC hazard in a caldera setting with probabilistic invasion maps conditional on the occurrence of an explosive event. The method encompasses the probabilistic assessment of potential vent opening positions, derived in the companion paper, combined with inferences about the spatial density distribution of PDC invasion areas from a simplified flow model, informed by reconstruction of deposits from eruptions in the last 15 ka. The flow model describes the PDC kinematics and accounts for main effects of topography on flow propagation. Structured expert elicitation is used to incorporate certain sources of epistemic uncertainty, and a Monte Carlo approach is adopted to produce a set of probabilistic hazard maps for the whole CF area. Our findings show that, in case of eruption, almost the entire caldera is exposed to invasion with a mean probability of at least 5%, with peaks greater than 50% in some central areas. Some areas outside the caldera are also exposed to this danger, with mean probabilities of invasion of the order of 5-10%. Our analysis suggests that these probability estimates have location-specific uncertainties which can be substantial. The results prove to be robust with respect to alternative elicitation models and allow the influence on hazard mapping of different sources of uncertainty, and of theoretical and numerical assumptions, to be quantified.
Impact of uncertainty on modeling and testing
NASA Technical Reports Server (NTRS)
Coleman, Hugh W.; Brown, Kendall K.
1995-01-01
A thorough understanding of the uncertainties associated with the modeling and testing of the Space Shuttle Main Engine (SSME) Engine will greatly aid decisions concerning hardware performance and future development efforts. This report will describe the determination of the uncertainties in the modeling and testing of the Space Shuttle Main Engine test program at the Technology Test Bed facility at Marshall Space Flight Center. Section 2 will present a summary of the uncertainty analysis methodology used and discuss the specific applications to the TTB SSME test program. Section 3 will discuss the application of the uncertainty analysis to the test program and the results obtained. Section 4 presents the results of the analysis of the SSME modeling effort from an uncertainty analysis point of view. The appendices at the end of the report contain a significant amount of information relative to the analysis, including discussions of venturi flowmeter data reduction and uncertainty propagation, bias uncertainty documentations, technical papers published, the computer code generated to determine the venturi uncertainties, and the venturi data and results used in the analysis.
Knudson, Marcus D.; Desjarlais, Michael P.; Pribram-Jones, Aurora
2015-06-15
Aluminum has been used prolifically as an impedance matching standard in the multimegabar regime (1 Mbar = 100 GPa), particularly in nuclear driven, early laser driven, and early magnetically driven flyer plate experiments. The accuracy of these impedance matching measurements depends upon the knowledge of both the Hugoniot and release or reshock response of aluminum. Here, we present the results of several adiabatic release measurements of aluminum from ~400–1200 GPa states along the principal Hugoniot using full density polymethylpentene (commonly known as TPX), and both ~190 and ~110 mg/cc silica aerogel standards. Additionally, these data were analyzed within the frameworkmore » of a simple, analytical model that was motivated by a first-principles molecular dynamics investigation into the release response of aluminum, as well as by a survey of the release response determined from several tabular equations of state for aluminum. Combined, this theoretical and experimental study provides a method to perform impedance matching calculations without the need to appeal to any tabular equation of state for aluminum. Furthermore, as an analytical model, this method allows for propagation of all uncertainty, including the random measurement uncertainties and the systematic uncertainties of the Hugoniot and release response of aluminum. This work establishes aluminum for use as a high-precision standard for impedance matching in the multimegabar regime.« less
Impact of signal scattering and parametric uncertainties on receiver operating characteristics
NASA Astrophysics Data System (ADS)
Wilson, D. Keith; Breton, Daniel J.; Hart, Carl R.; Pettit, Chris L.
2017-05-01
The receiver operating characteristic (ROC curve), which is a plot of the probability of detection as a function of the probability of false alarm, plays a key role in the classical analysis of detector performance. However, meaningful characterization of the ROC curve is challenging when practically important complications such as variations in source emissions, environmental impacts on the signal propagation, uncertainties in the sensor response, and multiple sources of interference are considered. In this paper, a relatively simple but realistic model for scattered signals is employed to explore how parametric uncertainties impact the ROC curve. In particular, we show that parametric uncertainties in the mean signal and noise power substantially raise the tails of the distributions; since receiver operation with a very low probability of false alarm and a high probability of detection is normally desired, these tails lead to severely degraded performance. Because full a priori knowledge of such parametric uncertainties is rarely available in practice, analyses must typically be based on a finite sample of environmental states, which only partially characterize the range of parameter variations. We show how this effect can lead to misleading assessments of system performance. For the cases considered, approximately 64 or more statistically independent samples of the uncertain parameters are needed to accurately predict the probabilities of detection and false alarm. A connection is also described between selection of suitable distributions for the uncertain parameters, and Bayesian adaptive methods for inferring the parameters.
NASA Astrophysics Data System (ADS)
Waeldele, F.
1983-01-01
The influence of sample shape deviations on the measurement uncertainties and the optimization of computer aided coordinate measurement were investigated for a circle and a cylinder. Using the complete error propagation law in matrix form the parameter uncertainties are calculated, taking the correlation between the measurement points into account. Theoretical investigations show that the measuring points have to be equidistantly distributed and that for a cylindrical body a measuring point distribution along a cross section is better than along a helical line. The theoretically obtained expressions to calculate the uncertainties prove to be a good estimation basis. The simple error theory is not satisfactory for estimation. The complete statistical data analysis theory helps to avoid aggravating measurement errors and to adjust the number of measuring points to the required measuring uncertainty.
Traceable measurements of small forces and local mechanical properties
NASA Astrophysics Data System (ADS)
Campbellová, Anna; Valtr, Miroslav; Zůda, Jaroslav; Klapetek, Petr
2011-09-01
Measurement of local mechanical properties is an important topic in the fields of nanoscale device fabrication, thin film deposition and composite material development. Nanoindentation instruments are commonly used to study hardness and related mechanical properties at the nanoscale. However, traceability and uncertainty aspects of the measurement process often remain left aside. In this contribution, the use of a commercial nanoindentation instrument for metrology purposes will be discussed. Full instrument traceability, provided using atomic force microscope cantilevers and a mass comparator (normal force), interferometer (depth) and atomic force microscope (area function) is described. The uncertainty of the loading/unloading curve measurements will be analyzed and the resulting uncertainties for quantities, that are computed from loading curves such as hardness or elastic modulus, are studied. For this calculation a combination of uncertainty propagation law and Monte Carlo uncertainty evaluations are used.
En route noise levels from propfan test assessment airplane
NASA Technical Reports Server (NTRS)
Garber, Donald P.; Willshire, William L., Jr.
1994-01-01
The en route noise test was designed to characterize propagation of propfan noise from cruise altitudes to the ground. In-flight measurements of propfan source levels and directional patterns were made by a chase plane flying in formation with the propfan test assessment (PTA) airplane. Ground noise measurements were taken during repeated flights over a distributed microphone array. The microphone array on the ground was used to provide ensemble-averaged estimates of mean flyover noise levels, establish confidence limits for those means, and measure propagation-induced noise variability. Even for identical nominal cruise conditions, peak sound levels for individual overflights varied substantially about the average, particularly when overflights were performed on different days. Large day-to-day variations in peak level measurements appeared to be caused by large day-to-day differences in propagation conditions and tended to obscure small variations arising from operating conditions. A parametric evaluation of the sensitivity of this prediction method to weather measurement and source level uncertainties was also performed. In general, predictions showed good agreement with measurements. However, the method was unable to predict short-term variability of ensemble-averaged data within individual overflights. Although variations in absorption appear to be the dominant factor in variations of peak sound levels recorded on the ground, accurate predictions of those levels require that a complete description of operational conditions be taken into account. The comprehensive and integrated methods presented in this paper have adequately predicted ground-measured sound levels. On average, peak sound levels were predicted within 3 dB for each of the three different cruise conditions.
Assessment of SFR Wire Wrap Simulation Uncertainties
DOE Office of Scientific and Technical Information (OSTI.GOV)
Delchini, Marc-Olivier G.; Popov, Emilian L.; Pointer, William David
Predictive modeling and simulation of nuclear reactor performance and fuel are challenging due to the large number of coupled physical phenomena that must be addressed. Models that will be used for design or operational decisions must be analyzed for uncertainty to ascertain impacts to safety or performance. Rigorous, structured uncertainty analyses are performed by characterizing the model’s input uncertainties and then propagating the uncertainties through the model to estimate output uncertainty. This project is part of the ongoing effort to assess modeling uncertainty in Nek5000 simulations of flow configurations relevant to the advanced reactor applications of the Nuclear Energy Advancedmore » Modeling and Simulation (NEAMS) program. Three geometries are under investigation in these preliminary assessments: a 3-D pipe, a 3-D 7-pin bundle, and a single pin from the Thermal-Hydraulic Out-of-Reactor Safety (THORS) facility. Initial efforts have focused on gaining an understanding of Nek5000 modeling options and integrating Nek5000 with Dakota. These tasks are being accomplished by demonstrating the use of Dakota to assess parametric uncertainties in a simple pipe flow problem. This problem is used to optimize performance of the uncertainty quantification strategy and to estimate computational requirements for assessments of complex geometries. A sensitivity analysis to three turbulent models was conducted for a turbulent flow in a single wire wrapped pin (THOR) geometry. Section 2 briefly describes the software tools used in this study and provides appropriate references. Section 3 presents the coupling interface between Dakota and a computational fluid dynamic (CFD) code (Nek5000 or STARCCM+), with details on the workflow, the scripts used for setting up the run, and the scripts used for post-processing the output files. In Section 4, the meshing methods used to generate the THORS and 7-pin bundle meshes are explained. Sections 5, 6 and 7 present numerical results for the 3-D pipe, the single pin THORS mesh, and the 7-pin bundle mesh, respectively.« less
Parameter uncertainty analysis of a biokinetic model of caesium
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tobias, Benjamin John; Palaniyappan, Sasikumar; Gautier, Donald Cort
Images of the R2DTO resolution target were obtained during laser-driven-radiography experiments performed at the TRIDENT laser facility, and analysis of these images using the Bayesian Inference Engine (BIE) determines a most probable full-width half maximum (FWHM) spot size of 78 μm. However, significant uncertainty prevails due to variation in the measured detector blur. Propagating this uncertainty in detector blur through the forward model results in an interval of probabilistic ambiguity spanning approximately 35-195 μm when the laser energy impinges on a thick (1 mm) tantalum target. In other phases of the experiment, laser energy is deposited on a thin (~100more » nm) aluminum target placed 250 μm ahead of the tantalum converter. When the energetic electron beam is generated in this manner, upstream from the bremsstrahlung converter, the inferred spot size shifts to a range of much larger values, approximately 270-600 μm FWHM. This report discusses methods applied to obtain these intervals as well as concepts necessary for interpreting the result within a context of probabilistic quantitative inference.« less
All-Dimensional H2–CO Potential: Validation with Fully Quantum Second Virial Coefficients
Garberoglio, Giovanni; Jankowski, Piotr; Szalewicz, Krzysztof; Harvey, Allan H.
2017-01-01
We use a new high-accuracy all-dimensional potential to compute the cross second virial coefficient B12(T) between molecular hydrogen and carbon monoxide. The path-integral method is used to fully account for quantum effects. Values are calculated from 10 K to 2000 K and the uncertainty of the potential is propagated into uncertainties of B12. Our calculated B12(T) are in excellent agreement with most of the limited experimental data available, but cover a much wider range of temperatures and have lower uncertainties. Similar to recently reported findings from scattering calculations, we find that the reduced-dimensionality potential obtained by averaging over the rovibrational motion of the monomers gives results that are a good approximation to those obtained when flexibility is fully taken into account. Also, the four-dimensional approximation with monomers taken at their vibrationally averaged bond lengths works well. This finding is important, since full-dimensional potentials are difficult to develop even for triatomic monomers and are not currently possible to obtain for larger molecules. Likewise, most types of accurate quantum mechanical calculations, e.g., spectral or scattering, are severely limited in the number of dimensions that can be handled. PMID:28178790
All-dimensional H2-CO potential: Validation with fully quantum second virial coefficients.
Garberoglio, Giovanni; Jankowski, Piotr; Szalewicz, Krzysztof; Harvey, Allan H
2017-02-07
We use a new high-accuracy all-dimensional potential to compute the cross second virial coefficient B 12 (T) between molecular hydrogen and carbon monoxide. The path-integral method is used to fully account for quantum effects. Values are calculated from 10 K to 2000 K and the uncertainty of the potential is propagated into uncertainties of B 12 . Our calculated B 12 (T) are in excellent agreement with most of the limited experimental data available, but cover a much wider range of temperatures and have lower uncertainties. Similar to recently reported findings from scattering calculations, we find that the reduced-dimensionality potential obtained by averaging over the rovibrational motion of the monomers gives results that are a good approximation to those obtained when flexibility is fully taken into account. Also, the four-dimensional approximation with monomers taken at their vibrationally averaged bond lengths works well. This finding is important, since full-dimensional potentials are difficult to develop even for triatomic monomers and are not currently possible to obtain for larger molecules. Likewise, most types of accurate quantum mechanical calculations, e.g., spectral or scattering, are severely limited in the number of dimensions that can be handled.
In situ determination of Earth matter density in a neutrino factory
NASA Astrophysics Data System (ADS)
Minakata, Hisakazu; Uchinami, Shoichi
2007-04-01
We point out that an accurate in situ determination of the earth matter density ρ is possible in neutrino factory by placing a detector at the magic baseline, L=2π/GFNe where Ne denotes electron number density. The accuracy of matter density determination is excellent in a region of relatively large θ13 with fractional uncertainty δρ/ρ of about 0.43%, 1.3%, and ≲3% at 1σ CL at sin22θ13=0.1, 10-2, and 3×10-3, respectively. At smaller θ13 the uncertainty depends upon the CP phase δ, but it remains small, 3% 7% in more than 3/4 of the entire region of δ at sin22θ13=10-4. The results would allow us to solve the problem of obscured CP violation due to the uncertainty of earth matter density in a wide range of θ13 and δ. It may provide a test for the geophysical model of the earth, or it may serve as a method for a stringent test of the Mikheyev-Smirnov-Wolfenstein theory of neutrino propagation in matter once an accurate geophysical estimation of the matter density is available.
Benefits of on-wafer calibration standards fabricated in membrane technology
NASA Astrophysics Data System (ADS)
Rohland, M.; Arz, U.; Büttgenbach, S.
2011-07-01
In this work we compare on-wafer calibration standards fabricated in membrane technology with standards built in conventional thin-film technology. We perform this comparison by investigating the propagation of uncertainties in the geometry and material properties to the broadband electrical properties of the standards. For coplanar waveguides used as line standards the analysis based on Monte Carlo simulations demonstrates an up to tenfold reduction in uncertainty depending on the electromagnetic waveguide property we look at.
Uncertainty propagation for the coulometric measurement of the plutonium concentration in MOX-PU4.
DOE Office of Scientific and Technical Information (OSTI.GOV)
None, None
This GUM WorkbenchTM propagation of uncertainty is for the coulometric measurement of the plutonium concentration in a Pu standard material (C126) supplied as individual aliquots that were prepared by mass. The C126 solution had been prepared and as aliquoted as standard material. Samples are aliquoted into glass vials and heated to dryness for distribution as dried nitrate. The individual plutonium aliquots were not separated chemically or otherwise purified prior to measurement by coulometry in the F/H Laboratory. Hydrogen peroxide was used for valence adjustment. The Pu assay measurement results were corrected for the interference from trace iron in the solutionmore » measured for assay. Aliquot mass measurements were corrected for air buoyancy. The relative atomic mass (atomic weight) of the plutonium from X126 certoficate was used. The isotopic composition was determined by thermal ionization mass spectrometry (TIMS) for comparison but not used in calculations.« less
Probing dark matter annihilation in the Galaxy with antiprotons and gamma rays
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cuoco, Alessandro; Heisig, Jan; Korsmeier, Michael
2017-10-01
A possible hint of dark matter annihilation has been found in Cuoco, Korsmeier and Krämer (2017) from an analysis of recent cosmic-ray antiproton data from AMS-02 and taking into account cosmic-ray propagation uncertainties by fitting at the same time dark matter and propagation parameters. Here, we extend this analysis to a wider class of annihilation channels. We find consistent hints of a dark matter signal with an annihilation cross-section close to the thermal value and with masses in range between 40 and 130 GeV depending on the annihilation channel. Furthermore, we investigate in how far the possible signal is compatiblemore » with the Galactic center gamma-ray excess and recent observation of dwarf satellite galaxies by performing a joint global fit including uncertainties in the dark matter density profile. As an example, we interpret our results in the framework of the Higgs portal model.« less
Examples of S1 coverage intervals with very good and very bad long-run success rate
NASA Astrophysics Data System (ADS)
Giaquinto, Nicola; Fabbiano, Laura
2016-04-01
The paper illustrates, by means of selected examples, the merits and the limits of the method for computing coverage intervals described in the Supplement 1 to the GUM. The assessment of coverage intervals is done by evaluating their long-run success rate. Three pairs of examples are presented, relative to three different ways of generating incomplete knowledge about quantities: toss of dice, presence of additive noise, quantization. In all the pairs of examples, the first one results in a coverage interval with a long-run success rate equal to the coverage probability (set to 95%); the second one, instead, yields an interval with a success rate near to zero. The paper shows that the propagation mechanism of the Supplement 1, while working well in certain special cases, yields unacceptable results in others, and that the problematic issues cannot be neglected. The conclusion is that, if a Bayesian approach to uncertainty evaluation is adopted, the propagation is a particularly delicate issue.
A probabilistic approach for the estimation of earthquake source parameters from spectral inversion
NASA Astrophysics Data System (ADS)
Supino, M.; Festa, G.; Zollo, A.
2017-12-01
The amplitude spectrum of a seismic signal related to an earthquake source carries information about the size of the rupture, moment, stress and energy release. Furthermore, it can be used to characterize the Green's function of the medium crossed by the seismic waves. We describe the earthquake amplitude spectrum assuming a generalized Brune's (1970) source model, and direct P- and S-waves propagating in a layered velocity model, characterized by a frequency-independent Q attenuation factor. The observed displacement spectrum depends indeed on three source parameters, the seismic moment (through the low-frequency spectral level), the corner frequency (that is a proxy of the fault length) and the high-frequency decay parameter. These parameters are strongly correlated each other and with the quality factor Q; a rigorous estimation of the associated uncertainties and parameter resolution is thus needed to obtain reliable estimations.In this work, the uncertainties are characterized adopting a probabilistic approach for the parameter estimation. Assuming an L2-norm based misfit function, we perform a global exploration of the parameter space to find the absolute minimum of the cost function and then we explore the cost-function associated joint a-posteriori probability density function around such a minimum, to extract the correlation matrix of the parameters. The global exploration relies on building a Markov chain in the parameter space and on combining a deterministic minimization with a random exploration of the space (basin-hopping technique). The joint pdf is built from the misfit function using the maximum likelihood principle and assuming a Gaussian-like distribution of the parameters. It is then computed on a grid centered at the global minimum of the cost-function. The numerical integration of the pdf finally provides mean, variance and correlation matrix associated with the set of best-fit parameters describing the model. Synthetic tests are performed to investigate the robustness of the method and uncertainty propagation from the data-space to the parameter space. Finally, the method is applied to characterize the source parameters of the earthquakes occurring during the 2016-2017 Central Italy sequence, with the goal of investigating the source parameter scaling with magnitude.
NASA Astrophysics Data System (ADS)
Hortos, William S.
2010-04-01
Determining methods to secure the process of data fusion against attacks by compromised nodes in wireless sensor networks (WSNs) and to quantify the uncertainty that may exist in the aggregation results is a critical issue in mitigating the effects of intrusion attacks. Published research has introduced the concept of the trustworthiness (reputation) of a single sensor node. Reputation is evaluated using an information-theoretic concept, the Kullback- Leibler (KL) distance. Reputation is added to the set of security features. In data aggregation, an opinion, a metric of the degree of belief, is generated to represent the uncertainty in the aggregation result. As aggregate information is disseminated along routes to the sink node(s), its corresponding opinion is propagated and regulated by Josang's belief model. By applying subjective logic on the opinion to manage trust propagation, the uncertainty inherent in aggregation results can be quantified for use in decision making. The concepts of reputation and opinion are modified to allow their application to a class of dynamic WSNs. Using reputation as a factor in determining interim aggregate information is equivalent to implementation of a reputation-based security filter at each processing stage of data fusion, thereby improving the intrusion detection and identification results based on unsupervised techniques. In particular, the reputation-based version of the probabilistic neural network (PNN) learns the signature of normal network traffic with the random probability weights normally used in the PNN replaced by the trust-based quantified reputations of sensor data or subsequent aggregation results generated by the sequential implementation of a version of Josang's belief model. A two-stage, intrusion detection and identification algorithm is implemented to overcome the problems of large sensor data loads and resource restrictions in WSNs. Performance of the twostage algorithm is assessed in simulations of WSN scenarios with multiple sensors at edge nodes for known intrusion attacks. Simulation results show improved robustness of the two-stage design based on reputation-based NNs to intrusion anomalies from compromised nodes and external intrusion attacks.
Addressing Uncertainty in Signal Propagation and Sensor Performance Predictions
2008-11-01
Army Engineer Research and Develop- ment Center (ERDC) AT42 work package Environmental Awareness for Sensor Employment (EASE). M. S. Lewis is an Oak...L. Pettit, Sean Mackay, Matthew S. Lewis , and Peter M. Seman November 2008 C ol d R eg io n s R es ea rc h an d E n gi n ee ri n g La b...Propagation and Sensor Performance Predictions D. Keith Wilson, Matthew S. Lewis , and Peter M. Seman Cold Regions Research and Engineering Laboratory
DOE Office of Scientific and Technical Information (OSTI.GOV)
Xiao, H., E-mail: hengxiao@vt.edu; Wu, J.-L.; Wang, J.-X.
Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations.more » Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has potential implications in many fields in which the governing equations are well understood but the model uncertainty comes from unresolved physical processes. - Highlights: • Proposed a physics–informed framework to quantify uncertainty in RANS simulations. • Framework incorporates physical prior knowledge and observation data. • Based on a rigorous Bayesian framework yet fully utilizes physical model. • Applicable for many complex physical systems beyond turbulent flows.« less
NASA Astrophysics Data System (ADS)
Oladyshkin, Sergey; Class, Holger; Helmig, Rainer; Nowak, Wolfgang
2010-05-01
CO2 storage in geological formations is currently being discussed intensively as a technology for mitigating CO2 emissions. However, any large-scale application requires a thorough analysis of the potential risks. Current numerical simulation models are too expensive for probabilistic risk analysis and for stochastic approaches based on brute-force repeated simulation. Even single deterministic simulations may require parallel high-performance computing. The multiphase flow processes involved are too non-linear for quasi-linear error propagation and other simplified stochastic tools. As an alternative approach, we propose a massive stochastic model reduction based on the probabilistic collocation method. The model response is projected onto a orthogonal basis of higher-order polynomials to approximate dependence on uncertain parameters (porosity, permeability etc.) and design parameters (injection rate, depth etc.). This allows for a non-linear propagation of model uncertainty affecting the predicted risk, ensures fast computation and provides a powerful tool for combining design variables and uncertain variables into one approach based on an integrative response surface. Thus, the design task of finding optimal injection regimes explicitly includes uncertainty, which leads to robust designs of the non-linear system that minimize failure probability and provide valuable support for risk-informed management decisions. We validate our proposed stochastic approach by Monte Carlo simulation using a common 3D benchmark problem (Class et al. Computational Geosciences 13, 2009). A reasonable compromise between computational efforts and precision was reached already with second-order polynomials. In our case study, the proposed approach yields a significant computational speedup by a factor of 100 compared to Monte Carlo simulation. We demonstrate that, due to the non-linearity of the flow and transport processes during CO2 injection, including uncertainty in the analysis leads to a systematic and significant shift of predicted leakage rates towards higher values compared with deterministic simulations, affecting both risk estimates and the design of injection scenarios. This implies that, neglecting uncertainty can be a strong simplification for modeling CO2 injection, and the consequences can be stronger than when neglecting several physical phenomena (e.g. phase transition, convective mixing, capillary forces etc.). The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart. Keywords: polynomial chaos; CO2 storage; multiphase flow; porous media; risk assessment; uncertainty; integrative response surfaces
Orbit Determination of Spacecraft in Earth-Moon L1 and L2 Libration Point Orbits
NASA Technical Reports Server (NTRS)
Woodard, Mark; Cosgrove, Daniel; Morinelli, Patrick; Marchese, Jeff; Owens, Brandon; Folta, David
2011-01-01
The ARTEMIS mission, part of the THEMIS extended mission, is the first to fly spacecraft in the Earth-Moon Lissajous regions. In 2009, two of the five THEMIS spacecraft were redeployed from Earth-centered orbits to arrive in Earth-Moon Lissajous orbits in late 2010. Starting in August 2010, the ARTEMIS P1 spacecraft executed numerous stationkeeping maneuvers, initially maintaining a lunar L2 Lissajous orbit before transitioning into a lunar L1 orbit. The ARTEMIS P2 spacecraft entered a L1 Lissajous orbit in October 2010. In April 2011, both ARTEMIS spacecraft will suspend Lissajous stationkeeping and will be maneuvered into lunar orbits. The success of the ARTEMIS mission has allowed the science team to gather unprecedented magnetospheric measurements in the lunar Lissajous regions. In order to effectively perform lunar Lissajous stationkeeping maneuvers, the ARTEMIS operations team has provided orbit determination solutions with typical accuracies on the order of 0.1 km in position and 0.1 cm/s in velocity. The ARTEMIS team utilizes the Goddard Trajectory Determination System (GTDS), using a batch least squares method, to process range and Doppler tracking measurements from the NASA Deep Space Network (DSN), Berkeley Ground Station (BGS), Merritt Island (MILA) station, and United Space Network (USN). The team has also investigated processing of the same tracking data measurements using the Orbit Determination Tool Kit (ODTK) software, which uses an extended Kalman filter and recursive smoother to estimate the orbit. The orbit determination results from each of these methods will be presented and we will discuss the advantages and disadvantages associated with using each method in the lunar Lissajous regions. Orbit determination accuracy is dependent on both the quality and quantity of tracking measurements, fidelity of the orbit force models, and the estimation techniques used. Prior to Lissajous operations, the team determined the appropriate quantity of tracking measurements that would be needed to meet the required orbit determination accuracies. Analysts used the Orbit Determination Error Analysis System (ODEAS) to perform covariance analyses using various tracking data schedules. From this analysis, it was determined that 3.5 hours of DSN TRK-2-34 range and Doppler tracking data every other day would suffice to meet the predictive orbit knowledge accuracies in the Lissajous region. The results of this analysis are presented. Both GTDS and ODTK have high-fidelity environmental orbit force models that allow for very accurate orbit estimation in the lunar Lissajous regime. These models include solar radiation pressure, Earth and Moon gravity models, third body gravitational effects from the Sun, and to a lesser extent third body gravitational effects from Jupiter, Venus, Saturn, and Mars. Increased position and velocity uncertainties following each maneuver, due to small execution performance errors, requires that several days of post-maneuver tracking data be processed to converge on an accurate post-maneuver orbit solution. The effects of maneuvers on orbit determination accuracy will be presented, including a comparison of the batch least squares technique to the extended Kalman filter/smoother technique. We will present the maneuver calibration results derived from processing post-maneuver tracking data. A dominant error in the orbit estimation process is the uncertainty in solar radiation pressure and the resultant force on the spacecraft. An estimation of this value can include many related factors, such as the uncertainty in spacecraft reflectivity and surface area which is a function of spacecraft orientation (spin-axis attitude), uncertainty in spacecraft wet mass, and potential seasonal variability due to the changing direction of the Sun line relative to the Earth-Moon Lissajous reference frame. In addition, each spacecraft occasionally enters into Earth or Moon penumbra or umbra and these shadow crossings reduche solar radiation force for several hours. The effects of these events on orbit determination accuracy will be presented. In order to plan for upcoming stationkeeping maneuvers, the maneuver planning team must take the current orbit estimate, propagate it forward to the planned maneuver time, and determine the optimal maneuver to maintain the Lissajous orbit for one or more revolutions. The propagation is performed using a Runge-Kutta 7/8 integrator and typically the position and velocity uncertainty increases with propagation time, increasing the overall uncertainty of the orbit state at the maneuver execution time. The effect of orbit knowledge uncertainty on stationkeeping operations will be presented.
Calibration of Predictor Models Using Multiple Validation Experiments
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.
2015-01-01
This paper presents a framework for calibrating computational models using data from several and possibly dissimilar validation experiments. The offset between model predictions and observations, which might be caused by measurement noise, model-form uncertainty, and numerical error, drives the process by which uncertainty in the models parameters is characterized. The resulting description of uncertainty along with the computational model constitute a predictor model. Two types of predictor models are studied: Interval Predictor Models (IPMs) and Random Predictor Models (RPMs). IPMs use sets to characterize uncertainty, whereas RPMs use random vectors. The propagation of a set through a model makes the response an interval valued function of the state, whereas the propagation of a random vector yields a random process. Optimization-based strategies for calculating both types of predictor models are proposed. Whereas the formulations used to calculate IPMs target solutions leading to the interval value function of minimal spread containing all observations, those for RPMs seek to maximize the models' ability to reproduce the distribution of observations. Regarding RPMs, we choose a structure for the random vector (i.e., the assignment of probability to points in the parameter space) solely dependent on the prediction error. As such, the probabilistic description of uncertainty is not a subjective assignment of belief, nor is it expected to asymptotically converge to a fixed value, but instead it casts the model's ability to reproduce the experimental data. This framework enables evaluating the spread and distribution of the predicted response of target applications depending on the same parameters beyond the validation domain.
A Framework for Propagation of Uncertainties in the Kepler Data Analysis Pipeline
NASA Technical Reports Server (NTRS)
Clarke, Bruce D.; Allen, Christopher; Bryson, Stephen T.; Caldwell, Douglas A.; Chandrasekaran, Hema; Cote, Miles T.; Girouard, Forrest; Jenkins, Jon M.; Klaus, Todd C.; Li, Jie;
2010-01-01
The Kepler space telescope is designed to detect Earth-like planets around Sun-like stars using transit photometry by simultaneously observing 100,000 stellar targets nearly continuously over a three and a half year period. The 96-megapixel focal plane consists of 42 charge-coupled devices (CCD) each containing two 1024 x 1100 pixel arrays. Cross-correlations between calibrated pixels are introduced by common calibrations performed on each CCD requiring downstream data products access to the calibrated pixel covariance matrix in order to properly estimate uncertainties. The prohibitively large covariance matrices corresponding to the 75,000 calibrated pixels per CCD preclude calculating and storing the covariance in standard lock-step fashion. We present a novel framework used to implement standard propagation of uncertainties (POU) in the Kepler Science Operations Center (SOC) data processing pipeline. The POU framework captures the variance of the raw pixel data and the kernel of each subsequent calibration transformation allowing the full covariance matrix of any subset of calibrated pixels to be recalled on-the-fly at any step in the calibration process. Singular value decomposition (SVD) is used to compress and low-pass filter the raw uncertainty data as well as any data dependent kernels. The combination of POU framework and SVD compression provide downstream consumers of the calibrated pixel data access to the full covariance matrix of any subset of the calibrated pixels traceable to pixel level measurement uncertainties without having to store, retrieve and operate on prohibitively large covariance matrices. We describe the POU Framework and SVD compression scheme and its implementation in the Kepler SOC pipeline.
NASA Astrophysics Data System (ADS)
Kirchengast, Gottfried; Li, Ying; Scherllin-Pirscher, Barbara; Schwärz, Marc; Schwarz, Jakob; Nielsen, Johannes K.
2017-04-01
The GNSS radio occultation (RO) technique is an important remote sensing technique for obtaining thermodynamic profiles of temperature, humidity, and pressure in the Earth's troposphere. However, due to refraction effects of both dry ambient air and water vapor in the troposphere, retrieval of accurate thermodynamic profiles at these lower altitudes is challenging and requires suitable background information in addition to the RO refractivity information. Here we introduce a new moist air retrieval algorithm aiming to improve the quality and robustness of retrieving temperature, humidity and pressure profiles in moist air tropospheric conditions. The new algorithm consists of four steps: (1) use of prescribed specific humidity and its uncertainty to retrieve temperature and its associated uncertainty; (2) use of prescribed temperature and its uncertainty to retrieve specific humidity and its associated uncertainty; (3) use of the previous results to estimate final temperature and specific humidity profiles through optimal estimation; (4) determination of air pressure and density profiles from the results obtained before. The new algorithm does not require elaborated matrix inversions which are otherwise widely used in 1D-Var retrieval algorithms, and it allows a transparent uncertainty propagation, whereby the uncertainties of prescribed variables are dynamically estimated accounting for their spatial and temporal variations. Estimated random uncertainties are calculated by constructing error covariance matrices from co-located ECMWF short-range forecast and corresponding analysis profiles. Systematic uncertainties are estimated by empirical modeling. The influence of regarding or disregarding vertical error correlations is quantified. The new scheme is implemented with static input uncertainty profiles in WEGC's current OPSv5.6 processing system and with full scope in WEGC's next-generation system, the Reference Occultation Processing System (rOPS). Results from both WEGC systems, current OPSv5.6 and next-generation rOPS, are shown and discussed, based on both insights from individual profiles and statistical ensembles, and compared to moist air retrieval results from the UCAR Boulder and ROM-SAF Copenhagen centers. The results show that the new algorithmic scheme improves the temperature, humidity and pressure retrieval performance, in particular also the robustness including for integrated uncertainty estimation for large-scale applications, over the previous algorithms. The new rOPS-implemented algorithm will therefore be used in the first large-scale reprocessing towards a tropospheric climate data record 2001-2016 by the rOPS, including its integrated uncertainty propagation.
NASA Astrophysics Data System (ADS)
Oswald, S. E.; Scheiffele, L. M.; Baroni, G.; Ingwersen, J.; Schrön, M.
2017-12-01
One application of Cosmic-Ray Neutron Sensing (CRNS) is to investigate soil moisture on agricultural fields during the crop season. This fully employs the non-invasive character of CRNS without interference with agricultural practices of the farmland. The changing influence of vegetation on CRNS has to be dealt with as well as spatio-temporal influences, e.g. by irrigation or harvest. Previous work revealed that the CRNS signal on farmland shows complex and non-unique response because of the hydrogen pools in different depths and distances. This creates a challenge for soil moisture estimation and subsequent use for irrigation management or hydrological modelling. Thus, a special aim of our study was to assess the uncertainty of CRNS in cropped fields and to identify underlying causes of uncertainty. We have applied CRNS at two field sites during the growing season that were accompanied by intensive measurements of soil moisture, vegetation parameters, and irrigation events. Sources of uncertainty were identified from the experimental data. A Monte Carlo approach was used to propagate these uncertainties to CRNS soil moisture estimations. In addition, a sensitivity analysis was performed to identify the most important factors explaining this uncertainty. Results showed that CRNS soil moisture compares well to the soil moisture network when the point values were converted to weighted water content with all hydrogen pools included. However, when considered as a stand-alone method to retrieve volumetric soil moisture, the performance decreased. The support volume including its penetration depth showed also a considerable uncertainty, especially in relatively dry soil moisture conditions. Of seven factors analyzed, actual soil moisture profile, bulk density, incoming neutron correction and calibrated parameter N0 were found to play an important role. One possible improvement could be a simple correction factor based on independent data of soil moisture profiles to better account for the sensitivity of the CRNS signal to the upper soil layers. This is an important step to improve the method for validation of remote sensing products or agricultural water management and establish CRNS as an applied monitoring tool on farmland.
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.
The elemental abundances (with uncertainties) of the most Earth-like planet
NASA Astrophysics Data System (ADS)
Wang, Haiyang S.; Lineweaver, Charles H.; Ireland, Trevor R.
2018-01-01
To first order, the Earth as well as other rocky planets in the Solar System and rocky exoplanets orbiting other stars, are refractory pieces of the stellar nebula out of which they formed. To estimate the chemical composition of rocky exoplanets based on their stellar hosts' elemental abundances, we need a better understanding of the devolatilization that produced the Earth. To quantify the chemical relationships between the Earth, the Sun and other bodies in the Solar System, the elemental abundances of the bulk Earth are required. The key to comparing Earth's composition with those of other objects is to have a determination of the bulk composition with an appropriate estimate of uncertainties. Here we present concordance estimates (with uncertainties) of the elemental abundances of the bulk Earth, which can be used in such studies. First we compile, combine and renormalize a large set of heterogeneous literature values of the primitive mantle (PM) and of the core. We then integrate standard radial density profiles of the Earth and renormalize them to the current best estimate for the mass of the Earth. Using estimates of the uncertainties in i) the density profiles, ii) the core-mantle boundary and iii) the inner core boundary, we employ standard error propagation to obtain a core mass fraction of 32.5 ± 0.3 wt%. Our bulk Earth abundances are the weighted sum of our concordance core abundances and concordance PM abundances. Unlike previous efforts, the uncertainty on the core mass fraction is propagated to the uncertainties on the bulk Earth elemental abundances. Our concordance estimates for the abundances of Mg, Sn, Br, B, Cd and Be are significantly lower than previous estimates of the bulk Earth. Our concordance estimates for the abundances of Na, K, Cl, Zn, Sr, F, Ga, Rb, Nb, Gd, Ta, He, Ar, and Kr are significantly higher. The uncertainties on our elemental abundances usefully calibrate the unresolved discrepancies between standard Earth models under various geochemical and geophysical assumptions.
Uncertainty Analysis and Order-by-Order Optimization of Chiral Nuclear Interactions
Carlsson, Boris; Forssen, Christian; Fahlin Strömberg, D.; ...
2016-02-24
Chiral effective field theory ( ΧEFT) provides a systematic approach to describe low-energy nuclear forces. Moreover, EFT is able to provide well-founded estimates of statistical and systematic uncertainties | although this unique advantage has not yet been fully exploited. We ll this gap by performing an optimization and statistical analysis of all the low-energy constants (LECs) up to next-to-next-to-leading order. Our optimization protocol corresponds to a simultaneous t to scattering and bound-state observables in the pion-nucleon, nucleon-nucleon, and few-nucleon sectors, thereby utilizing the full model capabilities of EFT. Finally, we study the effect on other observables by demonstrating forward-error-propagation methodsmore » that can easily be adopted by future works. We employ mathematical optimization and implement automatic differentiation to attain e cient and machine-precise first- and second-order derivatives of the objective function with respect to the LECs. This is also vital for the regression analysis. We use power-counting arguments to estimate the systematic uncertainty that is inherent to EFT and we construct chiral interactions at different orders with quantified uncertainties. Statistical error propagation is compared with Monte Carlo sampling showing that statistical errors are in general small compared to systematic ones. In conclusion, we find that a simultaneous t to different sets of data is critical to (i) identify the optimal set of LECs, (ii) capture all relevant correlations, (iii) reduce the statistical uncertainty, and (iv) attain order-by-order convergence in EFT. Furthermore, certain systematic uncertainties in the few-nucleon sector are shown to get substantially magnified in the many-body sector; in particlar when varying the cutoff in the chiral potentials. The methodology and results presented in this Paper open a new frontier for uncertainty quantification in ab initio nuclear theory.« less
NASA Astrophysics Data System (ADS)
Ametova, Evelina; Ferrucci, Massimiliano; Chilingaryan, Suren; Dewulf, Wim
2018-06-01
The recent emergence of advanced manufacturing techniques such as additive manufacturing and an increased demand on the integrity of components have motivated research on the application of x-ray computed tomography (CT) for dimensional quality control. While CT has shown significant empirical potential for this purpose, there is a need for metrological research to accelerate the acceptance of CT as a measuring instrument. The accuracy in CT-based measurements is vulnerable to the instrument geometrical configuration during data acquisition, namely the relative position and orientation of x-ray source, rotation stage, and detector. Consistency between the actual instrument geometry and the corresponding parameters used in the reconstruction algorithm is critical. Currently available procedures provide users with only estimates of geometrical parameters. Quantification and propagation of uncertainty in the measured geometrical parameters must be considered to provide a complete uncertainty analysis and to establish confidence intervals for CT dimensional measurements. In this paper, we propose a computationally inexpensive model to approximate the influence of errors in CT geometrical parameters on dimensional measurement results. We use surface points extracted from a computer-aided design (CAD) model to model discrepancies in the radiographic image coordinates assigned to the projected edges between an aligned system and a system with misalignments. The efficacy of the proposed method was confirmed on simulated and experimental data in the presence of various geometrical uncertainty contributors.
Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic
Guillas, S.; Georgiopoulou, A.; Dias, F.
2017-01-01
Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained. PMID:28484339
Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic.
Salmanidou, D M; Guillas, S; Georgiopoulou, A; Dias, F
2017-04-01
Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained.
Earth Observing System Covariance Realism
NASA Technical Reports Server (NTRS)
Zaidi, Waqar H.; Hejduk, Matthew D.
2016-01-01
The purpose of covariance realism is to properly size a primary object's covariance in order to add validity to the calculation of the probability of collision. The covariance realism technique in this paper consists of three parts: collection/calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics. An empirical cumulative distribution function (ECDF) Goodness-of-Fit (GOF) method is employed to determine if a covariance is properly sized by comparing the empirical distribution of Mahalanobis distance calculations to the hypothesized parent 3-DoF chi-squared distribution. To realistically size a covariance for collision probability calculations, this study uses a state noise compensation algorithm that adds process noise to the definitive epoch covariance to account for uncertainty in the force model. Process noise is added until the GOF tests pass a group significance level threshold. The results of this study indicate that when outliers attributed to persistently high or extreme levels of solar activity are removed, the aforementioned covariance realism compensation method produces a tuned covariance with up to 80 to 90% of the covariance propagation timespan passing (against a 60% minimum passing threshold) the GOF tests-a quite satisfactory and useful result.
Uncertainty in the delayed neutron fraction in fuel assembly depletion calculations
NASA Astrophysics Data System (ADS)
Aures, Alexander; Bostelmann, Friederike; Kodeli, Ivan A.; Velkov, Kiril; Zwermann, Winfried
2017-09-01
This study presents uncertainty and sensitivity analyses of the delayed neutron fraction of light water reactor and sodium-cooled fast reactor fuel assemblies. For these analyses, the sampling-based XSUSA methodology is used to propagate cross section uncertainties in neutron transport and depletion calculations. Cross section data is varied according to the SCALE 6.1 covariance library. Since this library includes nu-bar uncertainties only for the total values, it has been supplemented by delayed nu-bar uncertainties from the covariance data of the JENDL-4.0 nuclear data library. The neutron transport and depletion calculations are performed with the TRITON/NEWT sequence of the SCALE 6.1 package. The evolution of the delayed neutron fraction uncertainty over burn-up is analysed without and with the consideration of delayed nu-bar uncertainties. Moreover, the main contributors to the result uncertainty are determined. In all cases, the delayed nu-bar uncertainties increase the delayed neutron fraction uncertainty. Depending on the fuel composition, the delayed nu-bar values of uranium and plutonium in fact give the main contributions to the delayed neutron fraction uncertainty for the LWR fuel assemblies. For the SFR case, the uncertainty of the scattering cross section of U-238 is the main contributor.
Uncertainty in predictions of forest carbon dynamics: separating driver error from model error.
Spadavecchia, L; Williams, M; Law, B E
2011-07-01
We present an analysis of the relative magnitude and contribution of parameter and driver uncertainty to the confidence intervals on estimates of net carbon fluxes. Model parameters may be difficult or impractical to measure, while driver fields are rarely complete, with data gaps due to sensor failure and sparse observational networks. Parameters are generally derived through some optimization method, while driver fields may be interpolated from available data sources. For this study, we used data from a young ponderosa pine stand at Metolius, Central Oregon, and a simple daily model of coupled carbon and water fluxes (DALEC). An ensemble of acceptable parameterizations was generated using an ensemble Kalman filter and eddy covariance measurements of net C exchange. Geostatistical simulations generated an ensemble of meteorological driving variables for the site, consistent with the spatiotemporal autocorrelations inherent in the observational data from 13 local weather stations. Simulated meteorological data were propagated through the model to derive the uncertainty on the CO2 flux resultant from driver uncertainty typical of spatially extensive modeling studies. Furthermore, the model uncertainty was partitioned between temperature and precipitation. With at least one meteorological station within 25 km of the study site, driver uncertainty was relatively small ( 10% of the total net flux), while parameterization uncertainty was larger, 50% of the total net flux. The largest source of driver uncertainty was due to temperature (8% of the total flux). The combined effect of parameter and driver uncertainty was 57% of the total net flux. However, when the nearest meteorological station was > 100 km from the study site, uncertainty in net ecosystem exchange (NEE) predictions introduced by meteorological drivers increased by 88%. Precipitation estimates were a larger source of bias in NEE estimates than were temperature estimates, although the biases partly compensated for each other. The time scales on which precipitation errors occurred in the simulations were shorter than the temporal scales over which drought developed in the model, so drought events were reasonably simulated. The approach outlined here provides a means to assess the uncertainty and bias introduced by meteorological drivers in regional-scale ecological forecasting.
Uncertainty Propagation Methods for High-Dimensional Complex Systems
NASA Astrophysics Data System (ADS)
Mukherjee, Arpan
Researchers are developing ever smaller aircraft called Micro Aerial Vehicles (MAVs). The Space Robotics Group has joined the field by developing a dragonfly-inspired MAV. This thesis presents two contributions to this project. The first is the development of a dynamical model of the internal MAV components to be used for tuning design parameters and as a future plant model. This model is derived using the Lagrangian method and differs from others because it accounts for the internal dynamics of the system. The second contribution of this thesis is an estimation algorithm that can be used to determine prototype performance and verify the dynamical model from the first part. Based on the Gauss-Newton Batch Estimator, this algorithm uses a single camera and known points of interest on the wing to estimate the wing kinematic angles. Unlike other single-camera methods, this method is probabilistically based rather than being geometric.
Aad, G.; Abbott, B.; Abdallah, J.; ...
2013-03-02
The uncertainty on the calorimeter energy response to jets of particles is derived for the ATLAS experiment at the Large Hadron Collider (LHC). First, the calorimeter response to single isolated charged hadrons is measured and compared to the Monte Carlo simulation using proton-proton collisions at centre-of-mass energies of √s = 900 GeV and 7 TeV collected during 2009 and 2010. Then, using the decay of K s and Λ particles, the calorimeter response to specific types of particles (positively and negatively charged pions, protons, and anti-protons) is measured and compared to the Monte Carlo predictions. Finally, the jet energy scalemore » uncertainty is determined by propagating the response uncertainty for single charged and neutral particles to jets. The response uncertainty is 2–5 % for central isolated hadrons and 1–3 % for the final calorimeter jet energy scale.« less
La coherence conceptuelle d'etudiants collegiaux en mecanique Newtonienne et en metrologie
NASA Astrophysics Data System (ADS)
Periard, Martin
This thesis evaluates the coherence of the conceptual network demonstrated by college students in life and applied sciences. This evaluation was based on the analysis of Burt tables issuing from multiple choice questionnaires, on the creation and careful examination of a novel tool, the matrix of specific discrimination coefficients, which will be described in the main text, and on the qualitative analysis of actual laboratory work of students doing an experimentation. At the completion of this project, four research axis have been explored. (1) What is the conceptual coherence demonstrated in Newtonian mechanics? (2) Is the mastery of uncertainty quantification related to the development of logical thinking or to mathematical competency? (3) What is the conceptual coherence demonstrated in the quantification of experimental uncertainty? (4) What are the concrete procedures utilized by students to quantify experimental uncertainty in a semi-directed laboratory context? The main conclusions that emerged from each axis of research can be summerized as follow. (1) The most prevalent erroneous conceptions are not solidly set in a rigid conceptual network. For example, a student successful in a question about Newton's third law (the most difficult subject of the Force Concept Inventory) is just slightly more likely to succeed in another related question than the other participants. Many pairs of questions displays a negative specific discrimination coefficient demonstrating a weak conceptual coherence in pre-test and a somewhat ameliorated conceptual coherence in post-test. (2) If a small proportion of students has demonstrated marked deficiencies in questions related with control of variable and in those related to the relationship between the graphical display of experimental data and a mathematical model, the majority of students can be considered as adequately mastering those subjects. However, almost every student demonstrated a lack of mastery of concepts underlying the quantification of experimental uncertainty and the propagation of uncertainty (heretofore referred to as metrology). No statistically significant correlation has been observed between the three main topics suggesting that they are largely independent cognitive abilities. Burt table has demonstrated a greater degree of conceptual coherence between control of variables questions than suggested by Pearson correlation coefficients. Equivalent question in the topic of metrology did not permit to demonstrate a clear conceptual coherence. (3) Analysis of a questionnaire entirely devoted to metrology has shown erroneous conceptions caused by prior learning (didactical obstacles), erroneous conceptions based on intuitive models and a lack of global comprehension of metrological concepts although some appear to be almost acquired. (4) When doing real experiments in semi-directed laboratory, students demonstrated the same difficulty identified in the questionnaire of 3) which could interpreted as corroborating previously obtained results. However, many unanticipated behaviors related to measurement were observed that could not have been anticipated solely by analyzing answers in the multiple-choice questionnaire. Interviews immediately following each semi-directed laboratory permitted the participants to detail certain aspects of their metrological methodology. Most notably, the use of repeated measurement strategies, their "spontaneous" strategies to quantify uncertainty, and their explanation of numerical estimates of reading uncertainties. Overall, uncertainty propagation algorithms were adequately employed. Many erroneous metrological conceptions seem to resist strongly to be modified by learning. Among others, assignation of the resolution of a digital scale as the uncertainty value and the lack of stacking strategies to diminish uncertainty. The conception that a numerical value cannot be more precise than the tolerance of an instrument seems firmly set. Key words. Burt tables, conceptual coherence, experimental uncertainty, laboratories, metrology, Newtonian mechanics, uncertainty propagation.
Generalized uncertainty principles and quantum field theory
NASA Astrophysics Data System (ADS)
Husain, Viqar; Kothawala, Dawood; Seahra, Sanjeev S.
2013-01-01
Quantum mechanics with a generalized uncertainty principle arises through a representation of the commutator [x^,p^]=if(p^). We apply this deformed quantization to free scalar field theory for f±=1±βp2. The resulting quantum field theories have a rich fine scale structure. For small wavelength modes, the Green’s function for f+ exhibits a remarkable transition from Lorentz to Galilean invariance, whereas for f- such modes effectively do not propagate. For both cases Lorentz invariance is recovered at long wavelengths.
Afanasjev, Anatoli V.; Agbemava, S. E.; Ray, D.; ...
2017-01-01
Here, the analysis of statistical and systematic uncertainties and their propagation to nuclear extremes has been performed. Two extremes of nuclear landscape (neutron-rich nuclei and superheavy nuclei) have been investigated. For the first extreme, we focus on the ground state properties. For the second extreme, we pay a particular attention to theoretical uncertainties in the description of fission barriers of superheavy nuclei and their evolution on going to neutron-rich nuclei.
NASA Astrophysics Data System (ADS)
Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher
2017-11-01
Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.
ecode - Electron Transport Algorithm Testing v. 1.0
DOE Office of Scientific and Technical Information (OSTI.GOV)
Franke, Brian C.; Olson, Aaron J.; Bruss, Donald Eugene
2016-10-05
ecode is a Monte Carlo code used for testing algorithms related to electron transport. The code can read basic physics parameters, such as energy-dependent stopping powers and screening parameters. The code permits simple planar geometries of slabs or cubes. Parallelization consists of domain replication, with work distributed at the start of the calculation and statistical results gathered at the end of the calculation. Some basic routines (such as input parsing, random number generation, and statistics processing) are shared with the Integrated Tiger Series codes. A variety of algorithms for uncertainty propagation are incorporated based on the stochastic collocation and stochasticmore » Galerkin methods. These permit uncertainty only in the total and angular scattering cross sections. The code contains algorithms for simulating stochastic mixtures of two materials. The physics is approximate, ranging from mono-energetic and isotropic scattering to screened Rutherford angular scattering and Rutherford energy-loss scattering (simple electron transport models). No production of secondary particles is implemented, and no photon physics is implemented.« less
NASA Astrophysics Data System (ADS)
Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.
2015-03-01
We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.