Sensitivity Analysis Based on Markovian Integration by Parts Formula

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Yongsheng Hang

2017-10-01

Full Text Available Sensitivity analysis is widely applied in financial risk management and engineering; it describes the variations brought by the changes of parameters. Since the integration by parts technique for Markov chains is well developed in recent years, in this paper we apply it for computation of sensitivity and show the closed-form expressions for two commonly-used time-continuous Markovian models. By comparison, we conclude that our approach outperforms the existing technique of computing sensitivity on Markovian models.

TOLERANCE SENSITIVITY ANALYSIS: THIRTY YEARS LATER

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Richard E. Wendell

2010-12-01

Full Text Available Tolerance sensitivity analysis was conceived in 1980 as a pragmatic approach to effectively characterize a parametric region over which objective function coefficients and right-hand-side terms in linear programming could vary simultaneously and independently while maintaining the same optimal basis. As originally proposed, the tolerance region corresponds to the maximum percentage by which coefficients or terms could vary from their estimated values. Over the last thirty years the original results have been extended in a number of ways and applied in a variety of applications. This paper is a critical review of tolerance sensitivity analysis, including extensions and applications.

Perturbative methods applied for sensitive coefficients calculations in thermal-hydraulic systems

International Nuclear Information System (INIS)

Andrade Lima, F.R. de

1993-01-01

The differential formalism and the Generalized Perturbation Theory (GPT) are applied to sensitivity analysis of thermal-hydraulics problems related to pressurized water reactor cores. The equations describing the thermal-hydraulic behavior of these reactors cores, used in COBRA-IV-I code, are conveniently written. The importance function related to the response of interest and the sensitivity coefficient of this response with respect to various selected parameters are obtained by using Differential and Generalized Perturbation Theory. The comparison among the results obtained with the application of these perturbative methods and those obtained directly with the model developed in COBRA-IV-I code shows a very good agreement. (author)

Automating sensitivity analysis of computer models using computer calculus

International Nuclear Information System (INIS)

Oblow, E.M.; Pin, F.G.

1986-01-01

An automated procedure for performing sensitivity analysis has been developed. The procedure uses a new FORTRAN compiler with computer calculus capabilities to generate the derivatives needed to set up sensitivity equations. The new compiler is called GRESS - Gradient Enhanced Software System. Application of the automated procedure with direct and adjoint sensitivity theory for the analysis of non-linear, iterative systems of equations is discussed. Calculational efficiency consideration and techniques for adjoint sensitivity analysis are emphasized. The new approach is found to preserve the traditional advantages of adjoint theory while removing the tedious human effort previously needed to apply this theoretical methodology. Conclusions are drawn about the applicability of the automated procedure in numerical analysis and large-scale modelling sensitivity studies

A general first-order global sensitivity analysis method

International Nuclear Information System (INIS)

Xu Chonggang; Gertner, George Zdzislaw

2008-01-01

Fourier amplitude sensitivity test (FAST) is one of the most popular global sensitivity analysis techniques. The main mechanism of FAST is to assign each parameter with a characteristic frequency through a search function. Then, for a specific parameter, the variance contribution can be singled out of the model output by the characteristic frequency. Although FAST has been widely applied, there are two limitations: (1) the aliasing effect among parameters by using integer characteristic frequencies and (2) the suitability for only models with independent parameters. In this paper, we synthesize the improvement to overcome the aliasing effect limitation [Tarantola S, Gatelli D, Mara TA. Random balance designs for the estimation of first order global sensitivity indices. Reliab Eng Syst Safety 2006; 91(6):717-27] and the improvement to overcome the independence limitation [Xu C, Gertner G. Extending a global sensitivity analysis technique to models with correlated parameters. Comput Stat Data Anal 2007, accepted for publication]. In this way, FAST can be a general first-order global sensitivity analysis method for linear/nonlinear models with as many correlated/uncorrelated parameters as the user specifies. We apply the general FAST to four test cases with correlated parameters. The results show that the sensitivity indices derived by the general FAST are in good agreement with the sensitivity indices derived by the correlation ratio method, which is a non-parametric method for models with correlated parameters

Total sensitivity and uncertainty analysis for LWR pin-cells with improved UNICORN code

International Nuclear Information System (INIS)

Wan, Chenghui; Cao, Liangzhi; Wu, Hongchun; Shen, Wei

2017-01-01

Highlights: • A new model is established for the total sensitivity and uncertainty analysis. • The NR approximation applied in S&U analysis can be avoided by the new model. • Sensitivity and uncertainty analysis is performed to PWR pin-cells by the new model. • The effects of the NR approximation for the PWR pin-cells are quantified. - Abstract: In this paper, improvements to the multigroup cross-section perturbation model have been proposed and applied in the self-developed UNICORN code, which is capable of performing the total sensitivity and total uncertainty analysis for the neutron-physics calculations by applying the direct numerical perturbation method and the statistical sampling method respectively. The narrow resonance (NR) approximation was applied in the multigroup cross-section perturbation model, implemented in UNICORN. As improvements to the NR approximation to refine the multigroup cross-section perturbation model, an ultrafine-group cross-section perturbation model has been established, in which the actual perturbations are applied to the ultrafine-group cross-section library and the reconstructions of the resonance cross sections are performed by solving the neutron slowing-down equation. The total sensitivity and total uncertainty analysis were then applied to the LWR pin-cells, using both the multigroup and the ultrafine-group cross-section perturbation models. The numerical results show that the NR approximation overestimates the relative sensitivity coefficients and the corresponding uncertainty results for the LWR pin-cells, and the effects of the NR approximation are significant for σ_(_n_,_γ_) and σ_(_n_,_e_l_a_s_) of "2"3"8U. Therefore, the effects of the NR approximation applied in the total sensitivity and total uncertainty analysis for the neutron-physics calculations of LWR should be taken into account.

Automating sensitivity analysis of computer models using computer calculus

International Nuclear Information System (INIS)

Oblow, E.M.; Pin, F.G.

1985-01-01

An automated procedure for performing sensitivity analyses has been developed. The procedure uses a new FORTRAN compiler with computer calculus capabilities to generate the derivatives needed to set up sensitivity equations. The new compiler is called GRESS - Gradient Enhanced Software System. Application of the automated procedure with ''direct'' and ''adjoint'' sensitivity theory for the analysis of non-linear, iterative systems of equations is discussed. Calculational efficiency consideration and techniques for adjoint sensitivity analysis are emphasized. The new approach is found to preserve the traditional advantages of adjoint theory while removing the tedious human effort previously needed to apply this theoretical methodology. Conclusions are drawn about the applicability of the automated procedure in numerical analysis and large-scale modelling sensitivity studies. 24 refs., 2 figs

Sensitivity analysis

Science.gov (United States)

... page: //medlineplus.gov/ency/article/003741.htm Sensitivity analysis To use the sharing features on this page, please enable JavaScript. Sensitivity analysis determines the effectiveness of antibiotics against microorganisms (germs) ...

*Corresponding Author Sensitivity Analysis of a Physiochemical ...

African Journals Online (AJOL)

Michael Horsfall

The numerical method of sensitivity or the principle of parsimony ... analysis is a widely applied numerical method often being used in the .... Chemical Engineering Journal 128(2-3), 85-93. Amod S ... coupled 3-PG and soil organic matter.

Genetic algorithm applied to a Soil-Vegetation-Atmosphere system: Sensitivity and uncertainty analysis

Science.gov (United States)

Schneider, Sébastien; Jacques, Diederik; Mallants, Dirk

2010-05-01

Numerical models are of precious help for predicting water fluxes in the vadose zone and more specifically in Soil-Vegetation-Atmosphere (SVA) systems. For such simulations, robust models and representative soil hydraulic parameters are required. Calibration of unsaturated hydraulic properties is known to be a difficult optimization problem due to the high non-linearity of the water flow equations. Therefore, robust methods are needed to avoid the optimization process to lead to non-optimal parameters. Evolutionary algorithms and specifically genetic algorithms (GAs) are very well suited for those complex parameter optimization problems. Additionally, GAs offer the opportunity to assess the confidence in the hydraulic parameter estimations, because of the large number of model realizations. The SVA system in this study concerns a pine stand on a heterogeneous sandy soil (podzol) in the Campine region in the north of Belgium. Throughfall and other meteorological data and water contents at different soil depths have been recorded during one year at a daily time step in two lysimeters. The water table level, which is varying between 95 and 170 cm, has been recorded with intervals of 0.5 hour. The leaf area index was measured as well at some selected time moments during the year in order to evaluate the energy which reaches the soil and to deduce the potential evaporation. Water contents at several depths have been recorded. Based on the profile description, five soil layers have been distinguished in the podzol. Two models have been used for simulating water fluxes: (i) a mechanistic model, the HYDRUS-1D model, which solves the Richards' equation, and (ii) a compartmental model, which treats the soil profile as a bucket into which water flows until its maximum capacity is reached. A global sensitivity analysis (Morris' one-at-a-time sensitivity analysis) was run previously to the calibration, in order to check the sensitivity in the chosen parameter search space. For

A Global Sensitivity Analysis Methodology for Multi-physics Applications

Energy Technology Data Exchange (ETDEWEB)

Tong, C H; Graziani, F R

2007-02-02

Experiments are conducted to draw inferences about an entire ensemble based on a selected number of observations. This applies to both physical experiments as well as computer experiments, the latter of which are performed by running the simulation models at different input configurations and analyzing the output responses. Computer experiments are instrumental in enabling model analyses such as uncertainty quantification and sensitivity analysis. This report focuses on a global sensitivity analysis methodology that relies on a divide-and-conquer strategy and uses intelligent computer experiments. The objective is to assess qualitatively and/or quantitatively how the variabilities of simulation output responses can be accounted for by input variabilities. We address global sensitivity analysis in three aspects: methodology, sampling/analysis strategies, and an implementation framework. The methodology consists of three major steps: (1) construct credible input ranges; (2) perform a parameter screening study; and (3) perform a quantitative sensitivity analysis on a reduced set of parameters. Once identified, research effort should be directed to the most sensitive parameters to reduce their uncertainty bounds. This process is repeated with tightened uncertainty bounds for the sensitive parameters until the output uncertainties become acceptable. To accommodate the needs of multi-physics application, this methodology should be recursively applied to individual physics modules. The methodology is also distinguished by an efficient technique for computing parameter interactions. Details for each step will be given using simple examples. Numerical results on large scale multi-physics applications will be available in another report. Computational techniques targeted for this methodology have been implemented in a software package called PSUADE.

Sensitivity Analysis Techniques Applied in Video Streaming Service on Eucalyptus Cloud Environments

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Rosangela Melo

2018-01-01

Full Text Available Nowdays, several streaming servers are available to provide a variety of multimedia applications such as Video on Demand in cloud computing environments. These environments have the business potential because of the pay-per-use model, as well as the advantages of easy scalability and, up-to-date of the packages and programs. This paper uses hierarchical modeling and different sensitivity analysis techniques to determine the parameters that cause the greatest impact on the availability of a Video on Demand. The results show that distinct approaches provide similar results regarding the sensitivity ranking, with specific exceptions. A combined evaluation indicates that system availability may be improved effectively by focusing on a reduced set of factors that produce large variation on the measure of interest.

Monte Carlo sensitivity analysis of an Eulerian large-scale air pollution model

International Nuclear Information System (INIS)

Dimov, I.; Georgieva, R.; Ostromsky, Tz.

2012-01-01

Variance-based approaches for global sensitivity analysis have been applied and analyzed to study the sensitivity of air pollutant concentrations according to variations of rates of chemical reactions. The Unified Danish Eulerian Model has been used as a mathematical model simulating a remote transport of air pollutants. Various Monte Carlo algorithms for numerical integration have been applied to compute Sobol's global sensitivity indices. A newly developed Monte Carlo algorithm based on Sobol's quasi-random points MCA-MSS has been applied for numerical integration. It has been compared with some existing approaches, namely Sobol's ΛΠ τ sequences, an adaptive Monte Carlo algorithm, the plain Monte Carlo algorithm, as well as, eFAST and Sobol's sensitivity approaches both implemented in SIMLAB software. The analysis and numerical results show advantages of MCA-MSS for relatively small sensitivity indices in terms of accuracy and efficiency. Practical guidelines on the estimation of Sobol's global sensitivity indices in the presence of computational difficulties have been provided. - Highlights: ► Variance-based global sensitivity analysis is performed for the air pollution model UNI-DEM. ► The main effect of input parameters dominates over higher-order interactions. ► Ozone concentrations are influenced mostly by variability of three chemical reactions rates. ► The newly developed MCA-MSS for multidimensional integration is compared with other approaches. ► More precise approaches like MCA-MSS should be applied when the needed accuracy has not been achieved.

Application of Stochastic Sensitivity Analysis to Integrated Force Method

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X. F. Wei

2012-01-01

Full Text Available As a new formulation in structural analysis, Integrated Force Method has been successfully applied to many structures for civil, mechanical, and aerospace engineering due to the accurate estimate of forces in computation. Right now, it is being further extended to the probabilistic domain. For the assessment of uncertainty effect in system optimization and identification, the probabilistic sensitivity analysis of IFM was further investigated in this study. A set of stochastic sensitivity analysis formulation of Integrated Force Method was developed using the perturbation method. Numerical examples are presented to illustrate its application. Its efficiency and accuracy were also substantiated with direct Monte Carlo simulations and the reliability-based sensitivity method. The numerical algorithm was shown to be readily adaptable to the existing program since the models of stochastic finite element and stochastic design sensitivity are almost identical.

Beyond sensitivity analysis

DEFF Research Database (Denmark)

Lund, Henrik; Sorknæs, Peter; Mathiesen, Brian Vad

2018-01-01

of electricity, which have been introduced in recent decades. These uncertainties pose a challenge to the design and assessment of future energy strategies and investments, especially in the economic assessment of renewable energy versus business-as-usual scenarios based on fossil fuels. From a methodological...... point of view, the typical way of handling this challenge has been to predict future prices as accurately as possible and then conduct a sensitivity analysis. This paper includes a historical analysis of such predictions, leading to the conclusion that they are almost always wrong. Not only...... are they wrong in their prediction of price levels, but also in the sense that they always seem to predict a smooth growth or decrease. This paper introduces a new method and reports the results of applying it on the case of energy scenarios for Denmark. The method implies the expectation of fluctuating fuel...

Risk and sensitivity analysis in relation to external events

International Nuclear Information System (INIS)

Alzbutas, R.; Urbonas, R.; Augutis, J.

2001-01-01

This paper presents risk and sensitivity analysis of external events impacts on the safe operation in general and in particular the Ignalina Nuclear Power Plant safety systems. Analysis is based on the deterministic and probabilistic assumptions and assessment of the external hazards. The real statistic data are used as well as initial external event simulation. The preliminary screening criteria are applied. The analysis of external event impact on the NPP safe operation, assessment of the event occurrence, sensitivity analysis, and recommendations for safety improvements are performed for investigated external hazards. Such events as aircraft crash, extreme rains and winds, forest fire and flying parts of the turbine are analysed. The models are developed and probabilities are calculated. As an example for sensitivity analysis the model of aircraft impact is presented. The sensitivity analysis takes into account the uncertainty features raised by external event and its model. Even in case when the external events analysis show rather limited danger, the sensitivity analysis can determine the highest influence causes. These possible variations in future can be significant for safety level and risk based decisions. Calculations show that external events cannot significantly influence the safety level of the Ignalina NPP operation, however the events occurrence and propagation can be sufficiently uncertain.(author)

Sensitivity Analysis of Structures by Virtual Distortion Method

DEFF Research Database (Denmark)

Gierlinski, J.T.; Holnicki-Szulc, J.; Sørensen, John Dalsgaard

1991-01-01

are used in structural optimization, see Haftka [4]. The recently developed Virtual Distortion Method (VDM) is a numerical technique which offers an efficient approach to calculation of the sensitivity derivatives. This method has been orginally applied to structural remodelling and collapse analysis, see...

Global sensitivity analysis of computer models with functional inputs

International Nuclear Information System (INIS)

Iooss, Bertrand; Ribatet, Mathieu

2009-01-01

Global sensitivity analysis is used to quantify the influence of uncertain model inputs on the response variability of a numerical model. The common quantitative methods are appropriate with computer codes having scalar model inputs. This paper aims at illustrating different variance-based sensitivity analysis techniques, based on the so-called Sobol's indices, when some model inputs are functional, such as stochastic processes or random spatial fields. In this work, we focus on large cpu time computer codes which need a preliminary metamodeling step before performing the sensitivity analysis. We propose the use of the joint modeling approach, i.e., modeling simultaneously the mean and the dispersion of the code outputs using two interlinked generalized linear models (GLMs) or generalized additive models (GAMs). The 'mean model' allows to estimate the sensitivity indices of each scalar model inputs, while the 'dispersion model' allows to derive the total sensitivity index of the functional model inputs. The proposed approach is compared to some classical sensitivity analysis methodologies on an analytical function. Lastly, the new methodology is applied to an industrial computer code that simulates the nuclear fuel irradiation.

Sensitivity and uncertainty analysis

CERN Document Server

Cacuci, Dan G; Navon, Ionel Michael

2005-01-01

As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable scientific tools. Sensitivity and Uncertainty Analysis. Volume I: Theory focused on the mathematical underpinnings of two important methods for such analyses: the Adjoint Sensitivity Analysis Procedure and the Global Adjoint Sensitivity Analysis Procedure. This volume concentrates on the practical aspects of performing these analyses for large-scale systems. The applications addressed include two-phase flow problems, a radiative c

Sensitivity analysis in a structural reliability context

International Nuclear Information System (INIS)

Lemaitre, Paul

2014-01-01

This thesis' subject is sensitivity analysis in a structural reliability context. The general framework is the study of a deterministic numerical model that allows to reproduce a complex physical phenomenon. The aim of a reliability study is to estimate the failure probability of the system from the numerical model and the uncertainties of the inputs. In this context, the quantification of the impact of the uncertainty of each input parameter on the output might be of interest. This step is called sensitivity analysis. Many scientific works deal with this topic but not in the reliability scope. This thesis' aim is to test existing sensitivity analysis methods, and to propose more efficient original methods. A bibliographical step on sensitivity analysis on one hand and on the estimation of small failure probabilities on the other hand is first proposed. This step raises the need to develop appropriate techniques. Two variables ranking methods are then explored. The first one proposes to make use of binary classifiers (random forests). The second one measures the departure, at each step of a subset method, between each input original density and the density given the subset reached. A more general and original methodology reflecting the impact of the input density modification on the failure probability is then explored. The proposed methods are then applied on the CWNR case, which motivates this thesis. (author)

Discrete non-parametric kernel estimation for global sensitivity analysis

International Nuclear Information System (INIS)

Senga Kiessé, Tristan; Ventura, Anne

2016-01-01

This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.

Multivariate sensitivity analysis to measure global contribution of input factors in dynamic models

International Nuclear Information System (INIS)

Lamboni, Matieyendou; Monod, Herve; Makowski, David

2011-01-01

Many dynamic models are used for risk assessment and decision support in ecology and crop science. Such models generate time-dependent model predictions, with time either discretised or continuous. Their global sensitivity analysis is usually applied separately on each time output, but Campbell et al. (2006 ) advocated global sensitivity analyses on the expansion of the dynamics in a well-chosen functional basis. This paper focuses on the particular case when principal components analysis is combined with analysis of variance. In addition to the indices associated with the principal components, generalised sensitivity indices are proposed to synthesize the influence of each parameter on the whole time series output. Index definitions are given when the uncertainty on the input factors is either discrete or continuous and when the dynamic model is either discrete or functional. A general estimation algorithm is proposed, based on classical methods of global sensitivity analysis. The method is applied to a dynamic wheat crop model with 13 uncertain parameters. Three methods of global sensitivity analysis are compared: the Sobol'-Saltelli method, the extended FAST method, and the fractional factorial design of resolution 6.

Multivariate sensitivity analysis to measure global contribution of input factors in dynamic models

Energy Technology Data Exchange (ETDEWEB)

Lamboni, Matieyendou [INRA, Unite MIA (UR341), F78352 Jouy en Josas Cedex (France); Monod, Herve, E-mail: herve.monod@jouy.inra.f [INRA, Unite MIA (UR341), F78352 Jouy en Josas Cedex (France); Makowski, David [INRA, UMR Agronomie INRA/AgroParisTech (UMR 211), BP 01, F78850 Thiverval-Grignon (France)

2011-04-15

Many dynamic models are used for risk assessment and decision support in ecology and crop science. Such models generate time-dependent model predictions, with time either discretised or continuous. Their global sensitivity analysis is usually applied separately on each time output, but Campbell et al. (2006) advocated global sensitivity analyses on the expansion of the dynamics in a well-chosen functional basis. This paper focuses on the particular case when principal components analysis is combined with analysis of variance. In addition to the indices associated with the principal components, generalised sensitivity indices are proposed to synthesize the influence of each parameter on the whole time series output. Index definitions are given when the uncertainty on the input factors is either discrete or continuous and when the dynamic model is either discrete or functional. A general estimation algorithm is proposed, based on classical methods of global sensitivity analysis. The method is applied to a dynamic wheat crop model with 13 uncertain parameters. Three methods of global sensitivity analysis are compared: the Sobol'-Saltelli method, the extended FAST method, and the fractional factorial design of resolution 6.

The application of sensitivity analysis to models of large scale physiological systems

Science.gov (United States)

Leonard, J. I.

1974-01-01

A survey of the literature of sensitivity analysis as it applies to biological systems is reported as well as a brief development of sensitivity theory. A simple population model and a more complex thermoregulatory model illustrate the investigatory techniques and interpretation of parameter sensitivity analysis. The role of sensitivity analysis in validating and verifying models, and in identifying relative parameter influence in estimating errors in model behavior due to uncertainty in input data is presented. This analysis is valuable to the simulationist and the experimentalist in allocating resources for data collection. A method for reducing highly complex, nonlinear models to simple linear algebraic models that could be useful for making rapid, first order calculations of system behavior is presented.

Sensitivity analysis in the WWTP modelling community – new opportunities and applications

DEFF Research Database (Denmark)

Sin, Gürkan; Ruano, M.V.; Neumann, Marc B.

2010-01-01

design (BSM1 plant layout) using Standardized Regression Coefficients (SRC) and (ii) Applying sensitivity analysis to help fine-tuning a fuzzy controller for a BNPR plant using Morris Screening. The results obtained from each case study are then critically discussed in view of practical applications......A mainstream viewpoint on sensitivity analysis in the wastewater modelling community is that it is a first-order differential analysis of outputs with respect to the parameters – typically obtained by perturbing one parameter at a time with a small factor. An alternative viewpoint on sensitivity...

Sensitivity Analysis for Urban Drainage Modeling Using Mutual Information

Directory of Open Access Journals (Sweden)

Chuanqi Li

2014-11-01

Full Text Available The intention of this paper is to evaluate the sensitivity of the Storm Water Management Model (SWMM output to its input parameters. A global parameter sensitivity analysis is conducted in order to determine which parameters mostly affect the model simulation results. Two different methods of sensitivity analysis are applied in this study. The first one is the partial rank correlation coefficient (PRCC which measures nonlinear but monotonic relationships between model inputs and outputs. The second one is based on the mutual information which provides a general measure of the strength of the non-monotonic association between two variables. Both methods are based on the Latin Hypercube Sampling (LHS of the parameter space, and thus the same datasets can be used to obtain both measures of sensitivity. The utility of the PRCC and the mutual information analysis methods are illustrated by analyzing a complex SWMM model. The sensitivity analysis revealed that only a few key input variables are contributing significantly to the model outputs; PRCCs and mutual information are calculated and used to determine and rank the importance of these key parameters. This study shows that the partial rank correlation coefficient and mutual information analysis can be considered effective methods for assessing the sensitivity of the SWMM model to the uncertainty in its input parameters.

WHAT IF (Sensitivity Analysis

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Iulian N. BUJOREANU

2011-01-01

Full Text Available Sensitivity analysis represents such a well known and deeply analyzed subject that anyone to enter the field feels like not being able to add anything new. Still, there are so many facets to be taken into consideration.The paper introduces the reader to the various ways sensitivity analysis is implemented and the reasons for which it has to be implemented in most analyses in the decision making processes. Risk analysis is of outmost importance in dealing with resource allocation and is presented at the beginning of the paper as the initial cause to implement sensitivity analysis. Different views and approaches are added during the discussion about sensitivity analysis so that the reader develops an as thoroughly as possible opinion on the use and UTILITY of the sensitivity analysis. Finally, a round-up conclusion brings us to the question of the possibility of generating the future and analyzing it before it unfolds so that, when it happens it brings less uncertainty.

Least squares shadowing sensitivity analysis of a modified Kuramoto–Sivashinsky equation

International Nuclear Information System (INIS)

Blonigan, Patrick J.; Wang, Qiqi

2014-01-01

Highlights: •Modifying the Kuramoto–Sivashinsky equation and changing its boundary conditions make it an ergodic dynamical system. •The modified Kuramoto–Sivashinsky equation exhibits distinct dynamics for three different ranges of system parameters. •Least squares shadowing sensitivity analysis computes accurate gradients for a wide range of system parameters. - Abstract: Computational methods for sensitivity analysis are invaluable tools for scientists and engineers investigating a wide range of physical phenomena. However, many of these methods fail when applied to chaotic systems, such as the Kuramoto–Sivashinsky (K–S) equation, which models a number of different chaotic systems found in nature. The following paper discusses the application of a new sensitivity analysis method developed by the authors to a modified K–S equation. We find that least squares shadowing sensitivity analysis computes accurate gradients for solutions corresponding to a wide range of system parameters

Uncertainty and Sensitivity Analysis Applied to the Validation of BWR Bundle Thermal-Hydraulic Calculations

International Nuclear Information System (INIS)

Hernandez-Solis, Augusto

2010-04-01

This work has two main objectives. The first one is to enhance the validation process of the thermal-hydraulic features of the Westinghouse code POLCA-T. This is achieved by computing a quantitative validation limit based on statistical uncertainty analysis. This validation theory is applied to some of the benchmark cases of the following macroscopic BFBT exercises: 1) Single and two phase bundle pressure drops, 2) Steady-state cross-sectional averaged void fraction, 3) Transient cross-sectional averaged void fraction and 4) Steady-state critical power tests. Sensitivity analysis is also performed to identify the most important uncertain parameters for each exercise. The second objective consists in showing the clear advantages of using the quasi-random Latin Hypercube Sampling (LHS) strategy over simple random sampling (SRS). LHS allows a much better coverage of the input uncertainties than SRS because it densely stratifies across the range of each input probability distribution. The aim here is to compare both uncertainty analyses on the BWR assembly void axial profile prediction in steady-state, and on the transient void fraction prediction at a certain axial level coming from a simulated re-circulation pump trip scenario. It is shown that the replicated void fraction mean (either in steady-state or transient conditions) has less variability when using LHS than SRS for the same number of calculations (i.e. same input space sample size) even if the resulting void fraction axial profiles are non-monotonic. It is also shown that the void fraction uncertainty limits achieved with SRS by running 458 calculations (sample size required to cover 95% of 8 uncertain input parameters with a 95% confidence), result in the same uncertainty limits achieved by LHS with only 100 calculations. These are thus clear indications on the advantages of using LHS. Finally, the present study contributes to a realistic analysis of nuclear reactors, in the sense that the uncertainties of

Applying incentive sensitization models to behavioral addiction

DEFF Research Database (Denmark)

Rømer Thomsen, Kristine; Fjorback, Lone; Møller, Arne

2014-01-01

The incentive sensitization theory is a promising model for understanding the mechanisms underlying drug addiction, and has received support in animal and human studies. So far the theory has not been applied to the case of behavioral addictions like Gambling Disorder, despite sharing clinical...... symptoms and underlying neurobiology. We examine the relevance of this theory for Gambling Disorder and point to predictions for future studies. The theory promises a significant contribution to the understanding of behavioral addiction and opens new avenues for treatment....

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

Science.gov (United States)

Arampatzis, Georgios; Katsoulakis, Markos A; Pantazis, Yannis

2015-01-01

Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks.

Directory of Open Access Journals (Sweden)

Georgios Arampatzis

Full Text Available Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in "sloppy" systems. In particular, the computational acceleration is quantified by the ratio between the total number of

Probabilistic Sensitivities for Fatigue Analysis of Turbine Engine Disks

Directory of Open Access Journals (Sweden)

Harry R. Millwater

2006-01-01

Full Text Available A methodology is developed and applied that determines the sensitivities of the probability-of-fracture of a gas turbine disk fatigue analysis with respect to the parameters of the probability distributions describing the random variables. The disk material is subject to initial anomalies, in either low- or high-frequency quantities, such that commonly used materials (titanium, nickel, powder nickel and common damage mechanisms (inherent defects or surface damage can be considered. The derivation is developed for Monte Carlo sampling such that the existing failure samples are used and the sensitivities are obtained with minimal additional computational time. Variance estimates and confidence bounds of the sensitivity estimates are developed. The methodology is demonstrated and verified using a multizone probabilistic fatigue analysis of a gas turbine compressor disk analysis considering stress scatter, crack growth propagation scatter, and initial crack size as random variables.

Application of sensitivity analysis for optimized piping support design

International Nuclear Information System (INIS)

Tai, K.; Nakatogawa, T.; Hisada, T.; Noguchi, H.; Ichihashi, I.; Ogo, H.

1993-01-01

The objective of this study was to see if recent developments in non-linear sensitivity analysis could be applied to the design of nuclear piping systems which use non-linear supports and to develop a practical method of designing such piping systems. In the study presented in this paper, the seismic response of a typical piping system was analyzed using a dynamic non-linear FEM and a sensitivity analysis was carried out. Then optimization for the design of the piping system supports was investigated, selecting the support location and yield load of the non-linear supports (bi-linear model) as main design parameters. It was concluded that the optimized design was a matter of combining overall system reliability with the achievement of an efficient damping effect from the non-linear supports. The analysis also demonstrated sensitivity factors are useful in the planning stage of support design. (author)

Sensitivity analysis of time-dependent laminar flows

International Nuclear Information System (INIS)

Hristova, H.; Etienne, S.; Pelletier, D.; Borggaard, J.

2004-01-01

This paper presents a general sensitivity equation method (SEM) for time dependent incompressible laminar flows. The SEM accounts for complex parameter dependence and is suitable for a wide range of problems. The formulation is verified on a problem with a closed form solution obtained by the method of manufactured solution. Systematic grid convergence studies confirm the theoretical rates of convergence in both space and time. The methodology is then applied to pulsatile flow around a square cylinder. Computations show that the flow starts with symmetrical vortex shedding followed by a transition to the traditional Von Karman street (alternate vortex shedding). Simulations show that the transition phase manifests itself earlier in the sensitivity fields than in the flow field itself. Sensitivities are then demonstrated for fast evaluation of nearby flows and uncertainty analysis. (author)

Sensitivity and uncertainty analysis of the PATHWAY radionuclide transport model

International Nuclear Information System (INIS)

Otis, M.D.

1983-01-01

Procedures were developed for the uncertainty and sensitivity analysis of a dynamic model of radionuclide transport through human food chains. Uncertainty in model predictions was estimated by propagation of parameter uncertainties using a Monte Carlo simulation technique. Sensitivity of model predictions to individual parameters was investigated using the partial correlation coefficient of each parameter with model output. Random values produced for the uncertainty analysis were used in the correlation analysis for sensitivity. These procedures were applied to the PATHWAY model which predicts concentrations of radionuclides in foods grown in Nevada and Utah and exposed to fallout during the period of atmospheric nuclear weapons testing in Nevada. Concentrations and time-integrated concentrations of iodine-131, cesium-136, and cesium-137 in milk and other foods were investigated. 9 figs., 13 tabs

Sensitivity analysis and power for instrumental variable studies.

Science.gov (United States)

Wang, Xuran; Jiang, Yang; Zhang, Nancy R; Small, Dylan S

2018-03-31

In observational studies to estimate treatment effects, unmeasured confounding is often a concern. The instrumental variable (IV) method can control for unmeasured confounding when there is a valid IV. To be a valid IV, a variable needs to be independent of unmeasured confounders and only affect the outcome through affecting the treatment. When applying the IV method, there is often concern that a putative IV is invalid to some degree. We present an approach to sensitivity analysis for the IV method which examines the sensitivity of inferences to violations of IV validity. Specifically, we consider sensitivity when the magnitude of association between the putative IV and the unmeasured confounders and the direct effect of the IV on the outcome are limited in magnitude by a sensitivity parameter. Our approach is based on extending the Anderson-Rubin test and is valid regardless of the strength of the instrument. A power formula for this sensitivity analysis is presented. We illustrate its usage via examples about Mendelian randomization studies and its implications via a comparison of using rare versus common genetic variants as instruments. © 2018, The International Biometric Society.

Sensitivity and uncertainty analyses applied to criticality safety validation. Volume 2

International Nuclear Information System (INIS)

Broadhead, B.L.; Hopper, C.M.; Parks, C.V.

1999-01-01

This report presents the application of sensitivity and uncertainty (S/U) analysis methodologies developed in Volume 1 to the code/data validation tasks of a criticality safety computational study. Sensitivity and uncertainty analysis methods were first developed for application to fast reactor studies in the 1970s. This work has revitalized and updated the existing S/U computational capabilities such that they can be used as prototypic modules of the SCALE code system, which contains criticality analysis tools currently in use by criticality safety practitioners. After complete development, simplified tools are expected to be released for general use. The methods for application of S/U and generalized linear-least-square methodology (GLLSM) tools to the criticality safety validation procedures were described in Volume 1 of this report. Volume 2 of this report presents the application of these procedures to the validation of criticality safety analyses supporting uranium operations where enrichments are greater than 5 wt %. Specifically, the traditional k eff trending analyses are compared with newly developed k eff trending procedures, utilizing the D and c k coefficients described in Volume 1. These newly developed procedures are applied to a family of postulated systems involving U(11)O 2 fuel, with H/X values ranging from 0--1,000. These analyses produced a series of guidance and recommendations for the general usage of these various techniques. Recommendations for future work are also detailed

Application of Wielandt method in continuous-energy nuclear data sensitivity analysis with RMC code

International Nuclear Information System (INIS)

Qiu Yishu; Wang Kan; She Ding

2015-01-01

The Iterated Fission Probability (IFP) method, an accurate method to estimate adjoint-weighted quantities in the continuous-energy Monte Carlo criticality calculations, has been widely used for calculating kinetic parameters and nuclear data sensitivity coefficients. By using a strategy of waiting, however, this method faces the challenge of high memory usage to store the tallies of original contributions which size is proportional to the number of particle histories in each cycle. Recently, the Wielandt method, applied by Monte Carlo code McCARD to calculate kinetic parameters, estimates adjoint fluxes in a single particle history and thus can save memory usage. In this work, the Wielandt method has been applied in Rector Monte Carlo code RMC for nuclear data sensitivity analysis. The methodology and algorithm of applying Wielandt method in estimation of adjoint-based sensitivity coefficients are discussed. Verification is performed by comparing the sensitivity coefficients calculated by Wielandt method with analytical solutions, those computed by IFP method which is also implemented in RMC code for sensitivity analysis, and those from the multi-group TSUNAMI-3D module in SCALE code package. (author)

Code development of total sensitivity and uncertainty analysis for reactor physics calculations

International Nuclear Information System (INIS)

Wan, C.; Cao, L.; Wu, H.; Zu, T.; Shen, W.

2015-01-01

Sensitivity and uncertainty analysis are essential parts for reactor system to perform risk and policy analysis. In this study, total sensitivity and corresponding uncertainty analysis for responses of neutronics calculations have been accomplished and developed the S&U analysis code named UNICORN. The UNICORN code can consider the implicit effects of multigroup cross sections on the responses. The UNICORN code has been applied to typical pin-cell case in this paper, and can be proved correct by comparison the results with those of the TSUNAMI-1D code. (author)

Code development of total sensitivity and uncertainty analysis for reactor physics calculations

Energy Technology Data Exchange (ETDEWEB)

Wan, C.; Cao, L.; Wu, H.; Zu, T., E-mail: chenghuiwan@stu.xjtu.edu.cn, E-mail: caolz@mail.xjtu.edu.cn, E-mail: hongchun@mail.xjtu.edu.cn, E-mail: tiejun@mail.xjtu.edu.cn [Xi' an Jiaotong Univ., School of Nuclear Science and Technology, Xi' an (China); Shen, W., E-mail: Wei.Shen@cnsc-ccsn.gc.ca [Xi' an Jiaotong Univ., School of Nuclear Science and Technology, Xi' an (China); Canadian Nuclear Safety Commission, Ottawa, ON (Canada)

2015-07-01

Sensitivity and uncertainty analysis are essential parts for reactor system to perform risk and policy analysis. In this study, total sensitivity and corresponding uncertainty analysis for responses of neutronics calculations have been accomplished and developed the S&U analysis code named UNICORN. The UNICORN code can consider the implicit effects of multigroup cross sections on the responses. The UNICORN code has been applied to typical pin-cell case in this paper, and can be proved correct by comparison the results with those of the TSUNAMI-1D code. (author)

Sensitivity analysis of six soil organic matter models applied to the decomposition of animal manures and crop residues

Directory of Open Access Journals (Sweden)

Daniele Cavalli

2016-09-01

Full Text Available Two features distinguishing soil organic matter simulation models are the type of kinetics used to calculate pool decomposition rates, and the algorithm used to handle the effects of nitrogen (N shortage on carbon (C decomposition. Compared to widely used first-order kinetics, Monod kinetics more realistically represent organic matter decomposition, because they relate decomposition to both substrate and decomposer size. Most models impose a fixed C to N ratio for microbial biomass. When N required by microbial biomass to decompose a given amount of substrate-C is larger than soil available N, carbon decomposition rates are limited proportionally to N deficit (N inhibition hypothesis. Alternatively, C-overflow was proposed as a way of getting rid of excess C, by allocating it to a storage pool of polysaccharides. We built six models to compare the combinations of three decomposition kinetics (first-order, Monod, and reverse Monod, and two ways to simulate the effect of N shortage on C decomposition (N inhibition and C-overflow. We conducted sensitivity analysis to identify model parameters that mostly affected CO2 emissions and soil mineral N during a simulated 189-day laboratory incubation assuming constant water content and temperature. We evaluated model outputs sensitivity at different stages of organic matter decomposition in a soil amended with three inputs of increasing C to N ratio: liquid manure, solid manure, and low-N crop residue. Only few model parameters and their interactions were responsible for consistent variations of CO2 and soil mineral N. These parameters were mostly related to microbial biomass and to the partitioning of applied C among input pools, as well as their decomposition constants. In addition, in models with Monod kinetics, CO2 was also sensitive to a variation of the half-saturation constants. C-overflow enhanced pool decomposition compared to N inhibition hypothesis when N shortage occurred. Accumulated C in the

Sensitivity functions for uncertainty analysis: Sensitivity and uncertainty analysis of reactor performance parameters

International Nuclear Information System (INIS)

Greenspan, E.

1982-01-01

This chapter presents the mathematical basis for sensitivity functions, discusses their physical meaning and information they contain, and clarifies a number of issues concerning their application, including the definition of group sensitivities, the selection of sensitivity functions to be included in the analysis, and limitations of sensitivity theory. Examines the theoretical foundation; criticality reset sensitivities; group sensitivities and uncertainties; selection of sensitivities included in the analysis; and other uses and limitations of sensitivity functions. Gives the theoretical formulation of sensitivity functions pertaining to ''as-built'' designs for performance parameters of the form of ratios of linear flux functionals (such as reaction-rate ratios), linear adjoint functionals, bilinear functions (such as reactivity worth ratios), and for reactor reactivity. Offers a consistent procedure for reducing energy-dependent or fine-group sensitivities and uncertainties to broad group sensitivities and uncertainties. Provides illustrations of sensitivity functions as well as references to available compilations of such functions and of total sensitivities. Indicates limitations of sensitivity theory originating from the fact that this theory is based on a first-order perturbation theory

Code development for eigenvalue total sensitivity analysis and total uncertainty analysis

International Nuclear Information System (INIS)

Wan, Chenghui; Cao, Liangzhi; Wu, Hongchun; Zu, Tiejun; Shen, Wei

2015-01-01

Highlights: • We develop a new code for total sensitivity and uncertainty analysis. • The implicit effects of cross sections can be considered. • The results of our code agree well with TSUNAMI-1D. • Detailed analysis for origins of implicit effects is performed. - Abstract: The uncertainties of multigroup cross sections notably impact eigenvalue of neutron-transport equation. We report on a total sensitivity analysis and total uncertainty analysis code named UNICORN that has been developed by applying the direct numerical perturbation method and statistical sampling method. In order to consider the contributions of various basic cross sections and the implicit effects which are indirect results of multigroup cross sections through resonance self-shielding calculation, an improved multigroup cross-section perturbation model is developed. The DRAGON 4.0 code, with application of WIMSD-4 format library, is used by UNICORN to carry out the resonance self-shielding and neutron-transport calculations. In addition, the bootstrap technique has been applied to the statistical sampling method in UNICORN to obtain much steadier and more reliable uncertainty results. The UNICORN code has been verified against TSUNAMI-1D by analyzing the case of TMI-1 pin-cell. The numerical results show that the total uncertainty of eigenvalue caused by cross sections can reach up to be about 0.72%. Therefore the contributions of the basic cross sections and their implicit effects are not negligible

Model-based global sensitivity analysis as applied to identification of anti-cancer drug targets and biomarkers of drug resistance in the ErbB2/3 network

Science.gov (United States)

Lebedeva, Galina; Sorokin, Anatoly; Faratian, Dana; Mullen, Peter; Goltsov, Alexey; Langdon, Simon P.; Harrison, David J.; Goryanin, Igor

2012-01-01

High levels of variability in cancer-related cellular signalling networks and a lack of parameter identifiability in large-scale network models hamper translation of the results of modelling studies into the process of anti-cancer drug development. Recently global sensitivity analysis (GSA) has been recognised as a useful technique, capable of addressing the uncertainty of the model parameters and generating valid predictions on parametric sensitivities. Here we propose a novel implementation of model-based GSA specially designed to explore how multi-parametric network perturbations affect signal propagation through cancer-related networks. We use area-under-the-curve for time course of changes in phosphorylation of proteins as a characteristic for sensitivity analysis and rank network parameters with regard to their impact on the level of key cancer-related outputs, separating strong inhibitory from stimulatory effects. This allows interpretation of the results in terms which can incorporate the effects of potential anti-cancer drugs on targets and the associated biological markers of cancer. To illustrate the method we applied it to an ErbB signalling network model and explored the sensitivity profile of its key model readout, phosphorylated Akt, in the absence and presence of the ErbB2 inhibitor pertuzumab. The method successfully identified the parameters associated with elevation or suppression of Akt phosphorylation in the ErbB2/3 network. From analysis and comparison of the sensitivity profiles of pAkt in the absence and presence of targeted drugs we derived predictions of drug targets, cancer-related biomarkers and generated hypotheses for combinatorial therapy. Several key predictions have been confirmed in experiments using human ovarian carcinoma cell lines. We also compared GSA-derived predictions with the results of local sensitivity analysis and discuss the applicability of both methods. We propose that the developed GSA procedure can serve as a

Time-Dependent Global Sensitivity Analysis for Long-Term Degeneracy Model Using Polynomial Chaos

Directory of Open Access Journals (Sweden)

Jianbin Guo

2014-07-01

Full Text Available Global sensitivity is used to quantify the influence of uncertain model inputs on the output variability of static models in general. However, very few approaches can be applied for the sensitivity analysis of long-term degeneracy models, as far as time-dependent reliability is concerned. The reason is that the static sensitivity may not reflect the completed sensitivity during the entire life circle. This paper presents time-dependent global sensitivity analysis for long-term degeneracy models based on polynomial chaos expansion (PCE. Sobol’ indices are employed as the time-dependent global sensitivity since they provide accurate information on the selected uncertain inputs. In order to compute Sobol’ indices more efficiently, this paper proposes a moving least squares (MLS method to obtain the time-dependent PCE coefficients with acceptable simulation effort. Then Sobol’ indices can be calculated analytically as a postprocessing of the time-dependent PCE coefficients with almost no additional cost. A test case is used to show how to conduct the proposed method, then this approach is applied to an engineering case, and the time-dependent global sensitivity is obtained for the long-term degeneracy mechanism model.

A practical guide to propensity score analysis for applied clinical research.

Science.gov (United States)

Lee, Jaehoon; Little, Todd D

2017-11-01

Observational studies are often the only viable options in many clinical settings, especially when it is unethical or infeasible to randomly assign participants to different treatment régimes. In such case propensity score (PS) analysis can be applied to accounting for possible selection bias and thereby addressing questions of causal inference. Many PS methods exist, yet few guidelines are available to aid applied researchers in their conduct and evaluation of a PS analysis. In this article we give an overview of available techniques for PS estimation and application, balance diagnostic, treatment effect estimation, and sensitivity assessment, as well as recent advances. We also offer a tutorial that can be used to emulate the steps of PS analysis. Our goal is to provide information that will bring PS analysis within the reach of applied clinical researchers and practitioners. Copyright © 2017 Elsevier Ltd. All rights reserved.

Performances of non-parametric statistics in sensitivity analysis and parameter ranking

International Nuclear Information System (INIS)

Saltelli, A.

1987-01-01

Twelve parametric and non-parametric sensitivity analysis techniques are compared in the case of non-linear model responses. The test models used are taken from the long-term risk analysis for the disposal of high level radioactive waste in a geological formation. They describe the transport of radionuclides through a set of engineered and natural barriers from the repository to the biosphere and to man. The output data from these models are the dose rates affecting the maximum exposed individual of a critical group at a given point in time. All the techniques are applied to the output from the same Monte Carlo simulations, where a modified version of Latin Hypercube method is used for the sample selection. Hypothesis testing is systematically applied to quantify the degree of confidence in the results given by the various sensitivity estimators. The estimators are ranked according to their robustness and stability, on the basis of two test cases. The conclusions are that no estimator can be considered the best from all points of view and recommend the use of more than just one estimator in sensitivity analysis

Sensitivity Analysis of Multidisciplinary Rotorcraft Simulations

Science.gov (United States)

Wang, Li; Diskin, Boris; Biedron, Robert T.; Nielsen, Eric J.; Bauchau, Olivier A.

2017-01-01

A multidisciplinary sensitivity analysis of rotorcraft simulations involving tightly coupled high-fidelity computational fluid dynamics and comprehensive analysis solvers is presented and evaluated. An unstructured sensitivity-enabled Navier-Stokes solver, FUN3D, and a nonlinear flexible multibody dynamics solver, DYMORE, are coupled to predict the aerodynamic loads and structural responses of helicopter rotor blades. A discretely-consistent adjoint-based sensitivity analysis available in FUN3D provides sensitivities arising from unsteady turbulent flows and unstructured dynamic overset meshes, while a complex-variable approach is used to compute DYMORE structural sensitivities with respect to aerodynamic loads. The multidisciplinary sensitivity analysis is conducted through integrating the sensitivity components from each discipline of the coupled system. Numerical results verify accuracy of the FUN3D/DYMORE system by conducting simulations for a benchmark rotorcraft test model and comparing solutions with established analyses and experimental data. Complex-variable implementation of sensitivity analysis of DYMORE and the coupled FUN3D/DYMORE system is verified by comparing with real-valued analysis and sensitivities. Correctness of adjoint formulations for FUN3D/DYMORE interfaces is verified by comparing adjoint-based and complex-variable sensitivities. Finally, sensitivities of the lift and drag functions obtained by complex-variable FUN3D/DYMORE simulations are compared with sensitivities computed by the multidisciplinary sensitivity analysis, which couples adjoint-based flow and grid sensitivities of FUN3D and FUN3D/DYMORE interfaces with complex-variable sensitivities of DYMORE structural responses.

Sensitivity analysis for contagion effects in social networks

Science.gov (United States)

VanderWeele, Tyler J.

2014-01-01

Analyses of social network data have suggested that obesity, smoking, happiness and loneliness all travel through social networks. Individuals exert “contagion effects” on one another through social ties and association. These analyses have come under critique because of the possibility that homophily from unmeasured factors may explain these statistical associations and because similar findings can be obtained when the same methodology is applied to height, acne and head-aches, for which the conclusion of contagion effects seems somewhat less plausible. We use sensitivity analysis techniques to assess the extent to which supposed contagion effects for obesity, smoking, happiness and loneliness might be explained away by homophily or confounding and the extent to which the critique using analysis of data on height, acne and head-aches is relevant. Sensitivity analyses suggest that contagion effects for obesity and smoking cessation are reasonably robust to possible latent homophily or environmental confounding; those for happiness and loneliness are somewhat less so. Supposed effects for height, acne and head-aches are all easily explained away by latent homophily and confounding. The methodology that has been employed in past studies for contagion effects in social networks, when used in conjunction with sensitivity analysis, may prove useful in establishing social influence for various behaviors and states. The sensitivity analysis approach can be used to address the critique of latent homophily as a possible explanation of associations interpreted as contagion effects. PMID:25580037

Sensitivity analysis methods and a biosphere test case implemented in EIKOS

Energy Technology Data Exchange (ETDEWEB)

Ekstroem, P.A.; Broed, R. [Facilia AB, Stockholm, (Sweden)

2006-05-15

linked biosphere compartment models. The model was created in the tool Pandora [PG+05]. The test case serves as an example of how to apply the different sensitivity analysis methods to a model using EIKOS, and also presents results from actual performed model simulations. (orig.)

Sensitivity analysis methods and a biosphere test case implemented in EIKOS

International Nuclear Information System (INIS)

Ekstroem, P.A.; Broed, R.

2006-05-01

biosphere compartment models. The model was created in the tool Pandora [PG+05]. The test case serves as an example of how to apply the different sensitivity analysis methods to a model using EIKOS, and also presents results from actual performed model simulations. (orig.)

Sensitivity analysis of reactive ecological dynamics.

Science.gov (United States)

Verdy, Ariane; Caswell, Hal

2008-08-01

Ecological systems with asymptotically stable equilibria may exhibit significant transient dynamics following perturbations. In some cases, these transient dynamics include the possibility of excursions away from the equilibrium before the eventual return; systems that exhibit such amplification of perturbations are called reactive. Reactivity is a common property of ecological systems, and the amplification can be large and long-lasting. The transient response of a reactive ecosystem depends on the parameters of the underlying model. To investigate this dependence, we develop sensitivity analyses for indices of transient dynamics (reactivity, the amplification envelope, and the optimal perturbation) in both continuous- and discrete-time models written in matrix form. The sensitivity calculations require expressions, some of them new, for the derivatives of equilibria, eigenvalues, singular values, and singular vectors, obtained using matrix calculus. Sensitivity analysis provides a quantitative framework for investigating the mechanisms leading to transient growth. We apply the methodology to a predator-prey model and a size-structured food web model. The results suggest predator-driven and prey-driven mechanisms for transient amplification resulting from multispecies interactions.

Deterministic sensitivity and uncertainty analysis for large-scale computer models

International Nuclear Information System (INIS)

Worley, B.A.; Pin, F.G.; Oblow, E.M.; Maerker, R.E.; Horwedel, J.E.; Wright, R.Q.

1988-01-01

The fields of sensitivity and uncertainty analysis have traditionally been dominated by statistical techniques when large-scale modeling codes are being analyzed. These methods are able to estimate sensitivities, generate response surfaces, and estimate response probability distributions given the input parameter probability distributions. Because the statistical methods are computationally costly, they are usually applied only to problems with relatively small parameter sets. Deterministic methods, on the other hand, are very efficient and can handle large data sets, but generally require simpler models because of the considerable programming effort required for their implementation. The first part of this paper reports on the development and availability of two systems, GRESS and ADGEN, that make use of computer calculus compilers to automate the implementation of deterministic sensitivity analysis capability into existing computer models. This automation removes the traditional limitation of deterministic sensitivity methods. This second part of the paper describes a deterministic uncertainty analysis method (DUA) that uses derivative information as a basis to propagate parameter probability distributions to obtain result probability distributions. This paper is applicable to low-level radioactive waste disposal system performance assessment

Investigation of modern methods of probalistic sensitivity analysis of final repository performance assessment models (MOSEL)

International Nuclear Information System (INIS)

Spiessl, Sabine; Becker, Dirk-Alexander

2017-06-01

Sensitivity analysis is a mathematical means for analysing the sensitivities of a computational model to variations of its input parameters. Thus, it is a tool for managing parameter uncertainties. It is often performed probabilistically as global sensitivity analysis, running the model a large number of times with different parameter value combinations. Going along with the increase of computer capabilities, global sensitivity analysis has been a field of mathematical research for some decades. In the field of final repository modelling, probabilistic analysis is regarded a key element of a modern safety case. An appropriate uncertainty and sensitivity analysis can help identify parameters that need further dedicated research to reduce the overall uncertainty, generally leads to better system understanding and can thus contribute to building confidence in the models. The purpose of the project described here was to systematically investigate different numerical and graphical techniques of sensitivity analysis with typical repository models, which produce a distinctly right-skewed and tailed output distribution and can exhibit a highly nonlinear, non-monotonic or even non-continuous behaviour. For the investigations presented here, three test models were defined that describe generic, but typical repository systems. A number of numerical and graphical sensitivity analysis methods were selected for investigation and, in part, modified or adapted. Different sampling methods were applied to produce various parameter samples of different sizes and many individual runs with the test models were performed. The results were evaluated with the different methods of sensitivity analysis. On this basis the methods were compared and assessed. This report gives an overview of the background and the applied methods. The results obtained for three typical test models are presented and explained; conclusions in view of practical applications are drawn. At the end, a recommendation

Investigation of modern methods of probalistic sensitivity analysis of final repository performance assessment models (MOSEL)

Energy Technology Data Exchange (ETDEWEB)

Spiessl, Sabine; Becker, Dirk-Alexander

2017-06-15

Sensitivity analysis is a mathematical means for analysing the sensitivities of a computational model to variations of its input parameters. Thus, it is a tool for managing parameter uncertainties. It is often performed probabilistically as global sensitivity analysis, running the model a large number of times with different parameter value combinations. Going along with the increase of computer capabilities, global sensitivity analysis has been a field of mathematical research for some decades. In the field of final repository modelling, probabilistic analysis is regarded a key element of a modern safety case. An appropriate uncertainty and sensitivity analysis can help identify parameters that need further dedicated research to reduce the overall uncertainty, generally leads to better system understanding and can thus contribute to building confidence in the models. The purpose of the project described here was to systematically investigate different numerical and graphical techniques of sensitivity analysis with typical repository models, which produce a distinctly right-skewed and tailed output distribution and can exhibit a highly nonlinear, non-monotonic or even non-continuous behaviour. For the investigations presented here, three test models were defined that describe generic, but typical repository systems. A number of numerical and graphical sensitivity analysis methods were selected for investigation and, in part, modified or adapted. Different sampling methods were applied to produce various parameter samples of different sizes and many individual runs with the test models were performed. The results were evaluated with the different methods of sensitivity analysis. On this basis the methods were compared and assessed. This report gives an overview of the background and the applied methods. The results obtained for three typical test models are presented and explained; conclusions in view of practical applications are drawn. At the end, a recommendation

Sensitivity Analysis in Sequential Decision Models.

Science.gov (United States)

Chen, Qiushi; Ayer, Turgay; Chhatwal, Jagpreet

2017-02-01

Sequential decision problems are frequently encountered in medical decision making, which are commonly solved using Markov decision processes (MDPs). Modeling guidelines recommend conducting sensitivity analyses in decision-analytic models to assess the robustness of the model results against the uncertainty in model parameters. However, standard methods of conducting sensitivity analyses cannot be directly applied to sequential decision problems because this would require evaluating all possible decision sequences, typically in the order of trillions, which is not practically feasible. As a result, most MDP-based modeling studies do not examine confidence in their recommended policies. In this study, we provide an approach to estimate uncertainty and confidence in the results of sequential decision models. First, we provide a probabilistic univariate method to identify the most sensitive parameters in MDPs. Second, we present a probabilistic multivariate approach to estimate the overall confidence in the recommended optimal policy considering joint uncertainty in the model parameters. We provide a graphical representation, which we call a policy acceptability curve, to summarize the confidence in the optimal policy by incorporating stakeholders' willingness to accept the base case policy. For a cost-effectiveness analysis, we provide an approach to construct a cost-effectiveness acceptability frontier, which shows the most cost-effective policy as well as the confidence in that for a given willingness to pay threshold. We demonstrate our approach using a simple MDP case study. We developed a method to conduct sensitivity analysis in sequential decision models, which could increase the credibility of these models among stakeholders.

Sequential designs for sensitivity analysis of functional inputs in computer experiments

International Nuclear Information System (INIS)

Fruth, J.; Roustant, O.; Kuhnt, S.

2015-01-01

Computer experiments are nowadays commonly used to analyze industrial processes aiming at achieving a wanted outcome. Sensitivity analysis plays an important role in exploring the actual impact of adjustable parameters on the response variable. In this work we focus on sensitivity analysis of a scalar-valued output of a time-consuming computer code depending on scalar and functional input parameters. We investigate a sequential methodology, based on piecewise constant functions and sequential bifurcation, which is both economical and fully interpretable. The new approach is applied to a sheet metal forming problem in three sequential steps, resulting in new insights into the behavior of the forming process over time. - Highlights: • Sensitivity analysis method for functional and scalar inputs is presented. • We focus on the discovery of most influential parts of the functional domain. • We investigate economical sequential methodology based on piecewise constant functions. • Normalized sensitivity indices are introduced and investigated theoretically. • Successful application to sheet metal forming on two functional inputs

A novel bi-level meta-analysis approach: applied to biological pathway analysis.

Science.gov (United States)

Nguyen, Tin; Tagett, Rebecca; Donato, Michele; Mitrea, Cristina; Draghici, Sorin

2016-02-01

The accumulation of high-throughput data in public repositories creates a pressing need for integrative analysis of multiple datasets from independent experiments. However, study heterogeneity, study bias, outliers and the lack of power of available methods present real challenge in integrating genomic data. One practical drawback of many P-value-based meta-analysis methods, including Fisher's, Stouffer's, minP and maxP, is that they are sensitive to outliers. Another drawback is that, because they perform just one statistical test for each individual experiment, they may not fully exploit the potentially large number of samples within each study. We propose a novel bi-level meta-analysis approach that employs the additive method and the Central Limit Theorem within each individual experiment and also across multiple experiments. We prove that the bi-level framework is robust against bias, less sensitive to outliers than other methods, and more sensitive to small changes in signal. For comparative analysis, we demonstrate that the intra-experiment analysis has more power than the equivalent statistical test performed on a single large experiment. For pathway analysis, we compare the proposed framework versus classical meta-analysis approaches (Fisher's, Stouffer's and the additive method) as well as against a dedicated pathway meta-analysis package (MetaPath), using 1252 samples from 21 datasets related to three human diseases, acute myeloid leukemia (9 datasets), type II diabetes (5 datasets) and Alzheimer's disease (7 datasets). Our framework outperforms its competitors to correctly identify pathways relevant to the phenotypes. The framework is sufficiently general to be applied to any type of statistical meta-analysis. The R scripts are available on demand from the authors. sorin@wayne.edu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e

Comparing sensitivity analysis methods to advance lumped watershed model identification and evaluation

Directory of Open Access Journals (Sweden)

Y. Tang

2007-01-01

Full Text Available This study seeks to identify sensitivity tools that will advance our understanding of lumped hydrologic models for the purposes of model improvement, calibration efficiency and improved measurement schemes. Four sensitivity analysis methods were tested: (1 local analysis using parameter estimation software (PEST, (2 regional sensitivity analysis (RSA, (3 analysis of variance (ANOVA, and (4 Sobol's method. The methods' relative efficiencies and effectiveness have been analyzed and compared. These four sensitivity methods were applied to the lumped Sacramento soil moisture accounting model (SAC-SMA coupled with SNOW-17. Results from this study characterize model sensitivities for two medium sized watersheds within the Juniata River Basin in Pennsylvania, USA. Comparative results for the 4 sensitivity methods are presented for a 3-year time series with 1 h, 6 h, and 24 h time intervals. The results of this study show that model parameter sensitivities are heavily impacted by the choice of analysis method as well as the model time interval. Differences between the two adjacent watersheds also suggest strong influences of local physical characteristics on the sensitivity methods' results. This study also contributes a comprehensive assessment of the repeatability, robustness, efficiency, and ease-of-implementation of the four sensitivity methods. Overall ANOVA and Sobol's method were shown to be superior to RSA and PEST. Relative to one another, ANOVA has reduced computational requirements and Sobol's method yielded more robust sensitivity rankings.

Adjoint sensitivity analysis applied on a model of irradiation assisted degradation of metals in aqueous systems

International Nuclear Information System (INIS)

Simonson, S.A.; Ballinger, R.G.; Christensen, R.A.

1990-01-01

Irradiation of an aqueous environment results, in general, in a steady state concentration of oxidizing chemical species in solution. Although the effect may be beneficial to the metal in contact with the solution in some cases, say by producing a more protective film, it is generally believed to be detrimental. The ability to predict the concentrations of the oxidizing species and from this begin to analyze the detrimental behavior on the metals requires computer codes that model the chemical reactions, production rates, and diffusion characteristics of the species being produced by irradiation. The large number of parameters and the complexity of the interactions involved in the predictions of irradiation effects on metals degradation requires a more sophisticated approach to determining the sensitivities of the final results. Monte Carlo techniques are too computationally intensive for practical use in determining sensitivities. The paper presents an approach, adjoint sensitivity analysis, that is more practical, i.e., three computer runs versus thousands, and also a more accurate measure of the sensitivities of the model

A New Computationally Frugal Method For Sensitivity Analysis Of Environmental Models

Science.gov (United States)

Rakovec, O.; Hill, M. C.; Clark, M. P.; Weerts, A.; Teuling, R.; Borgonovo, E.; Uijlenhoet, R.

2013-12-01

Effective and efficient parameter sensitivity analysis methods are crucial to understand the behaviour of complex environmental models and use of models in risk assessment. This paper proposes a new computationally frugal method for analyzing parameter sensitivity: the Distributed Evaluation of Local Sensitivity Analysis (DELSA). The DELSA method can be considered a hybrid of local and global methods, and focuses explicitly on multiscale evaluation of parameter sensitivity across the parameter space. Results of the DELSA method are compared with the popular global, variance-based Sobol' method and the delta method. We assess the parameter sensitivity of both (1) a simple non-linear reservoir model with only two parameters, and (2) five different "bucket-style" hydrologic models applied to a medium-sized catchment (200 km2) in the Belgian Ardennes. Results show that in both the synthetic and real-world examples, the global Sobol' method and the DELSA method provide similar sensitivities, with the DELSA method providing more detailed insight at much lower computational cost. The ability to understand how sensitivity measures vary through parameter space with modest computational requirements provides exciting new opportunities.

Deterministic methods for sensitivity and uncertainty analysis in large-scale computer models

International Nuclear Information System (INIS)

Worley, B.A.; Oblow, E.M.; Pin, F.G.; Maerker, R.E.; Horwedel, J.E.; Wright, R.Q.; Lucius, J.L.

1987-01-01

The fields of sensitivity and uncertainty analysis are dominated by statistical techniques when large-scale modeling codes are being analyzed. This paper reports on the development and availability of two systems, GRESS and ADGEN, that make use of computer calculus compilers to automate the implementation of deterministic sensitivity analysis capability into existing computer models. This automation removes the traditional limitation of deterministic sensitivity methods. The paper describes a deterministic uncertainty analysis method (DUA) that uses derivative information as a basis to propagate parameter probability distributions to obtain result probability distributions. The paper demonstrates the deterministic approach to sensitivity and uncertainty analysis as applied to a sample problem that models the flow of water through a borehole. The sample problem is used as a basis to compare the cumulative distribution function of the flow rate as calculated by the standard statistical methods and the DUA method. The DUA method gives a more accurate result based upon only two model executions compared to fifty executions in the statistical case

Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications. [computational fluid dynamics

Science.gov (United States)

Taylor, Arthur C., III; Hou, Gene W.

1992-01-01

Fundamental equations of aerodynamic sensitivity analysis and approximate analysis for the two dimensional thin layer Navier-Stokes equations are reviewed, and special boundary condition considerations necessary to apply these equations to isolated lifting airfoils on 'C' and 'O' meshes are discussed in detail. An efficient strategy which is based on the finite element method and an elastic membrane representation of the computational domain is successfully tested, which circumvents the costly 'brute force' method of obtaining grid sensitivity derivatives, and is also useful in mesh regeneration. The issue of turbulence modeling is addressed in a preliminary study. Aerodynamic shape sensitivity derivatives are efficiently calculated, and their accuracy is validated on two viscous test problems, including: (1) internal flow through a double throat nozzle, and (2) external flow over a NACA 4-digit airfoil. An automated aerodynamic design optimization strategy is outlined which includes the use of a design optimization program, an aerodynamic flow analysis code, an aerodynamic sensitivity and approximate analysis code, and a mesh regeneration and grid sensitivity analysis code. Application of the optimization methodology to the two test problems in each case resulted in a new design having a significantly improved performance in the aerodynamic response of interest.

Acceleration and sensitivity analysis of lattice kinetic Monte Carlo simulations using parallel processing and rate constant rescaling.

Science.gov (United States)

Núñez, M; Robie, T; Vlachos, D G

2017-10-28

Kinetic Monte Carlo (KMC) simulation provides insights into catalytic reactions unobtainable with either experiments or mean-field microkinetic models. Sensitivity analysis of KMC models assesses the robustness of the predictions to parametric perturbations and identifies rate determining steps in a chemical reaction network. Stiffness in the chemical reaction network, a ubiquitous feature, demands lengthy run times for KMC models and renders efficient sensitivity analysis based on the likelihood ratio method unusable. We address the challenge of efficiently conducting KMC simulations and performing accurate sensitivity analysis in systems with unknown time scales by employing two acceleration techniques: rate constant rescaling and parallel processing. We develop statistical criteria that ensure sufficient sampling of non-equilibrium steady state conditions. Our approach provides the twofold benefit of accelerating the simulation itself and enabling likelihood ratio sensitivity analysis, which provides further speedup relative to finite difference sensitivity analysis. As a result, the likelihood ratio method can be applied to real chemistry. We apply our methodology to the water-gas shift reaction on Pt(111).

The Effect of Applied Tensile Stress on Localized Corrosion in Sensitized AA5083

Science.gov (United States)

2015-09-01

corrosion, but if exposed to elevated temperature for prolonged periods of time the alloy becomes sensitized. Since the β phase is more anodic than the...degree of localized corrosion for sensitized AA5083 under an applied tensile stress. AA5083 is an aluminum -magnesium alloy that experiences severe...direction. 14. SUBJECT TERMS Aluminum alloy , AA5083, IGSCC, intergranular stress corrosion cracking, localized corrosion, sensitized aluminum 15

A framework for sensitivity analysis of decision trees.

Science.gov (United States)

Kamiński, Bogumił; Jakubczyk, Michał; Szufel, Przemysław

2018-01-01

In the paper, we consider sequential decision problems with uncertainty, represented as decision trees. Sensitivity analysis is always a crucial element of decision making and in decision trees it often focuses on probabilities. In the stochastic model considered, the user often has only limited information about the true values of probabilities. We develop a framework for performing sensitivity analysis of optimal strategies accounting for this distributional uncertainty. We design this robust optimization approach in an intuitive and not overly technical way, to make it simple to apply in daily managerial practice. The proposed framework allows for (1) analysis of the stability of the expected-value-maximizing strategy and (2) identification of strategies which are robust with respect to pessimistic/optimistic/mode-favoring perturbations of probabilities. We verify the properties of our approach in two cases: (a) probabilities in a tree are the primitives of the model and can be modified independently; (b) probabilities in a tree reflect some underlying, structural probabilities, and are interrelated. We provide a free software tool implementing the methods described.

MOVES regional level sensitivity analysis

Science.gov (United States)

2012-01-01

The MOVES Regional Level Sensitivity Analysis was conducted to increase understanding of the operations of the MOVES Model in regional emissions analysis and to highlight the following: : the relative sensitivity of selected MOVES Model input paramet...

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

Science.gov (United States)

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

1999-01-01

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

Probabilistic Sensitivities for Fatigue Analysis of Turbine Engine Disks

OpenAIRE

Harry R. Millwater; R. Wesley Osborn

2006-01-01

A methodology is developed and applied that determines the sensitivities of the probability-of-fracture of a gas turbine disk fatigue analysis with respect to the parameters of the probability distributions describing the random variables. The disk material is subject to initial anomalies, in either low- or high-frequency quantities, such that commonly used materials (titanium, nickel, powder nickel) and common damage mechanisms (inherent defects or su...

Probabilistic sensitivity analysis of system availability using Gaussian processes

International Nuclear Information System (INIS)

Daneshkhah, Alireza; Bedford, Tim

2013-01-01

The availability of a system under a given failure/repair process is a function of time which can be determined through a set of integral equations and usually calculated numerically. We focus here on the issue of carrying out sensitivity analysis of availability to determine the influence of the input parameters. The main purpose is to study the sensitivity of the system availability with respect to the changes in the main parameters. In the simplest case that the failure repair process is (continuous time/discrete state) Markovian, explicit formulae are well known. Unfortunately, in more general cases availability is often a complicated function of the parameters without closed form solution. Thus, the computation of sensitivity measures would be time-consuming or even infeasible. In this paper, we show how Sobol and other related sensitivity measures can be cheaply computed to measure how changes in the model inputs (failure/repair times) influence the outputs (availability measure). We use a Bayesian framework, called the Bayesian analysis of computer code output (BACCO) which is based on using the Gaussian process as an emulator (i.e., an approximation) of complex models/functions. This approach allows effective sensitivity analysis to be achieved by using far smaller numbers of model runs than other methods. The emulator-based sensitivity measure is used to examine the influence of the failure and repair densities' parameters on the system availability. We discuss how to apply the methods practically in the reliability context, considering in particular the selection of parameters and prior distributions and how we can ensure these may be considered independent—one of the key assumptions of the Sobol approach. The method is illustrated on several examples, and we discuss the further implications of the technique for reliability and maintenance analysis

Least Squares Shadowing Sensitivity Analysis of Chaotic Flow Around a Two-Dimensional Airfoil

Science.gov (United States)

Blonigan, Patrick J.; Wang, Qiqi; Nielsen, Eric J.; Diskin, Boris

2016-01-01

Gradient-based sensitivity analysis has proven to be an enabling technology for many applications, including design of aerospace vehicles. However, conventional sensitivity analysis methods break down when applied to long-time averages of chaotic systems. This breakdown is a serious limitation because many aerospace applications involve physical phenomena that exhibit chaotic dynamics, most notably high-resolution large-eddy and direct numerical simulations of turbulent aerodynamic flows. A recently proposed methodology, Least Squares Shadowing (LSS), avoids this breakdown and advances the state of the art in sensitivity analysis for chaotic flows. The first application of LSS to a chaotic flow simulated with a large-scale computational fluid dynamics solver is presented. The LSS sensitivity computed for this chaotic flow is verified and shown to be accurate, but the computational cost of the current LSS implementation is high.

Sensitivity Analysis Without Assumptions.

Science.gov (United States)

Ding, Peng; VanderWeele, Tyler J

2016-05-01

Unmeasured confounding may undermine the validity of causal inference with observational studies. Sensitivity analysis provides an attractive way to partially circumvent this issue by assessing the potential influence of unmeasured confounding on causal conclusions. However, previous sensitivity analysis approaches often make strong and untestable assumptions such as having an unmeasured confounder that is binary, or having no interaction between the effects of the exposure and the confounder on the outcome, or having only one unmeasured confounder. Without imposing any assumptions on the unmeasured confounder or confounders, we derive a bounding factor and a sharp inequality such that the sensitivity analysis parameters must satisfy the inequality if an unmeasured confounder is to explain away the observed effect estimate or reduce it to a particular level. Our approach is easy to implement and involves only two sensitivity parameters. Surprisingly, our bounding factor, which makes no simplifying assumptions, is no more conservative than a number of previous sensitivity analysis techniques that do make assumptions. Our new bounding factor implies not only the traditional Cornfield conditions that both the relative risk of the exposure on the confounder and that of the confounder on the outcome must satisfy but also a high threshold that the maximum of these relative risks must satisfy. Furthermore, this new bounding factor can be viewed as a measure of the strength of confounding between the exposure and the outcome induced by a confounder.

Sensitivity analysis of critical experiment with direct perturbation compared to TSUNAMI-3D sensitivity analysis

International Nuclear Information System (INIS)

Barber, A. D.; Busch, R.

2009-01-01

The goal of this work is to obtain sensitivities from direct uncertainty analysis calculation and correlate those calculated values with the sensitivities produced from TSUNAMI-3D (Tools for Sensitivity and Uncertainty Analysis Methodology Implementation in Three Dimensions). A full sensitivity analysis is performed on a critical experiment to determine the overall uncertainty of the experiment. Small perturbation calculations are performed for all known uncertainties to obtain the total uncertainty of the experiment. The results from a critical experiment are only known as well as the geometric and material properties. The goal of this relationship is to simplify the uncertainty quantification process in assessing a critical experiment, while still considering all of the important parameters. (authors)

Parametric Sensitivity Analysis of the WAVEWATCH III Model

Directory of Open Access Journals (Sweden)

Beng-Chun Lee

2009-01-01

Full Text Available The parameters in numerical wave models need to be calibrated be fore a model can be applied to a specific region. In this study, we selected the 8 most important parameters from the source term of the WAVEWATCH III model and subjected them to sensitivity analysis to evaluate the sensitivity of the WAVEWATCH III model to the selected parameters to determine how many of these parameters should be considered for further discussion, and to justify the significance priority of each parameter. After ranking each parameter by sensitivity and assessing their cumulative impact, we adopted the ARS method to search for the optimal values of those parameters to which the WAVEWATCH III model is most sensitive by comparing modeling results with ob served data at two data buoys off the coast of north eastern Taiwan; the goal being to find optimal parameter values for improved modeling of wave development. The procedure adopting optimal parameters in wave simulations did improve the accuracy of the WAVEWATCH III model in comparison to default runs based on field observations at two buoys.

Global optimization and sensitivity analysis

International Nuclear Information System (INIS)

Cacuci, D.G.

1990-01-01

A new direction for the analysis of nonlinear models of nuclear systems is suggested to overcome fundamental limitations of sensitivity analysis and optimization methods currently prevalent in nuclear engineering usage. This direction is toward a global analysis of the behavior of the respective system as its design parameters are allowed to vary over their respective design ranges. Presented is a methodology for global analysis that unifies and extends the current scopes of sensitivity analysis and optimization by identifying all the critical points (maxima, minima) and solution bifurcation points together with corresponding sensitivities at any design point of interest. The potential applicability of this methodology is illustrated with test problems involving multiple critical points and bifurcations and comprising both equality and inequality constraints

Strategic decision analysis applied to borehole seismology

International Nuclear Information System (INIS)

Menke, M.M.; Paulsson, B.N.P.

1994-01-01

Strategic Decision Analysis (SDA) is the evolving body of knowledge on how to achieve high quality in the decision that shapes an organization's future. SDA comprises philosophy, process concepts, methodology, and tools for making good decisions. It specifically incorporates many concepts and tools from economic evaluation and risk analysis. Chevron Petroleum Technology Company (CPTC) has applied SDA to evaluate and prioritize a number of its most important and most uncertain R and D projects, including borehole seismology. Before SDA, there were significant issues and concerns about the value to CPTC of continuing to work on borehole seismology. The SDA process created a cross-functional team of experts to structure and evaluate this project. A credible economic model was developed, discrete risks and continuous uncertainties were assessed, and an extensive sensitivity analysis was performed. The results, even applied to a very restricted drilling program for a few years, were good enough to demonstrate the value of continuing the project. This paper explains the SDA philosophy concepts, and process and demonstrates the methodology and tools using the borehole seismology project example. SDA is useful in the upstream industry not just in the R and D/technology decisions, but also in major exploration and production decisions. Since a major challenge for upstream companies today is to create and realize value, the SDA approach should have a very broad applicability

Global sensitivity analysis of multiscale properties of porous materials

Science.gov (United States)

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

2018-02-01

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

Applied research and development of neutron activation analysis

International Nuclear Information System (INIS)

Chung, Yong Sam; Moon, Jong Hwa; Kim, Sun Ha; Baek, Sung Ryel; Kim, Young Gi; Jung, Hwan Sung; Park, Kwang Won; Kang, Sang Hun; Lim, Jong Myoung

2003-05-01

The aims of this project are to establish the quality control system of Neutron Activation Analysis(NAA) due to increase of industrial needs for standard analytical method and to prepare and identify the standard operation procedure of NAA through practical testing for different analytical items. R and D implementations of analytical quality system using neutron irradiation facility and gamma-ray measurement system and automation of NAA facility in HANARO research reactor are as following ; 1) Establishment of NAA quality control system for the maintenance of best measurement capability and the promotion of utilization of HANARO research reactor 2) Improvement of analytical sensitivity for industrial applied technologies and establishment of certified standard procedures 3) Standardization and development of Prompt Gamma-ray Activation Analysis (PGAA) technology

Study on intraoperative radiotherapy applying hyperthermia together with radiation sensitizers for progressive local carcinoma

Energy Technology Data Exchange (ETDEWEB)

Abe, M; Takahashi, M; Ono, K; Hiraoka, M [Kyoto Univ. (Japan). Faculty of Medicine

1980-08-01

Intraoperative radiotherapy for gastric cancer, colonic cancer, pancreatic cancer, cancer of the biliary tract, prostatic carcinoma, cerebral tumor, tumor of soft tissues, and osteosarcoma and its clinical results were described. Basic and clinical studies on effects of both hyperthermia and radiation sensitizers to elevate radiation sensitivity were also described, because effects of intraoperative radiotherapy were raised by applying hyperthermia and hypoxic cell sensitizers.

Applications of the TSUNAMI sensitivity and uncertainty analysis methodology

International Nuclear Information System (INIS)

Rearden, Bradley T.; Hopper, Calvin M.; Elam, Karla R.; Goluoglu, Sedat; Parks, Cecil V.

2003-01-01

The TSUNAMI sensitivity and uncertainty analysis tools under development for the SCALE code system have recently been applied in four criticality safety studies. TSUNAMI is used to identify applicable benchmark experiments for criticality code validation, assist in the design of new critical experiments for a particular need, reevaluate previously computed computational biases, and assess the validation coverage and propose a penalty for noncoverage for a specific application. (author)

Chemical kinetic functional sensitivity analysis: Elementary sensitivities

International Nuclear Information System (INIS)

Demiralp, M.; Rabitz, H.

1981-01-01

Sensitivity analysis is considered for kinetics problems defined in the space--time domain. This extends an earlier temporal Green's function method to handle calculations of elementary functional sensitivities deltau/sub i//deltaα/sub j/ where u/sub i/ is the ith species concentration and α/sub j/ is the jth system parameter. The system parameters include rate constants, diffusion coefficients, initial conditions, boundary conditions, or any other well-defined variables in the kinetic equations. These parameters are generally considered to be functions of position and/or time. Derivation of the governing equations for the sensitivities and the Green's funciton are presented. The physical interpretation of the Green's function and sensitivities is given along with a discussion of the relation of this work to earlier research

Probabilistic sensitivity analysis of biochemical reaction systems.

Science.gov (United States)

Zhang, Hong-Xuan; Dempsey, William P; Goutsias, John

2009-09-07

Sensitivity analysis is an indispensable tool for studying the robustness and fragility properties of biochemical reaction systems as well as for designing optimal approaches for selective perturbation and intervention. Deterministic sensitivity analysis techniques, using derivatives of the system response, have been extensively used in the literature. However, these techniques suffer from several drawbacks, which must be carefully considered before using them in problems of systems biology. We develop here a probabilistic approach to sensitivity analysis of biochemical reaction systems. The proposed technique employs a biophysically derived model for parameter fluctuations and, by using a recently suggested variance-based approach to sensitivity analysis [Saltelli et al., Chem. Rev. (Washington, D.C.) 105, 2811 (2005)], it leads to a powerful sensitivity analysis methodology for biochemical reaction systems. The approach presented in this paper addresses many problems associated with derivative-based sensitivity analysis techniques. Most importantly, it produces thermodynamically consistent sensitivity analysis results, can easily accommodate appreciable parameter variations, and allows for systematic investigation of high-order interaction effects. By employing a computational model of the mitogen-activated protein kinase signaling cascade, we demonstrate that our approach is well suited for sensitivity analysis of biochemical reaction systems and can produce a wealth of information about the sensitivity properties of such systems. The price to be paid, however, is a substantial increase in computational complexity over derivative-based techniques, which must be effectively addressed in order to make the proposed approach to sensitivity analysis more practical.

Sensitivity analysis of complex models: Coping with dynamic and static inputs

International Nuclear Information System (INIS)

Anstett-Collin, F.; Goffart, J.; Mara, T.; Denis-Vidal, L.

2015-01-01

In this paper, we address the issue of conducting a sensitivity analysis of complex models with both static and dynamic uncertain inputs. While several approaches have been proposed to compute the sensitivity indices of the static inputs (i.e. parameters), the one of the dynamic inputs (i.e. stochastic fields) have been rarely addressed. For this purpose, we first treat each dynamic as a Gaussian process. Then, the truncated Karhunen–Loève expansion of each dynamic input is performed. Such an expansion allows to generate independent Gaussian processes from a finite number of independent random variables. Given that a dynamic input is represented by a finite number of random variables, its variance-based sensitivity index is defined by the sensitivity index of this group of variables. Besides, an efficient sampling-based strategy is described to estimate the first-order indices of all the input factors by only using two input samples. The approach is applied to a building energy model, in order to assess the impact of the uncertainties of the material properties (static inputs) and the weather data (dynamic inputs) on the energy performance of a real low energy consumption house. - Highlights: • Sensitivity analysis of models with uncertain static and dynamic inputs is performed. • Karhunen–Loève (KL) decomposition of the spatio/temporal inputs is performed. • The influence of the dynamic inputs is studied through the modes of the KL expansion. • The proposed approach is applied to a building energy model. • Impact of weather data and material properties on performance of real house is given

A hybrid approach for global sensitivity analysis

International Nuclear Information System (INIS)

Chakraborty, Souvik; Chowdhury, Rajib

2017-01-01

Distribution based sensitivity analysis (DSA) computes sensitivity of the input random variables with respect to the change in distribution of output response. Although DSA is widely appreciated as the best tool for sensitivity analysis, the computational issue associated with this method prohibits its use for complex structures involving costly finite element analysis. For addressing this issue, this paper presents a method that couples polynomial correlated function expansion (PCFE) with DSA. PCFE is a fully equivalent operational model which integrates the concepts of analysis of variance decomposition, extended bases and homotopy algorithm. By integrating PCFE into DSA, it is possible to considerably alleviate the computational burden. Three examples are presented to demonstrate the performance of the proposed approach for sensitivity analysis. For all the problems, proposed approach yields excellent results with significantly reduced computational effort. The results obtained, to some extent, indicate that proposed approach can be utilized for sensitivity analysis of large scale structures. - Highlights: • A hybrid approach for global sensitivity analysis is proposed. • Proposed approach integrates PCFE within distribution based sensitivity analysis. • Proposed approach is highly efficient.

Maternal sensitivity: a concept analysis.

Science.gov (United States)

Shin, Hyunjeong; Park, Young-Joo; Ryu, Hosihn; Seomun, Gyeong-Ae

2008-11-01

The aim of this paper is to report a concept analysis of maternal sensitivity. Maternal sensitivity is a broad concept encompassing a variety of interrelated affective and behavioural caregiving attributes. It is used interchangeably with the terms maternal responsiveness or maternal competency, with no consistency of use. There is a need to clarify the concept of maternal sensitivity for research and practice. A search was performed on the CINAHL and Ovid MEDLINE databases using 'maternal sensitivity', 'maternal responsiveness' and 'sensitive mothering' as key words. The searches yielded 54 records for the years 1981-2007. Rodgers' method of evolutionary concept analysis was used to analyse the material. Four critical attributes of maternal sensitivity were identified: (a) dynamic process involving maternal abilities; (b) reciprocal give-and-take with the infant; (c) contingency on the infant's behaviour and (d) quality of maternal behaviours. Maternal identity and infant's needs and cues are antecedents for these attributes. The consequences are infant's comfort, mother-infant attachment and infant development. In addition, three positive affecting factors (social support, maternal-foetal attachment and high self-esteem) and three negative affecting factors (maternal depression, maternal stress and maternal anxiety) were identified. A clear understanding of the concept of maternal sensitivity could be useful for developing ways to enhance maternal sensitivity and to maximize the developmental potential of infants. Knowledge of the attributes of maternal sensitivity identified in this concept analysis may be helpful for constructing measuring items or dimensions.

Thermodynamic modeling of transcription: sensitivity analysis differentiates biological mechanism from mathematical model-induced effects.

Science.gov (United States)

Dresch, Jacqueline M; Liu, Xiaozhou; Arnosti, David N; Ay, Ahmet

2010-10-24

Quantitative models of gene expression generate parameter values that can shed light on biological features such as transcription factor activity, cooperativity, and local effects of repressors. An important element in such investigations is sensitivity analysis, which determines how strongly a model's output reacts to variations in parameter values. Parameters of low sensitivity may not be accurately estimated, leading to unwarranted conclusions. Low sensitivity may reflect the nature of the biological data, or it may be a result of the model structure. Here, we focus on the analysis of thermodynamic models, which have been used extensively to analyze gene transcription. Extracted parameter values have been interpreted biologically, but until now little attention has been given to parameter sensitivity in this context. We apply local and global sensitivity analyses to two recent transcriptional models to determine the sensitivity of individual parameters. We show that in one case, values for repressor efficiencies are very sensitive, while values for protein cooperativities are not, and provide insights on why these differential sensitivities stem from both biological effects and the structure of the applied models. In a second case, we demonstrate that parameters that were thought to prove the system's dependence on activator-activator cooperativity are relatively insensitive. We show that there are numerous parameter sets that do not satisfy the relationships proferred as the optimal solutions, indicating that structural differences between the two types of transcriptional enhancers analyzed may not be as simple as altered activator cooperativity. Our results emphasize the need for sensitivity analysis to examine model construction and forms of biological data used for modeling transcriptional processes, in order to determine the significance of estimated parameter values for thermodynamic models. Knowledge of parameter sensitivities can provide the necessary

Bias formulas for sensitivity analysis of unmeasured confounding for general outcomes, treatments, and confounders.

Science.gov (United States)

Vanderweele, Tyler J; Arah, Onyebuchi A

2011-01-01

Uncontrolled confounding in observational studies gives rise to biased effect estimates. Sensitivity analysis techniques can be useful in assessing the magnitude of these biases. In this paper, we use the potential outcomes framework to derive a general class of sensitivity-analysis formulas for outcomes, treatments, and measured and unmeasured confounding variables that may be categorical or continuous. We give results for additive, risk-ratio and odds-ratio scales. We show that these results encompass a number of more specific sensitivity-analysis methods in the statistics and epidemiology literature. The applicability, usefulness, and limits of the bias-adjustment formulas are discussed. We illustrate the sensitivity-analysis techniques that follow from our results by applying them to 3 different studies. The bias formulas are particularly simple and easy to use in settings in which the unmeasured confounding variable is binary with constant effect on the outcome across treatment levels.

Sensitivity analysis of a complex, proposed geologic waste disposal system using the Fourier Amplitude Sensitivity Test method

International Nuclear Information System (INIS)

Lu Yichi; Mohanty, Sitakanta

2001-01-01

The Fourier Amplitude Sensitivity Test (FAST) method has been used to perform a sensitivity analysis of a computer model developed for conducting total system performance assessment of the proposed high-level nuclear waste repository at Yucca Mountain, Nevada, USA. The computer model has a large number of random input parameters with assigned probability density functions, which may or may not be uniform, for representing data uncertainty. The FAST method, which was previously applied to models with parameters represented by the uniform probability distribution function only, has been modified to be applied to models with nonuniform probability distribution functions. Using an example problem with a small input parameter set, several aspects of the FAST method, such as the effects of integer frequency sets and random phase shifts in the functional transformations, and the number of discrete sampling points (equivalent to the number of model executions) on the ranking of the input parameters have been investigated. Because the number of input parameters of the computer model under investigation is too large to be handled by the FAST method, less important input parameters were first screened out using the Morris method. The FAST method was then used to rank the remaining parameters. The validity of the parameter ranking by the FAST method was verified using the conditional complementary cumulative distribution function (CCDF) of the output. The CCDF results revealed that the introduction of random phase shifts into the functional transformations, proposed by previous investigators to disrupt the repetitiveness of search curves, does not necessarily improve the sensitivity analysis results because it destroys the orthogonality of the trigonometric functions, which is required for Fourier analysis

Sensitivity analysis of the Two Geometry Method

International Nuclear Information System (INIS)

Wichers, V.A.

1993-09-01

The Two Geometry Method (TGM) was designed specifically for the verification of the uranium enrichment of low enriched UF 6 gas in the presence of uranium deposits on the pipe walls. Complications can arise if the TGM is applied under extreme conditions, such as deposits larger than several times the gas activity, small pipe diameters less than 40 mm and low pressures less than 150 Pa. This report presents a comprehensive sensitivity analysis of the TGM. The impact of the various sources of uncertainty on the performance of the method is discussed. The application to a practical case is based on worst case conditions with regards to the measurement conditions, and on realistic conditions with respect to the false alarm probability and the non detection probability. Monte Carlo calculations were used to evaluate the sensitivity for sources of uncertainty which are experimentally inaccessible. (orig.)

Restructuring of burnup sensitivity analysis code system by using an object-oriented design approach

International Nuclear Information System (INIS)

Kenji, Yokoyama; Makoto, Ishikawa; Masahiro, Tatsumi; Hideaki, Hyoudou

2005-01-01

A new burnup sensitivity analysis code system was developed with help from the object-oriented technique and written in Python language. It was confirmed that they are powerful to support complex numerical calculation procedure such as reactor burnup sensitivity analysis. The new burnup sensitivity analysis code system PSAGEP was restructured from a complicated old code system and reborn as a user-friendly code system which can calculate the sensitivity coefficients of the nuclear characteristics considering multicycle burnup effect based on the generalized perturbation theory (GPT). A new encapsulation framework for conventional codes written in Fortran was developed. This framework supported to restructure the software architecture of the old code system by hiding implementation details and allowed users of the new code system to easily calculate the burnup sensitivity coefficients. The framework can be applied to the other development projects since it is carefully designed to be independent from PSAGEP. Numerical results of the burnup sensitivity coefficient of a typical fast breeder reactor were given with components based on GPT and the multicycle burnup effects on the sensitivity coefficient were discussed. (authors)

Sensitivity analysis for reactivity and power density investigations in nuclear reactors

International Nuclear Information System (INIS)

Naguib, K.; Morcos, H.N.; Sallam, O.H.; Abdelsamei, SH.

1993-01-01

Sensitivity analysis theory based on the variational functional approaches was applied to evaluate sensitivities of eigenvalues and power densities due to variation of the absorber concentration in the reactor core. The practical usefulness of this method is illustrated by considering test cases. The result indicates that this method is as accurate as those obtained from direct calculations, yet it provides an economical means in saving computational time since it requires fewer calculations. The SARC-1/2 code have been written in Fortran-77 to solve this problem.3 tab. 1 fig

Personalization of models with many model parameters: an efficient sensitivity analysis approach.

Science.gov (United States)

Donders, W P; Huberts, W; van de Vosse, F N; Delhaas, T

2015-10-01

Uncertainty quantification and global sensitivity analysis are indispensable for patient-specific applications of models that enhance diagnosis or aid decision-making. Variance-based sensitivity analysis methods, which apportion each fraction of the output uncertainty (variance) to the effects of individual input parameters or their interactions, are considered the gold standard. The variance portions are called the Sobol sensitivity indices and can be estimated by a Monte Carlo (MC) approach (e.g., Saltelli's method [1]) or by employing a metamodel (e.g., the (generalized) polynomial chaos expansion (gPCE) [2, 3]). All these methods require a large number of model evaluations when estimating the Sobol sensitivity indices for models with many parameters [4]. To reduce the computational cost, we introduce a two-step approach. In the first step, a subset of important parameters is identified for each output of interest using the screening method of Morris [5]. In the second step, a quantitative variance-based sensitivity analysis is performed using gPCE. Efficient sampling strategies are introduced to minimize the number of model runs required to obtain the sensitivity indices for models considering multiple outputs. The approach is tested using a model that was developed for predicting post-operative flows after creation of a vascular access for renal failure patients. We compare the sensitivity indices obtained with the novel two-step approach with those obtained from a reference analysis that applies Saltelli's MC method. The two-step approach was found to yield accurate estimates of the sensitivity indices at two orders of magnitude lower computational cost. Copyright © 2015 John Wiley & Sons, Ltd.

What can we learn from global sensitivity analysis of biochemical systems?

Science.gov (United States)

Kent, Edward; Neumann, Stefan; Kummer, Ursula; Mendes, Pedro

2013-01-01

Most biological models of intermediate size, and probably all large models, need to cope with the fact that many of their parameter values are unknown. In addition, it may not be possible to identify these values unambiguously on the basis of experimental data. This poses the question how reliable predictions made using such models are. Sensitivity analysis is commonly used to measure the impact of each model parameter on its variables. However, the results of such analyses can be dependent on an exact set of parameter values due to nonlinearity. To mitigate this problem, global sensitivity analysis techniques are used to calculate parameter sensitivities in a wider parameter space. We applied global sensitivity analysis to a selection of five signalling and metabolic models, several of which incorporate experimentally well-determined parameters. Assuming these models represent physiological reality, we explored how the results could change under increasing amounts of parameter uncertainty. Our results show that parameter sensitivities calculated with the physiological parameter values are not necessarily the most frequently observed under random sampling, even in a small interval around the physiological values. Often multimodal distributions were observed. Unsurprisingly, the range of possible sensitivity coefficient values increased with the level of parameter uncertainty, though the amount of parameter uncertainty at which the pattern of control was able to change differed among the models analysed. We suggest that this level of uncertainty can be used as a global measure of model robustness. Finally a comparison of different global sensitivity analysis techniques shows that, if high-throughput computing resources are available, then random sampling may actually be the most suitable technique.

Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - II: Application to IFMIF reliability assessment

Energy Technology Data Exchange (ETDEWEB)

Cacuci, D. G. [Commiss Energy Atom, Direct Energy Nucl, Saclay, (France); Cacuci, D. G.; Balan, I. [Univ Karlsruhe, Inst Nucl Technol and Reactor Safetly, Karlsruhe, (Germany); Ionescu-Bujor, M. [Forschungszentrum Karlsruhe, Fus Program, D-76021 Karlsruhe, (Germany)

2008-07-01

In Part II of this work, the adjoint sensitivity analysis procedure developed in Part I is applied to perform sensitivity analysis of several dynamic reliability models of systems of increasing complexity, culminating with the consideration of the International Fusion Materials Irradiation Facility (IFMIF) accelerator system. Section II presents the main steps of a procedure for the automated generation of Markov chains for reliability analysis, including the abstraction of the physical system, construction of the Markov chain, and the generation and solution of the ensuing set of differential equations; all of these steps have been implemented in a stand-alone computer code system called QUEFT/MARKOMAG-S/MCADJSEN. This code system has been applied to sensitivity analysis of dynamic reliability measures for a paradigm '2-out-of-3' system comprising five components and also to a comprehensive dynamic reliability analysis of the IFMIF accelerator system facilities for the average availability and, respectively, the system's availability at the final mission time. The QUEFT/MARKOMAG-S/MCADJSEN has been used to efficiently compute sensitivities to 186 failure and repair rates characterizing components and subsystems of the first-level fault tree of the IFMIF accelerator system. (authors)

Adjoint sensitivity analysis of dynamic reliability models based on Markov chains - II: Application to IFMIF reliability assessment

International Nuclear Information System (INIS)

Cacuci, D. G.; Cacuci, D. G.; Balan, I.; Ionescu-Bujor, M.

2008-01-01

In Part II of this work, the adjoint sensitivity analysis procedure developed in Part I is applied to perform sensitivity analysis of several dynamic reliability models of systems of increasing complexity, culminating with the consideration of the International Fusion Materials Irradiation Facility (IFMIF) accelerator system. Section II presents the main steps of a procedure for the automated generation of Markov chains for reliability analysis, including the abstraction of the physical system, construction of the Markov chain, and the generation and solution of the ensuing set of differential equations; all of these steps have been implemented in a stand-alone computer code system called QUEFT/MARKOMAG-S/MCADJSEN. This code system has been applied to sensitivity analysis of dynamic reliability measures for a paradigm '2-out-of-3' system comprising five components and also to a comprehensive dynamic reliability analysis of the IFMIF accelerator system facilities for the average availability and, respectively, the system's availability at the final mission time. The QUEFT/MARKOMAG-S/MCADJSEN has been used to efficiently compute sensitivities to 186 failure and repair rates characterizing components and subsystems of the first-level fault tree of the IFMIF accelerator system. (authors)

Handbook of Applied Analysis

CERN Document Server

Papageorgiou, Nikolaos S

2009-01-01

Offers an examination of important theoretical methods and procedures in applied analysis. This book details the important theoretical trends in nonlinear analysis and applications to different fields. It is suitable for those working on nonlinear analysis.

Automated sensitivity analysis of the radionuclide migration code UCBNE10.2

International Nuclear Information System (INIS)

Pin, F.G.; Worley, B.A.; Oblow, E.M.; Wright, R.Q.; Harper, W.V.

1985-01-01

The Salt Repository Project (SRP) of the US Department of Energy is performing ongoing performance assessment analyses for the eventual licensing of an underground high-level nuclear waste repository in salt. As part of these studies, sensitivity and uncertainty analysis play a major role in the identification of important parameters, and in the identification of specific data needs for site characterization. Oak Ridge National Laboratory has supported the SRP in this effort resulting in the development of an automated procedure for performing large-scale sensitivity analysis using computer calculus. GRESS, Gradient Enhanced Software System, is a pre-compiler that can process FORTRAN computer codes and add derivative taking capabilities to the normal calculated results. The GRESS code is described and applied to the code UCB-NE-10.2 which simulates the migration through an adsorptive medium of the radionuclide members of a decay chain. Conclusions are drawn relative to the applicability of GRESS for more general large-scale modeling sensitivity studies, and the role of such techniques in the overall SRP sensitivity/uncertainty program is detailed. 6 refs., 2 figs., 3 tabs

Sensitivity Analysis to Control the Far-Wake Unsteadiness Behind Turbines

Directory of Open Access Journals (Sweden)

Esteban Ferrer

2017-10-01

Full Text Available We explore the stability of wakes arising from 2D flow actuators based on linear momentum actuator disc theory. We use stability and sensitivity analysis (using adjoints to show that the wake stability is controlled by the Reynolds number and the thrust force (or flow resistance applied through the turbine. First, we report that decreasing the thrust force has a comparable stabilising effect to a decrease in Reynolds numbers (based on the turbine diameter. Second, a discrete sensitivity analysis identifies two regions for suitable placement of flow control forcing, one close to the turbines and one far downstream. Third, we show that adding a localised control force, in the regions identified by the sensitivity analysis, stabilises the wake. Particularly, locating the control forcing close to the turbines results in an enhanced stabilisation such that the wake remains steady for significantly higher Reynolds numbers or turbine thrusts. The analysis of the controlled flow fields confirms that modifying the velocity gradient close to the turbine is more efficient to stabilise the wake than controlling the wake far downstream. The analysis is performed for the first flow bifurcation (at low Reynolds numbers which serves as a foundation of the stabilization technique but the control strategy is tested at higher Reynolds numbers in the final section of the paper, showing enhanced stability for a turbulent flow case.

Management-oriented sensitivity analysis for pesticide transport in watershed-scale water quality modeling using SWAT.

Science.gov (United States)

Luo, Yuzhou; Zhang, Minghua

2009-12-01

The Soil and Water Assessment Tool (SWAT) was calibrated for hydrology conditions in an agricultural watershed of Orestimba Creek, California, and applied to simulate fate and transport of two organophosphate pesticides chlorpyrifos and diazinon. The model showed capability in evaluating pesticide fate and transport processes in agricultural fields and instream network. Management-oriented sensitivity analysis was conducted by applied stochastic SWAT simulations for pesticide distribution. Results of sensitivity analysis identified the governing processes in pesticide outputs as surface runoff, soil erosion, and sedimentation in the study area. By incorporating sensitive parameters in pesticide transport simulation, effects of structural best management practices (BMPs) in improving surface water quality were demonstrated by SWAT modeling. This study also recommends conservation practices designed to reduce field yield and in-stream transport capacity of sediment, such as filter strip, grassed waterway, crop residue management, and tailwater pond to be implemented in the Orestimba Creek watershed.

Parametric uncertainty and global sensitivity analysis in a model of the carotid bifurcation: Identification and ranking of most sensitive model parameters.

Science.gov (United States)

Gul, R; Bernhard, S

2015-11-01

In computational cardiovascular models, parameters are one of major sources of uncertainty, which make the models unreliable and less predictive. In order to achieve predictive models that allow the investigation of the cardiovascular diseases, sensitivity analysis (SA) can be used to quantify and reduce the uncertainty in outputs (pressure and flow) caused by input (electrical and structural) model parameters. In the current study, three variance based global sensitivity analysis (GSA) methods; Sobol, FAST and a sparse grid stochastic collocation technique based on the Smolyak algorithm were applied on a lumped parameter model of carotid bifurcation. Sensitivity analysis was carried out to identify and rank most sensitive parameters as well as to fix less sensitive parameters at their nominal values (factor fixing). In this context, network location and temporal dependent sensitivities were also discussed to identify optimal measurement locations in carotid bifurcation and optimal temporal regions for each parameter in the pressure and flow waves, respectively. Results show that, for both pressure and flow, flow resistance (R), diameter (d) and length of the vessel (l) are sensitive within right common carotid (RCC), right internal carotid (RIC) and right external carotid (REC) arteries, while compliance of the vessels (C) and blood inertia (L) are sensitive only at RCC. Moreover, Young's modulus (E) and wall thickness (h) exhibit less sensitivities on pressure and flow at all locations of carotid bifurcation. Results of network location and temporal variabilities revealed that most of sensitivity was found in common time regions i.e. early systole, peak systole and end systole. Copyright © 2015 Elsevier Inc. All rights reserved.

Applied longitudinal analysis

CERN Document Server

Fitzmaurice, Garrett M; Ware, James H

2012-01-01

Praise for the First Edition "". . . [this book] should be on the shelf of everyone interested in . . . longitudinal data analysis.""-Journal of the American Statistical Association   Features newly developed topics and applications of the analysis of longitudinal data Applied Longitudinal Analysis, Second Edition presents modern methods for analyzing data from longitudinal studies and now features the latest state-of-the-art techniques. The book emphasizes practical, rather than theoretical, aspects of methods for the analysis of diverse types of lo

Nominal Range Sensitivity Analysis of peak radionuclide concentrations in randomly heterogeneous aquifers

International Nuclear Information System (INIS)

Cadini, F.; De Sanctis, J.; Cherubini, A.; Zio, E.; Riva, M.; Guadagnini, A.

2012-01-01

Highlights: ► Uncertainty quantification problem associated with the radionuclide migration. ► Groundwater transport processes simulated within a randomly heterogeneous aquifer. ► Development of an automatic sensitivity analysis for flow and transport parameters. ► Proposal of a Nominal Range Sensitivity Analysis approach. ► Analysis applied to the performance assessment of a nuclear waste repository. - Abstract: We consider the problem of quantification of uncertainty associated with radionuclide transport processes within a randomly heterogeneous aquifer system in the context of performance assessment of a near-surface radioactive waste repository. Radionuclide migration is simulated at the repository scale through a Monte Carlo scheme. The saturated groundwater flow and transport equations are then solved at the aquifer scale for the assessment of the expected radionuclide peak concentration at a location of interest. A procedure is presented to perform the sensitivity analysis of this target environmental variable to key parameters that characterize flow and transport processes in the subsurface. The proposed procedure is exemplified through an application to a realistic case study.

Micropollutants throughout an integrated urban drainage model: Sensitivity and uncertainty analysis

Science.gov (United States)

Mannina, Giorgio; Cosenza, Alida; Viviani, Gaspare

2017-11-01

The paper presents the sensitivity and uncertainty analysis of an integrated urban drainage model which includes micropollutants. Specifically, a bespoke integrated model developed in previous studies has been modified in order to include the micropollutant assessment (namely, sulfamethoxazole - SMX). The model takes into account also the interactions between the three components of the system: sewer system (SS), wastewater treatment plant (WWTP) and receiving water body (RWB). The analysis has been applied to an experimental catchment nearby Palermo (Italy): the Nocella catchment. Overall, five scenarios, each characterized by different uncertainty combinations of sub-systems (i.e., SS, WWTP and RWB), have been considered applying, for the sensitivity analysis, the Extended-FAST method in order to select the key factors affecting the RWB quality and to design a reliable/useful experimental campaign. Results have demonstrated that sensitivity analysis is a powerful tool for increasing operator confidence in the modelling results. The approach adopted here can be used for blocking some non-identifiable factors, thus wisely modifying the structure of the model and reducing the related uncertainty. The model factors related to the SS have been found to be the most relevant factors affecting the SMX modeling in the RWB when all model factors (scenario 1) or model factors of SS (scenarios 2 and 3) are varied. If the only factors related to the WWTP are changed (scenarios 4 and 5), the SMX concentration in the RWB is mainly influenced (till to 95% influence of the total variance for SSMX,max) by the aerobic sorption coefficient. A progressive uncertainty reduction from the upstream to downstream was found for the soluble fraction of SMX in the RWB.

Interference and Sensitivity Analysis.

Science.gov (United States)

VanderWeele, Tyler J; Tchetgen Tchetgen, Eric J; Halloran, M Elizabeth

2014-11-01

Causal inference with interference is a rapidly growing area. The literature has begun to relax the "no-interference" assumption that the treatment received by one individual does not affect the outcomes of other individuals. In this paper we briefly review the literature on causal inference in the presence of interference when treatments have been randomized. We then consider settings in which causal effects in the presence of interference are not identified, either because randomization alone does not suffice for identification, or because treatment is not randomized and there may be unmeasured confounders of the treatment-outcome relationship. We develop sensitivity analysis techniques for these settings. We describe several sensitivity analysis techniques for the infectiousness effect which, in a vaccine trial, captures the effect of the vaccine of one person on protecting a second person from infection even if the first is infected. We also develop two sensitivity analysis techniques for causal effects in the presence of unmeasured confounding which generalize analogous techniques when interference is absent. These two techniques for unmeasured confounding are compared and contrasted.

Hydrocoin level 3 - Testing methods for sensitivity/uncertainty analysis

International Nuclear Information System (INIS)

Grundfelt, B.; Lindbom, B.; Larsson, A.; Andersson, K.

1991-01-01

The HYDROCOIN study is an international cooperative project for testing groundwater hydrology modelling strategies for performance assessment of nuclear waste disposal. The study was initiated in 1984 by the Swedish Nuclear Power Inspectorate and the technical work was finalised in 1987. The participating organisations are regulatory authorities as well as implementing organisations in 10 countries. The study has been performed at three levels aimed at studying computer code verification, model validation and sensitivity/uncertainty analysis respectively. The results from the first two levels, code verification and model validation, have been published in reports in 1988 and 1990 respectively. This paper focuses on some aspects of the results from Level 3, sensitivity/uncertainty analysis, for which a final report is planned to be published during 1990. For Level 3, seven test cases were defined. Some of these aimed at exploring the uncertainty associated with the modelling results by simply varying parameter values and conceptual assumptions. In other test cases statistical sampling methods were applied. One of the test cases dealt with particle tracking and the uncertainty introduced by this type of post processing. The amount of results available is substantial although unevenly spread over the test cases. It has not been possible to cover all aspects of the results in this paper. Instead, the different methods applied will be illustrated by some typical analyses. 4 figs., 9 refs

A GIS based spatially-explicit sensitivity and uncertainty analysis approach for multi-criteria decision analysis.

Science.gov (United States)

Feizizadeh, Bakhtiar; Jankowski, Piotr; Blaschke, Thomas

2014-03-01

GIS multicriteria decision analysis (MCDA) techniques are increasingly used in landslide susceptibility mapping for the prediction of future hazards, land use planning, as well as for hazard preparedness. However, the uncertainties associated with MCDA techniques are inevitable and model outcomes are open to multiple types of uncertainty. In this paper, we present a systematic approach to uncertainty and sensitivity analysis. We access the uncertainty of landslide susceptibility maps produced with GIS-MCDA techniques. A new spatially-explicit approach and Dempster-Shafer Theory (DST) are employed to assess the uncertainties associated with two MCDA techniques, namely Analytical Hierarchical Process (AHP) and Ordered Weighted Averaging (OWA) implemented in GIS. The methodology is composed of three different phases. First, weights are computed to express the relative importance of factors (criteria) for landslide susceptibility. Next, the uncertainty and sensitivity of landslide susceptibility is analyzed as a function of weights using Monte Carlo Simulation and Global Sensitivity Analysis. Finally, the results are validated using a landslide inventory database and by applying DST. The comparisons of the obtained landslide susceptibility maps of both MCDA techniques with known landslides show that the AHP outperforms OWA. However, the OWA-generated landslide susceptibility map shows lower uncertainty than the AHP-generated map. The results demonstrate that further improvement in the accuracy of GIS-based MCDA can be achieved by employing an integrated uncertainty-sensitivity analysis approach, in which the uncertainty of landslide susceptibility model is decomposed and attributed to model's criteria weights.

Applying cost-sensitive classification for financial fraud detection under high class-imbalance

CSIR Research Space (South Africa)

Moepya, SO

2014-12-01

Full Text Available , sensitivity, specificity, recall and precision using PCA and Factor Analysis. Weighted Support Vector Machines (SVM) were shown superior to the cost-sensitive Naive Bayes (NB) and K-Nearest Neighbors classifiers....

Optimizing human activity patterns using global sensitivity analysis.

Science.gov (United States)

Fairchild, Geoffrey; Hickmann, Kyle S; Mniszewski, Susan M; Del Valle, Sara Y; Hyman, James M

2014-12-01

Implementing realistic activity patterns for a population is crucial for modeling, for example, disease spread, supply and demand, and disaster response. Using the dynamic activity simulation engine, DASim, we generate schedules for a population that capture regular (e.g., working, eating, and sleeping) and irregular activities (e.g., shopping or going to the doctor). We use the sample entropy (SampEn) statistic to quantify a schedule's regularity for a population. We show how to tune an activity's regularity by adjusting SampEn, thereby making it possible to realistically design activities when creating a schedule. The tuning process sets up a computationally intractable high-dimensional optimization problem. To reduce the computational demand, we use Bayesian Gaussian process regression to compute global sensitivity indices and identify the parameters that have the greatest effect on the variance of SampEn. We use the harmony search (HS) global optimization algorithm to locate global optima. Our results show that HS combined with global sensitivity analysis can efficiently tune the SampEn statistic with few search iterations. We demonstrate how global sensitivity analysis can guide statistical emulation and global optimization algorithms to efficiently tune activities and generate realistic activity patterns. Though our tuning methods are applied to dynamic activity schedule generation, they are general and represent a significant step in the direction of automated tuning and optimization of high-dimensional computer simulations.

Applying a Global Sensitivity Analysis Workflow to Improve the Computational Efficiencies in Physiologically-Based Pharmacokinetic Modeling

Directory of Open Access Journals (Sweden)

Nan-Hung Hsieh

2018-06-01

Full Text Available Traditionally, the solution to reduce parameter dimensionality in a physiologically-based pharmacokinetic (PBPK model is through expert judgment. However, this approach may lead to bias in parameter estimates and model predictions if important parameters are fixed at uncertain or inappropriate values. The purpose of this study was to explore the application of global sensitivity analysis (GSA to ascertain which parameters in the PBPK model are non-influential, and therefore can be assigned fixed values in Bayesian parameter estimation with minimal bias. We compared the elementary effect-based Morris method and three variance-based Sobol indices in their ability to distinguish “influential” parameters to be estimated and “non-influential” parameters to be fixed. We illustrated this approach using a published human PBPK model for acetaminophen (APAP and its two primary metabolites APAP-glucuronide and APAP-sulfate. We first applied GSA to the original published model, comparing Bayesian model calibration results using all the 21 originally calibrated model parameters (OMP, determined by “expert judgment”-based approach vs. the subset of original influential parameters (OIP, determined by GSA from the OMP. We then applied GSA to all the PBPK parameters, including those fixed in the published model, comparing the model calibration results using this full set of 58 model parameters (FMP vs. the full set influential parameters (FIP, determined by GSA from FMP. We also examined the impact of different cut-off points to distinguish the influential and non-influential parameters. We found that Sobol indices calculated by eFAST provided the best combination of reliability (consistency with other variance-based methods and efficiency (lowest computational cost to achieve convergence in identifying influential parameters. We identified several originally calibrated parameters that were not influential, and could be fixed to improve computational

Management-oriented sensitivity analysis for pesticide transport in watershed-scale water quality modeling using SWAT

International Nuclear Information System (INIS)

Luo Yuzhou; Zhang Minghua

2009-01-01

The Soil and Water Assessment Tool (SWAT) was calibrated for hydrology conditions in an agricultural watershed of Orestimba Creek, California, and applied to simulate fate and transport of two organophosphate pesticides chlorpyrifos and diazinon. The model showed capability in evaluating pesticide fate and transport processes in agricultural fields and instream network. Management-oriented sensitivity analysis was conducted by applied stochastic SWAT simulations for pesticide distribution. Results of sensitivity analysis identified the governing processes in pesticide outputs as surface runoff, soil erosion, and sedimentation in the study area. By incorporating sensitive parameters in pesticide transport simulation, effects of structural best management practices (BMPs) in improving surface water quality were demonstrated by SWAT modeling. This study also recommends conservation practices designed to reduce field yield and in-stream transport capacity of sediment, such as filter strip, grassed waterway, crop residue management, and tailwater pond to be implemented in the Orestimba Creek watershed. - Selected structural BMPs are recommended for reducing loads of OP pesticides.

Management-oriented sensitivity analysis for pesticide transport in watershed-scale water quality modeling using SWAT

Energy Technology Data Exchange (ETDEWEB)

Luo Yuzhou [University of California, Davis, CA 95616 (United States); Wenzhou Medical College, Wenzhou 325035 (China); Zhang Minghua, E-mail: mhzhang@ucdavis.ed [University of California, Davis, CA 95616 (United States); Wenzhou Medical College, Wenzhou 325035 (China)

2009-12-15

The Soil and Water Assessment Tool (SWAT) was calibrated for hydrology conditions in an agricultural watershed of Orestimba Creek, California, and applied to simulate fate and transport of two organophosphate pesticides chlorpyrifos and diazinon. The model showed capability in evaluating pesticide fate and transport processes in agricultural fields and instream network. Management-oriented sensitivity analysis was conducted by applied stochastic SWAT simulations for pesticide distribution. Results of sensitivity analysis identified the governing processes in pesticide outputs as surface runoff, soil erosion, and sedimentation in the study area. By incorporating sensitive parameters in pesticide transport simulation, effects of structural best management practices (BMPs) in improving surface water quality were demonstrated by SWAT modeling. This study also recommends conservation practices designed to reduce field yield and in-stream transport capacity of sediment, such as filter strip, grassed waterway, crop residue management, and tailwater pond to be implemented in the Orestimba Creek watershed. - Selected structural BMPs are recommended for reducing loads of OP pesticides.

Anisotropic analysis for seismic sensitivity of groundwater monitoring wells

Science.gov (United States)

Pan, Y.; Hsu, K.

2011-12-01

Taiwan is located at the boundaries of Eurasian Plate and the Philippine Sea Plate. The movement of plate causes crustal uplift and lateral deformation to lead frequent earthquakes in the vicinity of Taiwan. The change of groundwater level trigged by earthquake has been observed and studied in Taiwan for many years. The change of groundwater may appear in oscillation and step changes. The former is caused by seismic waves. The latter is caused by the volumetric strain and reflects the strain status. Since the setting of groundwater monitoring well is easier and cheaper than the setting of strain gauge, the groundwater measurement may be used as a indication of stress. This research proposes the concept of seismic sensitivity of groundwater monitoring well and apply to DonHer station in Taiwan. Geostatistical method is used to analysis the anisotropy of seismic sensitivity. GIS is used to map the sensitive area of the existing groundwater monitoring well.

Contributions to sensitivity analysis and generalized discriminant analysis

International Nuclear Information System (INIS)

Jacques, J.

2005-12-01

Two topics are studied in this thesis: sensitivity analysis and generalized discriminant analysis. Global sensitivity analysis of a mathematical model studies how the output variables of this last react to variations of its inputs. The methods based on the study of the variance quantify the part of variance of the response of the model due to each input variable and each subset of input variables. The first subject of this thesis is the impact of a model uncertainty on results of a sensitivity analysis. Two particular forms of uncertainty are studied: that due to a change of the model of reference, and that due to the use of a simplified model with the place of the model of reference. A second problem was studied during this thesis, that of models with correlated inputs. Indeed, classical sensitivity indices not having significance (from an interpretation point of view) in the presence of correlation of the inputs, we propose a multidimensional approach consisting in expressing the sensitivity of the output of the model to groups of correlated variables. Applications in the field of nuclear engineering illustrate this work. Generalized discriminant analysis consists in classifying the individuals of a test sample in groups, by using information contained in a training sample, when these two samples do not come from the same population. This work extends existing methods in a Gaussian context to the case of binary data. An application in public health illustrates the utility of generalized discrimination models thus defined. (author)

Sensitivity/uncertainty analysis of a borehole scenario comparing Latin Hypercube Sampling and deterministic sensitivity approaches

International Nuclear Information System (INIS)

Harper, W.V.; Gupta, S.K.

1983-10-01

A computer code was used to study steady-state flow for a hypothetical borehole scenario. The model consists of three coupled equations with only eight parameters and three dependent variables. This study focused on steady-state flow as the performance measure of interest. Two different approaches to sensitivity/uncertainty analysis were used on this code. One approach, based on Latin Hypercube Sampling (LHS), is a statistical sampling method, whereas, the second approach is based on the deterministic evaluation of sensitivities. The LHS technique is easy to apply and should work well for codes with a moderate number of parameters. Of deterministic techniques, the direct method is preferred when there are many performance measures of interest and a moderate number of parameters. The adjoint method is recommended when there are a limited number of performance measures and an unlimited number of parameters. This unlimited number of parameters capability can be extremely useful for finite element or finite difference codes with a large number of grid blocks. The Office of Nuclear Waste Isolation will use the technique most appropriate for an individual situation. For example, the adjoint method may be used to reduce the scope to a size that can be readily handled by a technique such as LHS. Other techniques for sensitivity/uncertainty analysis, e.g., kriging followed by conditional simulation, will be used also. 15 references, 4 figures, 9 tables

Analysis of the Nevada-Applied-Ecology-Group model of transuranic radionuclide transport and dose

International Nuclear Information System (INIS)

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

1991-01-01

The authors analyze the model for estimating the dose from 239 Pu developed for the Nevada Applied Ecology Group (NAEG) by using sensitivity analysis and uncertainty analysis. Sensitivity analysis results suggest that the inhalation pathway is the critical pathway for the organs receiving the highest dose. Soil concentration and the factors controlling air concentration are the most important parameters. The only organ whose dose is sensitive to parameters in the ingestion pathway is the GI tract. The inhalation pathway accounts for 100% of the dose to lung, upper respiratory tract and thoracic lymph nodes; and 95% of the dose to liver, bone, kidney and total body. The GI tract receives 99% of its dose via ingestion. Leafy vegetable ingestion accounts for 70% of the dose from the ingestion pathway regardless of organ, peeled vegetables 20%; accidental soil ingestion 5% ingestion of beef liver 4%; beef muscle 1%. Uncertainty analysis indicates that choosing a uniform distribution for the input parameters produces a lognormal distribution of the dose. The ratio of the square root of the variance to the mean is three times greater for the doses than it is for the individual parameters. As found by the sensitivity analysis, the uncertainty analysis suggests that only a few parameters control the dose for each organ. All organs have similar distributions and variance to mean ratios except for the lymph nodes. (author)

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

Science.gov (United States)

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

2015-01-01

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

An automated sensitivity analysis procedure for the performance assessment of nuclear waste isolation systems

International Nuclear Information System (INIS)

Pin, F.G.; Worley, B.A.; Oblow, E.M.; Wright, R.Q.; Harper, W.V.

1986-01-01

To support an effort in making large-scale sensitivity analyses feasible, cost efficient and quantitatively complete, the authors have developed an automated procedure making use of computer calculus. The procedure, called GRESS (GRadient Enhanced Software System), is embodied in a precompiler that can process Fortran computer codes and add derivative-taking capabilities to the normal calculation scheme. In this paper, the automated GRESS procedure is described and applied to the code UCB-NE-10.2, which simulates the migration through a sorption medium of the radionuclide members of a decay chain. The sensitivity calculations for a sample problem are verified using comparison with analytical and perturbation analysis results. Conclusions are drawn relative to the applicability of GRESS for more general large-scale sensitivity studies, and the role of such techniques in an overall sensitivity and uncertainty analysis program is discussed

Examining the accuracy of the infinite order sudden approximation using sensitivity analysis

Science.gov (United States)

Eno, Larry; Rabitz, Herschel

1981-08-01

A method is developed for assessing the accuracy of scattering observables calculated within the framework of the infinite order sudden (IOS) approximation. In particular, we focus on the energy sudden assumption of the IOS method and our approach involves the determination of the sensitivity of the IOS scattering matrix SIOS with respect to a parameter which reintroduces the internal energy operator ?0 into the IOS Hamiltonian. This procedure is an example of sensitivity analysis of missing model components (?0 in this case) in the reference Hamiltonian. In contrast to simple first-order perturbation theory a finite result is obtained for the effect of ?0 on SIOS. As an illustration, our method of analysis is applied to integral state-to-state cross sections for the scattering of an atom and rigid rotor. Results are generated within the He+H2 system and a comparison is made between IOS and coupled states cross sections and the corresponding IOS sensitivities. It is found that the sensitivity coefficients are very useful indicators of the accuracy of the IOS results. Finally, further developments and applications are discussed.

BOLD/VENTURE-4, Reactor Analysis System with Sensitivity and Burnup

International Nuclear Information System (INIS)

1998-01-01

1 - Description of program or function: The system of codes can be used to solve nuclear reactor core static neutronics and reactor history exposure problems. BOLD/VENTURE-4: First order perturbation and time-dependent sensitivity theories can be applied. Control rod positioning may be modeled explicitly and refueling treated with repositioning and recycle. Special capability is coded to model the continuously fueled core and to solve the importance and dominant harmonics problems. The modules of the code system are: VENTNEUT: VENTURE neutronics module; DRIVER and CONTRL: Control module; BURNER: Exposure calculation for reactor core analysis; FILEDTOR: File editor; INPROSER: Input processor; EXPOSURE: BURNER code module; REACRATE: Reaction rate calculation; CNTRODPO: Control rod positioning; FUELMANG: Fuel management positioning and accounting; PERTUBAT: Perturbation reactivity importance analyses; sensitivity analysis; DEPTHMOD: Static and time-dependent perturbation sensitivity analysis. The special processors are: DVENTR: Handles the input to the VENTURE module; DCMACR: Converts CITATION macroscopic cross sections to microscopic cross sections; DCRSPR: Produces input for the CROSPROS module; DUTLIN: Adds or replaces problem input data without exiting the program; DENMAN: Repositions fuel; DMISLY: Miscellaneous tasks. Standard interface files between modules are binary sequential files that follow a standardized format. VENTURE-PC: The microcomputer version is a subset of the mainframe version. The modules and special processors which are not part of VENTURE-PC are: REACRATE, CNTRODPO, PERTUBAT, FUELMANG, DEPTHMOD, DMISLY. 2 - method of solution: BOLD-VENTURE-4: The neutronics problems are solved by applying the multigroup diffusion theory representation of neutron transport applying an over-relaxation inner iteration, outer iteration scheme. Special modeling is used or source correction is done during iteration to solve importance and harmonics problems. No

Application of perturbation methods for sensitivity analysis for nuclear power plant steam generators

International Nuclear Information System (INIS)

Gurjao, Emir Candeia

1996-02-01

The differential and GPT (Generalized Perturbation Theory) formalisms of the Perturbation Theory were applied in this work to a simplified U-tubes steam generator model to perform sensitivity analysis. The adjoint and importance equations, with the corresponding expressions for the sensitivity coefficients, were derived for this steam generator model. The system was numerically was numerically solved in a Fortran program, called GEVADJ, in order to calculate the sensitivity coefficients. A transient loss of forced primary coolant in the nuclear power plant Angra-1 was used as example case. The average and final values of functionals: secondary pressure and enthalpy were studied in relation to changes in the secondary feedwater flow, enthalpy and total volume in secondary circuit. Absolute variations in the above functionals were calculated using the perturbative methods, considering the variations in the feedwater flow and total secondary volume. Comparison with the same variations obtained via direct model showed in general good agreement, demonstrating the potentiality of perturbative methods for sensitivity analysis of nuclear systems. (author)

Object-sensitive Type Analysis of PHP

NARCIS (Netherlands)

Van der Hoek, Henk Erik; Hage, J

2015-01-01

In this paper we develop an object-sensitive type analysis for PHP, based on an extension of the notion of monotone frameworks to deal with the dynamic aspects of PHP, and following the framework of Smaragdakis et al. for object-sensitive analysis. We consider a number of instantiations of the

Sensitivity analysis of longitudinal cracking on asphalt pavement using MEPDG in permafrost region

Directory of Open Access Journals (Sweden)

Chen Zhang

2015-02-01

Full Text Available Longitudinal cracking is one of the most important distresses of asphalt pavement in permafrost regions. The sensitivity analysis of design parameters for asphalt pavement can be used to study the influence of every parameter on longitudinal cracking, which can help optimizing the design of the pavement structure. In this study, 20 test sections of Qinghai–Tibet Highway were selected to conduct the sensitivity analysis of longitudinal cracking on material parameter based on Mechanistic-Empirical Pavement Design Guide (MEPDG and single factorial sensitivity analysis method. Some computer aided engineering (CAE simulation techniques, such as the Latin hypercube sampling (LHS technique and the multiple regression analysis are used as auxiliary means. Finally, the sensitivity spectrum of material parameter on longitudinal cracking was established. The result shows the multiple regression analysis can be used to determine the remarkable influence factor more efficiently and to process the qualitative analysis when applying the MEPDG software in sensitivity analysis of longitudinal cracking in permafrost regions. The effect weights of the three parameters on longitudinal cracking in descending order are air void, effective binder content and PG grade. The influence of air void on top layer is bigger than that on middle layer and bottom layer. The influence of effective asphalt content on top layer is bigger than that on middle layer and bottom layer, and the influence of bottom layer is slightly bigger than middle layer. The accumulated value of longitudinal cracking on middle layer and bottom layer in the design life would begin to increase when the design temperature of PG grade increased.

Application of sensitivity analysis in nuclear power plant probabilistic risk assessment studies

International Nuclear Information System (INIS)

Hirschberg, S.; Knochenhauer, M.

1986-01-01

Nuclear power plant probabilistic risk assessment (PRA) studies utilise many models, simplifications and assumptions. Also subjective judgement is widely applied due to lack of actual data. This results in significant uncertainties. Three general types of uncertainties have been identified: (1) parameter uncertainties, (2) modelling uncertainties, and (3) completeness uncertainties. The significance of some of the modelling assumptions and simplifications cannot be investigated by assignment and propagation of parameter uncertainties. In such cases the impact of different options may (and should) be studied by performing sensitivity analyses, which concentrate on the most critical elements. This paper describes several items suitable for close examination by means of application of sensitivity analysis, when performing a level 1 PRA. Sensitivity analyses are performed with respect to: (1) boundary conditions (success criteria, credit for non-safety systems, degree of detail in modelling of support functions), (2) operator actions, (3) treatment of common cause failures (CCFs). The items of main interest are continuously identified in the course of performing a PRA study, as well as by scrutinising the final results. The practical aspects of sensitivity analysis are illustrated by several applications from a recent PRA study. The critical importance of modelling assumptions is also demonstrated by implementation of some modelling features from another level 1 PRA into the reference model. It is concluded that sensitivity analysis leads to insights important for analysts, reviewers and decision makers. (author)

Global sensitivity analysis for models with spatially dependent outputs

International Nuclear Information System (INIS)

Iooss, B.; Marrel, A.; Jullien, M.; Laurent, B.

2011-01-01

The global sensitivity analysis of a complex numerical model often calls for the estimation of variance-based importance measures, named Sobol' indices. Meta-model-based techniques have been developed in order to replace the CPU time-expensive computer code with an inexpensive mathematical function, which predicts the computer code output. The common meta-model-based sensitivity analysis methods are well suited for computer codes with scalar outputs. However, in the environmental domain, as in many areas of application, the numerical model outputs are often spatial maps, which may also vary with time. In this paper, we introduce an innovative method to obtain a spatial map of Sobol' indices with a minimal number of numerical model computations. It is based upon the functional decomposition of the spatial output onto a wavelet basis and the meta-modeling of the wavelet coefficients by the Gaussian process. An analytical example is presented to clarify the various steps of our methodology. This technique is then applied to a real hydrogeological case: for each model input variable, a spatial map of Sobol' indices is thus obtained. (authors)

Uncertainty and sensitivity analysis for the simulation of a station blackout scenario in the Jules Horowitz Reactor

International Nuclear Information System (INIS)

Ghione, Alberto; Noel, Brigitte; Vinai, Paolo; Demazière, Christophe

2017-01-01

Highlights: • A station blackout scenario in the Jules Horowitz Reactor is analyzed using CATHARE. • Input and model uncertainties relevant to the transient, are considered. • A statistical methodology for the propagation of the uncertainties is applied. • No safety criteria are exceeded and sufficiently large safety margins are estimated. • The most influential uncertainties are determined with a sensitivity analysis. - Abstract: An uncertainty and sensitivity analysis for the simulation of a station blackout scenario in the Jules Horowitz Reactor (JHR) is presented. The JHR is a new material testing reactor under construction at CEA on the Cadarache site, France. The thermal-hydraulic system code CATHARE is applied to investigate the response of the reactor system to the scenario. The uncertainty and sensitivity study was based on a statistical methodology for code uncertainty propagation, and the ‘Uncertainty and Sensitivity’ platform URANIE was used. Accordingly, the input uncertainties relevant to the transient, were identified, quantified, and propagated to the code output. The results show that the safety criteria are not exceeded and sufficiently large safety margins exist. In addition, the most influential input uncertainties on the safety parameters were found by making use of a sensitivity analysis.

Method-independent, Computationally Frugal Convergence Testing for Sensitivity Analysis Techniques

Science.gov (United States)

Mai, J.; Tolson, B.

2017-12-01

The increasing complexity and runtime of environmental models lead to the current situation that the calibration of all model parameters or the estimation of all of their uncertainty is often computationally infeasible. Hence, techniques to determine the sensitivity of model parameters are used to identify most important parameters. All subsequent model calibrations or uncertainty estimation procedures focus then only on these subsets of parameters and are hence less computational demanding. While the examination of the convergence of calibration and uncertainty methods is state-of-the-art, the convergence of the sensitivity methods is usually not checked. If any, bootstrapping of the sensitivity results is used to determine the reliability of the estimated indexes. Bootstrapping, however, might as well become computationally expensive in case of large model outputs and a high number of bootstraps. We, therefore, present a Model Variable Augmentation (MVA) approach to check the convergence of sensitivity indexes without performing any additional model run. This technique is method- and model-independent. It can be applied either during the sensitivity analysis (SA) or afterwards. The latter case enables the checking of already processed sensitivity indexes. To demonstrate the method's independency of the convergence testing method, we applied it to two widely used, global SA methods: the screening method known as Morris method or Elementary Effects (Morris 1991) and the variance-based Sobol' method (Solbol' 1993). The new convergence testing method is first scrutinized using 12 analytical benchmark functions (Cuntz & Mai et al. 2015) where the true indexes of aforementioned three methods are known. This proof of principle shows that the method reliably determines the uncertainty of the SA results when different budgets are used for the SA. The results show that the new frugal method is able to test the convergence and therefore the reliability of SA results in an

Sensitivity analysis on hot channel of PWR type reactors using matricial formalism

International Nuclear Information System (INIS)

Maciel, Edisson Savio G.; Andrade Lima, Fernando Roberto de; Lira, Carlos Alberto B.O.

1995-01-01

The matricial formalism of the perturbation theory is applied in a simplified model to study the hot channel of PWR reactors. Mass, linear momentum and energy conservation equations and appropriated heat transfer and fluid mechanics correlations describe the discretized system. After calculating system's thermalhydraulic properties, the matricial formalism is applied and the sensitivity coefficients are determined for each case of interest. Comparisons between perturbative method and direct results of the model have shown good agreement which demonstrates that the matricial formalism is an important tool for discretized system analysis. (author). 6 refs, 2 tabs

Ethical sensitivity in professional practice: concept analysis.

Science.gov (United States)

Weaver, Kathryn; Morse, Janice; Mitcham, Carl

2008-06-01

This paper is a report of a concept analysis of ethical sensitivity. Ethical sensitivity enables nurses and other professionals to respond morally to the suffering and vulnerability of those receiving professional care and services. Because of its significance to nursing and other professional practices, ethical sensitivity deserves more focused analysis. A criteria-based method oriented toward pragmatic utility guided the analysis of 200 papers and books from the fields of nursing, medicine, psychology, dentistry, clinical ethics, theology, education, law, accounting or business, journalism, philosophy, political and social sciences and women's studies. This literature spanned 1970 to 2006 and was sorted by discipline and concept dimensions and examined for concept structure and use across various contexts. The analysis was completed in September 2007. Ethical sensitivity in professional practice develops in contexts of uncertainty, client suffering and vulnerability, and through relationships characterized by receptivity, responsiveness and courage on the part of professionals. Essential attributes of ethical sensitivity are identified as moral perception, affectivity and dividing loyalties. Outcomes include integrity preserving decision-making, comfort and well-being, learning and professional transcendence. Our findings promote ethical sensitivity as a type of practical wisdom that pursues client comfort and professional satisfaction with care delivery. The analysis and resulting model offers an inclusive view of ethical sensitivity that addresses some of the limitations with prior conceptualizations.

Multitarget global sensitivity analysis of n-butanol combustion.

Science.gov (United States)

Zhou, Dingyu D Y; Davis, Michael J; Skodje, Rex T

2013-05-02

A model for the combustion of butanol is studied using a recently developed theoretical method for the systematic improvement of the kinetic mechanism. The butanol mechanism includes 1446 reactions, and we demonstrate that it is straightforward and computationally feasible to implement a full global sensitivity analysis incorporating all the reactions. In addition, we extend our previous analysis of ignition-delay targets to include species targets. The combination of species and ignition targets leads to multitarget global sensitivity analysis, which allows for a more complete mechanism validation procedure than we previously implemented. The inclusion of species sensitivity analysis allows for a direct comparison between reaction pathway analysis and global sensitivity analysis.

Emulation and Sobol' sensitivity analysis of an atmospheric dispersion model applied to the Fukushima nuclear accident

Science.gov (United States)

Girard, Sylvain; Mallet, Vivien; Korsakissok, Irène; Mathieu, Anne

2016-04-01

Simulations of the atmospheric dispersion of radionuclides involve large uncertainties originating from the limited knowledge of meteorological input data, composition, amount and timing of emissions, and some model parameters. The estimation of these uncertainties is an essential complement to modeling for decision making in case of an accidental release. We have studied the relative influence of a set of uncertain inputs on several outputs from the Eulerian model Polyphemus/Polair3D on the Fukushima case. We chose to use the variance-based sensitivity analysis method of Sobol'. This method requires a large number of model evaluations which was not achievable directly due to the high computational cost of Polyphemus/Polair3D. To circumvent this issue, we built a mathematical approximation of the model using Gaussian process emulation. We observed that aggregated outputs are mainly driven by the amount of emitted radionuclides, while local outputs are mostly sensitive to wind perturbations. The release height is notably influential, but only in the vicinity of the source. Finally, averaging either spatially or temporally tends to cancel out interactions between uncertain inputs.

Uncertainty and sensitivity analysis: Mathematical model of coupled heat and mass transfer for a contact baking process

DEFF Research Database (Denmark)

Feyissa, Aberham Hailu; Gernaey, Krist; Adler-Nissen, Jens

2012-01-01

to uncertainty in the model predictions. The aim of the current paper is to address this uncertainty challenge in the modelling of food production processes using a combination of uncertainty and sensitivity analysis, where the uncertainty analysis and global sensitivity analysis were applied to a heat and mass......Similar to other processes, the modelling of heat and mass transfer during food processing involves uncertainty in the values of input parameters (heat and mass transfer coefficients, evaporation rate parameters, thermo-physical properties, initial and boundary conditions) which leads...

Addressing Curse of Dimensionality in Sensitivity Analysis: How Can We Handle High-Dimensional Problems?

Science.gov (United States)

Safaei, S.; Haghnegahdar, A.; Razavi, S.

2016-12-01

Complex environmental models are now the primary tool to inform decision makers for the current or future management of environmental resources under the climate and environmental changes. These complex models often contain a large number of parameters that need to be determined by a computationally intensive calibration procedure. Sensitivity analysis (SA) is a very useful tool that not only allows for understanding the model behavior, but also helps in reducing the number of calibration parameters by identifying unimportant ones. The issue is that most global sensitivity techniques are highly computationally demanding themselves for generating robust and stable sensitivity metrics over the entire model response surface. Recently, a novel global sensitivity analysis method, Variogram Analysis of Response Surfaces (VARS), is introduced that can efficiently provide a comprehensive assessment of global sensitivity using the Variogram concept. In this work, we aim to evaluate the effectiveness of this highly efficient GSA method in saving computational burden, when applied to systems with extra-large number of input factors ( 100). We use a test function and a hydrological modelling case study to demonstrate the capability of VARS method in reducing problem dimensionality by identifying important vs unimportant input factors.

Sensitivity analysis for unobserved confounding of direct and indirect effects using uncertainty intervals.

Science.gov (United States)

Lindmark, Anita; de Luna, Xavier; Eriksson, Marie

2018-05-10

To estimate direct and indirect effects of an exposure on an outcome from observed data, strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should always be accompanied by a sensitivity analysis of the resulting estimates. In this article, we propose a sensitivity analysis method for parametric estimation of direct and indirect effects when the exposure, mediator, and outcome are all binary. The sensitivity parameters consist of the correlations between the error terms of the exposure, mediator, and outcome models. These correlations are incorporated into the estimation of the model parameters and identification sets are then obtained for the direct and indirect effects for a range of plausible correlation values. We take the sampling variability into account through the construction of uncertainty intervals. The proposed method is able to assess sensitivity to both mediator-outcome confounding and confounding involving the exposure. To illustrate the method, we apply it to a mediation study based on the data from the Swedish Stroke Register (Riksstroke). An R package that implements the proposed method is available. Copyright © 2018 John Wiley & Sons, Ltd.

Sensitivity analysis of large system of chemical kinetic parameters for engine combustion simulation

Energy Technology Data Exchange (ETDEWEB)

Hsieh, H; Sanz-Argent, J; Petitpas, G; Havstad, M; Flowers, D

2012-04-19

In this study, the authors applied the state-of-the art sensitivity methods to downselect system parameters from 4000+ to 8, (23000+ -> 4000+ -> 84 -> 8). This analysis procedure paves the way for future works: (1) calibrate the system response using existed experimental observations, and (2) predict future experiment results, using the calibrated system.

Techniques for sensitivity analysis of SYVAC results

International Nuclear Information System (INIS)

Prust, J.O.

1985-05-01

Sensitivity analysis techniques may be required to examine the sensitivity of SYVAC model predictions to the input parameter values, the subjective probability distributions assigned to the input parameters and to the relationship between dose and the probability of fatal cancers plus serious hereditary disease in the first two generations of offspring of a member of the critical group. This report mainly considers techniques for determining the sensitivity of dose and risk to the variable input parameters. The performance of a sensitivity analysis technique may be improved by decomposing the model and data into subsets for analysis, making use of existing information on sensitivity and concentrating sampling in regions the parameter space that generates high doses or risks. A number of sensitivity analysis techniques are reviewed for their application to the SYVAC model including four techniques tested in an earlier study by CAP Scientific for the SYVAC project. This report recommends the development now of a method for evaluating the derivative of dose and parameter value and extending the Kruskal-Wallis technique to test for interactions between parameters. It is also recommended that the sensitivity of the output of each sub-model of SYVAC to input parameter values should be examined. (author)

Sensitivity analysis of a PWR pressurizer

International Nuclear Information System (INIS)

Bruel, Renata Nunes

1997-01-01

A sensitivity analysis relative to the parameters and modelling of the physical process in a PWR pressurizer has been performed. The sensitivity analysis was developed by implementing the key parameters and theoretical model lings which generated a comprehensive matrix of influences of each changes analysed. The major influences that have been observed were the flashing phenomenon and the steam condensation on the spray drops. The present analysis is also applicable to the several theoretical and experimental areas. (author)

Estimating Sobol Sensitivity Indices Using Correlations

Science.gov (United States)

Sensitivity analysis is a crucial tool in the development and evaluation of complex mathematical models. Sobol's method is a variance-based global sensitivity analysis technique that has been applied to computational models to assess the relative importance of input parameters on...

Sensitivity Analysis of a Physiochemical Interaction Model ...

African Journals Online (AJOL)

In this analysis, we will study the sensitivity analysis due to a variation of the initial condition and experimental time. These results which we have not seen elsewhere are analysed and discussed quantitatively. Keywords: Passivation Rate, Sensitivity Analysis, ODE23, ODE45 J. Appl. Sci. Environ. Manage. June, 2012, Vol.

Development of a sensitivity analysis systems in nuclear reactors through generalized perturbation theory at first order in 2 D geometries

International Nuclear Information System (INIS)

Garcia, Juan Matias

2005-01-01

Perturbation Methods represent a powerful tool to do sensitivity analysis, and they found many aplications in nuclear engineering.As an introduction to this kind of analysis, we develope a program that apply the Generalized Perturbation Theory or GPT Method to bidimensional system of rectangular geometry.We first consider an homogeneous system of non-multiplying material and then an heterogeneous system with region of multiplying material, with the intention of make concret aplications of perturbation method to nuclear engineering problems.The program, that we called Pert, determines neutron fluxes and importance functions applying the Multigroup Diffusion Theory; and also solves the integrals required to calculate sensitivity coefficients.Using this perturbation methods we could verify the low computational cost required to make this kind of analysis and the simplicity of the equations systems involved, allowing us to make elaborates sensitivity analysis for the responses of our interest

A sensitivity analysis approach to control of manipulators with unknown load

International Nuclear Information System (INIS)

Tzes, A.; Yurkovich, S.

1987-01-01

This paper presents a straightforward control strategy applied to an N-link manipulator holding an unknown load and driving its end effector along a prespecified trajectory. The control is constituted into two primary components. The non-adaptive component is derived from the inverse problem technique while the adaptive component is computed via the application of sensitivity analysis applied to the complete, centralized dynamic model of the manipulator. The result is a robust adaptive controller which tunes its parameters at specified time instants and can withstand all expected variations of the payload. The control synthesis is illustrated by simulations in a 2-link planar manipulator holding an unknown load

Examining the accuracy of the infinite order sudden approximation using sensitivity analysis

International Nuclear Information System (INIS)

Eno, L.; Rabitz, H.

1981-01-01

A method is developed for assessing the accuracy of scattering observables calculated within the framework of the infinite order sudden (IOS) approximation. In particular, we focus on the energy sudden assumption of the IOS method and our approach involves the determination of the sensitivity of the IOS scattering matrix S/sup IOS/ with respect to a parameter which reintroduces the internal energy operator h 0 into the IOS Hamiltonian. This procedure is an example of sensitivity analysis of missing model components (h 0 in this case) in the reference Hamiltonian. In contrast to simple first-order perturbation theory a finite result is obtained for the effect of h 0 on S/sup IOS/. As an illustration, our method of analysis is applied to integral state-to-state cross sections for the scattering of an atom and rigid rotor. Results are generated within the He+H 2 system and a comparison is made between IOS and coupled states cross sections and the corresponding IOS sensitivities. It is found that the sensitivity coefficients are very useful indicators of the accuracy of the IOS results. Finally, further developments and applications are discussed

Sensitivity Analysis of Viscoelastic Structures

Directory of Open Access Journals (Sweden)

A.M.G. de Lima

2006-01-01

Full Text Available In the context of control of sound and vibration of mechanical systems, the use of viscoelastic materials has been regarded as a convenient strategy in many types of industrial applications. Numerical models based on finite element discretization have been frequently used in the analysis and design of complex structural systems incorporating viscoelastic materials. Such models must account for the typical dependence of the viscoelastic characteristics on operational and environmental parameters, such as frequency and temperature. In many applications, including optimal design and model updating, sensitivity analysis based on numerical models is a very usefull tool. In this paper, the formulation of first-order sensitivity analysis of complex frequency response functions is developed for plates treated with passive constraining damping layers, considering geometrical characteristics, such as the thicknesses of the multi-layer components, as design variables. Also, the sensitivity of the frequency response functions with respect to temperature is introduced. As an example, response derivatives are calculated for a three-layer sandwich plate and the results obtained are compared with first-order finite-difference approximations.

Applied Behavior Analysis

Science.gov (United States)

Szapacs, Cindy

2006-01-01

Teaching strategies that work for typically developing children often do not work for those diagnosed with an autism spectrum disorder. However, teaching strategies that work for children with autism do work for typically developing children. In this article, the author explains how the principles and concepts of Applied Behavior Analysis can be…

Extended forward sensitivity analysis of one-dimensional isothermal flow

International Nuclear Information System (INIS)

Johnson, M.; Zhao, H.

2013-01-01

Sensitivity analysis and uncertainty quantification is an important part of nuclear safety analysis. In this work, forward sensitivity analysis is used to compute solution sensitivities on 1-D fluid flow equations typical of those found in system level codes. Time step sensitivity analysis is included as a method for determining the accumulated error from time discretization. The ability to quantify numerical error arising from the time discretization is a unique and important feature of this method. By knowing the relative sensitivity of time step with other physical parameters, the simulation is allowed to run at optimized time steps without affecting the confidence of the physical parameter sensitivity results. The time step forward sensitivity analysis method can also replace the traditional time step convergence studies that are a key part of code verification with much less computational cost. One well-defined benchmark problem with manufactured solutions is utilized to verify the method; another test isothermal flow problem is used to demonstrate the extended forward sensitivity analysis process. Through these sample problems, the paper shows the feasibility and potential of using the forward sensitivity analysis method to quantify uncertainty in input parameters and time step size for a 1-D system-level thermal-hydraulic safety code. (authors)

Applying an intelligent model and sensitivity analysis to inspect mass transfer kinetics, shrinkage and crust color changes of deep-fat fried ostrich meat cubes.

Science.gov (United States)

Amiryousefi, Mohammad Reza; Mohebbi, Mohebbat; Khodaiyan, Faramarz

2014-01-01

The objectives of this study were to use image analysis and artificial neural network (ANN) to predict mass transfer kinetics as well as color changes and shrinkage of deep-fat fried ostrich meat cubes. Two generalized feedforward networks were separately developed by using the operation conditions as inputs. Results based on the highest numerical quantities of the correlation coefficients between the experimental versus predicted values, showed proper fitting. Sensitivity analysis results of selected ANNs showed that among the input variables, frying temperature was the most sensitive to moisture content (MC) and fat content (FC) compared to other variables. Sensitivity analysis results of selected ANNs showed that MC and FC were the most sensitive to frying temperature compared to other input variables. Similarly, for the second ANN architecture, microwave power density was the most impressive variable having the maximum influence on both shrinkage percentage and color changes. Copyright © 2013 Elsevier Ltd. All rights reserved.

Sensitivity analysis of EQ3

International Nuclear Information System (INIS)

Horwedel, J.E.; Wright, R.Q.; Maerker, R.E.

1990-01-01

A sensitivity analysis of EQ3, a computer code which has been proposed to be used as one link in the overall performance assessment of a national high-level waste repository, has been performed. EQ3 is a geochemical modeling code used to calculate the speciation of a water and its saturation state with respect to mineral phases. The model chosen for the sensitivity analysis is one which is used as a test problem in the documentation of the EQ3 code. Sensitivities are calculated using both the CHAIN and ADGEN options of the GRESS code compiled under G-float FORTRAN on the VAX/VMS and verified by perturbation runs. The analyses were performed with a preliminary Version 1.0 of GRESS which contains several new algorithms that significantly improve the application of ADGEN. Use of ADGEN automates the implementation of the well-known adjoint technique for the efficient calculation of sensitivities of a given response to all the input data. Application of ADGEN to EQ3 results in the calculation of sensitivities of a particular response to 31,000 input parameters in a run time of only 27 times that of the original model. Moreover, calculation of the sensitivities for each additional response increases this factor by only 2.5 percent. This compares very favorably with a running-time factor of 31,000 if direct perturbation runs were used instead. 6 refs., 8 tabs

SENSIT: a cross-section and design sensitivity and uncertainty analysis code

International Nuclear Information System (INIS)

Gerstl, S.A.W.

1980-01-01

SENSIT computes the sensitivity and uncertainty of a calculated integral response (such as a dose rate) due to input cross sections and their uncertainties. Sensitivity profiles are computed for neutron and gamma-ray reaction cross sections of standard multigroup cross section sets and for secondary energy distributions (SEDs) of multigroup scattering matrices. In the design sensitivity mode, SENSIT computes changes in an integral response due to design changes and gives the appropriate sensitivity coefficients. Cross section uncertainty analyses are performed for three types of input data uncertainties: cross-section covariance matrices for pairs of multigroup reaction cross sections, spectral shape uncertainty parameters for secondary energy distributions (integral SED uncertainties), and covariance matrices for energy-dependent response functions. For all three types of data uncertainties SENSIT computes the resulting variance and estimated standard deviation in an integral response of interest, on the basis of generalized perturbation theory. SENSIT attempts to be more comprehensive than earlier sensitivity analysis codes, such as SWANLAKE

Sensitivity analysis of machine-learning models of hydrologic time series

Science.gov (United States)

O'Reilly, A. M.

2017-12-01

Sensitivity analysis traditionally has been applied to assessing model response to perturbations in model parameters, where the parameters are those model input variables adjusted during calibration. Unlike physics-based models where parameters represent real phenomena, the equivalent of parameters for machine-learning models are simply mathematical "knobs" that are automatically adjusted during training/testing/verification procedures. Thus the challenge of extracting knowledge of hydrologic system functionality from machine-learning models lies in their very nature, leading to the label "black box." Sensitivity analysis of the forcing-response behavior of machine-learning models, however, can provide understanding of how the physical phenomena represented by model inputs affect the physical phenomena represented by model outputs.As part of a previous study, hybrid spectral-decomposition artificial neural network (ANN) models were developed to simulate the observed behavior of hydrologic response contained in multidecadal datasets of lake water level, groundwater level, and spring flow. Model inputs used moving window averages (MWA) to represent various frequencies and frequency-band components of time series of rainfall and groundwater use. Using these forcing time series, the MWA-ANN models were trained to predict time series of lake water level, groundwater level, and spring flow at 51 sites in central Florida, USA. A time series of sensitivities for each MWA-ANN model was produced by perturbing forcing time-series and computing the change in response time-series per unit change in perturbation. Variations in forcing-response sensitivities are evident between types (lake, groundwater level, or spring), spatially (among sites of the same type), and temporally. Two generally common characteristics among sites are more uniform sensitivities to rainfall over time and notable increases in sensitivities to groundwater usage during significant drought periods.

Procedures for uncertainty and sensitivity analysis in repository performance assessment

International Nuclear Information System (INIS)

Poern, K.; Aakerlund, O.

1985-10-01

The objective of the project was mainly a literature study of available methods for the treatment of parameter uncertainty propagation and sensitivity aspects in complete models such as those concerning geologic disposal of radioactive waste. The study, which has run parallel with the development of a code package (PROPER) for computer assisted analysis of function, also aims at the choice of accurate, cost-affective methods for uncertainty and sensitivity analysis. Such a choice depends on several factors like the number of input parameters, the capacity of the model and the computer reresources required to use the model. Two basic approaches are addressed in the report. In one of these the model of interest is directly simulated by an efficient sampling technique to generate an output distribution. Applying the other basic method the model is replaced by an approximating analytical response surface, which is then used in the sampling phase or in moment matching to generate the output distribution. Both approaches are illustrated by simple examples in the report. (author)

The derivative based variance sensitivity analysis for the distribution parameters and its computation

International Nuclear Information System (INIS)

Wang, Pan; Lu, Zhenzhou; Ren, Bo; Cheng, Lei

2013-01-01

The output variance is an important measure for the performance of a structural system, and it is always influenced by the distribution parameters of inputs. In order to identify the influential distribution parameters and make it clear that how those distribution parameters influence the output variance, this work presents the derivative based variance sensitivity decomposition according to Sobol′s variance decomposition, and proposes the derivative based main and total sensitivity indices. By transforming the derivatives of various orders variance contributions into the form of expectation via kernel function, the proposed main and total sensitivity indices can be seen as the “by-product” of Sobol′s variance based sensitivity analysis without any additional output evaluation. Since Sobol′s variance based sensitivity indices have been computed efficiently by the sparse grid integration method, this work also employs the sparse grid integration method to compute the derivative based main and total sensitivity indices. Several examples are used to demonstrate the rationality of the proposed sensitivity indices and the accuracy of the applied method

A Fuel-Sensitive Reduced-Order Model (ROM) for Piston Engine Scaling Analysis

Science.gov (United States)

2017-09-29

of high Reynolds number nonreacting and reacting JP-8 sprays in a constant pressure flow vessel with a detailed chemistry approach . J Energy Resour...for rapid grid generation applied to in-cylinder diesel engine simulations. Society of Automotive Engineers ; 2007 Apr. SAE Technical Paper No.: 2007...ARL-TR-8172 ● Sep 2017 US Army Research Laboratory A Fuel-Sensitive Reduced-Order Model (ROM) for Piston Engine Scaling Analysis

Applied analysis and differential equations

CERN Document Server

Cârj, Ovidiu

2007-01-01

This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.

Social network analysis applied to team sports analysis

CERN Document Server

Clemente, Filipe Manuel; Mendes, Rui Sousa

2016-01-01

Explaining how graph theory and social network analysis can be applied to team sports analysis, This book presents useful approaches, models and methods that can be used to characterise the overall properties of team networks and identify the prominence of each team player. Exploring the different possible network metrics that can be utilised in sports analysis, their possible applications and variances from situation to situation, the respective chapters present an array of illustrative case studies. Identifying the general concepts of social network analysis and network centrality metrics, readers are shown how to generate a methodological protocol for data collection. As such, the book provides a valuable resource for students of the sport sciences, sports engineering, applied computation and the social sciences.

Multiple predictor smoothing methods for sensitivity analysis.

Energy Technology Data Exchange (ETDEWEB)

Helton, Jon Craig; Storlie, Curtis B.

2006-08-01

The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (1) locally weighted regression (LOESS), (2) additive models, (3) projection pursuit regression, and (4) recursive partitioning regression. The indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present.

Multiple predictor smoothing methods for sensitivity analysis

International Nuclear Information System (INIS)

Helton, Jon Craig; Storlie, Curtis B.

2006-01-01

The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (1) locally weighted regression (LOESS), (2) additive models, (3) projection pursuit regression, and (4) recursive partitioning regression. The indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present

Sensitivity analysis of infectious disease models: methods, advances and their application

Science.gov (United States)

Wu, Jianyong; Dhingra, Radhika; Gambhir, Manoj; Remais, Justin V.

2013-01-01

Sensitivity analysis (SA) can aid in identifying influential model parameters and optimizing model structure, yet infectious disease modelling has yet to adopt advanced SA techniques that are capable of providing considerable insights over traditional methods. We investigate five global SA methods—scatter plots, the Morris and Sobol’ methods, Latin hypercube sampling-partial rank correlation coefficient and the sensitivity heat map method—and detail their relative merits and pitfalls when applied to a microparasite (cholera) and macroparasite (schistosomaisis) transmission model. The methods investigated yielded similar results with respect to identifying influential parameters, but offered specific insights that vary by method. The classical methods differed in their ability to provide information on the quantitative relationship between parameters and model output, particularly over time. The heat map approach provides information about the group sensitivity of all model state variables, and the parameter sensitivity spectrum obtained using this method reveals the sensitivity of all state variables to each parameter over the course of the simulation period, especially valuable for expressing the dynamic sensitivity of a microparasite epidemic model to its parameters. A summary comparison is presented to aid infectious disease modellers in selecting appropriate methods, with the goal of improving model performance and design. PMID:23864497

Adjoint sensitivity analysis of the thermomechanical behavior of repositories

International Nuclear Information System (INIS)

Wilson, J.L.; Thompson, B.M.

1984-01-01

The adjoint sensitivity method is applied to thermomechanical models for the first time. The method provides an efficient and inexpensive answer to the question: how sensitive are thermomechanical predictions to assumed parameters. The answer is exact, in the sense that it yields exact derivatives of response measures to parameters, and approximate, in the sense that projections of the response fo other parameter assumptions are only first order correct. The method is applied to linear finite element models of thermomechanical behavior. Extensions to more complicated models are straight-forward but often laborious. An illustration of the method with a two-dimensional repository corridor model reveals that the chosen stress response measure was most sensitive to Poisson's ratio for the rock matrix

Sensitivity Analysis of a Riparian Vegetation Growth Model

Directory of Open Access Journals (Sweden)

Michael Nones

2016-11-01

Full Text Available The paper presents a sensitivity analysis of two main parameters used in a mathematic model able to evaluate the effects of changing hydrology on the growth of riparian vegetation along rivers and its effects on the cross-section width. Due to a lack of data in existing literature, in a past study the schematization proposed here was applied only to two large rivers, assuming steady conditions for the vegetational carrying capacity and coupling the vegetal model with a 1D description of the river morphology. In this paper, the limitation set by steady conditions is overcome, imposing the vegetational evolution dependent upon the initial plant population and the growth rate, which represents the potential growth of the overall vegetation along the watercourse. The sensitivity analysis shows that, regardless of the initial population density, the growth rate can be considered the main parameter defining the development of riparian vegetation, but it results site-specific effects, with significant differences for large and small rivers. Despite the numerous simplifications adopted and the small database analyzed, the comparison between measured and computed river widths shows a quite good capability of the model in representing the typical interactions between riparian vegetation and water flow occurring along watercourses. After a thorough calibration, the relatively simple structure of the code permits further developments and applications to a wide range of alluvial rivers.

Linear regression and sensitivity analysis in nuclear reactor design

International Nuclear Information System (INIS)

Kumar, Akansha; Tsvetkov, Pavel V.; McClarren, Ryan G.

2015-01-01

Highlights: • Presented a benchmark for the applicability of linear regression to complex systems. • Applied linear regression to a nuclear reactor power system. • Performed neutronics, thermal–hydraulics, and energy conversion using Brayton’s cycle for the design of a GCFBR. • Performed detailed sensitivity analysis to a set of parameters in a nuclear reactor power system. • Modeled and developed reactor design using MCNP, regression using R, and thermal–hydraulics in Java. - Abstract: The paper presents a general strategy applicable for sensitivity analysis (SA), and uncertainity quantification analysis (UA) of parameters related to a nuclear reactor design. This work also validates the use of linear regression (LR) for predictive analysis in a nuclear reactor design. The analysis helps to determine the parameters on which a LR model can be fit for predictive analysis. For those parameters, a regression surface is created based on trial data and predictions are made using this surface. A general strategy of SA to determine and identify the influential parameters those affect the operation of the reactor is mentioned. Identification of design parameters and validation of linearity assumption for the application of LR of reactor design based on a set of tests is performed. The testing methods used to determine the behavior of the parameters can be used as a general strategy for UA, and SA of nuclear reactor models, and thermal hydraulics calculations. A design of a gas cooled fast breeder reactor (GCFBR), with thermal–hydraulics, and energy transfer has been used for the demonstration of this method. MCNP6 is used to simulate the GCFBR design, and perform the necessary criticality calculations. Java is used to build and run input samples, and to extract data from the output files of MCNP6, and R is used to perform regression analysis and other multivariate variance, and analysis of the collinearity of data

LBLOCA sensitivity analysis using meta models

International Nuclear Information System (INIS)

Villamizar, M.; Sanchez-Saez, F.; Villanueva, J.F.; Carlos, S.; Sanchez, A.I.; Martorell, S.

2014-01-01

This paper presents an approach to perform the sensitivity analysis of the results of simulation of thermal hydraulic codes within a BEPU approach. Sensitivity analysis is based on the computation of Sobol' indices that makes use of a meta model, It presents also an application to a Large-Break Loss of Coolant Accident, LBLOCA, in the cold leg of a pressurized water reactor, PWR, addressing the results of the BEMUSE program and using the thermal-hydraulic code TRACE. (authors)

Sensitivity analysis for matched pair analysis of binary data: From worst case to average case analysis.

Science.gov (United States)

Hasegawa, Raiden; Small, Dylan

2017-12-01

In matched observational studies where treatment assignment is not randomized, sensitivity analysis helps investigators determine how sensitive their estimated treatment effect is to some unmeasured confounder. The standard approach calibrates the sensitivity analysis according to the worst case bias in a pair. This approach will result in a conservative sensitivity analysis if the worst case bias does not hold in every pair. In this paper, we show that for binary data, the standard approach can be calibrated in terms of the average bias in a pair rather than worst case bias. When the worst case bias and average bias differ, the average bias interpretation results in a less conservative sensitivity analysis and more power. In many studies, the average case calibration may also carry a more natural interpretation than the worst case calibration and may also allow researchers to incorporate additional data to establish an empirical basis with which to calibrate a sensitivity analysis. We illustrate this with a study of the effects of cellphone use on the incidence of automobile accidents. Finally, we extend the average case calibration to the sensitivity analysis of confidence intervals for attributable effects. © 2017, The International Biometric Society.

Applied survival analysis using R

CERN Document Server

Moore, Dirk F

2016-01-01

Applied Survival Analysis Using R covers the main principles of survival analysis, gives examples of how it is applied, and teaches how to put those principles to use to analyze data using R as a vehicle. Survival data, where the primary outcome is time to a specific event, arise in many areas of biomedical research, including clinical trials, epidemiological studies, and studies of animals. Many survival methods are extensions of techniques used in linear regression and categorical data, while other aspects of this field are unique to survival data. This text employs numerous actual examples to illustrate survival curve estimation, comparison of survivals of different groups, proper accounting for censoring and truncation, model variable selection, and residual analysis. Because explaining survival analysis requires more advanced mathematics than many other statistical topics, this book is organized with basic concepts and most frequently used procedures covered in earlier chapters, with more advanced topics...

Sensitivity analysis of Monju using ERANOS with JENDL-4.0

International Nuclear Information System (INIS)

Tamagno, P.; Van Rooijen, W. F. G.; Takeda, T.; Konomura, M.

2012-01-01

This paper deals with sensitivity analysis using JENDL-4.0 nuclear data applied to the Monju reactor. In 2010 the Japan Atomic Energy Agency - JAEA - released a new set of nuclear data: JENDL-4.0. This new evaluation is expected to contain improved data on actinides and covariance matrices. Covariance matrices are a key point in quantification of uncertainties due to basic nuclear data. For sensitivity analysis, the well-established ERANOS [1] code was chosen because of its integrated modules that allow users to perform a sensitivity analysis of complex reactor geometries. A JENDL-4.0 cross-section library is not available for ERANOS. Therefore a cross-section library had to be made from the original nuclear data set, available as ENDF formatted files. This is achieved by using the following codes: NJOY, CALENDF, MERGE and GECCO in order to create a library for the ECCO cell code (part of ERANOS). In order to make sure of the accuracy of the new ECCO library, two benchmark experiments have been analyzed: the MZA and MZB cores of the MOZART program measured at the ZEBRA facility in the UK. These were chosen due to their similarity to the Monju core. Using the JENDL-4.0 ECCO library we have analyzed the criticality of Monju during the restart in 2010. We have obtained good agreement with the measured criticality. Perturbation calculations have been performed between JENDL-3.3 and JENDL-4.0 based models. The isotopes 239 Pu, 238 U, 241 Am and 241 Pu account for a major part of observed differences. (authors)

Applied regression analysis a research tool

CERN Document Server

Pantula, Sastry; Dickey, David

1998-01-01

Least squares estimation, when used appropriately, is a powerful research tool. A deeper understanding of the regression concepts is essential for achieving optimal benefits from a least squares analysis. This book builds on the fundamentals of statistical methods and provides appropriate concepts that will allow a scientist to use least squares as an effective research tool. Applied Regression Analysis is aimed at the scientist who wishes to gain a working knowledge of regression analysis. The basic purpose of this book is to develop an understanding of least squares and related statistical methods without becoming excessively mathematical. It is the outgrowth of more than 30 years of consulting experience with scientists and many years of teaching an applied regression course to graduate students. Applied Regression Analysis serves as an excellent text for a service course on regression for non-statisticians and as a reference for researchers. It also provides a bridge between a two-semester introduction to...

Sensitivity analysis by experimental design and metamodelling : case study on simulation in national animal disease control

NARCIS (Netherlands)

Vonk Noordegraaf, A.; Nielen, M.; Kleijnen, J.P.C.

2003-01-01

Simulation is a frequently applied tool in the discipline of animal health economics. Application of sensitivity analysis, however, is often limited to changing only one factor at a time (OAT designs). In this study, the statistical techniques of Design of Experiments (DOE) and regression

Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion

International Nuclear Information System (INIS)

Garcia-Cabrejo, Oscar; Valocchi, Albert

2014-01-01

Many mathematical and computational models used in engineering produce multivariate output that shows some degree of correlation. However, conventional approaches to Global Sensitivity Analysis (GSA) assume that the output variable is scalar. These approaches are applied on each output variable leading to a large number of sensitivity indices that shows a high degree of redundancy making the interpretation of the results difficult. Two approaches have been proposed for GSA in the case of multivariate output: output decomposition approach [9] and covariance decomposition approach [14] but they are computationally intensive for most practical problems. In this paper, Polynomial Chaos Expansion (PCE) is used for an efficient GSA with multivariate output. The results indicate that PCE allows efficient estimation of the covariance matrix and GSA on the coefficients in the approach defined by Campbell et al. [9], and the development of analytical expressions for the multivariate sensitivity indices defined by Gamboa et al. [14]. - Highlights: • PCE increases computational efficiency in 2 approaches of GSA of multivariate output. • Efficient estimation of covariance matrix of output from coefficients of PCE. • Efficient GSA on coefficients of orthogonal decomposition of the output using PCE. • Analytical expressions of multivariate sensitivity indices from coefficients of PCE

Measurement and analysis of field-induced crystallographic texture using curved position-sensitive diffraction detectors

DEFF Research Database (Denmark)

Simons, Hugh; Daniels, John E.; Studer, Andrew J.

2014-01-01

This paper outlines measurement and analysis methodologies created for determining the structural responses of electroceramics to an electric field. A sample stage is developed to apply electric fields to ceramic materials at elevated temperatures during neutron diffraction experiments. The tested...... employing a curved positive sensitive detector. Methodologies are proposed to account for the geometrical effects when vector fields are applied to textured materials with angularly dispersive detector geometries. Representative results are presented for the ferroelectric (Bi1/2Na1/2)TiO3-6%BaTiO3 (BNT-6BT...

Frontier Assignment for Sensitivity Analysis of Data Envelopment Analysis

Science.gov (United States)

Naito, Akio; Aoki, Shingo; Tsuji, Hiroshi

To extend the sensitivity analysis capability for DEA (Data Envelopment Analysis), this paper proposes frontier assignment based DEA (FA-DEA). The basic idea of FA-DEA is to allow a decision maker to decide frontier intentionally while the traditional DEA and Super-DEA decide frontier computationally. The features of FA-DEA are as follows: (1) provides chances to exclude extra-influential DMU (Decision Making Unit) and finds extra-ordinal DMU, and (2) includes the function of the traditional DEA and Super-DEA so that it is able to deal with sensitivity analysis more flexibly. Simple numerical study has shown the effectiveness of the proposed FA-DEA and the difference from the traditional DEA.

Sensitivity analysis of an environmental model: an application of different analysis methods

International Nuclear Information System (INIS)

Campolongo, Francesca; Saltelli, Andrea

1997-01-01

A parametric sensitivity analysis (SA) was conducted on a well known model for the production of a key sulphur bearing compound from algal biota. The model is of interest because of the climatic relevance of the gas (dimethylsulphide, DMS), an initiator of cloud particles. A screening test at low sample size is applied first (Morris method) followed by a computationally intensive variance based measure. Standardised regression coefficients are also computed. The various SA measures are compared with each other, and the use of bootstrap is suggested to extract empirical confidence bounds on the SA estimators. For some of the input factors, investigators guess about the parameters relevance was confirmed; for some others, the results shed new light on the system mechanism and on the data parametrisation

Sensitivity analysis for large-scale problems

Science.gov (United States)

Noor, Ahmed K.; Whitworth, Sandra L.

1987-01-01

The development of efficient techniques for calculating sensitivity derivatives is studied. The objective is to present a computational procedure for calculating sensitivity derivatives as part of performing structural reanalysis for large-scale problems. The scope is limited to framed type structures. Both linear static analysis and free-vibration eigenvalue problems are considered.

Conversation Analysis in Applied Linguistics

DEFF Research Database (Denmark)

Kasper, Gabriele; Wagner, Johannes

2014-01-01

on applied CA, the application of basic CA's principles, methods, and findings to the study of social domains and practices that are interactionally constituted. We consider three strands—foundational, social problem oriented, and institutional applied CA—before turning to recent developments in CA research...... on learning and development. In conclusion, we address some emerging themes in the relationship of CA and applied linguistics, including the role of multilingualism, standard social science methods as research objects, CA's potential for direct social intervention, and increasing efforts to complement CA......For the last decade, conversation analysis (CA) has increasingly contributed to several established fields in applied linguistics. In this article, we will discuss its methodological contributions. The article distinguishes between basic and applied CA. Basic CA is a sociological endeavor concerned...

Thermodynamics-based Metabolite Sensitivity Analysis in metabolic networks.

Science.gov (United States)

Kiparissides, A; Hatzimanikatis, V

2017-01-01

The increasing availability of large metabolomics datasets enhances the need for computational methodologies that can organize the data in a way that can lead to the inference of meaningful relationships. Knowledge of the metabolic state of a cell and how it responds to various stimuli and extracellular conditions can offer significant insight in the regulatory functions and how to manipulate them. Constraint based methods, such as Flux Balance Analysis (FBA) and Thermodynamics-based flux analysis (TFA), are commonly used to estimate the flow of metabolites through genome-wide metabolic networks, making it possible to identify the ranges of flux values that are consistent with the studied physiological and thermodynamic conditions. However, unless key intracellular fluxes and metabolite concentrations are known, constraint-based models lead to underdetermined problem formulations. This lack of information propagates as uncertainty in the estimation of fluxes and basic reaction properties such as the determination of reaction directionalities. Therefore, knowledge of which metabolites, if measured, would contribute the most to reducing this uncertainty can significantly improve our ability to define the internal state of the cell. In the present work we combine constraint based modeling, Design of Experiments (DoE) and Global Sensitivity Analysis (GSA) into the Thermodynamics-based Metabolite Sensitivity Analysis (TMSA) method. TMSA ranks metabolites comprising a metabolic network based on their ability to constrain the gamut of possible solutions to a limited, thermodynamically consistent set of internal states. TMSA is modular and can be applied to a single reaction, a metabolic pathway or an entire metabolic network. This is, to our knowledge, the first attempt to use metabolic modeling in order to provide a significance ranking of metabolites to guide experimental measurements. Copyright © 2016 International Metabolic Engineering Society. Published by Elsevier

Emergency Load Shedding Strategy Based on Sensitivity Analysis of Relay Operation Margin against Cascading Events

DEFF Research Database (Denmark)

Liu, Zhou; Chen, Zhe; Sun, Haishun Sun

2012-01-01

the runtime emergent states of related system component. Based on sensitivity analysis between the relay operation margin and power system state variables, an optimal load shedding strategy is applied to adjust the emergent states timely before the unwanted relay operation. Load dynamics is also taken...... into account to compensate load shedding amount calculation. And the multi-agent technology is applied for the whole strategy implementation. A test system is built in real time digital simulator (RTDS) and has demonstrated the effectiveness of the proposed strategy.......In order to prevent long term voltage instability and induced cascading events, a load shedding strategy based on the sensitivity of relay operation margin to load powers is discussed and proposed in this paper. The operation margin of critical impedance backup relay is defined to identify...

Applying Turbulence Models to Hydroturbine Flows: A Sensitivity Analysis Using the GAMM Francis Turbine

Science.gov (United States)

Lewis, Bryan; Cimbala, John; Wouden, Alex

2011-11-01

Turbulence models are generally developed to study common academic geometries, such as flat plates and channels. Creating quality computational grids for such geometries is trivial, and allows stringent requirements to be met for boundary layer grid refinement. However, engineering applications, such as flow through hydroturbines, require the analysis of complex, highly curved geometries. To produce body-fitted grids for such geometries, the mesh quality requirements must be relaxed. Relaxing these requirements, along with the complexity of rotating flows, forces turbulence models to be employed beyond their developed scope. This study explores the solution sensitivity to boundary layer grid quality for various turbulence models and boundary conditions currently implemented in OpenFOAM. The following models are resented: k-omega, k-omega SST, k-epsilon, realizable k-epsilon, and RNG k-epsilon. Standard wall functions, adaptive wall functions, and sub-grid integration are compared using various grid refinements. The chosen geometry is the GAMM Francis Turbine because experimental data and comparison computational results are available for this turbine. This research was supported by a grant from the DoE and a National Defense Science and Engineering Graduate Fellowship.

Application of sensitivity analysis to a simplified coupled neutronic thermal-hydraulics transient in a fast reactor using Adjoint techniques

International Nuclear Information System (INIS)

Gilli, L.; Lathouwers, D.; Kloosterman, J.L.; Van der Hagen, T.H.J.J.

2011-01-01

In this paper a method to perform sensitivity analysis for a simplified multi-physics problem is presented. The method is based on the Adjoint Sensitivity Analysis Procedure which is used to apply first order perturbation theory to linear and nonlinear problems using adjoint techniques. The multi-physics problem considered includes a neutronic, a thermo-kinetics, and a thermal-hydraulics part and it is used to model the time dependent behavior of a sodium cooled fast reactor. The adjoint procedure is applied to calculate the sensitivity coefficients with respect to the kinetic parameters of the problem for two reference transients using two different model responses, the results obtained are then compared with the values given by a direct sampling of the forward nonlinear problem. Our first results show that, thanks to modern numerical techniques, the procedure is relatively easy to implement and provides good estimation for most perturbations, making the method appealing for more detailed problems. (author)

The role of sensitivity analysis in assessing uncertainty

International Nuclear Information System (INIS)

Crick, M.J.; Hill, M.D.

1987-01-01

Outside the specialist world of those carrying out performance assessments considerable confusion has arisen about the meanings of sensitivity analysis and uncertainty analysis. In this paper we attempt to reduce this confusion. We then go on to review approaches to sensitivity analysis within the context of assessing uncertainty, and to outline the types of test available to identify sensitive parameters, together with their advantages and disadvantages. The views expressed in this paper are those of the authors; they have not been formally endorsed by the National Radiological Protection Board and should not be interpreted as Board advice

Predicting the fate of micropollutants during wastewater treatment: Calibration and sensitivity analysis.

Science.gov (United States)

Baalbaki, Zeina; Torfs, Elena; Yargeau, Viviane; Vanrolleghem, Peter A

2017-12-01

The presence of micropollutants in the environment and their toxic impacts on the aquatic environment have raised concern about their inefficient removal in wastewater treatment plants. In this study, the fate of micropollutants of four different classes was simulated in a conventional activated sludge plant using a bioreactor micropollutant fate model coupled to a settler model. The latter was based on the Bürger-Diehl model extended for the first time to include micropollutant fate processes. Calibration of model parameters was completed by matching modelling results with full-scale measurements (i.e. including aqueous and particulate phase concentrations of micropollutants) obtained from a 4-day sampling campaign. Modelling results showed that further biodegradation takes place in the sludge blanket of the settler for the highly biodegradable caffeine, underlining the need for a reactive settler model. The adopted Monte Carlo based calibration approach also provided an overview of the model's global sensitivity to the parameters. This analysis showed that for each micropollutant and according to the dominant fate process, a different set of one or more parameters had a significant impact on the model fit, justifying the selection of parameter subsets for model calibration. A dynamic local sensitivity analysis was also performed with the calibrated parameters. This analysis supported the conclusions from the global sensitivity and provided guidance for future sampling campaigns. This study expands the understanding of micropollutant fate models when applied to different micropollutants, in terms of global and local sensitivity to model parameters, as well as the identifiability of the parameters. Copyright © 2017 Elsevier B.V. All rights reserved.

Stochastic sensitivity analysis of periodic attractors in non-autonomous nonlinear dynamical systems based on stroboscopic map

Energy Technology Data Exchange (ETDEWEB)

Guo, Kong-Ming, E-mail: kmguo@xidian.edu.cn [School of Electromechanical Engineering, Xidian University, P.O. Box 187, Xi' an 710071 (China); Jiang, Jun, E-mail: jun.jiang@mail.xjtu.edu.cn [State Key Laboratory for Strength and Vibration, Xi' an Jiaotong University, Xi' an 710049 (China)

2014-07-04

To apply stochastic sensitivity function method, which can estimate the probabilistic distribution of stochastic attractors, to non-autonomous dynamical systems, a 1/N-period stroboscopic map for a periodic motion is constructed in order to discretize the continuous cycle into a discrete one. In this way, the sensitivity analysis of a cycle for discrete map can be utilized and a numerical algorithm for the stochastic sensitivity analysis of periodic solutions of non-autonomous nonlinear dynamical systems under stochastic disturbances is devised. An external excited Duffing oscillator and a parametric excited laser system are studied as examples to show the validity of the proposed method. - Highlights: • A method to analyze sensitivity of stochastic periodic attractors in non-autonomous dynamical systems is proposed. • Probabilistic distribution around periodic attractors in an external excited Φ{sup 6} Duffing system is obtained. • Probabilistic distribution around a periodic attractor in a parametric excited laser system is determined.

Sensitivity Analysis of a Simplified Fire Dynamic Model

DEFF Research Database (Denmark)

Sørensen, Lars Schiøtt; Nielsen, Anker

2015-01-01

This paper discusses a method for performing a sensitivity analysis of parameters used in a simplified fire model for temperature estimates in the upper smoke layer during a fire. The results from the sensitivity analysis can be used when individual parameters affecting fire safety are assessed...

Sensitivity analysis of Monju using ERANOS with JENDL-4.0

Energy Technology Data Exchange (ETDEWEB)

Tamagno, P. [Institut National des Sciences et Techniques Nucleaires, INSTN - Point Courrier no 35, Centre CEA de Saclay, F-91191 Gif-sur-Yvette Cedex (France); Van Rooijen, W. F. G.; Takeda, T. [Research Inst. of Nuclear Engineering, Univ. of Fukui, Kanawa-cho 1-2-4, T914-0055 Fukui-ken, Tsuruga-shi (Japan); Konomura, M. [Japan Atomic Energy Agency, FBR Plant Engineering Center, Shiraki 1, 919-1279 Fukui-ken, Tsuruga-shi (Japan)

2012-07-01

This paper deals with sensitivity analysis using JENDL-4.0 nuclear data applied to the Monju reactor. In 2010 the Japan Atomic Energy Agency - JAEA - released a new set of nuclear data: JENDL-4.0. This new evaluation is expected to contain improved data on actinides and covariance matrices. Covariance matrices are a key point in quantification of uncertainties due to basic nuclear data. For sensitivity analysis, the well-established ERANOS [1] code was chosen because of its integrated modules that allow users to perform a sensitivity analysis of complex reactor geometries. A JENDL-4.0 cross-section library is not available for ERANOS. Therefore a cross-section library had to be made from the original nuclear data set, available as ENDF formatted files. This is achieved by using the following codes: NJOY, CALENDF, MERGE and GECCO in order to create a library for the ECCO cell code (part of ERANOS). In order to make sure of the accuracy of the new ECCO library, two benchmark experiments have been analyzed: the MZA and MZB cores of the MOZART program measured at the ZEBRA facility in the UK. These were chosen due to their similarity to the Monju core. Using the JENDL-4.0 ECCO library we have analyzed the criticality of Monju during the restart in 2010. We have obtained good agreement with the measured criticality. Perturbation calculations have been performed between JENDL-3.3 and JENDL-4.0 based models. The isotopes {sup 239}Pu, {sup 238}U, {sup 241}Am and {sup 241}Pu account for a major part of observed differences. (authors)

Pixel-Level Decorrelation and BiLinearly Interpolated Subpixel Sensitivity applied to WASP-29b

Science.gov (United States)

Challener, Ryan; Harrington, Joseph; Cubillos, Patricio; Blecic, Jasmina; Deming, Drake

2017-10-01

Measured exoplanet transit and eclipse depths can vary significantly depending on the methodology used, especially at the low S/N levels in Spitzer eclipses. BiLinearly Interpolated Subpixel Sensitivity (BLISS) models a physical, spatial effect, which is independent of any astrophysical effects. Pixel-Level Decorrelation (PLD) uses the relative variations in pixels near the target to correct for flux variations due to telescope motion. PLD is being widely applied to all Spitzer data without a thorough understanding of its behavior. It is a mathematical method derived from a Taylor expansion, and many of its parameters do not have a physical basis. PLD also relies heavily on binning the data to remove short time-scale variations, which can artifically smooth the data. We applied both methods to 4 eclipse observations of WASP-29b, a Saturn-sized planet, which was observed twice with the 3.6 µm and twice with the 4.5 µm channels of Spitzer's IRAC in 2010, 2011 and 2014 (programs 60003, 70084, and 10054, respectively). We compare the resulting eclipse depths and midpoints from each model, assess each method's ability to remove correlated noise, and discuss how to choose or combine the best data analysis methods. We also refined the orbit from eclipse timings, detecting a significant nonzero eccentricity, and we used our Bayesian Atmospheric Radiative Transfer (BART) code to retrieve the planet's atmosphere, which is consistent with a blackbody. Spitzer is operated by the Jet Propulsion Laboratory, California Institute of Technology, under a contract with NASA. This work was supported by NASA Planetary Atmospheres grant NNX12AI69G and NASA Astrophysics Data Analysis Program grant NNX13AF38G.

New enhanced sensitivity infrared laser spectroscopy techniques applied to reactive plasmas and trace gas detection

NARCIS (Netherlands)

Welzel, S.

2009-01-01

Infrared laser absorption spectroscopy (IRLAS) employing both tuneable diode and quantum cascade lasers (TDLs, QCLs) has been applied with both high sensitivity and high time resolution to plasma diagnostics and trace gas measurements. TDLAS combined with a conventional White type multiple pass cell

Probabilistic sensitivity analysis in health economics.

Science.gov (United States)

Baio, Gianluca; Dawid, A Philip

2015-12-01

Health economic evaluations have recently become an important part of the clinical and medical research process and have built upon more advanced statistical decision-theoretic foundations. In some contexts, it is officially required that uncertainty about both parameters and observable variables be properly taken into account, increasingly often by means of Bayesian methods. Among these, probabilistic sensitivity analysis has assumed a predominant role. The objective of this article is to review the problem of health economic assessment from the standpoint of Bayesian statistical decision theory with particular attention to the philosophy underlying the procedures for sensitivity analysis. © The Author(s) 2011.

Sensitivity analysis for missing data in regulatory submissions.

Science.gov (United States)

Permutt, Thomas

2016-07-30

The National Research Council Panel on Handling Missing Data in Clinical Trials recommended that sensitivity analyses have to be part of the primary reporting of findings from clinical trials. Their specific recommendations, however, seem not to have been taken up rapidly by sponsors of regulatory submissions. The NRC report's detailed suggestions are along rather different lines than what has been called sensitivity analysis in the regulatory setting up to now. Furthermore, the role of sensitivity analysis in regulatory decision-making, although discussed briefly in the NRC report, remains unclear. This paper will examine previous ideas of sensitivity analysis with a view to explaining how the NRC panel's recommendations are different and possibly better suited to coping with present problems of missing data in the regulatory setting. It will also discuss, in more detail than the NRC report, the relevance of sensitivity analysis to decision-making, both for applicants and for regulators. Published 2015. This article is a U.S. Government work and is in the public domain in the USA. Published 2015. This article is a U.S. Government work and is in the public domain in the USA.

Enviromentally sensitive patch index of desertification risk applied to the main habitats of Sicily

Science.gov (United States)

Duro, A.; Piccione, V.; Ragusa, M. A.; Rapicavoli, V.; Veneziano, V.

2017-07-01

The authors applied the MEDALUS - Mediterranean Desertification and Land Use - procedure to the most representative sicilian habitat by extension, socio-economic and environmental importance, in order to assess the risk of desertification. Thanks to the ESPI, Environmentally Sensitive Patch Index, in this paper the authors estimate the current and future regional levels of desertification risk.

Sensitivity analysis of Portfolio Volatility: Importance of Weights, Sectors and the Impact of Trading Strategies

OpenAIRE

E. Borgonovo; PERCOCO M

2007-01-01

This work discusses the Sensitivity Analysis (SA) of portfolio volatility ( σ_{p}) and its role in the interpretation of trading/reallocation strategies. Starting from recent findings in the SA field, we show that results obtained utilizing partial derivatives (PD) or Elasticity (E) cannot be applied to the analysis of the generic trading strategy. We show that such limitations can be overcome by making use of the Differential Importance Measure (D). We also show that, thanks to D additivity ...

Concept analysis of culture applied to nursing.

Science.gov (United States)

Marzilli, Colleen

2014-01-01

Culture is an important concept, especially when applied to nursing. A concept analysis of culture is essential to understanding the meaning of the word. This article applies Rodgers' (2000) concept analysis template and provides a definition of the word culture as it applies to nursing practice. This article supplies examples of the concept of culture to aid the reader in understanding its application to nursing and includes a case study demonstrating components of culture that must be respected and included when providing health care.

Variance-based sensitivity analysis for wastewater treatment plant modelling.

Science.gov (United States)

Cosenza, Alida; Mannina, Giorgio; Vanrolleghem, Peter A; Neumann, Marc B

2014-02-01

Global sensitivity analysis (GSA) is a valuable tool to support the use of mathematical models that characterise technical or natural systems. In the field of wastewater modelling, most of the recent applications of GSA use either regression-based methods, which require close to linear relationships between the model outputs and model factors, or screening methods, which only yield qualitative results. However, due to the characteristics of membrane bioreactors (MBR) (non-linear kinetics, complexity, etc.) there is an interest to adequately quantify the effects of non-linearity and interactions. This can be achieved with variance-based sensitivity analysis methods. In this paper, the Extended Fourier Amplitude Sensitivity Testing (Extended-FAST) method is applied to an integrated activated sludge model (ASM2d) for an MBR system including microbial product formation and physical separation processes. Twenty-one model outputs located throughout the different sections of the bioreactor and 79 model factors are considered. Significant interactions among the model factors are found. Contrary to previous GSA studies for ASM models, we find the relationship between variables and factors to be non-linear and non-additive. By analysing the pattern of the variance decomposition along the plant, the model factors having the highest variance contributions were identified. This study demonstrates the usefulness of variance-based methods in membrane bioreactor modelling where, due to the presence of membranes and different operating conditions than those typically found in conventional activated sludge systems, several highly non-linear effects are present. Further, the obtained results highlight the relevant role played by the modelling approach for MBR taking into account simultaneously biological and physical processes. © 2013.

Sensitivity Analysis of Criticality for Different Nuclear Fuel Shapes

Energy Technology Data Exchange (ETDEWEB)

Kang, Hyun Sik; Jang, Misuk; Kim, Seoung Rae [NESS, Daejeon (Korea, Republic of)

2016-10-15

Rod-type nuclear fuel was mainly developed in the past, but recent study has been extended to plate-type nuclear fuel. Therefore, this paper reviews the sensitivity of criticality according to different shapes of nuclear fuel types. Criticality analysis was performed using MCNP5. MCNP5 is well-known Monte Carlo codes for criticality analysis and a general-purpose Monte Carlo N-Particle code that can be used for neutron, photon, electron or coupled neutron / photon / electron transport, including the capability to calculate eigenvalues for critical systems. We performed the sensitivity analysis of criticality for different fuel shapes. In sensitivity analysis for simple fuel shapes, the criticality is proportional to the surface area. But for fuel Assembly types, it is not proportional to the surface area. In sensitivity analysis for intervals between plates, the criticality is greater as the interval increases, but if the interval is greater than 8mm, it showed an opposite trend that the criticality decrease by a larger interval. As a result, it has failed to obtain the logical content to be described in common for all cases. The sensitivity analysis of Criticality would be always required whenever subject to be analyzed is changed.

Sensitivity Analysis of Criticality for Different Nuclear Fuel Shapes

International Nuclear Information System (INIS)

Kang, Hyun Sik; Jang, Misuk; Kim, Seoung Rae

2016-01-01

Rod-type nuclear fuel was mainly developed in the past, but recent study has been extended to plate-type nuclear fuel. Therefore, this paper reviews the sensitivity of criticality according to different shapes of nuclear fuel types. Criticality analysis was performed using MCNP5. MCNP5 is well-known Monte Carlo codes for criticality analysis and a general-purpose Monte Carlo N-Particle code that can be used for neutron, photon, electron or coupled neutron / photon / electron transport, including the capability to calculate eigenvalues for critical systems. We performed the sensitivity analysis of criticality for different fuel shapes. In sensitivity analysis for simple fuel shapes, the criticality is proportional to the surface area. But for fuel Assembly types, it is not proportional to the surface area. In sensitivity analysis for intervals between plates, the criticality is greater as the interval increases, but if the interval is greater than 8mm, it showed an opposite trend that the criticality decrease by a larger interval. As a result, it has failed to obtain the logical content to be described in common for all cases. The sensitivity analysis of Criticality would be always required whenever subject to be analyzed is changed

The role of sensitivity analysis in probabilistic safety assessment

International Nuclear Information System (INIS)

Hirschberg, S.; Knochenhauer, M.

1987-01-01

The paper describes several items suitable for close examination by means of application of sensitivity analysis, when performing a level 1 PSA. Sensitivity analyses are performed with respect to; (1) boundary conditions, (2) operator actions, and (3) treatment of common cause failures (CCFs). The items of main interest are identified continuously in the course of performing a PSA, as well as by scrutinising the final results. The practical aspects of sensitivity analysis are illustrated by several applications from a recent PSA study (ASEA-ATOM BWR 75). It is concluded that sensitivity analysis leads to insights important for analysts, reviewers and decision makers. (orig./HP)

Global Sensitivity Analysis of Environmental Models: Convergence, Robustness and Validation

Science.gov (United States)

Sarrazin, Fanny; Pianosi, Francesca; Khorashadi Zadeh, Farkhondeh; Van Griensven, Ann; Wagener, Thorsten

2015-04-01

Global Sensitivity Analysis aims to characterize the impact that variations in model input factors (e.g. the parameters) have on the model output (e.g. simulated streamflow). In sampling-based Global Sensitivity Analysis, the sample size has to be chosen carefully in order to obtain reliable sensitivity estimates while spending computational resources efficiently. Furthermore, insensitive parameters are typically identified through the definition of a screening threshold: the theoretical value of their sensitivity index is zero but in a sampling-base framework they regularly take non-zero values. There is little guidance available for these two steps in environmental modelling though. The objective of the present study is to support modellers in making appropriate choices, regarding both sample size and screening threshold, so that a robust sensitivity analysis can be implemented. We performed sensitivity analysis for the parameters of three hydrological models with increasing level of complexity (Hymod, HBV and SWAT), and tested three widely used sensitivity analysis methods (Elementary Effect Test or method of Morris, Regional Sensitivity Analysis, and Variance-Based Sensitivity Analysis). We defined criteria based on a bootstrap approach to assess three different types of convergence: the convergence of the value of the sensitivity indices, of the ranking (the ordering among the parameters) and of the screening (the identification of the insensitive parameters). We investigated the screening threshold through the definition of a validation procedure. The results showed that full convergence of the value of the sensitivity indices is not necessarily needed to rank or to screen the model input factors. Furthermore, typical values of the sample sizes that are reported in the literature can be well below the sample sizes that actually ensure convergence of ranking and screening.

Sensitivity analysis of Takagi-Sugeno-Kang rainfall-runoff fuzzy models

Directory of Open Access Journals (Sweden)

A. P. Jacquin

2009-01-01

Full Text Available This paper is concerned with the sensitivity analysis of the model parameters of the Takagi-Sugeno-Kang fuzzy rainfall-runoff models previously developed by the authors. These models are classified in two types of fuzzy models, where the first type is intended to account for the effect of changes in catchment wetness and the second type incorporates seasonality as a source of non-linearity. The sensitivity analysis is performed using two global sensitivity analysis methods, namely Regional Sensitivity Analysis and Sobol's variance decomposition. The data of six catchments from different geographical locations and sizes are used in the sensitivity analysis. The sensitivity of the model parameters is analysed in terms of several measures of goodness of fit, assessing the model performance from different points of view. These measures include the Nash-Sutcliffe criteria, volumetric errors and peak errors. The results show that the sensitivity of the model parameters depends on both the catchment type and the measure used to assess the model performance.

Sample application of sensitivity/uncertainty analysis techniques to a groundwater transport problem. National Low-Level Waste Management Program

International Nuclear Information System (INIS)

Seitz, R.R.; Rood, A.S.; Harris, G.A.; Maheras, S.J.; Kotecki, M.

1991-06-01

The primary objective of this document is to provide sample applications of selected sensitivity and uncertainty analysis techniques within the context of the radiological performance assessment process. These applications were drawn from the companion document Guidelines for Sensitivity and Uncertainty Analyses of Low-Level Radioactive Waste Performance Assessment Computer Codes (S. Maheras and M. Kotecki, DOE/LLW-100, 1990). Three techniques are illustrated in this document: one-factor-at-a-time (OFAT) analysis, fractional factorial design, and Latin hypercube sampling. The report also illustrates the differences in sensitivity and uncertainty analysis at the early and latter stages of the performance assessment process, and potential pitfalls that can be encountered when applying the techniques. The emphasis is on application of the techniques as opposed to the actual results, since the results are hypothetical and are not based on site-specific conditions

Sensitivity Analysis of Simulation Models

NARCIS (Netherlands)

Kleijnen, J.P.C.

2009-01-01

This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models; namely, resolution-III designs including fractional-factorial two-level designs for first-order polynomial

Robust Stability Clearance of Flight Control Law Based on Global Sensitivity Analysis

Directory of Open Access Journals (Sweden)

Liuli Ou

2014-01-01

Full Text Available To validate the robust stability of the flight control system of hypersonic flight vehicle, which suffers from a large number of parametrical uncertainties, a new clearance framework based on structural singular value (μ theory and global uncertainty sensitivity analysis (SA is proposed. In this framework, SA serves as the preprocess of uncertain model to be analysed to help engineers to determine which uncertainties affect the stability of the closed loop system more slightly. By ignoring these unimportant uncertainties, the calculation of μ can be simplified. Instead of analysing the effect of uncertainties on μ which involves solving optimal problems repeatedly, a simpler stability analysis function which represents the effect of uncertainties on closed loop poles is proposed. Based on this stability analysis function, Sobol’s method, the most widely used global SA method, is extended and applied to the new clearance framework due to its suitability for system with strong nonlinearity and input factors varying in large interval, as well as input factors subjecting to random distributions. In this method, the sensitive indices can be estimated via Monte Carlo simulation conveniently. An example is given to illustrate the efficiency of the proposed method.

Sobol' sensitivity analysis for stressor impacts on honeybee ...

Science.gov (United States)

We employ Monte Carlo simulation and nonlinear sensitivity analysis techniques to describe the dynamics of a bee exposure model, VarroaPop. Daily simulations are performed of hive population trajectories, taking into account queen strength, foraging success, mite impacts, weather, colony resources, population structure, and other important variables. This allows us to test the effects of defined pesticide exposure scenarios versus controlled simulations that lack pesticide exposure. The daily resolution of the model also allows us to conditionally identify sensitivity metrics. We use the variancebased global decomposition sensitivity analysis method, Sobol’, to assess firstand secondorder parameter sensitivities within VarroaPop, allowing us to determine how variance in the output is attributed to each of the input variables across different exposure scenarios. Simulations with VarroaPop indicate queen strength, forager life span and pesticide toxicity parameters are consistent, critical inputs for colony dynamics. Further analysis also reveals that the relative importance of these parameters fluctuates throughout the simulation period according to the status of other inputs. Our preliminary results show that model variability is conditional and can be attributed to different parameters depending on different timescales. By using sensitivity analysis to assess model output and variability, calibrations of simulation models can be better informed to yield more

Moving Forward: Positive Behavior Support and Applied Behavior Analysis

Science.gov (United States)

Tincani, Matt

2007-01-01

A controversy has emerged about the relationship between positive behavior support and applied behavior analysis. Some behavior analysts suggest that positive behavior support and applied behavior analysis are the same (e.g., Carr & Sidener, 2002). Others argue that positive behavior support is harmful to applied behavior analysis (e.g., Johnston,…

Sensitivity analysis of the RESRAD, a dose assessment code

International Nuclear Information System (INIS)

Yu, C.; Cheng, J.J.; Zielen, A.J.

1991-01-01

The RESRAD code is a pathway analysis code that is designed to calculate radiation doses and derive soil cleanup criteria for the US Department of Energy's environmental restoration and waste management program. the RESRAD code uses various pathway and consumption-rate parameters such as soil properties and food ingestion rates in performing such calculations and derivations. As with any predictive model, the accuracy of the predictions depends on the accuracy of the input parameters. This paper summarizes the results of a sensitivity analysis of RESRAD input parameters. Three methods were used to perform the sensitivity analysis: (1) Gradient Enhanced Software System (GRESS) sensitivity analysis software package developed at oak Ridge National Laboratory; (2) direct perturbation of input parameters; and (3) built-in graphic package that shows parameter sensitivities while the RESRAD code is operational

Improvement technique of sensitized HAZ by GTAW cladding applied to a BWR power plant

International Nuclear Information System (INIS)

Tujimura, Hiroshi; Tamai, Yasumasa; Furukawa, Hideyasu; Kurosawa, Kouichi; Chiba, Isao; Nomura, Keiichi.

1995-01-01

A SCC(Stress Corrosion Cracking)-resistant technique, in which the sleeve installed by expansion is melted by GTAW process without filler metal with outside water cooling, was developed. The technique was applied to ICM (In-Core Monitor) housings of a BWR power plant in 1993. The ICM housings of which materials are type 304 Stainless Steels are sensitized with high tensile residual stresses by welding to the RPV (Reactor Pressure Vessel). As the result, ICM housings have potential of SCC initiation. Therefore, the improvement technique resistant to SCC was needed. The technique can improve chemical composition of the housing inside and residual stresses of the housing outside at the same time. Sensitization of the housing inner surface area is eliminated by replacing low-carbon with proper-ferrite microstructure clad. High tensile residual stresses of housing outside surface area is improved into compressive side. Compressive stresses of outside surface are induced by thermal stresses which are caused by inside cladding with outside water cooling. The clad is required to be low-carbon metal with proper ferrite and not to have the new sensitized HAZ (Heat Affected Zone) on the surface by cladding. The effect of the technique was qualified by SCC test, chemical composition check, ferrite content measurement and residual stresses measurement etc. All equipment for remote application were developed and qualified, too. The technique was successfully applied to a BWR plant after sufficient training

Sensitivity analysis on a dose-calculation model for the terrestrial food-chain pathway

International Nuclear Information System (INIS)

Abdel-Aal, M.M.

1994-01-01

Parameter uncertainty and sensitivity were applied to the U.S. Regulatory Commission's (NRC) Regulatory Guide 1.109 (1977) models for calculating the ingestion dose via a terrestrial food-chain pathway in order to assess the transport of chronically released, low-level effluents from light-water reactors. In the analysis, we used the generation of latin hypercube samples (LHS) and employed a constrained sampling scheme. The generation of these samples is based on information supplied to the LHS program for variables or parameters. The actually sampled values are used to form vectors of variables that are commonly used as inputs to computer models for the purpose of sensitivity and uncertainty analysis. Regulatory models consider the concentrations of radionuclides that are deposited on plant tissues or lead to root uptake of nuclides initially deposited on soil. We also consider concentrations in milk and beef as a consequence of grazing on contaminated pasture or ingestion of contaminated feed by dairy and beef cattle. The radionuclides Sr-90 and Cs-137 were selected for evaluation. The most sensitive input parameters for the model were the ground-dispersion parameter, release rates of radionuclides, and soil-to-plant transfer coefficients of radionuclides. (Author)

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

Energy Technology Data Exchange (ETDEWEB)

Picard, Richard Roy [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bhat, Kabekode Ghanasham [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-07-18

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

Sensitivity and uncertainty analyses applied to criticality safety validation, methods development. Volume 1

International Nuclear Information System (INIS)

Broadhead, B.L.; Hopper, C.M.; Childs, R.L.; Parks, C.V.

1999-01-01

This report presents the application of sensitivity and uncertainty (S/U) analysis methodologies to the code/data validation tasks of a criticality safety computational study. Sensitivity and uncertainty analysis methods were first developed for application to fast reactor studies in the 1970s. This work has revitalized and updated the available S/U computational capabilities such that they can be used as prototypic modules of the SCALE code system, which contains criticality analysis tools currently used by criticality safety practitioners. After complete development, simplified tools are expected to be released for general use. The S/U methods that are presented in this volume are designed to provide a formal means of establishing the range (or area) of applicability for criticality safety data validation studies. The development of parameters that are analogous to the standard trending parameters forms the key to the technique. These parameters are the D parameters, which represent the differences by group of sensitivity profiles, and the ck parameters, which are the correlation coefficients for the calculational uncertainties between systems; each set of parameters gives information relative to the similarity between pairs of selected systems, e.g., a critical experiment and a specific real-world system (the application)

Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

Science.gov (United States)

Yan, Fuyong; Han, De-Hua

2018-04-01

There is significant uncertainty in measuring the Thomsen’s parameter δ in laboratory even though the dimensions and orientations of the rock samples are known. It is expected that more challenges will be encountered in the estimating of the seismic anisotropy parameters from field seismic data. Based on Monte Carlo simulation of vertical transversely isotropic layer cake model using the database of laboratory anisotropy measurement from the literature, we apply the commonly used quartic non-hyperbolic reflection moveout equation to estimate the seismic anisotropy parameters and test its accuracy and sensitivities to the source-receive offset, vertical interval velocity error and time picking error. The testing results show that the methodology works perfectly for noise-free synthetic data with short spread length. However, this method is extremely sensitive to the time picking error caused by mild random noises, and it requires the spread length to be greater than the depth of the reflection event. The uncertainties increase rapidly for the deeper layers and the estimated anisotropy parameters can be very unreliable for a layer with more than five overlain layers. It is possible that an isotropic formation can be misinterpreted as a strong anisotropic formation. The sensitivity analysis should provide useful guidance on how to group the reflection events and build a suitable geological model for anisotropy parameter inversion.

Application of perturbation methods and sensitivity analysis to water hammer problems in hydraulic networks

International Nuclear Information System (INIS)

Balino, Jorge L.; Larreteguy, Axel E.; Andrade Lima, Fernando R.

1995-01-01

The differential method was applied to the sensitivity analysis for water hammer problems in hydraulic networks. Starting from the classical water hammer equations in a single-phase liquid with friction, the state vector comprising the piezometric head and the velocity was defined. Applying the differential method the adjoint operator, the adjoint equations with the general form of their boundary conditions, and the general form of the bilinear concomitant were calculated. The discretized adjoint equations and the corresponding boundary conditions were programmed and solved by using the so called method of characteristics. As an example, a constant-level tank connected through a pipe to a valve discharging to atmosphere was considered. The bilinear concomitant was calculated for this particular case. The corresponding sensitivity coefficients due to the variation of different parameters by using both the differential method and the response surface generated by the computer code WHAT were also calculated. The results obtained with these methods show excellent agreement. (author). 11 refs, 2 figs, 2 tabs

Evaluation of the Potential Sensitization of Chlorogenic Acid: A Meta-Analysis

Directory of Open Access Journals (Sweden)

Mingbao Lin

2013-01-01

Full Text Available Chlorogenic acid (CGA widely exists in many plants, which are used as medicinal substances in traditional Chinese medicine injectables (TCMIs that have been widely applied in clinical treatments. However, it is still controversial whether CGA is responsible for TCMIs-related hypersensitivity. Several studies have been performed to evaluate its potential sensitization property, but the results were inconclusive. Therefore, the aim of this study was to evaluate its potential sensitization systematically using meta-analysis based on data extracted from literatures, searching databases of PubMed, EMBASE, ISI Web of Knowledge, CNKI, VIP, and CHINAINFO from January 1979 to October 2012, a total of 108 articles were retrieved by electronic search strategy, out of which 13 studies met the inclusion criteria. In ASA test, odds ratio of behavior changes was 4.33 (1.62, 11.60, showing significant changes after CGA treatment (P=0.004. Serum IgG, serum histamine, PLN cellularity, and IgG1 AFCs were significantly enhanced after CGA treatment (P<0.05. Totally, these results indicated that CGA could induce a positive reaction in potential sensitization, and intravenous administration of it might be a key factor for sensitization triggering, which could at least warrant more careful application of TCMIs containing CGA in clinical practices.

Uncertainty and sensitivity analysis of the nuclear fuel thermal behavior

Energy Technology Data Exchange (ETDEWEB)

Boulore, A., E-mail: antoine.boulore@cea.fr [Commissariat a l' Energie Atomique (CEA), DEN, Fuel Research Department, 13108 Saint-Paul-lez-Durance (France); Struzik, C. [Commissariat a l' Energie Atomique (CEA), DEN, Fuel Research Department, 13108 Saint-Paul-lez-Durance (France); Gaudier, F. [Commissariat a l' Energie Atomique (CEA), DEN, Systems and Structure Modeling Department, 91191 Gif-sur-Yvette (France)

2012-12-15

Highlights: Black-Right-Pointing-Pointer A complete quantitative method for uncertainty propagation and sensitivity analysis is applied. Black-Right-Pointing-Pointer The thermal conductivity of UO{sub 2} is modeled as a random variable. Black-Right-Pointing-Pointer The first source of uncertainty is the linear heat rate. Black-Right-Pointing-Pointer The second source of uncertainty is the thermal conductivity of the fuel. - Abstract: In the global framework of nuclear fuel behavior simulation, the response of the models describing the physical phenomena occurring during the irradiation in reactor is mainly conditioned by the confidence in the calculated temperature of the fuel. Amongst all parameters influencing the temperature calculation in our fuel rod simulation code (METEOR V2), several sources of uncertainty have been identified as being the most sensitive: thermal conductivity of UO{sub 2}, radial distribution of power in the fuel pellet, local linear heat rate in the fuel rod, geometry of the pellet and thermal transfer in the gap. Expert judgment and inverse methods have been used to model the uncertainty of these parameters using theoretical distributions and correlation matrices. Propagation of these uncertainties in the METEOR V2 code using the URANIE framework and a Monte-Carlo technique has been performed in different experimental irradiations of UO{sub 2} fuel. At every time step of the simulated experiments, we get a temperature statistical distribution which results from the initial distributions of the uncertain parameters. We then can estimate confidence intervals of the calculated temperature. In order to quantify the sensitivity of the calculated temperature to each of the uncertain input parameters and data, we have also performed a sensitivity analysis using the Sobol' indices at first order.

Sensitivity analysis using probability bounding

International Nuclear Information System (INIS)

Ferson, Scott; Troy Tucker, W.

2006-01-01

Probability bounds analysis (PBA) provides analysts a convenient means to characterize the neighborhood of possible results that would be obtained from plausible alternative inputs in probabilistic calculations. We show the relationship between PBA and the methods of interval analysis and probabilistic uncertainty analysis from which it is jointly derived, and indicate how the method can be used to assess the quality of probabilistic models such as those developed in Monte Carlo simulations for risk analyses. We also illustrate how a sensitivity analysis can be conducted within a PBA by pinching inputs to precise distributions or real values

A Sensitivity Study for an Evaluation of Input Parameters Effect on a Preliminary Probabilistic Tsunami Hazard Analysis

Energy Technology Data Exchange (ETDEWEB)

Rhee, Hyun-Me; Kim, Min Kyu; Choi, In-Kil [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Sheen, Dong-Hoon [Chonnam National University, Gwangju (Korea, Republic of)

2014-10-15

The tsunami hazard analysis has been based on the seismic hazard analysis. The seismic hazard analysis has been performed by using the deterministic method and the probabilistic method. To consider the uncertainties in hazard analysis, the probabilistic method has been regarded as attractive approach. The various parameters and their weight are considered by using the logic tree approach in the probabilistic method. The uncertainties of parameters should be suggested by analyzing the sensitivity because the various parameters are used in the hazard analysis. To apply the probabilistic tsunami hazard analysis, the preliminary study for the Ulchin NPP site had been performed. The information on the fault sources which was published by the Atomic Energy Society of Japan (AESJ) had been used in the preliminary study. The tsunami propagation was simulated by using the TSUNAMI{sub 1}.0 which was developed by Japan Nuclear Energy Safety Organization (JNES). The wave parameters have been estimated from the result of tsunami simulation. In this study, the sensitivity analysis for the fault sources which were selected in the previous studies has been performed. To analyze the effect of the parameters, the sensitivity analysis for the E3 fault source which was published by AESJ was performed. The effect of the recurrence interval, the potential maximum magnitude, and the beta were suggested by the sensitivity analysis results. Level of annual exceedance probability has been affected by the recurrence interval.. Wave heights have been influenced by the potential maximum magnitude and the beta. In the future, the sensitivity analysis for the all fault sources in the western part of Japan which were published AESJ would be performed.

Application of Ensemble Sensitivity Analysis to Observation Targeting for Short-term Wind Speed Forecasting in the Tehachapi Region Winter Season

Energy Technology Data Exchange (ETDEWEB)

Zack, John [AWS Truepower, LLC, Albany, NY (United States); Natenberg, Eddie [AWS Truepower, LLC, Albany, NY (United States); Young, Steve [AWS Truepower, LLC, Albany, NY (United States); Van Knowe, Glenn [AWS Truepower, LLC, Albany, NY (United States); Waight, Ken [AWS Truepower, LLC, Albany, NY (United States); Manobainco, John [AWS Truepower, LLC, Albany, NY (United States); Kamath, Chandrika [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

2010-10-20

This study extends the wind power forecast sensitivity work done by Zack et al. (2010a, b) in two prior research efforts. Zack et al. (2010a, b) investigated the relative predictive value and optimal combination of different variables/locations from correlated sensitivity patterns. Their work involved developing the Multiple Observation Optimization Algorithm (MOOA) and applying the algorithm to the results obtained from the Ensemble Sensitivity Analysis (ESA) method (Ancell and Hakim 2007; Torn and Hakim 2008).

Sensitivity analysis of ranked data: from order statistics to quantiles

NARCIS (Netherlands)

Heidergott, B.F.; Volk-Makarewicz, W.

2015-01-01

In this paper we provide the mathematical theory for sensitivity analysis of order statistics of continuous random variables, where the sensitivity is with respect to a distributional parameter. Sensitivity analysis of order statistics over a finite number of observations is discussed before

Sensitivity analysis in remote sensing

CERN Document Server

Ustinov, Eugene A

2015-01-01

This book contains a detailed presentation of general principles of sensitivity analysis as well as their applications to sample cases of remote sensing experiments. An emphasis is made on applications of adjoint problems, because they are more efficient in many practical cases, although their formulation may seem counterintuitive to a beginner. Special attention is paid to forward problems based on higher-order partial differential equations, where a novel matrix operator approach to formulation of corresponding adjoint problems is presented. Sensitivity analysis (SA) serves for quantitative models of physical objects the same purpose, as differential calculus does for functions. SA provides derivatives of model output parameters (observables) with respect to input parameters. In remote sensing SA provides computer-efficient means to compute the jacobians, matrices of partial derivatives of observables with respect to the geophysical parameters of interest. The jacobians are used to solve corresponding inver...

Sensitivity in risk analyses with uncertain numbers.

Energy Technology Data Exchange (ETDEWEB)

Tucker, W. Troy; Ferson, Scott

2006-06-01

Sensitivity analysis is a study of how changes in the inputs to a model influence the results of the model. Many techniques have recently been proposed for use when the model is probabilistic. This report considers the related problem of sensitivity analysis when the model includes uncertain numbers that can involve both aleatory and epistemic uncertainty and the method of calculation is Dempster-Shafer evidence theory or probability bounds analysis. Some traditional methods for sensitivity analysis generalize directly for use with uncertain numbers, but, in some respects, sensitivity analysis for these analyses differs from traditional deterministic or probabilistic sensitivity analyses. A case study of a dike reliability assessment illustrates several methods of sensitivity analysis, including traditional probabilistic assessment, local derivatives, and a ''pinching'' strategy that hypothetically reduces the epistemic uncertainty or aleatory uncertainty, or both, in an input variable to estimate the reduction of uncertainty in the outputs. The prospects for applying the methods to black box models are also considered.

Interpolation/penalization applied for strength design of 3D thermoelastic structures

DEFF Research Database (Denmark)

Pedersen, Pauli; Pedersen, Niels L.

2012-01-01

compliance. This is proved for thermoelastic structures by sensitivity analysis of compliance that facilitates localized determination of sensitivities, and the compliance is not identical to the total elastic energy (twice strain energy). An explicit formula for the difference is derived and numerically...... parameter interpolation in explicit form is preferred, and the influence of interpolation on compliance sensitivity analysis is included. For direct strength maximization the sensitivity analysis of local von Mises stresses is demanding. An applied recursive procedure to obtain uniform energy density...

LHS (latin hypercubes) sampling of the material properties of steels for the analysis of the global sensitivity in welding numerical simulation

International Nuclear Information System (INIS)

Petelet, Matthieu; Asserin, Olivier; Iooss, Bertrand; Petelet, Matthieu; Loredo, Alexandre

2006-01-01

In this work, the method of sensitivity analysis allowing to identify the inlet data the most influential on the variability of the responses (residual stresses and distortions). Classically, the sensitivity analysis is carried out locally what limits its validity domain to a given material. A global sensitivity analysis method is proposed; it allows to cover a material domain as wide as those of the steels series. A probabilistic modeling giving the variability of the material parameters in the steels series is proposed. The original aspect of this work consists in the use of the sampling method by latin hypercubes (LHS) of the material parameters which forms the inlet data (dependent of temperature) of the numerical simulations. Thus, a statistical approach has been applied to the welding numerical simulation: LHS sampling of the material properties, global sensitivity analysis what has allowed the reduction of the material parameterization. (O.M.)

Time-dependent reliability sensitivity analysis of motion mechanisms

International Nuclear Information System (INIS)

Wei, Pengfei; Song, Jingwen; Lu, Zhenzhou; Yue, Zhufeng

2016-01-01

Reliability sensitivity analysis aims at identifying the source of structure/mechanism failure, and quantifying the effects of each random source or their distribution parameters on failure probability or reliability. In this paper, the time-dependent parametric reliability sensitivity (PRS) analysis as well as the global reliability sensitivity (GRS) analysis is introduced for the motion mechanisms. The PRS indices are defined as the partial derivatives of the time-dependent reliability w.r.t. the distribution parameters of each random input variable, and they quantify the effect of the small change of each distribution parameter on the time-dependent reliability. The GRS indices are defined for quantifying the individual, interaction and total contributions of the uncertainty in each random input variable to the time-dependent reliability. The envelope function method combined with the first order approximation of the motion error function is introduced for efficiently estimating the time-dependent PRS and GRS indices. Both the time-dependent PRS and GRS analysis techniques can be especially useful for reliability-based design. This significance of the proposed methods as well as the effectiveness of the envelope function method for estimating the time-dependent PRS and GRS indices are demonstrated with a four-bar mechanism and a car rack-and-pinion steering linkage. - Highlights: • Time-dependent parametric reliability sensitivity analysis is presented. • Time-dependent global reliability sensitivity analysis is presented for mechanisms. • The proposed method is especially useful for enhancing the kinematic reliability. • An envelope method is introduced for efficiently implementing the proposed methods. • The proposed method is demonstrated by two real planar mechanisms.

Sensitivity analysis of the use of Life Cycle Impact Assessment methods: a case study on building materials

DEFF Research Database (Denmark)

Bueno, Cristiane; Hauschild, Michael Zwicky; Rossignolo, Joao Adriano

2016-01-01

The main aim of this research is to perform a sensitivity analysis of a Life Cycle Assessment (LCA) case study to understand if the use of different Life Cycle Impact Assessment (LCIA) methods may lead to different conclusions by decision makers and stakeholders. A complete LCA was applied to non...

A GIS based spatially-explicit sensitivity and uncertainty analysis approach for multi-criteria decision analysis☆

Science.gov (United States)

Feizizadeh, Bakhtiar; Jankowski, Piotr; Blaschke, Thomas

2014-01-01

GIS multicriteria decision analysis (MCDA) techniques are increasingly used in landslide susceptibility mapping for the prediction of future hazards, land use planning, as well as for hazard preparedness. However, the uncertainties associated with MCDA techniques are inevitable and model outcomes are open to multiple types of uncertainty. In this paper, we present a systematic approach to uncertainty and sensitivity analysis. We access the uncertainty of landslide susceptibility maps produced with GIS-MCDA techniques. A new spatially-explicit approach and Dempster–Shafer Theory (DST) are employed to assess the uncertainties associated with two MCDA techniques, namely Analytical Hierarchical Process (AHP) and Ordered Weighted Averaging (OWA) implemented in GIS. The methodology is composed of three different phases. First, weights are computed to express the relative importance of factors (criteria) for landslide susceptibility. Next, the uncertainty and sensitivity of landslide susceptibility is analyzed as a function of weights using Monte Carlo Simulation and Global Sensitivity Analysis. Finally, the results are validated using a landslide inventory database and by applying DST. The comparisons of the obtained landslide susceptibility maps of both MCDA techniques with known landslides show that the AHP outperforms OWA. However, the OWA-generated landslide susceptibility map shows lower uncertainty than the AHP-generated map. The results demonstrate that further improvement in the accuracy of GIS-based MCDA can be achieved by employing an integrated uncertainty–sensitivity analysis approach, in which the uncertainty of landslide susceptibility model is decomposed and attributed to model's criteria weights. PMID:25843987

A pulse stacking method of particle counting applied to position sensitive detection

International Nuclear Information System (INIS)

Basilier, E.

1976-03-01

A position sensitive particle counting system is described. A cyclic readout imaging device serves as an intermediate information buffer. Pulses are allowed to stack in the imager at very high counting rates. Imager noise is completely discriminated to provide very wide dynamic range. The system has been applied to a detector using cascaded microchannel plates. Pulse height spread produced by the plates causes some loss of information. The loss is comparable to the input loss of the plates. The improvement in maximum counting rate is several hundred times over previous systems that do not permit pulse stacking. (Auth.)

Survey of sampling-based methods for uncertainty and sensitivity analysis

International Nuclear Information System (INIS)

Helton, J.C.; Johnson, J.D.; Sallaberry, C.J.; Storlie, C.B.

2006-01-01

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (i) definition of probability distributions to characterize epistemic uncertainty in analysis inputs (ii) generation of samples from uncertain analysis inputs (iii) propagation of sampled inputs through an analysis (iv) presentation of uncertainty analysis results, and (v) determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two-dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition

Survey of sampling-based methods for uncertainty and sensitivity analysis.

Energy Technology Data Exchange (ETDEWEB)

Johnson, Jay Dean; Helton, Jon Craig; Sallaberry, Cedric J. PhD. (.; .); Storlie, Curt B. (Colorado State University, Fort Collins, CO)

2006-06-01

Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (1) Definition of probability distributions to characterize epistemic uncertainty in analysis inputs, (2) Generation of samples from uncertain analysis inputs, (3) Propagation of sampled inputs through an analysis, (4) Presentation of uncertainty analysis results, and (5) Determination of sensitivity analysis results. Special attention is given to the determination of sensitivity analysis results, with brief descriptions and illustrations given for the following procedures/techniques: examination of scatterplots, correlation analysis, regression analysis, partial correlation analysis, rank transformations, statistical tests for patterns based on gridding, entropy tests for patterns based on gridding, nonparametric regression analysis, squared rank differences/rank correlation coefficient test, two dimensional Kolmogorov-Smirnov test, tests for patterns based on distance measures, top down coefficient of concordance, and variance decomposition.

Systemization of burnup sensitivity analysis code

International Nuclear Information System (INIS)

Tatsumi, Masahiro; Hyoudou, Hideaki

2004-02-01

To practical use of fact reactors, it is a very important subject to improve prediction accuracy for neutronic properties in LMFBR cores from the viewpoints of improvements on plant efficiency with rationally high performance cores and that on reliability and safety margins. A distinct improvement on accuracy in nuclear core design has been accomplished by development of adjusted nuclear library using the cross-section adjustment method, in which the results of critical experiments of JUPITER and so on are reflected. In the design of large LMFBR cores, however, it is important to accurately estimate not only neutronic characteristics, for example, reaction rate distribution and control rod worth but also burnup characteristics, for example, burnup reactivity loss, breeding ratio and so on. For this purpose, it is desired to improve prediction accuracy of burnup characteristics using the data widely obtained in actual core such as the experimental fast reactor core 'JOYO'. The analysis of burnup characteristics is needed to effectively use burnup characteristics data in the actual cores based on the cross-section adjustment method. So far, development of a analysis code for burnup sensitivity, SAGEP-BURN, has been done and confirmed its effectiveness. However, there is a problem that analysis sequence become inefficient because of a big burden to user due to complexity of the theory of burnup sensitivity and limitation of the system. It is also desired to rearrange the system for future revision since it is becoming difficult to implement new functionalities in the existing large system. It is not sufficient to unify each computational component for some reasons; computational sequence may be changed for each item being analyzed or for purpose such as interpretation of physical meaning. Therefore it is needed to systemize the current code for burnup sensitivity analysis with component blocks of functionality that can be divided or constructed on occasion. For this

Sensitivity Analysis of Per-Protocol Time-to-Event Treatment Efficacy in Randomized Clinical Trials

Science.gov (United States)

Gilbert, Peter B.; Shepherd, Bryan E.; Hudgens, Michael G.

2013-01-01

Summary Assessing per-protocol treatment effcacy on a time-to-event endpoint is a common objective of randomized clinical trials. The typical analysis uses the same method employed for the intention-to-treat analysis (e.g., standard survival analysis) applied to the subgroup meeting protocol adherence criteria. However, due to potential post-randomization selection bias, this analysis may mislead about treatment efficacy. Moreover, while there is extensive literature on methods for assessing causal treatment effects in compliers, these methods do not apply to a common class of trials where a) the primary objective compares survival curves, b) it is inconceivable to assign participants to be adherent and event-free before adherence is measured, and c) the exclusion restriction assumption fails to hold. HIV vaccine efficacy trials including the recent RV144 trial exemplify this class, because many primary endpoints (e.g., HIV infections) occur before adherence is measured, and nonadherent subjects who receive some of the planned immunizations may be partially protected. Therefore, we develop methods for assessing per-protocol treatment efficacy for this problem class, considering three causal estimands of interest. Because these estimands are not identifiable from the observable data, we develop nonparametric bounds and semiparametric sensitivity analysis methods that yield estimated ignorance and uncertainty intervals. The methods are applied to RV144. PMID:24187408

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

Science.gov (United States)

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.

Distributed Evaluation of Local Sensitivity Analysis (DELSA), with application to hydrologic models

Science.gov (United States)

Rakovec, O.; Hill, M. C.; Clark, M. P.; Weerts, A. H.; Teuling, A. J.; Uijlenhoet, R.

2014-01-01

This paper presents a hybrid local-global sensitivity analysis method termed the Distributed Evaluation of Local Sensitivity Analysis (DELSA), which is used here to identify important and unimportant parameters and evaluate how model parameter importance changes as parameter values change. DELSA uses derivative-based "local" methods to obtain the distribution of parameter sensitivity across the parameter space, which promotes consideration of sensitivity analysis results in the context of simulated dynamics. This work presents DELSA, discusses how it relates to existing methods, and uses two hydrologic test cases to compare its performance with the popular global, variance-based Sobol' method. The first test case is a simple nonlinear reservoir model with two parameters. The second test case involves five alternative "bucket-style" hydrologic models with up to 14 parameters applied to a medium-sized catchment (200 km2) in the Belgian Ardennes. Results show that in both examples, Sobol' and DELSA identify similar important and unimportant parameters, with DELSA enabling more detailed insight at much lower computational cost. For example, in the real-world problem the time delay in runoff is the most important parameter in all models, but DELSA shows that for about 20% of parameter sets it is not important at all and alternative mechanisms and parameters dominate. Moreover, the time delay was identified as important in regions producing poor model fits, whereas other parameters were identified as more important in regions of the parameter space producing better model fits. The ability to understand how parameter importance varies through parameter space is critical to inform decisions about, for example, additional data collection and model development. The ability to perform such analyses with modest computational requirements provides exciting opportunities to evaluate complicated models as well as many alternative models.

Global sensitivity analysis by polynomial dimensional decomposition

Energy Technology Data Exchange (ETDEWEB)

Rahman, Sharif, E-mail: rahman@engineering.uiowa.ed [College of Engineering, The University of Iowa, Iowa City, IA 52242 (United States)

2011-07-15

This paper presents a polynomial dimensional decomposition (PDD) method for global sensitivity analysis of stochastic systems subject to independent random input following arbitrary probability distributions. The method involves Fourier-polynomial expansions of lower-variate component functions of a stochastic response by measure-consistent orthonormal polynomial bases, analytical formulae for calculating the global sensitivity indices in terms of the expansion coefficients, and dimension-reduction integration for estimating the expansion coefficients. Due to identical dimensional structures of PDD and analysis-of-variance decomposition, the proposed method facilitates simple and direct calculation of the global sensitivity indices. Numerical results of the global sensitivity indices computed for smooth systems reveal significantly higher convergence rates of the PDD approximation than those from existing methods, including polynomial chaos expansion, random balance design, state-dependent parameter, improved Sobol's method, and sampling-based methods. However, for non-smooth functions, the convergence properties of the PDD solution deteriorate to a great extent, warranting further improvements. The computational complexity of the PDD method is polynomial, as opposed to exponential, thereby alleviating the curse of dimensionality to some extent.

Analysis of DNA Cytosine Methylation Patterns Using Methylation-Sensitive Amplification Polymorphism (MSAP).

Science.gov (United States)

Guevara, María Ángeles; de María, Nuria; Sáez-Laguna, Enrique; Vélez, María Dolores; Cervera, María Teresa; Cabezas, José Antonio

2017-01-01

Different molecular techniques have been developed to study either the global level of methylated cytosines or methylation at specific gene sequences. One of them is the methylation-sensitive amplified polymorphism technique (MSAP) which is a modification of amplified fragment length polymorphism (AFLP). It has been used to study methylation of anonymous CCGG sequences in different fungi, plants, and animal species. The main variation of this technique resides on the use of isoschizomers with different methylation sensitivity (such as HpaII and MspI) as a frequent-cutter restriction enzyme. For each sample, MSAP analysis is performed using both EcoRI/HpaII- and EcoRI/MspI-digested samples. A comparative analysis between EcoRI/HpaII and EcoRI/MspI fragment patterns allows the identification of two types of polymorphisms: (1) methylation-insensitive polymorphisms that show common EcoRI/HpaII and EcoRI/MspI patterns but are detected as polymorphic amplified fragments among samples and (2) methylation-sensitive polymorphisms which are associated with the amplified fragments that differ in their presence or absence or in their intensity between EcoRI/HpaII and EcoRI/MspI patterns. This chapter describes a detailed protocol of this technique and discusses the modifications that can be applied to adjust the technology to different species of interest.

Study of relationship between MUF correlation and detection sensitivity of statistical analysis

International Nuclear Information System (INIS)

Tamura, Toshiaki; Ihara, Hitoshi; Yamamoto, Yoichi; Ikawa, Koji

1989-11-01

Various kinds of statistical analysis are proposed to NRTA (Near Real Time Materials Accountancy) which was devised to satisfy the timeliness goal of one of the detection goals of IAEA. It will be presumed that different statistical analysis results will occur between the case of considered rigorous error propagation (with MUF correlation) and the case of simplified error propagation (without MUF correlation). Therefore, measurement simulation and decision analysis were done using flow simulation of 800 MTHM/Y model reprocessing plant, and relationship between MUF correlation and detection sensitivity and false alarm of statistical analysis was studied. Specific character of material accountancy for 800 MTHM/Y model reprocessing plant was grasped by this simulation. It also became clear that MUF correlation decreases not only false alarm but also detection probability for protracted loss in case of CUMUF test and Page's test applied to NRTA. (author)

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

Science.gov (United States)

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

2018-03-01

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

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

Directory of Open Access Journals (Sweden)

Jinchao Feng

2018-03-01

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

Automated sensitivity analysis using the GRESS language

International Nuclear Information System (INIS)

Pin, F.G.; Oblow, E.M.; Wright, R.Q.

1986-04-01

An automated procedure for performing large-scale sensitivity studies based on the use of computer calculus is presented. The procedure is embodied in a FORTRAN precompiler called GRESS, which automatically processes computer models and adds derivative-taking capabilities to the normal calculated results. In this report, the GRESS code is described, tested against analytic and numerical test problems, and then applied to a major geohydrological modeling problem. The SWENT nuclear waste repository modeling code is used as the basis for these studies. Results for all problems are discussed in detail. Conclusions are drawn as to the applicability of GRESS in the problems at hand and for more general large-scale modeling sensitivity studies

Building an applied activation analysis centre

International Nuclear Information System (INIS)

Bartosek, J.; Kasparec, I.; Masek, J.

1972-01-01

Requirements are defined and all available background material is reported and discussed for the building up of a centre of applied activation analysis in Czechoslovakia. A detailed analysis of potential users and the centre's envisaged availability is also presented as part of the submitted study. A brief economic analysis is annexed. The study covers the situation up to the end of 1972. (J.K.)

Risk Characterization uncertainties associated description, sensitivity analysis

International Nuclear Information System (INIS)

Carrillo, M.; Tovar, M.; Alvarez, J.; Arraez, M.; Hordziejewicz, I.; Loreto, I.

2013-01-01

The power point presentation is about risks to the estimated levels of exposure, uncertainty and variability in the analysis, sensitivity analysis, risks from exposure to multiple substances, formulation of guidelines for carcinogenic and genotoxic compounds and risk subpopulations

Overview of methods for uncertainty analysis and sensitivity analysis in probabilistic risk assessment

International Nuclear Information System (INIS)

Iman, R.L.; Helton, J.C.

1985-01-01

Probabilistic Risk Assessment (PRA) is playing an increasingly important role in the nuclear reactor regulatory process. The assessment of uncertainties associated with PRA results is widely recognized as an important part of the analysis process. One of the major criticisms of the Reactor Safety Study was that its representation of uncertainty was inadequate. The desire for the capability to treat uncertainties with the MELCOR risk code being developed at Sandia National Laboratories is indicative of the current interest in this topic. However, as yet, uncertainty analysis and sensitivity analysis in the context of PRA is a relatively immature field. In this paper, available methods for uncertainty analysis and sensitivity analysis in a PRA are reviewed. This review first treats methods for use with individual components of a PRA and then considers how these methods could be combined in the performance of a complete PRA. In the context of this paper, the goal of uncertainty analysis is to measure the imprecision in PRA outcomes of interest, and the goal of sensitivity analysis is to identify the major contributors to this imprecision. There are a number of areas that must be considered in uncertainty analysis and sensitivity analysis for a PRA: (1) information, (2) systems analysis, (3) thermal-hydraulic phenomena/fission product behavior, (4) health and economic consequences, and (5) display of results. Each of these areas and the synthesis of them into a complete PRA are discussed

Sensitivity Analysis for Design Optimization Integrated Software Tools, Phase I

Data.gov (United States)

National Aeronautics and Space Administration — The objective of this proposed project is to provide a new set of sensitivity analysis theory and codes, the Sensitivity Analysis for Design Optimization Integrated...

Use of sensitivity, uncertainty and data adjustment analysis to improve nuclear data

Energy Technology Data Exchange (ETDEWEB)

Kodeli, I [CEA-Centre d' Etudes de Saclay, SERMA/LEPP, Gif sur Yvette (France); Sartori, E [OECD/ NEA Data Bank, Issy-les-Moulineaux (France); Remec, I [Inst. Jozef Stefan, Ljubljana (Slovenia)

1992-07-01

Sensitivity and adjustment analysis provide some valuable information about the radiation transport calculations. Together they give us a clear insight into the importance of different calculational parameters and tell us how much we can trust our result. Without this information the calculation cannot be considered as comprehensive. On the other hand the adjustment permits the improvement of our data base and thus reduces the uncertainty of our target quantities for a range of specific applications. With the objective to validate the methodology used in the reactor shielding analysis, these techniques were applied to PWR power plants, manufactured by EDF (52 capsules analysed in France) and Westinghouse (capsule and cavity dosimetry for the Krsko NPP in Slovenia), as well as to the ASPIS benchmark experiment. (author)

Carbon dioxide capture processes: Simulation, design and sensitivity analysis

DEFF Research Database (Denmark)

Zaman, Muhammad; Lee, Jay Hyung; Gani, Rafiqul

2012-01-01

equilibrium and associated property models are used. Simulations are performed to investigate the sensitivity of the process variables to change in the design variables including process inputs and disturbances in the property model parameters. Results of the sensitivity analysis on the steady state...... performance of the process to the L/G ratio to the absorber, CO2 lean solvent loadings, and striper pressure are presented in this paper. Based on the sensitivity analysis process optimization problems have been defined and solved and, a preliminary control structure selection has been made.......Carbon dioxide is the main greenhouse gas and its major source is combustion of fossil fuels for power generation. The objective of this study is to carry out the steady-state sensitivity analysis for chemical absorption of carbon dioxide capture from flue gas using monoethanolamine solvent. First...

2D Numerical Simulation and Sensitive Analysis of H-Darrieus Wind Turbine

Directory of Open Access Journals (Sweden)

Seyed Mohammad E. Saryazdi

2018-02-01

Full Text Available Recently, a lot of attention has been devoted to the use of Darrieus wind turbines in urban areas. The aerodynamics of a Darrieus turbine are very complex due to dynamic stall and changing forces on the turbine triggered by changing horizontal angles. In this study, the aerodynamics of H-rotor vertical axis wind turbine (VAWT has been studied using computational fluid dynamics via two different turbulence models. Shear stress transport (SST k-ω turbulence model was used to simulate a 2D unsteady model of the H-Darrieus turbine. In order to complete this simulation, sensitivity analysis of the effective turbine parameters such as solidity factor, airfoil shape, wind velocity and shaft diameter were done. To simulate the flow through the turbine, a 2D simplified computational domain has been generated. Then fine mesh for each case consisting of different turbulence models and dimensions has been generated. Each mesh in this simulation dependent on effective parameters consisted of domain size, mesh quality, time step and total revolution. The sliding mesh method was applied to evaluate the unsteady interaction between the stationary and rotating components. Previous works just simulated turbine, while in our study sensitivity analysis of effective parameters was done. The simulation results closely match the experimental data, providing an efficient and reliable foundation to study wind turbine aerodynamics. This also demonstrates computing the best value of the effective parameter. The sensitivity analysis revealed best value of the effective parameter that could be used in the process of designing turbine. This work provides the first step in developing an accurate 3D aerodynamic modeling of Darrieus wind turbines. Article History: Received :August 19th 2017; Received: December 15th 2017; Accepted: Januari 14th 2018; Available online How to Cite This Article: Saryazdi, S. M. E. and Boroushaki, M. (2018 2D Numerical Simulation and Sensitive

Caldwell University's Department of Applied Behavior Analysis.

Science.gov (United States)

Reeve, Kenneth F; Reeve, Sharon A

2016-05-01

Since 2004, faculty members at Caldwell University have developed three successful graduate programs in Applied Behavior Analysis (i.e., PhD, MA, non-degree programs), increased program faculty from two to six members, developed and operated an on-campus autism center, and begun a stand-alone Applied Behavior Analysis Department. This paper outlines a number of strategies used to advance these initiatives, including those associated with an extensive public relations campaign. We also outline challenges that have limited our programs' growth. These strategies, along with a consideration of potential challenges, might prove useful in guiding academicians who are interested in starting their own programs in behavior analysis.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

Science.gov (United States)

Navarro Jimenez, M; Le Maître, O P; Knio, O M

2016-12-28

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

KAUST Repository

Navarro, María

2016-12-26

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Automated sensitivity analysis of the radionuclide migration code UCB-NE-10.2

International Nuclear Information System (INIS)

Pin, F.G.; Worley, B.A.; Oblow, E.M.; Wright, R.Q.; Harper, W.V.

1985-01-01

The Salt Repository Project (SRP) of the U.S. Department of Energy is performing ongoing performance assessment analyses for the eventual licensing of an underground high-level nuclear waste repository in salt. As part of these studies, sensitivity and uncertainty analyses play a major role in the identification of important parameters, and in the identification of specific data needs for site characterization. Oak Ridge National Laboratory has supported the SRP in this effort resulting in thee development of an automated procedure for performing large scale sensitivity analysis using computer calculus. GRESS, GRadient Enhanced Software System, is a pre-compiler that can process FORTRAN computer codes and add derivative taking capabilities to the normal calculated results. The GRESS code is described and applied to the code UCB-NE-10.2 which simulates the migration through a sorption medium of the radionuclide members of a decay chain

Allergen Sensitization Pattern by Sex: A Cluster Analysis in Korea.

Science.gov (United States)

Ohn, Jungyoon; Paik, Seung Hwan; Doh, Eun Jin; Park, Hyun-Sun; Yoon, Hyun-Sun; Cho, Soyun

2017-12-01

Allergens tend to sensitize simultaneously. Etiology of this phenomenon has been suggested to be allergen cross-reactivity or concurrent exposure. However, little is known about specific allergen sensitization patterns. To investigate the allergen sensitization characteristics according to gender. Multiple allergen simultaneous test (MAST) is widely used as a screening tool for detecting allergen sensitization in dermatologic clinics. We retrospectively reviewed the medical records of patients with MAST results between 2008 and 2014 in our Department of Dermatology. A cluster analysis was performed to elucidate the allergen-specific immunoglobulin (Ig)E cluster pattern. The results of MAST (39 allergen-specific IgEs) from 4,360 cases were analyzed. By cluster analysis, 39items were grouped into 8 clusters. Each cluster had characteristic features. When compared with female, the male group tended to be sensitized more frequently to all tested allergens, except for fungus allergens cluster. The cluster and comparative analysis results demonstrate that the allergen sensitization is clustered, manifesting allergen similarity or co-exposure. Only the fungus cluster allergens tend to sensitize female group more frequently than male group.

Bayesian Sensitivity Analysis of Statistical Models with Missing Data.

Science.gov (United States)

Zhu, Hongtu; Ibrahim, Joseph G; Tang, Niansheng

2014-04-01

Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures.

Beyond the GUM: variance-based sensitivity analysis in metrology

International Nuclear Information System (INIS)

Lira, I

2016-01-01

Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)

[Influence of Sex and Age on Contrast Sensitivity Subject to the Applied Method].

Science.gov (United States)

Darius, Sabine; Bergmann, Lisa; Blaschke, Saskia; Böckelmann, Irina

2018-02-01

The aim of the study was to detect gender and age differences in both photopic and mesopic contrast sensitivity with different methods in relation to German driver's license regulations (Fahrerlaubnisverordnung; FeV). We examined 134 healthy volunteers (53 men, 81 women) with an age between 18 and 76 years, that had been divided into two groups (AG I Mars charts under standardized illumination were applied for photopic contrast sensitivity. We could not find any gender differences. When evaluating age, there were no differences between the two groups for the Mars charts nor in the Rodatest. In all other tests, the younger volunteers achieved significantly better results. For contrast vision, there exists age-adapted cut-off-values. Concerning the driving safety of traffic participants, sufficient photopic and mesopic contrast vision should be focused on, independent of age. Therefore, there is a need to reconsider the age-adapted cut-off-values. Georg Thieme Verlag KG Stuttgart · New York.

Sensitive and comprehensive analysis of O-glycosylation in biotherapeutics: a case study of novel erythropoiesis stimulating protein.

Science.gov (United States)

Kim, Unyong; Oh, Myung Jin; Seo, Youngsuk; Jeon, Yinae; Eom, Joon-Ho; An, Hyun Joo

2017-09-01

Glycosylation of recombinant human erythropoietins (rhEPOs) is significantly associated with drug's quality and potency. Thus, comprehensive characterization of glycosylation is vital to assess the biotherapeutic quality and establish the equivalency of biosimilar rhEPOs. However, current glycan analysis mainly focuses on the N-glycans due to the absence of analytical tools to liberate O-glycans with high sensitivity. We developed selective and sensitive method to profile native O-glycans on rhEPOs. O-glycosylation on rhEPO including O-acetylation on a sialic acid was comprehensively characterized. Details such as O-glycan structure and O-acetyl-modification site were obtained from tandem MS. This method may be applied to QC and batch analysis of not only rhEPOs but also other biotherapeutics bearing multiple O-glycosylations.

Applied rolling and sensitivity of Bi(2223)/Ag tapes on Ic degradation by mechanical stress

International Nuclear Information System (INIS)

Kovac, P.; Bukva, P.; Husek, I.; Richens, P.E.; Jones, H.

1999-01-01

An experimental study of multicore Bi(2223)/Ag tapes, roll-sintered by different methods and subjected to bending and tension stresses has been performed. The tapes, of various technological histories, were bent and tensioned and subsequently the transport current was measured at each stressed state. Comparison of I c degradation curves shows that applied rolling may influence the sensitivity of Bi-2223 filaments against the mechanical stress. The existence of transverse microcracks caused by intermediate rolling leads to a higher sensitivity of the tape to bending. A lowering of critical current degradation was observed for two-axially rolled tapes having a higher filament density and better homogeneity prior to sintering treatment. (author)

Sensitivity and Uncertainty Analysis for coolant void reactivity in a CANDU Fuel Lattice Cell Model

Energy Technology Data Exchange (ETDEWEB)

Yoo, Seung Yeol; Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)

2016-10-15

In this study, the EPBM is implemented in Seoul National university Monte Carlo (MC) code, McCARD which has the k uncertainty evaluation capability by the adjoint-weighted perturbation (AWP) method. The implementation is verified by comparing the sensitivities of the k-eigenvalue difference to the microscopic cross sections computed by the DPBM and the direct subtractions for the TMI-1 pin-cell problem. The uncertainty of the coolant void reactivity (CVR) in a CANDU fuel lattice model due to the ENDF/B-VII.1 covariance data is calculated by its sensitivities estimated by the EPBM. The method based on the eigenvalue perturbation theory (EPBM) utilizes the 1st order adjoint-weighted perturbation (AWP) technique to estimate the sensitivity of the eigenvalue difference. Furthermore this method can be easily applied in a S/U analysis code system equipped with the eigenvalue sensitivity calculation capability. The EPBM is implemented in McCARD code and verified by showing good agreement with reference solution. Then the McCARD S/U analysis have been performed with the EPBM module for the CVR in CANDU fuel lattice problem. It shows that the uncertainty contributions of nu of {sup 235}U and gamma reaction of {sup 238}U are dominant.

Rethinking Sensitivity Analysis of Nuclear Simulations with Topology

Energy Technology Data Exchange (ETDEWEB)

Dan Maljovec; Bei Wang; Paul Rosen; Andrea Alfonsi; Giovanni Pastore; Cristian Rabiti; Valerio Pascucci

2016-01-01

In nuclear engineering, understanding the safety margins of the nuclear reactor via simulations is arguably of paramount importance in predicting and preventing nuclear accidents. It is therefore crucial to perform sensitivity analysis to understand how changes in the model inputs affect the outputs. Modern nuclear simulation tools rely on numerical representations of the sensitivity information -- inherently lacking in visual encodings -- offering limited effectiveness in communicating and exploring the generated data. In this paper, we design a framework for sensitivity analysis and visualization of multidimensional nuclear simulation data using partition-based, topology-inspired regression models and report on its efficacy. We rely on the established Morse-Smale regression technique, which allows us to partition the domain into monotonic regions where easily interpretable linear models can be used to assess the influence of inputs on the output variability. The underlying computation is augmented with an intuitive and interactive visual design to effectively communicate sensitivity information to the nuclear scientists. Our framework is being deployed into the multi-purpose probabilistic risk assessment and uncertainty quantification framework RAVEN (Reactor Analysis and Virtual Control Environment). We evaluate our framework using an simulation dataset studying nuclear fuel performance.

Risk Assessment Method for Offshore Structure Based on Global Sensitivity Analysis

Directory of Open Access Journals (Sweden)

Zou Tao

2012-01-01

Full Text Available Based on global sensitivity analysis (GSA, this paper proposes a new risk assessment method for an offshore structure design. This method quantifies all the significances among random variables and their parameters at first. And by comparing the degree of importance, all minor factors would be negligible. Then, the global uncertainty analysis work would be simplified. Global uncertainty analysis (GUA is an effective way to study the complexity and randomness of natural events. Since field measured data and statistical results often have inevitable errors and uncertainties which lead to inaccurate prediction and analysis, the risk in the design stage of offshore structures caused by uncertainties in environmental loads, sea level, and marine corrosion must be taken into account. In this paper, the multivariate compound extreme value distribution model (MCEVD is applied to predict the extreme sea state of wave, current, and wind. The maximum structural stress and deformation of a Jacket platform are analyzed and compared with different design standards. The calculation result sufficiently demonstrates the new risk assessment method’s rationality and security.

Systemization of burnup sensitivity analysis code. 2

International Nuclear Information System (INIS)

Tatsumi, Masahiro; Hyoudou, Hideaki

2005-02-01

Towards the practical use of fast reactors, it is a very important subject to improve prediction accuracy for neutronic properties in LMFBR cores from the viewpoint of improvements on plant efficiency with rationally high performance cores and that on reliability and safety margins. A distinct improvement on accuracy in nuclear core design has been accomplished by the development of adjusted nuclear library using the cross-section adjustment method, in which the results of criticality experiments of JUPITER and so on are reflected. In the design of large LMFBR cores, however, it is important to accurately estimate not only neutronic characteristics, for example, reaction rate distribution and control rod worth but also burnup characteristics, for example, burnup reactivity loss, breeding ratio and so on. For this purpose, it is desired to improve prediction accuracy of burnup characteristics using the data widely obtained in actual core such as the experimental fast reactor 'JOYO'. The analysis of burnup characteristics is needed to effectively use burnup characteristics data in the actual cores based on the cross-section adjustment method. So far, a burnup sensitivity analysis code, SAGEP-BURN, has been developed and confirmed its effectiveness. However, there is a problem that analysis sequence become inefficient because of a big burden to users due to complexity of the theory of burnup sensitivity and limitation of the system. It is also desired to rearrange the system for future revision since it is becoming difficult to implement new functions in the existing large system. It is not sufficient to unify each computational component for the following reasons; the computational sequence may be changed for each item being analyzed or for purpose such as interpretation of physical meaning. Therefore, it is needed to systemize the current code for burnup sensitivity analysis with component blocks of functionality that can be divided or constructed on occasion. For

Analysis of the interaction between experimental and applied behavior analysis.

Science.gov (United States)

Virues-Ortega, Javier; Hurtado-Parrado, Camilo; Cox, Alison D; Pear, Joseph J

2014-01-01

To study the influences between basic and applied research in behavior analysis, we analyzed the coauthorship interactions of authors who published in JABA and JEAB from 1980 to 2010. We paid particular attention to authors who published in both JABA and JEAB (dual authors) as potential agents of cross-field interactions. We present a comprehensive analysis of dual authors' coauthorship interactions using social networks methodology and key word analysis. The number of dual authors more than doubled (26 to 67) and their productivity tripled (7% to 26% of JABA and JEAB articles) between 1980 and 2010. Dual authors stood out in terms of number of collaborators, number of publications, and ability to interact with multiple groups within the field. The steady increase in JEAB and JABA interactions through coauthors and the increasing range of topics covered by dual authors provide a basis for optimism regarding the progressive integration of basic and applied behavior analysis. © Society for the Experimental Analysis of Behavior.

An approach of optimal sensitivity applied in the tertiary loop of the automatic generation control

Energy Technology Data Exchange (ETDEWEB)

Belati, Edmarcio A. [CIMATEC - SENAI, Salvador, BA (Brazil); Alves, Dilson A. [Electrical Engineering Department, FEIS, UNESP - Sao Paulo State University (Brazil); da Costa, Geraldo R.M. [Electrical Engineering Department, EESC, USP - Sao Paulo University (Brazil)

2008-09-15

This paper proposes an approach of optimal sensitivity applied in the tertiary loop of the automatic generation control. The approach is based on the theorem of non-linear perturbation. From an optimal operation point obtained by an optimal power flow a new optimal operation point is directly determined after a perturbation, i.e., without the necessity of an iterative process. This new optimal operation point satisfies the constraints of the problem for small perturbation in the loads. The participation factors and the voltage set point of the automatic voltage regulators (AVR) of the generators are determined by the technique of optimal sensitivity, considering the effects of the active power losses minimization and the network constraints. The participation factors and voltage set point of the generators are supplied directly to a computational program of dynamic simulation of the automatic generation control, named by power sensitivity mode. Test results are presented to show the good performance of this approach. (author)

Sensitivity analysis of the surface water- groundwater interaction for the sandy area of the Netherlands

OpenAIRE

Gomez del Campo, E.; Jousma, G.; Massop, H.T.L.

1993-01-01

The "Sensitivity Analysis of the Surface Water- Groundwater Interaction for the Sandy Area of the Netherlands" was carried out in the framework of a bilateral research project in support of the implementation of a nationwide geohydrological information system (REGIS) in the Netherlands. This project, conducted in cooperation between the TNO Institute for Applied Scientific Research (IGG-TNO) and !he Winand Staring Centre for Integrated Land, Soil and Water Research (SC-DLO), is aimed at defin...

A relative quantitative Methylation-Sensitive Amplified Polymorphism (MSAP) method for the analysis of abiotic stress

OpenAIRE

Bednarek, Piotr T.; Or?owska, Renata; Niedziela, Agnieszka

2017-01-01

Background We present a new methylation-sensitive amplified polymorphism (MSAP) approach for the evaluation of relative quantitative characteristics such as demethylation, de novo methylation, and preservation of methylation status of CCGG sequences, which are recognized by the isoschizomers HpaII and MspI. We applied the technique to analyze aluminum (Al)-tolerant and non-tolerant control and Al-stressed inbred triticale lines. The approach is based on detailed analysis of events affecting H...

Dynamic Resonance Sensitivity Analysis in Wind Farms

DEFF Research Database (Denmark)

Ebrahimzadeh, Esmaeil; Blaabjerg, Frede; Wang, Xiongfei

2017-01-01

(PFs) are calculated by critical eigenvalue sensitivity analysis versus the entries of the MIMO matrix. The PF analysis locates the most exciting bus of the resonances, where can be the best location to install the passive or active filters to reduce the harmonic resonance problems. Time...

Clinical usefulness of the clock drawing test applying rasch analysis in predicting of cognitive impairment.

Science.gov (United States)

Yoo, Doo Han; Lee, Jae Shin

2016-07-01

[Purpose] This study examined the clinical usefulness of the clock drawing test applying Rasch analysis for predicting the level of cognitive impairment. [Subjects and Methods] A total of 187 stroke patients with cognitive impairment were enrolled in this study. The 187 patients were evaluated by the clock drawing test developed through Rasch analysis along with the mini-mental state examination of cognitive evaluation tool. An analysis of the variance was performed to examine the significance of the mini-mental state examination and the clock drawing test according to the general characteristics of the subjects. Receiver operating characteristic analysis was performed to determine the cutoff point for cognitive impairment and to calculate the sensitivity and specificity values. [Results] The results of comparison of the clock drawing test with the mini-mental state showed significant differences in according to gender, age, education, and affected side. A total CDT of 10.5, which was selected as the cutoff point to identify cognitive impairement, showed a sensitivity, specificity, Youden index, positive predictive, and negative predicive values of 86.4%, 91.5%, 0.8, 95%, and 88.2%. [Conclusion] The clock drawing test is believed to be useful in assessments and interventions based on its excellent ability to identify cognitive disorders.

Multiple predictor smoothing methods for sensitivity analysis: Example results

International Nuclear Information System (INIS)

Storlie, Curtis B.; Helton, Jon C.

2008-01-01

The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described in the first part of this presentation: (i) locally weighted regression (LOESS), (ii) additive models, (iii) projection pursuit regression, and (iv) recursive partitioning regression. In this, the second and concluding part of the presentation, the indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present

A theoretical-experimental methodology for assessing the sensitivity of biomedical spectral imaging platforms, assays, and analysis methods.

Science.gov (United States)

Leavesley, Silas J; Sweat, Brenner; Abbott, Caitlyn; Favreau, Peter; Rich, Thomas C

2018-01-01

Spectral imaging technologies have been used for many years by the remote sensing community. More recently, these approaches have been applied to biomedical problems, where they have shown great promise. However, biomedical spectral imaging has been complicated by the high variance of biological data and the reduced ability to construct test scenarios with fixed ground truths. Hence, it has been difficult to objectively assess and compare biomedical spectral imaging assays and technologies. Here, we present a standardized methodology that allows assessment of the performance of biomedical spectral imaging equipment, assays, and analysis algorithms. This methodology incorporates real experimental data and a theoretical sensitivity analysis, preserving the variability present in biomedical image data. We demonstrate that this approach can be applied in several ways: to compare the effectiveness of spectral analysis algorithms, to compare the response of different imaging platforms, and to assess the level of target signature required to achieve a desired performance. Results indicate that it is possible to compare even very different hardware platforms using this methodology. Future applications could include a range of optimization tasks, such as maximizing detection sensitivity or acquisition speed, providing high utility for investigators ranging from design engineers to biomedical scientists. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Applied Behavior Analysis and Statistical Process Control?

Science.gov (United States)

Hopkins, B. L.

1995-01-01

Incorporating statistical process control (SPC) methods into applied behavior analysis is discussed. It is claimed that SPC methods would likely reduce applied behavior analysts' intimate contacts with problems and would likely yield poor treatment and research decisions. Cases and data presented by Pfadt and Wheeler (1995) are cited as examples.…

Sensitivity analysis technique for application to deterministic models

International Nuclear Information System (INIS)

Ishigami, T.; Cazzoli, E.; Khatib-Rahbar, M.; Unwin, S.D.

1987-01-01

The characterization of sever accident source terms for light water reactors should include consideration of uncertainties. An important element of any uncertainty analysis is an evaluation of the sensitivity of the output probability distributions reflecting source term uncertainties to assumptions regarding the input probability distributions. Historically, response surface methods (RSMs) were developed to replace physical models using, for example, regression techniques, with simplified models for example, regression techniques, with simplified models for extensive calculations. The purpose of this paper is to present a new method for sensitivity analysis that does not utilize RSM, but instead relies directly on the results obtained from the original computer code calculations. The merits of this approach are demonstrated by application of the proposed method to the suppression pool aerosol removal code (SPARC), and the results are compared with those obtained by sensitivity analysis with (a) the code itself, (b) a regression model, and (c) Iman's method

Probability density adjoint for sensitivity analysis of the Mean of Chaos

Energy Technology Data Exchange (ETDEWEB)

Blonigan, Patrick J., E-mail: blonigan@mit.edu; Wang, Qiqi, E-mail: qiqi@mit.edu

2014-08-01

Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down when used to compute sensitivities of long-time averaged quantities in chaotic dynamical systems. This paper presents a new method for sensitivity analysis of ergodic chaotic dynamical systems, the density adjoint method. The method involves solving the governing equations for the system's invariant measure and its adjoint on the system's attractor manifold rather than in phase-space. This new approach is derived for and demonstrated on one-dimensional chaotic maps and the three-dimensional Lorenz system. It is found that the density adjoint computes very finely detailed adjoint distributions and accurate sensitivities, but suffers from large computational costs.

Applied multivariate statistical analysis

CERN Document Server

Härdle, Wolfgang Karl

2015-01-01

Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners.  It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added.  All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior.  All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate ...

SBML-SAT: a systems biology markup language (SBML) based sensitivity analysis tool.

Science.gov (United States)

Zi, Zhike; Zheng, Yanan; Rundell, Ann E; Klipp, Edda

2008-08-15

It has long been recognized that sensitivity analysis plays a key role in modeling and analyzing cellular and biochemical processes. Systems biology markup language (SBML) has become a well-known platform for coding and sharing mathematical models of such processes. However, current SBML compatible software tools are limited in their ability to perform global sensitivity analyses of these models. This work introduces a freely downloadable, software package, SBML-SAT, which implements algorithms for simulation, steady state analysis, robustness analysis and local and global sensitivity analysis for SBML models. This software tool extends current capabilities through its execution of global sensitivity analyses using multi-parametric sensitivity analysis, partial rank correlation coefficient, SOBOL's method, and weighted average of local sensitivity analyses in addition to its ability to handle systems with discontinuous events and intuitive graphical user interface. SBML-SAT provides the community of systems biologists a new tool for the analysis of their SBML models of biochemical and cellular processes.

Uncertainty and sensitivity analysis in nuclear accident consequence assessment

International Nuclear Information System (INIS)

Karlberg, Olof.

1989-01-01

This report contains the results of a four year project in research contracts with the Nordic Cooperation in Nuclear Safety and the National Institute for Radiation Protection. An uncertainty/sensitivity analysis methodology consisting of Latin Hypercube sampling and regression analysis was applied to an accident consequence model. A number of input parameters were selected and the uncertainties related to these parameter were estimated within a Nordic group of experts. Individual doses, collective dose, health effects and their related uncertainties were then calculated for three release scenarios and for a representative sample of meteorological situations. From two of the scenarios the acute phase after an accident were simulated and from one the long time consequences. The most significant parameters were identified. The outer limits of the calculated uncertainty distributions are large and will grow to several order of magnitudes for the low probability consequences. The uncertainty in the expectation values are typical a factor 2-5 (1 Sigma). The variation in the model responses due to the variation of the weather parameters is fairly equal to the parameter uncertainty induced variation. The most important parameters showed out to be different for each pathway of exposure, which could be expected. However, the overall most important parameters are the wet deposition coefficient and the shielding factors. A general discussion of the usefulness of uncertainty analysis in consequence analysis is also given. (au)

The importance of input interactions in the uncertainty and sensitivity analysis of nuclear fuel behavior

Energy Technology Data Exchange (ETDEWEB)

Ikonen, T., E-mail: timo.ikonen@vtt.fi; Tulkki, V.

2014-08-15

Highlights: • Uncertainty and sensitivity analysis of modeled nuclear fuel behavior is performed. • Burnup dependency of the uncertainties and sensitivities is characterized. • Input interactions significantly increase output uncertainties for irradiated fuel. • Identification of uncertainty sources is greatly improved with higher order methods. • Results stress the importance of using methods that take interactions into account. - Abstract: The propagation of uncertainties in a PWR fuel rod under steady-state irradiation is analyzed by computational means. A hypothetical steady-state scenario of the Three Mile Island 1 reactor fuel rod is modeled with the fuel performance FRAPCON, using realistic input uncertainties for the fabrication and model parameters, boundary conditions and material properties. The uncertainty and sensitivity analysis is performed by extensive Monte Carlo sampling of the inputs’ probability distribution and by applying correlation coefficient and Sobol’ variance decomposition analyses. The latter includes evaluation of the second order and total effect sensitivity indices, allowing the study of interactions between input variables. The results show that the interactions play a large role in the propagation of uncertainties, and first order methods such as the correlation coefficient analyses are in general insufficient for sensitivity analysis of the fuel rod. Significant improvement over the first order methods can be achieved by using higher order methods. The results also show that both the magnitude of the uncertainties and their propagation depends not only on the output in question, but also on burnup. The latter is due to onset of new phenomena (such as the fission gas release) and the gradual closure of the pellet-cladding gap with increasing burnup. Increasing burnup also affects the importance of input interactions. Interaction effects are typically highest in the moderate burnup (of the order of 10–40 MWd

Adjoint Sensitivity Analysis of Radiative Transfer Equation: Temperature and Gas Mixing Ratio Weighting Functions for Remote Sensing of Scattering Atmospheres in Thermal IR

Science.gov (United States)

Ustinov, E.

1999-01-01

Sensitivity analysis based on using of the adjoint equation of radiative transfer is applied to the case of atmospheric remote sensing in the thermal spectral region with non-negligeable atmospheric scattering.

Sensitivity analysis of the reactor safety study. Final report

International Nuclear Information System (INIS)

Parkinson, W.J.; Rasmussen, N.C.; Hinkle, W.D.

1979-01-01

The Reactor Safety Study (RSS) or Wash 1400 developed a methodology estimating the public risk from light water nuclear reactors. In order to give further insights into this study, a sensitivity analysis has been performed to determine the significant contributors to risk for both the PWR and BWR. The sensitivity to variation of the point values of the failure probabilities reported in the RSS was determined for the safety systems identified therein, as well as for many of the generic classes from which individual failures contributed to system failures. Increasing as well as decreasing point values were considered. An analysis of the sensitivity to increasing uncertainty in system failure probabilities was also performed. The sensitivity parameters chosen were release category probabilities, core melt probability, and the risk parameters of early fatalities, latent cancers and total property damage. The latter three are adequate for describing all public risks identified in the RSS. The results indicate reductions of public risk by less than a factor of two for factor reductions in system or generic failure probabilities as high as one hundred. There also appears to be more benefit in monitoring the most sensitive systems to verify adherence to RSS failure rates than to backfitting present reactors. The sensitivity analysis results do indicate, however, possible benefits in reducing human error rates

Boosting Sensitivity in Liquid Chromatography–Fourier Transform Ion Cyclotron Resonance–Tandem Mass Spectrometry for Product Ion Analysis of Monoterpene Indole Alkaloids

Directory of Open Access Journals (Sweden)

Ryo eNakabayashi

2015-12-01

Full Text Available In metabolomics, the analysis of product ions in tandem mass spectrometry (MS/MS is noteworthy to chemically assign structural information. However, the development of relevant analytical methods are less advanced. Here, we developed a method to boost sensitivity in liquid chromatography–Fourier transform ion cyclotron resonance–tandem mass spectrometry analysis (MS/MS boost analysis. To verify the MS/MS boost analysis, both quercetin and uniformly labeled 13C quercetin were analyzed, revealing that the origin of the product ions is not the instrument, but the analyzed compounds resulting in sensitive product ions. Next, we applied this method to the analysis of monoterpene indole alkaloids (MIAs. The comparative analyses of MIAs having indole basic skeleton (ajmalicine, catharanthine, hirsuteine, and hirsutine and oxindole skeleton (formosanine, isoformosanine, pteropodine, isopteropodine, rhynchophylline, isorhynchophylline, and mitraphylline identified 86 and 73 common monoisotopic ions, respectively. The comparative analyses of the three pairs of stereoisomers showed more than 170 common monoisotopic ions in each pair. This method was also applied to the targeted analysis of MIAs in Catharanthus roseus and Uncaria rhynchophylla to profile indole and oxindole compounds using the product ions. This analysis is suitable for chemically assigning features of the metabolite groups, which contributes to targeted metabolome analysis.

Boosting Sensitivity in Liquid Chromatography–Fourier Transform Ion Cyclotron Resonance–Tandem Mass Spectrometry for Product Ion Analysis of Monoterpene Indole Alkaloids

Science.gov (United States)

Nakabayashi, Ryo; Tsugawa, Hiroshi; Kitajima, Mariko; Takayama, Hiromitsu; Saito, Kazuki

2015-01-01

In metabolomics, the analysis of product ions in tandem mass spectrometry (MS/MS) is noteworthy to chemically assign structural information. However, the development of relevant analytical methods are less advanced. Here, we developed a method to boost sensitivity in liquid chromatography–Fourier transform ion cyclotron resonance–tandem mass spectrometry analysis (MS/MS boost analysis). To verify the MS/MS boost analysis, both quercetin and uniformly labeled 13C quercetin were analyzed, revealing that the origin of the product ions is not the instrument, but the analyzed compounds resulting in sensitive product ions. Next, we applied this method to the analysis of monoterpene indole alkaloids (MIAs). The comparative analyses of MIAs having indole basic skeleton (ajmalicine, catharanthine, hirsuteine, and hirsutine) and oxindole skeleton (formosanine, isoformosanine, pteropodine, isopteropodine, rhynchophylline, isorhynchophylline, and mitraphylline) identified 86 and 73 common monoisotopic ions, respectively. The comparative analyses of the three pairs of stereoisomers showed more than 170 common monoisotopic ions in each pair. This method was also applied to the targeted analysis of MIAs in Catharanthus roseus and Uncaria rhynchophylla to profile indole and oxindole compounds using the product ions. This analysis is suitable for chemically assigning features of the metabolite groups, which contributes to targeted metabolome analysis. PMID:26734034

Sensitivity analysis of an Advanced Gas-cooled Reactor control rod model

International Nuclear Information System (INIS)

Scott, M.; Green, P.L.; O’Driscoll, D.; Worden, K.; Sims, N.D.

2016-01-01

Highlights: • A model was made of the AGR control rod mechanism. • The aim was to better understand the performance when shutting down the reactor. • The model showed good agreement with test data. • Sensitivity analysis was carried out. • The results demonstrated the robustness of the system. - Abstract: A model has been made of the primary shutdown system of an Advanced Gas-cooled Reactor nuclear power station. The aim of this paper is to explore the use of sensitivity analysis techniques on this model. The two motivations for performing sensitivity analysis are to quantify how much individual uncertain parameters are responsible for the model output uncertainty, and to make predictions about what could happen if one or several parameters were to change. Global sensitivity analysis techniques were used based on Gaussian process emulation; the software package GEM-SA was used to calculate the main effects, the main effect index and the total sensitivity index for each parameter and these were compared to local sensitivity analysis results. The results suggest that the system performance is resistant to adverse changes in several parameters at once.

A global sensitivity analysis approach for morphogenesis models

KAUST Repository

Boas, Sonja E. M.

2015-11-21

Background Morphogenesis is a developmental process in which cells organize into shapes and patterns. Complex, non-linear and multi-factorial models with images as output are commonly used to study morphogenesis. It is difficult to understand the relation between the uncertainty in the input and the output of such ‘black-box’ models, giving rise to the need for sensitivity analysis tools. In this paper, we introduce a workflow for a global sensitivity analysis approach to study the impact of single parameters and the interactions between them on the output of morphogenesis models. Results To demonstrate the workflow, we used a published, well-studied model of vascular morphogenesis. The parameters of this cellular Potts model (CPM) represent cell properties and behaviors that drive the mechanisms of angiogenic sprouting. The global sensitivity analysis correctly identified the dominant parameters in the model, consistent with previous studies. Additionally, the analysis provided information on the relative impact of single parameters and of interactions between them. This is very relevant because interactions of parameters impede the experimental verification of the predicted effect of single parameters. The parameter interactions, although of low impact, provided also new insights in the mechanisms of in silico sprouting. Finally, the analysis indicated that the model could be reduced by one parameter. Conclusions We propose global sensitivity analysis as an alternative approach to study the mechanisms of morphogenesis. Comparison of the ranking of the impact of the model parameters to knowledge derived from experimental data and from manipulation experiments can help to falsify models and to find the operand mechanisms in morphogenesis. The workflow is applicable to all ‘black-box’ models, including high-throughput in vitro models in which output measures are affected by a set of experimental perturbations.

A global sensitivity analysis approach for morphogenesis models.

Science.gov (United States)

Boas, Sonja E M; Navarro Jimenez, Maria I; Merks, Roeland M H; Blom, Joke G

2015-11-21

Morphogenesis is a developmental process in which cells organize into shapes and patterns. Complex, non-linear and multi-factorial models with images as output are commonly used to study morphogenesis. It is difficult to understand the relation between the uncertainty in the input and the output of such 'black-box' models, giving rise to the need for sensitivity analysis tools. In this paper, we introduce a workflow for a global sensitivity analysis approach to study the impact of single parameters and the interactions between them on the output of morphogenesis models. To demonstrate the workflow, we used a published, well-studied model of vascular morphogenesis. The parameters of this cellular Potts model (CPM) represent cell properties and behaviors that drive the mechanisms of angiogenic sprouting. The global sensitivity analysis correctly identified the dominant parameters in the model, consistent with previous studies. Additionally, the analysis provided information on the relative impact of single parameters and of interactions between them. This is very relevant because interactions of parameters impede the experimental verification of the predicted effect of single parameters. The parameter interactions, although of low impact, provided also new insights in the mechanisms of in silico sprouting. Finally, the analysis indicated that the model could be reduced by one parameter. We propose global sensitivity analysis as an alternative approach to study the mechanisms of morphogenesis. Comparison of the ranking of the impact of the model parameters to knowledge derived from experimental data and from manipulation experiments can help to falsify models and to find the operand mechanisms in morphogenesis. The workflow is applicable to all 'black-box' models, including high-throughput in vitro models in which output measures are affected by a set of experimental perturbations.

Sensitivity analysis of a low-level waste environmental transport code

International Nuclear Information System (INIS)

Hiromoto, G.

1989-01-01

Results are presented from a sensivity analysis of a computer code designed to simulate the environmental transport of radionuclides buried at shallow land waste repositories. A sensitivity analysis methodology, based on the surface response replacement and statistic sensitivity estimators, was developed to address the relative importance of the input parameters on the model output. Response surface replacement for the model was constructed by stepwise regression, after sampling input vectors from range and distribution of the input variables, and running the code to generate the associated output data. Sensitivity estimators were compute using the partial rank correlation coefficients and the standardized rank regression coefficients. The results showed that the tecniques employed in this work provides a feasible means to perform a sensitivity analysis of a general not-linear environmental radionuclides transport models. (author) [pt

Probabilistic and sensitivity analysis of Botlek Bridge structures

Directory of Open Access Journals (Sweden)

Králik Juraj

2017-01-01

Full Text Available This paper deals with the probabilistic and sensitivity analysis of the largest movable lift bridge of the world. The bridge system consists of six reinforced concrete pylons and two steel decks 4000 tons weight each connected through ropes with counterweights. The paper focuses the probabilistic and sensitivity analysis as the base of dynamic study in design process of the bridge. The results had a high importance for practical application and design of the bridge. The model and resistance uncertainties were taken into account in LHS simulation method.

Dynamic sensitivity analysis of long running landslide models through basis set expansion and meta-modelling

Science.gov (United States)

Rohmer, Jeremy

2016-04-01

Predicting the temporal evolution of landslides is typically supported by numerical modelling. Dynamic sensitivity analysis aims at assessing the influence of the landslide properties on the time-dependent predictions (e.g., time series of landslide displacements). Yet two major difficulties arise: 1. Global sensitivity analysis require running the landslide model a high number of times (> 1000), which may become impracticable when the landslide model has a high computation time cost (> several hours); 2. Landslide model outputs are not scalar, but function of time, i.e. they are n-dimensional vectors with n usually ranging from 100 to 1000. In this article, I explore the use of a basis set expansion, such as principal component analysis, to reduce the output dimensionality to a few components, each of them being interpreted as a dominant mode of variation in the overall structure of the temporal evolution. The computationally intensive calculation of the Sobol' indices for each of these components are then achieved through meta-modelling, i.e. by replacing the landslide model by a "costless-to-evaluate" approximation (e.g., a projection pursuit regression model). The methodology combining "basis set expansion - meta-model - Sobol' indices" is then applied to the La Frasse landslide to investigate the dynamic sensitivity analysis of the surface horizontal displacements to the slip surface properties during the pore pressure changes. I show how to extract information on the sensitivity of each main modes of temporal behaviour using a limited number (a few tens) of long running simulations. In particular, I identify the parameters, which trigger the occurrence of a turning point marking a shift between a regime of low values of landslide displacements and one of high values.

To what degree does the missing-data technique influence the estimated growth in learning strategies over time? A tutorial example of sensitivity analysis for longitudinal data.

Science.gov (United States)

Coertjens, Liesje; Donche, Vincent; De Maeyer, Sven; Vanthournout, Gert; Van Petegem, Peter

2017-01-01

Longitudinal data is almost always burdened with missing data. However, in educational and psychological research, there is a large discrepancy between methodological suggestions and research practice. The former suggests applying sensitivity analysis in order to the robustness of the results in terms of varying assumptions regarding the mechanism generating the missing data. However, in research practice, participants with missing data are usually discarded by relying on listwise deletion. To help bridge the gap between methodological recommendations and applied research in the educational and psychological domain, this study provides a tutorial example of sensitivity analysis for latent growth analysis. The example data concern students' changes in learning strategies during higher education. One cohort of students in a Belgian university college was asked to complete the Inventory of Learning Styles-Short Version, in three measurement waves. A substantial number of students did not participate on each occasion. Change over time in student learning strategies was assessed using eight missing data techniques, which assume different mechanisms for missingness. The results indicated that, for some learning strategy subscales, growth estimates differed between the models. Guidelines in terms of reporting the results from sensitivity analysis are synthesised and applied to the results from the tutorial example.

Experimental Design for Sensitivity Analysis of Simulation Models

NARCIS (Netherlands)

Kleijnen, J.P.C.

2001-01-01

This introductory tutorial gives a survey on the use of statistical designs for what if-or sensitivity analysis in simulation.This analysis uses regression analysis to approximate the input/output transformation that is implied by the simulation model; the resulting regression model is also known as

Understanding dynamics using sensitivity analysis: caveat and solution

Science.gov (United States)

2011-01-01

Background Parametric sensitivity analysis (PSA) has become one of the most commonly used tools in computational systems biology, in which the sensitivity coefficients are used to study the parametric dependence of biological models. As many of these models describe dynamical behaviour of biological systems, the PSA has subsequently been used to elucidate important cellular processes that regulate this dynamics. However, in this paper, we show that the PSA coefficients are not suitable in inferring the mechanisms by which dynamical behaviour arises and in fact it can even lead to incorrect conclusions. Results A careful interpretation of parametric perturbations used in the PSA is presented here to explain the issue of using this analysis in inferring dynamics. In short, the PSA coefficients quantify the integrated change in the system behaviour due to persistent parametric perturbations, and thus the dynamical information of when a parameter perturbation matters is lost. To get around this issue, we present a new sensitivity analysis based on impulse perturbations on system parameters, which is named impulse parametric sensitivity analysis (iPSA). The inability of PSA and the efficacy of iPSA in revealing mechanistic information of a dynamical system are illustrated using two examples involving switch activation. Conclusions The interpretation of the PSA coefficients of dynamical systems should take into account the persistent nature of parametric perturbations involved in the derivation of this analysis. The application of PSA to identify the controlling mechanism of dynamical behaviour can be misleading. By using impulse perturbations, introduced at different times, the iPSA provides the necessary information to understand how dynamics is achieved, i.e. which parameters are essential and when they become important. PMID:21406095

Probabilistic Sensitivity Analysis for Launch Vehicles with Varying Payloads and Adapters for Structural Dynamics and Loads

Science.gov (United States)

McGhee, David S.; Peck, Jeff A.; McDonald, Emmett J.

2012-01-01

This paper examines Probabilistic Sensitivity Analysis (PSA) methods and tools in an effort to understand their utility in vehicle loads and dynamic analysis. Specifically, this study addresses how these methods may be used to establish limits on payload mass and cg location and requirements on adaptor stiffnesses while maintaining vehicle loads and frequencies within established bounds. To this end, PSA methods and tools are applied to a realistic, but manageable, integrated launch vehicle analysis where payload and payload adaptor parameters are modeled as random variables. This analysis is used to study both Regional Response PSA (RRPSA) and Global Response PSA (GRPSA) methods, with a primary focus on sampling based techniques. For contrast, some MPP based approaches are also examined.

Flows of dioxins and furans in coastal food webs: inverse modeling, sensitivity analysis, and applications of linear system theory.

Science.gov (United States)

Saloranta, Tuomo M; Andersen, Tom; Naes, Kristoffer

2006-01-01

Rate constant bioaccumulation models are applied to simulate the flow of polychlorinated dibenzo-p-dioxins and dibenzofurans (PCDD/Fs) in the coastal marine food web of Frierfjorden, a contaminated fjord in southern Norway. We apply two different ways to parameterize the rate constants in the model, global sensitivity analysis of the models using Extended Fourier Amplitude Sensitivity Test (Extended FAST) method, as well as results from general linear system theory, in order to obtain a more thorough insight to the system's behavior and to the flow pathways of the PCDD/Fs. We calibrate our models against observed body concentrations of PCDD/Fs in the food web of Frierfjorden. Differences between the predictions from the two models (using the same forcing and parameter values) are of the same magnitude as their individual deviations from observations, and the models can be said to perform about equally well in our case. Sensitivity analysis indicates that the success or failure of the models in predicting the PCDD/F concentrations in the food web organisms highly depends on the adequate estimation of the truly dissolved concentrations in water and sediment pore water. We discuss the pros and cons of such models in understanding and estimating the present and future concentrations and bioaccumulation of persistent organic pollutants in aquatic food webs.

An adaptive Mantel-Haenszel test for sensitivity analysis in observational studies.

Science.gov (United States)

Rosenbaum, Paul R; Small, Dylan S

2017-06-01

In a sensitivity analysis in an observational study with a binary outcome, is it better to use all of the data or to focus on subgroups that are expected to experience the largest treatment effects? The answer depends on features of the data that may be difficult to anticipate, a trade-off between unknown effect-sizes and known sample sizes. We propose a sensitivity analysis for an adaptive test similar to the Mantel-Haenszel test. The adaptive test performs two highly correlated analyses, one focused analysis using a subgroup, one combined analysis using all of the data, correcting for multiple testing using the joint distribution of the two test statistics. Because the two component tests are highly correlated, this correction for multiple testing is small compared with, for instance, the Bonferroni inequality. The test has the maximum design sensitivity of two component tests. A simulation evaluates the power of a sensitivity analysis using the adaptive test. Two examples are presented. An R package, sensitivity2x2xk, implements the procedure. © 2016, The International Biometric Society.

Sensitivity analysis for improving nanomechanical photonic transducers biosensors

International Nuclear Information System (INIS)

Fariña, D; Álvarez, M; Márquez, S; Lechuga, L M; Dominguez, C

2015-01-01

The achievement of high sensitivity and highly integrated transducers is one of the main challenges in the development of high-throughput biosensors. The aim of this study is to improve the final sensitivity of an opto-mechanical device to be used as a reliable biosensor. We report the analysis of the mechanical and optical properties of optical waveguide microcantilever transducers, and their dependency on device design and dimensions. The selected layout (geometry) based on two butt-coupled misaligned waveguides displays better sensitivities than an aligned one. With this configuration, we find that an optimal microcantilever thickness range between 150 nm and 400 nm would increase both microcantilever bending during the biorecognition process and increase optical sensitivity to 4.8   ×   10 −2  nm −1 , an order of magnitude higher than other similar opto-mechanical devices. Moreover, the analysis shows that a single mode behaviour of the propagating radiation is required to avoid modal interference that could misinterpret the readout signal. (paper)

Sensitivity Analysis of Weather Variables on Offsite Consequence Analysis Tools in South Korea and the United States

Directory of Open Access Journals (Sweden)

Min-Uk Kim

2018-05-01

Full Text Available We studied sensitive weather variables for consequence analysis, in the case of chemical leaks on the user side of offsite consequence analysis (OCA tools. We used OCA tools Korea Offsite Risk Assessment (KORA and Areal Location of Hazardous Atmospheres (ALOHA in South Korea and the United States, respectively. The chemicals used for this analysis were 28% ammonia (NH3, 35% hydrogen chloride (HCl, 50% hydrofluoric acid (HF, and 69% nitric acid (HNO3. The accident scenarios were based on leakage accidents in storage tanks. The weather variables were air temperature, wind speed, humidity, and atmospheric stability. Sensitivity analysis was performed using the Statistical Package for the Social Sciences (SPSS program for dummy regression analysis. Sensitivity analysis showed that impact distance was not sensitive to humidity. Impact distance was most sensitive to atmospheric stability, and was also more sensitive to air temperature than wind speed, according to both the KORA and ALOHA tools. Moreover, the weather variables were more sensitive in rural conditions than in urban conditions, with the ALOHA tool being more influenced by weather variables than the KORA tool. Therefore, if using the ALOHA tool instead of the KORA tool in rural conditions, users should be careful not to cause any differences in impact distance due to input errors of weather variables, with the most sensitive one being atmospheric stability.

Sensitivity Analysis of Weather Variables on Offsite Consequence Analysis Tools in South Korea and the United States.

Science.gov (United States)

Kim, Min-Uk; Moon, Kyong Whan; Sohn, Jong-Ryeul; Byeon, Sang-Hoon

2018-05-18

We studied sensitive weather variables for consequence analysis, in the case of chemical leaks on the user side of offsite consequence analysis (OCA) tools. We used OCA tools Korea Offsite Risk Assessment (KORA) and Areal Location of Hazardous Atmospheres (ALOHA) in South Korea and the United States, respectively. The chemicals used for this analysis were 28% ammonia (NH₃), 35% hydrogen chloride (HCl), 50% hydrofluoric acid (HF), and 69% nitric acid (HNO₃). The accident scenarios were based on leakage accidents in storage tanks. The weather variables were air temperature, wind speed, humidity, and atmospheric stability. Sensitivity analysis was performed using the Statistical Package for the Social Sciences (SPSS) program for dummy regression analysis. Sensitivity analysis showed that impact distance was not sensitive to humidity. Impact distance was most sensitive to atmospheric stability, and was also more sensitive to air temperature than wind speed, according to both the KORA and ALOHA tools. Moreover, the weather variables were more sensitive in rural conditions than in urban conditions, with the ALOHA tool being more influenced by weather variables than the KORA tool. Therefore, if using the ALOHA tool instead of the KORA tool in rural conditions, users should be careful not to cause any differences in impact distance due to input errors of weather variables, with the most sensitive one being atmospheric stability.

Sensitivity Analysis of Launch Vehicle Debris Risk Model

Science.gov (United States)

Gee, Ken; Lawrence, Scott L.

2010-01-01

As part of an analysis of the loss of crew risk associated with an ascent abort system for a manned launch vehicle, a model was developed to predict the impact risk of the debris resulting from an explosion of the launch vehicle on the crew module. The model consisted of a debris catalog describing the number, size and imparted velocity of each piece of debris, a method to compute the trajectories of the debris and a method to calculate the impact risk given the abort trajectory of the crew module. The model provided a point estimate of the strike probability as a function of the debris catalog, the time of abort and the delay time between the abort and destruction of the launch vehicle. A study was conducted to determine the sensitivity of the strike probability to the various model input parameters and to develop a response surface model for use in the sensitivity analysis of the overall ascent abort risk model. The results of the sensitivity analysis and the response surface model are presented in this paper.

Sensitivity and uncertainty analyses for performance assessment modeling

International Nuclear Information System (INIS)

Doctor, P.G.

1988-08-01

Sensitivity and uncertainty analyses methods for computer models are being applied in performance assessment modeling in the geologic high level radioactive waste repository program. The models used in performance assessment tend to be complex physical/chemical models with large numbers of input variables. There are two basic approaches to sensitivity and uncertainty analyses: deterministic and statistical. The deterministic approach to sensitivity analysis involves numerical calculation or employs the adjoint form of a partial differential equation to compute partial derivatives; the uncertainty analysis is based on Taylor series expansions of the input variables propagated through the model to compute means and variances of the output variable. The statistical approach to sensitivity analysis involves a response surface approximation to the model with the sensitivity coefficients calculated from the response surface parameters; the uncertainty analysis is based on simulation. The methods each have strengths and weaknesses. 44 refs

Terricolous alpine lichens are sensitive to both load and concentration of applied nitrogen and have potential as bioindicators of nitrogen deposition

International Nuclear Information System (INIS)

Britton, Andrea J.; Fisher, Julia M.

2010-01-01

The influence of applied nitrogen (N) concentration and load on thallus chemistry and growth of five terricolous alpine lichen species was investigated in a three-month N addition study. Thallus N content was influenced by both concentration and load; but the relative importance of these parameters varied between species. Growth was most affected by concentration. Thresholds for effects observed in this study support a low critical load for terricolous lichen communities ( -1 y -1 ) and suggest that concentrations of N currently encountered in UK cloudwater may have detrimental effects on the growth of sensitive species. The significance of N concentration effects on sensitive species also highlights the need to avoid artificially high concentrations when designing N addition experiments. Given the sensitivity of some species to extremely low loads and concentrations of N we suggest that terricolous lichens have potential as indicators of deposition and impact in northern and alpine ecosystems. - Terricolous lichen species' N content responds to both applied N concentration and load while applied N concentration has greatest effects on growth.

Terricolous alpine lichens are sensitive to both load and concentration of applied nitrogen and have potential as bioindicators of nitrogen deposition

Energy Technology Data Exchange (ETDEWEB)

Britton, Andrea J., E-mail: a.britton@macaulay.ac.u [Macaulay Land Use Research Institute, Craigiebuckler, Aberdeen AB15 8QH (United Kingdom); Fisher, Julia M. [Macaulay Land Use Research Institute, Craigiebuckler, Aberdeen AB15 8QH (United Kingdom)

2010-05-15

The influence of applied nitrogen (N) concentration and load on thallus chemistry and growth of five terricolous alpine lichen species was investigated in a three-month N addition study. Thallus N content was influenced by both concentration and load; but the relative importance of these parameters varied between species. Growth was most affected by concentration. Thresholds for effects observed in this study support a low critical load for terricolous lichen communities (<7.5 kg N ha{sup -1} y{sup -1}) and suggest that concentrations of N currently encountered in UK cloudwater may have detrimental effects on the growth of sensitive species. The significance of N concentration effects on sensitive species also highlights the need to avoid artificially high concentrations when designing N addition experiments. Given the sensitivity of some species to extremely low loads and concentrations of N we suggest that terricolous lichens have potential as indicators of deposition and impact in northern and alpine ecosystems. - Terricolous lichen species' N content responds to both applied N concentration and load while applied N concentration has greatest effects on growth.

Lessons learned in applying function analysis

International Nuclear Information System (INIS)

Mitchel, G.R.; Davey, E.; Basso, R.

2001-01-01

This paper summarizes the lessons learned in undertaking and applying function analysis based on the recent experience of utility, AECL and international design and assessment projects. Function analysis is an analytical technique that can be used to characterize and asses the functions of a system and is widely recognized as an essential component of a 'systematic' approach to design, on that integrated operational and user requirements into the standard design process. (author)

Sensitivity analysis and parameter estimation for distributed hydrological modeling: potential of variational methods

Directory of Open Access Journals (Sweden)

W. Castaings

2009-04-01

Full Text Available Variational methods are widely used for the analysis and control of computationally intensive spatially distributed systems. In particular, the adjoint state method enables a very efficient calculation of the derivatives of an objective function (response function to be analysed or cost function to be optimised with respect to model inputs.

In this contribution, it is shown that the potential of variational methods for distributed catchment scale hydrology should be considered. A distributed flash flood model, coupling kinematic wave overland flow and Green Ampt infiltration, is applied to a small catchment of the Thoré basin and used as a relatively simple (synthetic observations but didactic application case.

It is shown that forward and adjoint sensitivity analysis provide a local but extensive insight on the relation between the assigned model parameters and the simulated hydrological response. Spatially distributed parameter sensitivities can be obtained for a very modest calculation effort (~6 times the computing time of a single model run and the singular value decomposition (SVD of the Jacobian matrix provides an interesting perspective for the analysis of the rainfall-runoff relation.

For the estimation of model parameters, adjoint-based derivatives were found exceedingly efficient in driving a bound-constrained quasi-Newton algorithm. The reference parameter set is retrieved independently from the optimization initial condition when the very common dimension reduction strategy (i.e. scalar multipliers is adopted.

Furthermore, the sensitivity analysis results suggest that most of the variability in this high-dimensional parameter space can be captured with a few orthogonal directions. A parametrization based on the SVD leading singular vectors was found very promising but should be combined with another regularization strategy in order to prevent overfitting.

Comparison of global sensitivity analysis methods – Application to fuel behavior modeling

Energy Technology Data Exchange (ETDEWEB)

Ikonen, Timo, E-mail: timo.ikonen@vtt.fi

2016-02-15

Highlights: • Several global sensitivity analysis methods are compared. • The methods’ applicability to nuclear fuel performance simulations is assessed. • The implications of large input uncertainties and complex models are discussed. • Alternative strategies to perform sensitivity analyses are proposed. - Abstract: Fuel performance codes have two characteristics that make their sensitivity analysis challenging: large uncertainties in input parameters and complex, non-linear and non-additive structure of the models. The complex structure of the code leads to interactions between inputs that show as cross terms in the sensitivity analysis. Due to the large uncertainties of the inputs these interactions are significant, sometimes even dominating the sensitivity analysis. For the same reason, standard linearization techniques do not usually perform well in the analysis of fuel performance codes. More sophisticated methods are typically needed in the analysis. To this end, we compare the performance of several sensitivity analysis methods in the analysis of a steady state FRAPCON simulation. The comparison of importance rankings obtained with the various methods shows that even the simplest methods can be sufficient for the analysis of fuel maximum temperature. However, the analysis of the gap conductance requires more powerful methods that take into account the interactions of the inputs. In some cases, moment-independent methods are needed. We also investigate the computational cost of the various methods and present recommendations as to which methods to use in the analysis.

Relative performance of academic departments using DEA with sensitivity analysis.

Science.gov (United States)

Tyagi, Preeti; Yadav, Shiv Prasad; Singh, S P

2009-05-01

The process of liberalization and globalization of Indian economy has brought new opportunities and challenges in all areas of human endeavor including education. Educational institutions have to adopt new strategies to make best use of the opportunities and counter the challenges. One of these challenges is how to assess the performance of academic programs based on multiple criteria. Keeping this in view, this paper attempts to evaluate the performance efficiencies of 19 academic departments of IIT Roorkee (India) through data envelopment analysis (DEA) technique. The technique has been used to assess the performance of academic institutions in a number of countries like USA, UK, Australia, etc. But we are using it first time in Indian context to the best of our knowledge. Applying DEA models, we calculate technical, pure technical and scale efficiencies and identify the reference sets for inefficient departments. Input and output projections are also suggested for inefficient departments to reach the frontier. Overall performance, research performance and teaching performance are assessed separately using sensitivity analysis.

Applying homotopy analysis method for solving differential-difference equation

International Nuclear Information System (INIS)

Wang Zhen; Zou Li; Zhang Hongqing

2007-01-01

In this Letter, we apply the homotopy analysis method to solving the differential-difference equations. A simple but typical example is applied to illustrate the validity and the great potential of the generalized homotopy analysis method in solving differential-difference equation. Comparisons are made between the results of the proposed method and exact solutions. The results show that the homotopy analysis method is an attractive method in solving the differential-difference equations

Geostatistical and adjoint sensitivity techniques applied to a conceptual model of ground-water flow in the Paradox Basin, Utah

International Nuclear Information System (INIS)

Metcalfe, D.E.; Campbell, J.E.; RamaRao, B.S.; Harper, W.V.; Battelle Project Management Div., Columbus, OH)

1985-01-01

Sensitivity and uncertainty analysis are important components of performance assessment activities for potential high-level radioactive waste repositories. The application of geostatistical and adjoint sensitivity techniques to aid in the calibration of an existing conceptual model of ground-water flow is demonstrated for the Leadville Limestone in Paradox Basin, Utah. The geostatistical method called kriging is used to statistically analyze the measured potentiometric data for the Leadville. This analysis consists of identifying anomalous data and data trends and characterizing the correlation structure between data points. Adjoint sensitivity analysis is then performed to aid in the calibration of a conceptual model of ground-water flow to the Leadville measured potentiometric data. Sensitivity derivatives of the fit between the modeled Leadville potentiometric surface and the measured potentiometric data to model parameters and boundary conditions are calculated by the adjoint method. These sensitivity derivatives are used to determine which model parameter and boundary condition values should be modified to most efficiently improve the fit of modeled to measured potentiometric conditions

Three-dimensional optimization and sensitivity analysis of dental implant thread parameters using finite element analysis.

Science.gov (United States)

Geramizadeh, Maryam; Katoozian, Hamidreza; Amid, Reza; Kadkhodazadeh, Mahdi

2018-04-01

This study aimed to optimize the thread depth and pitch of a recently designed dental implant to provide uniform stress distribution by means of a response surface optimization method available in finite element (FE) software. The sensitivity of simulation to different mechanical parameters was also evaluated. A three-dimensional model of a tapered dental implant with micro-threads in the upper area and V-shaped threads in the rest of the body was modeled and analyzed using finite element analysis (FEA). An axial load of 100 N was applied to the top of the implants. The model was optimized for thread depth and pitch to determine the optimal stress distribution. In this analysis, micro-threads had 0.25 to 0.3 mm depth and 0.27 to 0.33 mm pitch, and V-shaped threads had 0.405 to 0.495 mm depth and 0.66 to 0.8 mm pitch. The optimized depth and pitch were 0.307 and 0.286 mm for micro-threads and 0.405 and 0.808 mm for V-shaped threads, respectively. In this design, the most effective parameters on stress distribution were the depth and pitch of the micro-threads based on sensitivity analysis results. Based on the results of this study, the optimal implant design has micro-threads with 0.307 and 0.286 mm depth and pitch, respectively, in the upper area and V-shaped threads with 0.405 and 0.808 mm depth and pitch in the rest of the body. These results indicate that micro-thread parameters have a greater effect on stress and strain values.

Comparative analysis for the measured and the predicted relative sensitivity of rhodium In core detector

International Nuclear Information System (INIS)

Moon, Sang Rae; Cha, Kyoon Ho; Bae, Seong Man

2012-01-01

Self-powered neutron detector (SPND) is widely used as in-core flux monitoring in nuclear power plants. OPR1000 has applied a rhodium (Rh) as the emitter of the SPND. The SPND contains a neutron-sensitive metallic emitter surrounded by a ceramic insulator. When capturing a neutron, the Rh will be decayed by emitting some electrons which is crossing the sheath and produce current. This current can be measured externally using pico-ammeter. The sensitivity of detectors is closely related with the geometry and material of the detectors. The lifetime of in-core detector is determined by calculating the relative sensitivity of Rh detector. It is required that the Rh detector should be replaced before the burn-up of Rh detector has reached 66% of its original compositions. To predict Rh detector's relative sensitivity ANC code, advanced nodal code capable of two-dimensional and three-dimensional calculations, is used. It is determined that the Rh detectors should be replaced on the basis of the predicted sensitivity value calculated by ANC code. When evaluating the life of Rh detectors using ANC code, it is assumed that the uncertainty of the sensitivity calculation include the measurement error of 5%. As a result of the analysis of measured and predicted data for the Rh detector's relative sensitivity, it is possible to reduce the assumed uncertainty

Comparative analysis for the measured and the predicted relative sensitivity of rhodium In core detector

Energy Technology Data Exchange (ETDEWEB)

Moon, Sang Rae; Cha, Kyoon Ho; Bae, Seong Man [Nuclear Reactor Safety Lab., KHNP Central Research Institute, Daejeon (Korea, Republic of)

2012-10-15

Self-powered neutron detector (SPND) is widely used as in-core flux monitoring in nuclear power plants. OPR1000 has applied a rhodium (Rh) as the emitter of the SPND. The SPND contains a neutron-sensitive metallic emitter surrounded by a ceramic insulator. When capturing a neutron, the Rh will be decayed by emitting some electrons which is crossing the sheath and produce current. This current can be measured externally using pico-ammeter. The sensitivity of detectors is closely related with the geometry and material of the detectors. The lifetime of in-core detector is determined by calculating the relative sensitivity of Rh detector. It is required that the Rh detector should be replaced before the burn-up of Rh detector has reached 66% of its original compositions. To predict Rh detector's relative sensitivity ANC code, advanced nodal code capable of two-dimensional and three-dimensional calculations, is used. It is determined that the Rh detectors should be replaced on the basis of the predicted sensitivity value calculated by ANC code. When evaluating the life of Rh detectors using ANC code, it is assumed that the uncertainty of the sensitivity calculation include the measurement error of 5%. As a result of the analysis of measured and predicted data for the Rh detector's relative sensitivity, it is possible to reduce the assumed uncertainty.

Structure and sensitivity analysis of individual-based predator–prey models

International Nuclear Information System (INIS)

Imron, Muhammad Ali; Gergs, Andre; Berger, Uta

2012-01-01

The expensive computational cost of sensitivity analyses has hampered the use of these techniques for analysing individual-based models in ecology. A relatively cheap computational cost, referred to as the Morris method, was chosen to assess the relative effects of all parameters on the model’s outputs and to gain insights into predator–prey systems. Structure and results of the sensitivity analysis of the Sumatran tiger model – the Panthera Population Persistence (PPP) and the Notonecta foraging model (NFM) – were compared. Both models are based on a general predation cycle and designed to understand the mechanisms behind the predator–prey interaction being considered. However, the models differ significantly in their complexity and the details of the processes involved. In the sensitivity analysis, parameters that directly contribute to the number of prey items killed were found to be most influential. These were the growth rate of prey and the hunting radius of tigers in the PPP model as well as attack rate parameters and encounter distance of backswimmers in the NFM model. Analysis of distances in both of the models revealed further similarities in the sensitivity of the two individual-based models. The findings highlight the applicability and importance of sensitivity analyses in general, and screening design methods in particular, during early development of ecological individual-based models. Comparison of model structures and sensitivity analyses provides a first step for the derivation of general rules in the design of predator–prey models for both practical conservation and conceptual understanding. - Highlights: ► Structure of predation processes is similar in tiger and backswimmer model. ► The two individual-based models (IBM) differ in space formulations. ► In both models foraging distance is among the sensitive parameters. ► Morris method is applicable for the sensitivity analysis even of complex IBMs.

Multiple predictor smoothing methods for sensitivity analysis: Description of techniques

International Nuclear Information System (INIS)

Storlie, Curtis B.; Helton, Jon C.

2008-01-01

The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (i) locally weighted regression (LOESS), (ii) additive models, (iii) projection pursuit regression, and (iv) recursive partitioning regression. Then, in the second and concluding part of this presentation, the indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the Waste Isolation Pilot Plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or quadratic regression when nonlinear relationships between model inputs and model predictions are present

The Volatility of Data Space: Topology Oriented Sensitivity Analysis

Science.gov (United States)

Du, Jing; Ligmann-Zielinska, Arika

2015-01-01

Despite the difference among specific methods, existing Sensitivity Analysis (SA) technologies are all value-based, that is, the uncertainties in the model input and output are quantified as changes of values. This paradigm provides only limited insight into the nature of models and the modeled systems. In addition to the value of data, a potentially richer information about the model lies in the topological difference between pre-model data space and post-model data space. This paper introduces an innovative SA method called Topology Oriented Sensitivity Analysis, which defines sensitivity as the volatility of data space. It extends SA into a deeper level that lies in the topology of data. PMID:26368929

Sensitivity Analysis of the Influence of Structural Parameters on Dynamic Behaviour of Highly Redundant Cable-Stayed Bridges

Directory of Open Access Journals (Sweden)

B. Asgari

2013-01-01

Full Text Available The model tuning through sensitivity analysis is a prominent procedure to assess the structural behavior and dynamic characteristics of cable-stayed bridges. Most of the previous sensitivity-based model tuning methods are automatic iterative processes; however, the results of recent studies show that the most reasonable results are achievable by applying the manual methods to update the analytical model of cable-stayed bridges. This paper presents a model updating algorithm for highly redundant cable-stayed bridges that can be used as an iterative manual procedure. The updating parameters are selected through the sensitivity analysis which helps to better understand the structural behavior of the bridge. The finite element model of Tatara Bridge is considered for the numerical studies. The results of the simulations indicate the efficiency and applicability of the presented manual tuning method for updating the finite element model of cable-stayed bridges. The new aspects regarding effective material and structural parameters and model tuning procedure presented in this paper will be useful for analyzing and model updating of cable-stayed bridges.

Adding value in oil and gas by applying decision analysis methodologies: case history

Energy Technology Data Exchange (ETDEWEB)

Marot, Nicolas [Petro Andina Resources Inc., Alberta (Canada); Francese, Gaston [Tandem Decision Solutions, Buenos Aires (Argentina)

2008-07-01

Petro Andina Resources Ltd. together with Tandem Decision Solutions developed a strategic long range plan applying decision analysis methodology. The objective was to build a robust and fully integrated strategic plan that accomplishes company growth goals to set the strategic directions for the long range. The stochastic methodology and the Integrated Decision Management (IDM{sup TM}) staged approach allowed the company to visualize the associated value and risk of the different strategies while achieving organizational alignment, clarity of action and confidence in the path forward. A decision team involving jointly PAR representatives and Tandem consultants was established to carry out this four month project. Discovery and framing sessions allow the team to disrupt the status quo, discuss near and far reaching ideas and gather the building blocks from which creative strategic alternatives were developed. A comprehensive stochastic valuation model was developed to assess the potential value of each strategy applying simulation tools, sensitivity analysis tools and contingency planning techniques. Final insights and results have been used to populate the final strategic plan presented to the company board providing confidence to the team, assuring that the work embodies the best available ideas, data and expertise, and that the proposed strategy was ready to be elaborated into an optimized course of action. (author)

Global sensitivity analysis in wind energy assessment

Science.gov (United States)

Tsvetkova, O.; Ouarda, T. B.

2012-12-01

Wind energy is one of the most promising renewable energy sources. Nevertheless, it is not yet a common source of energy, although there is enough wind potential to supply world's energy demand. One of the most prominent obstacles on the way of employing wind energy is the uncertainty associated with wind energy assessment. Global sensitivity analysis (SA) studies how the variation of input parameters in an abstract model effects the variation of the variable of interest or the output variable. It also provides ways to calculate explicit measures of importance of input variables (first order and total effect sensitivity indices) in regard to influence on the variation of the output variable. Two methods of determining the above mentioned indices were applied and compared: the brute force method and the best practice estimation procedure In this study a methodology for conducting global SA of wind energy assessment at a planning stage is proposed. Three sampling strategies which are a part of SA procedure were compared: sampling based on Sobol' sequences (SBSS), Latin hypercube sampling (LHS) and pseudo-random sampling (PRS). A case study of Masdar City, a showcase of sustainable living in the UAE, is used to exemplify application of the proposed methodology. Sources of uncertainty in wind energy assessment are very diverse. In the case study the following were identified as uncertain input parameters: the Weibull shape parameter, the Weibull scale parameter, availability of a wind turbine, lifetime of a turbine, air density, electrical losses, blade losses, ineffective time losses. Ineffective time losses are defined as losses during the time when the actual wind speed is lower than the cut-in speed or higher than the cut-out speed. The output variable in the case study is the lifetime energy production. Most influential factors for lifetime energy production are identified with the ranking of the total effect sensitivity indices. The results of the present

Applying causal mediation analysis to personality disorder research.

Science.gov (United States)

Walters, Glenn D

2018-01-01

This article is designed to address fundamental issues in the application of causal mediation analysis to research on personality disorders. Causal mediation analysis is used to identify mechanisms of effect by testing variables as putative links between the independent and dependent variables. As such, it would appear to have relevance to personality disorder research. It is argued that proper implementation of causal mediation analysis requires that investigators take several factors into account. These factors are discussed under 5 headings: variable selection, model specification, significance evaluation, effect size estimation, and sensitivity testing. First, care must be taken when selecting the independent, dependent, mediator, and control variables for a mediation analysis. Some variables make better mediators than others and all variables should be based on reasonably reliable indicators. Second, the mediation model needs to be properly specified. This requires that the data for the analysis be prospectively or historically ordered and possess proper causal direction. Third, it is imperative that the significance of the identified pathways be established, preferably with a nonparametric bootstrap resampling approach. Fourth, effect size estimates should be computed or competing pathways compared. Finally, investigators employing the mediation method are advised to perform a sensitivity analysis. Additional topics covered in this article include parallel and serial multiple mediation designs, moderation, and the relationship between mediation and moderation. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

Relative sensitivity analysis of the predictive properties of sloppy models.

Science.gov (United States)

Myasnikova, Ekaterina; Spirov, Alexander

2018-01-25

Commonly among the model parameters characterizing complex biological systems are those that do not significantly influence the quality of the fit to experimental data, so-called "sloppy" parameters. The sloppiness can be mathematically expressed through saturating response functions (Hill's, sigmoid) thereby embodying biological mechanisms responsible for the system robustness to external perturbations. However, if a sloppy model is used for the prediction of the system behavior at the altered input (e.g. knock out mutations, natural expression variability), it may demonstrate the poor predictive power due to the ambiguity in the parameter estimates. We introduce a method of the predictive power evaluation under the parameter estimation uncertainty, Relative Sensitivity Analysis. The prediction problem is addressed in the context of gene circuit models describing the dynamics of segmentation gene expression in Drosophila embryo. Gene regulation in these models is introduced by a saturating sigmoid function of the concentrations of the regulatory gene products. We show how our approach can be applied to characterize the essential difference between the sensitivity properties of robust and non-robust solutions and select among the existing solutions those providing the correct system behavior at any reasonable input. In general, the method allows to uncover the sources of incorrect predictions and proposes the way to overcome the estimation uncertainties.

Sensitivity analysis of the nuclear data for MYRRHA reactor modelling

International Nuclear Information System (INIS)

Stankovskiy, Alexey; Van den Eynde, Gert; Cabellos, Oscar; Diez, Carlos J.; Schillebeeckx, Peter; Heyse, Jan

2014-01-01

A global sensitivity analysis of effective neutron multiplication factor k eff to the change of nuclear data library revealed that JEFF-3.2T2 neutron-induced evaluated data library produces closer results to ENDF/B-VII.1 than does JEFF-3.1.2. The analysis of contributions of individual evaluations into k eff sensitivity allowed establishing the priority list of nuclides for which uncertainties on nuclear data must be improved. Detailed sensitivity analysis has been performed for two nuclides from this list, 56 Fe and 238 Pu. The analysis was based on a detailed survey of the evaluations and experimental data. To track the origin of the differences in the evaluations and their impact on k eff , the reaction cross-sections and multiplicities in one evaluation have been substituted by the corresponding data from other evaluations. (authors)

Sensitivity Analysis on Elbow Piping Components in Seismically Isolated NPP under Seismic Loading

Energy Technology Data Exchange (ETDEWEB)

Ju, Hee Kun; Hahm, Dae Gi; Kim, Min Kyu [KAERI, Daejeon (Korea, Republic of); Jeon, Bub Gyu; Kim, Nam Sik [Pusan National University, Busan (Korea, Republic of)

2016-05-15

In this study, the FE model is verified using specimen test results and simulation with parameter variations are conducted. Effective parameters will randomly sampled and used as input values for simulations to be applied to the fragility analysis. pipelines are representative of them because they could undergo larger displacements when they are supported on both isolated and non-isolated structures simultaneously. Especially elbows are critical components of pipes under severed loading conditions such as earthquake action because strain is accumulated on them during the repeated bending of the pipe. Therefore, seismic performance of pipe elbow components should be examined thoroughly based on the fragility analysis. Fragility assessment of interface pipe should take different sources of uncertainty into account. However, selection of important sources and repeated tests with many random input values are very time consuming and expensive, so numerical analysis is commonly used. In the present study, finite element (FE) model of elbow component will be validated using the dynamic test results of elbow components. Using the verified model, sensitivity analysis will be implemented as a preliminary process of seismic fragility of piping system. Several important input parameters are selected and how the uncertainty of them are apportioned to the uncertainty of the elbow response is to be studied. Piping elbows are critical components under cyclic loading conditions as they are subjected large displacement. In a seismically isolated NPP, seismic capacity of piping system should be evaluated with caution. Seismic fragility assessment preliminarily needs parameter sensitivity analysis about the output of interest with different input parameter values.

An introduction to sensitivity analysis for unobserved confounding in nonexperimental prevention research.

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Liu, Weiwei; Kuramoto, S Janet; Stuart, Elizabeth A

2013-12-01

Despite the fact that randomization is the gold standard for estimating causal relationships, many questions in prevention science are often left to be answered through nonexperimental studies because randomization is either infeasible or unethical. While methods such as propensity score matching can adjust for observed confounding, unobserved confounding is the Achilles heel of most nonexperimental studies. This paper describes and illustrates seven sensitivity analysis techniques that assess the sensitivity of study results to an unobserved confounder. These methods were categorized into two groups to reflect differences in their conceptualization of sensitivity analysis, as well as their targets of interest. As a motivating example, we examine the sensitivity of the association between maternal suicide and offspring's risk for suicide attempt hospitalization. While inferences differed slightly depending on the type of sensitivity analysis conducted, overall, the association between maternal suicide and offspring's hospitalization for suicide attempt was found to be relatively robust to an unobserved confounder. The ease of implementation and the insight these analyses provide underscores sensitivity analysis techniques as an important tool for nonexperimental studies. The implementation of sensitivity analysis can help increase confidence in results from nonexperimental studies and better inform prevention researchers and policy makers regarding potential intervention targets.

Sensitivity analysis of numerical solutions for environmental fluid problems

International Nuclear Information System (INIS)

Tanaka, Nobuatsu; Motoyama, Yasunori

2003-01-01

In this study, we present a new numerical method to quantitatively analyze the error of numerical solutions by using the sensitivity analysis. If a reference case of typical parameters is one calculated with the method, no additional calculation is required to estimate the results of the other numerical parameters such as more detailed solutions. Furthermore, we can estimate the strict solution from the sensitivity analysis results and can quantitatively evaluate the reliability of the numerical solution by calculating the numerical error. (author)

Applying an energy balance model of a debris covered glacier through the Himalayan seasons - insights from the field and sensitivity analysis

Science.gov (United States)

Steiner, Jakob; Pellicciotti, Francesca; Buri, Pascal; Brock, Ben

2016-04-01

Although some recent studies have attempted to model melt below debris cover in the Himalaya as well as the European Alps, field measurements remain rare and uncertainties of a number of parameters are difficult to constrain. The difficulty of accurately measuring sub-debris melt at one location over a longer period of time with stakes adds to the challenge of calibrating models adequately, as moving debris tends to tilt stakes. Based on measurements of sub-debris melt with stakes as well as air and surface temperature at the same location during three years from 2012 to 2014 at Lirung Glacier in the Nepalese Himalaya, we investigate results with the help of an earlier developed energy balance model. We compare stake readings to cumulative melt as well as observed to modelled surface temperatures. With timeseries stretching through the pre-Monsoon, Monsoon and post-Monsoon of different years we can show the difference of sensitive parameters during these seasons. Using radiation measurements from the AWS we can use a temporarily variable time series of albedo. A thorough analysis of thermistor data showing the stratigraphy of the temperature through the debris layer allows a detailed discussion of the variability as well as the uncertainty range of thermal conductivity. Distributed wind data as well as results from a distributed surface roughness assessment allows to constrain variability of turbulent fluxes between the different locations of the stakes. We show that model results are especially sensitive to thermal conductivity, a value that changes substantially between the seasons. Values obtained from the field are compared to earlier studies, which shows large differences within locations in the Himalaya. We also show that wind varies with more than a factor two between depressions and on debris mounds which has a significant influence on turbulent fluxes. Albedo decreases from the dry to the wet season and likely has some spatial variability that is

Sensitivity analysis: Theory and practical application in safety cases

International Nuclear Information System (INIS)

Kuhlmann, Sebastian; Plischke, Elmar; Roehlig, Klaus-Juergen; Becker, Dirk-Alexander

2014-01-01

The projects described here aim at deriving an adaptive and stepwise approach to sensitivity analysis (SA). Since the appropriateness of a single SA method strongly depends on the nature of the model under study, a top-down approach (from simple to sophisticated methods) is suggested. If simple methods explain the model behaviour sufficiently well then there is no need for applying more sophisticated ones and the SA procedure can be considered complete. The procedure is developed and tested using a model for a LLW/ILW repository in salt. Additionally, a new model for the disposal of HLW in rock salt will be available soon for SA studies within the MOSEL/NUMSA projects. This model will address special characteristics of waste disposal in undisturbed rock salt, especially the case of total confinement, resulting in a zero release which is indeed the objective of radioactive waste disposal. A high proportion of zero-output realisations causes many SA methods to fail, so special treatment is needed and has to be developed. Furthermore, the HLW disposal model will be used as a first test case for applying the procedure described above, which was and is being derived using the LLW/ILW model. How to treat dependencies in the input, model conservatism and time-dependent outputs will be addressed in the future project programme: - If correlations or, more generally, dependencies between input parameters exist, the question arises about the deeper meaning of sensitivity results in such cases: A strict separation between inputs, internal states and outputs is no longer possible. Such correlations (or dependencies) might have different reasons. In some cases correlated input parameters might have a common physically (well-)known fundamental cause but there are reasons why this fundamental cause cannot or should not be integrated into the model, i.e. the cause might generate a very complex model which cannot be calculated in appropriate time. In other cases the correlation may

Sensitivity and uncertainty analysis for Ignalina NPP confinement in case of loss of coolant accident

International Nuclear Information System (INIS)

Urbonavicius, E.; Babilas, E.; Rimkevicius, S.

2003-01-01

At present the best-estimate approach in the safety analysis of nuclear power plants is widely used around the world. The application of such approach requires to estimate the uncertainty of the calculated results. Various methodologies are applied in order to determine the uncertainty with the required accuracy. One of them is the statistical methodology developed at GRS mbH in Germany and integrated into the SUSA tool, which was applied for the sensitivity and uncertainty analysis of the thermal-hydraulic parameters inside the confinement (Accident Localisation System) of Ignalina NPP with RBMK-1500 reactor in case of Maximum Design Basis Accident (break of 900 mm diameter pipe). Several parameters that could potentially influence the calculated results were selected for the analysis. A set of input data with different initial values of the selected parameters was generated. In order to receive the results with 95 % probability and 95 % accuracy, 100 runs were performed with COCOSYS code developed at GRS mbH. The calculated results were processed with SUSA tool. The performed analysis showed a rather low dispersion of the results and only in the initial period of the accident. Besides, the analysis showed that there is no threat to the building structures of Ignalina NPP confinement in case of the considered accident scenario. (author)

A Monte Carlo error simulation applied to calibration-free X-ray diffraction phase analysis

International Nuclear Information System (INIS)

Braun, G.E.

1986-01-01

Quantitative phase analysis of a system of n phases can be effected without the need for calibration standards provided at least n different mixtures of these phases are available. A series of linear equations relating diffracted X-ray intensities, weight fractions and quantitation factors coupled with mass balance relationships can be solved for the unknown weight fractions and factors. Uncertainties associated with the measured X-ray intensities, owing to counting of random X-ray quanta, are used to estimate the errors in the calculated parameters utilizing a Monte Carlo simulation. The Monte Carlo approach can be generalized and applied to any quantitative X-ray diffraction phase analysis method. Two examples utilizing mixtures of CaCO 3 , Fe 2 O 3 and CaF 2 with an α-SiO 2 (quartz) internal standard illustrate the quantitative method and corresponding error analysis. One example is well conditioned; the other is poorly conditioned and, therefore, very sensitive to errors in the measured intensities. (orig.)

TEMAC, Top Event Sensitivity Analysis

International Nuclear Information System (INIS)

Iman, R.L.; Shortencarier, M.J.

1988-01-01

1 - Description of program or function: TEMAC is designed to permit the user to easily estimate risk and to perform sensitivity and uncertainty analyses with a Boolean expression such as produced by the SETS computer program. SETS produces a mathematical representation of a fault tree used to model system unavailability. In the terminology of the TEMAC program, such a mathematical representation is referred to as a top event. The analysis of risk involves the estimation of the magnitude of risk, the sensitivity of risk estimates to base event probabilities and initiating event frequencies, and the quantification of the uncertainty in the risk estimates. 2 - Method of solution: Sensitivity and uncertainty analyses associated with top events involve mathematical operations on the corresponding Boolean expression for the top event, as well as repeated evaluations of the top event in a Monte Carlo fashion. TEMAC employs a general matrix approach which provides a convenient general form for Boolean expressions, is computationally efficient, and allows large problems to be analyzed. 3 - Restrictions on the complexity of the problem - Maxima of: 4000 cut sets, 500 events, 500 values in a Monte Carlo sample, 16 characters in an event name. These restrictions are implemented through the FORTRAN 77 PARAMATER statement

A framework for 2-stage global sensitivity analysis of GastroPlus™ compartmental models.

Science.gov (United States)

Scherholz, Megerle L; Forder, James; Androulakis, Ioannis P

2018-04-01

Parameter sensitivity and uncertainty analysis for physiologically based pharmacokinetic (PBPK) models are becoming an important consideration for regulatory submissions, requiring further evaluation to establish the need for global sensitivity analysis. To demonstrate the benefits of an extensive analysis, global sensitivity was implemented for the GastroPlus™ model, a well-known commercially available platform, using four example drugs: acetaminophen, risperidone, atenolol, and furosemide. The capabilities of GastroPlus were expanded by developing an integrated framework to automate the GastroPlus graphical user interface with AutoIt and for execution of the sensitivity analysis in MATLAB ® . Global sensitivity analysis was performed in two stages using the Morris method to screen over 50 parameters for significant factors followed by quantitative assessment of variability using Sobol's sensitivity analysis. The 2-staged approach significantly reduced computational cost for the larger model without sacrificing interpretation of model behavior, showing that the sensitivity results were well aligned with the biopharmaceutical classification system. Both methods detected nonlinearities and parameter interactions that would have otherwise been missed by local approaches. Future work includes further exploration of how the input domain influences the calculated global sensitivity measures as well as extending the framework to consider a whole-body PBPK model.

Derivation of Continuum Models from An Agent-based Cancer Model: Optimization and Sensitivity Analysis.

Science.gov (United States)

Voulgarelis, Dimitrios; Velayudhan, Ajoy; Smith, Frank

2017-01-01

Agent-based models provide a formidable tool for exploring complex and emergent behaviour of biological systems as well as accurate results but with the drawback of needing a lot of computational power and time for subsequent analysis. On the other hand, equation-based models can more easily be used for complex analysis in a much shorter timescale. This paper formulates an ordinary differential equations and stochastic differential equations model to capture the behaviour of an existing agent-based model of tumour cell reprogramming and applies it to optimization of possible treatment as well as dosage sensitivity analysis. For certain values of the parameter space a close match between the equation-based and agent-based models is achieved. The need for division of labour between the two approaches is explored. Copyright© Bentham Science Publishers; For any queries, please email at epub@benthamscience.org.

Sensitivity analysis of dynamic characteristic of the fixture based on design variables

International Nuclear Information System (INIS)

Wang Dongsheng; Nong Shaoning; Zhang Sijian; Ren Wanfa

2002-01-01

The research on the sensitivity analysis is dealt with of structural natural frequencies to structural design parameters. A typical fixture for vibration test is designed. Using I-DEAS Finite Element programs, the sensitivity of its natural frequency to design parameters is analyzed by Matrix Perturbation Method. The research result shows that the sensitivity analysis is a fast and effective dynamic re-analysis method to dynamic design and parameters modification of complex structures such as fixtures

Development of the high-order decoupled direct method in three dimensions for particulate matter: enabling advanced sensitivity analysis in air quality models

Directory of Open Access Journals (Sweden)

W. Zhang

2012-03-01

Full Text Available The high-order decoupled direct method in three dimensions for particulate matter (HDDM-3D/PM has been implemented in the Community Multiscale Air Quality (CMAQ model to enable advanced sensitivity analysis. The major effort of this work is to develop high-order DDM sensitivity analysis of ISORROPIA, the inorganic aerosol module of CMAQ. A case-specific approach has been applied, and the sensitivities of activity coefficients and water content are explicitly computed. Stand-alone tests are performed for ISORROPIA by comparing the sensitivities (first- and second-order computed by HDDM and the brute force (BF approximations. Similar comparison has also been carried out for CMAQ sensitivities simulated using a week-long winter episode for a continental US domain. Second-order sensitivities of aerosol species (e.g., sulfate, nitrate, and ammonium with respect to domain-wide SO₂, NO_x, and NH₃ emissions show agreement with BF results, yet exhibit less noise in locations where BF results are demonstrably inaccurate. Second-order sensitivity analysis elucidates poorly understood nonlinear responses of secondary inorganic aerosols to their precursors and competing species. Adding second-order sensitivity terms to the Taylor series projection of the nitrate concentrations with a 50% reduction in domain-wide NO_x or SO₂ emissions rates improves the prediction with statistical significance.

Justification of investment projects of biogas systems by the sensitivity analysis

Directory of Open Access Journals (Sweden)

Perebijnos Vasilij Ivanovich

2015-06-01

Full Text Available Methodical features of sensitivity analysis application for evaluation of biogas plants investment projects are shown in the article. Risk factors of the indicated investment projects have been studied. Methodical basis for the use of sensitivity analysis and calculation of elasticity coefficient has been worked out. Calculation of sensitivity analysis and elasticity coefficient of three biogas plants projects, which differ in direction of biogas transformation: use in co-generation plant, application of biomethane as motor fuel and resulting carbon dioxide as marketable product, has been made. Factors strongly affecting projects efficiency have been revealed.

Coupled code analysis of uncertainty and sensitivity of Kalinin-3 benchmark

Energy Technology Data Exchange (ETDEWEB)

Pasichnyk, Ihor; Zwermann, Winfried; Velkov, Kiril [Gesellschaft fuer Anlagen- und Reaktorsicherheit (GRS) gGmbH, Garching (Germany); Nikonov, Sergey [VNIIAES, Moscow (Russian Federation)

2016-09-15

An uncertainty and sensitivity analysis is performed for the OECD/NEA coolant transient Benchmark (K-3) on measured data at Kalinin-3 Nuclear Power Plant (NPP). A switch off of one main coolant pump (MCP) at nominal reactor power is calculated using a coupled thermohydraulic and neutron-kinetic ATHLET-PARCS code. The objectives are to study uncertainty of total reactor power and to identify the main sources of reactor power uncertainty. The GRS uncertainty and sensitivity software package XSUSA is applied to propagate uncertainties in nuclear data libraries to the full core coupled transient calculations. A set of most important thermal-hydraulic parameters of the primary circuit is identified and a total of 23 thermohydraulic parameters are statistically varied using GRS code SUSA. The ATHLET model contains also a balance-of-plant (BOP) model which is simulated using ATHLET GCSM module. In particular the operation of the main steam generator regulators is modelled in detail. A set of 200 varied coupled ATHLET-PARCS calculations is analyzed. The results obtained show a clustering effect in the behavior of global reactor parameters. It is found that the GCSM system together with varied input parameters strongly influence the overall nuclear power plant behavior and can even lead to a new scenario. Possible reasons of the clustering effect are discussed in the paper. This work is a step forward in establishing a ''best-estimate calculations in combination with performing uncertainty analysis'' methodology for coupled full core calculations.

A sensitivity analysis method for the body segment inertial parameters based on ground reaction and joint moment regressor matrices.

Science.gov (United States)

Futamure, Sumire; Bonnet, Vincent; Dumas, Raphael; Venture, Gentiane

2017-11-07

This paper presents a method allowing a simple and efficient sensitivity analysis of dynamics parameters of complex whole-body human model. The proposed method is based on the ground reaction and joint moment regressor matrices, developed initially in robotics system identification theory, and involved in the equations of motion of the human body. The regressor matrices are linear relatively to the segment inertial parameters allowing us to use simple sensitivity analysis methods. The sensitivity analysis method was applied over gait dynamics and kinematics data of nine subjects and with a 15 segments 3D model of the locomotor apparatus. According to the proposed sensitivity indices, 76 segments inertial parameters out the 150 of the mechanical model were considered as not influent for gait. The main findings were that the segment masses were influent and that, at the exception of the trunk, moment of inertia were not influent for the computation of the ground reaction forces and moments and the joint moments. The same method also shows numerically that at least 90% of the lower-limb joint moments during the stance phase can be estimated only from a force-plate and kinematics data without knowing any of the segment inertial parameters. Copyright © 2017 Elsevier Ltd. All rights reserved.

Sensitivity and uncertainty analysis for UO2 and MOX fueled PWR cells

International Nuclear Information System (INIS)

Foad, Basma; Takeda, Toshikazu

2015-01-01

Highlights: • A method for calculating sensitivity coefficients has been improved. • The IR approximation was used in order to get accurate results. • Sensitivities and uncertainties are calculated using the improved method. • The method is applied for UO 2 and MOX fueled PWR cells. • The verification was performed by comparing our results with MCNP6 and TSUNAMI-1D. - Abstract: This paper discusses the improvement of a method for calculating sensitivity coefficients of neutronics parameters relative to infinite dilution cross-sections because the conventional method neglects resonance self-shielding effect. In this study, the self-shielding effect is taken into account by using the intermediate resonance approximation in order to get accurate results in both high and low energy groups. The improved method is applied to calculate sensitivity coefficients and uncertainties of eigenvalue responses for UO 2 and MOX (ThO 2 –UO 2 and PuO 2 –UO 2 ) fueled pressurized water reactor cells. The verification of the improved method was performed by comparing the sensitivities with MCNP6 and TSUNAMI-1D. For uncertainty, calculation comparisons were done with TSUNAMI-1D, and we demonstrate that the differences are caused by the use of different covariance matrices

An educationally inspired illustration of two-dimensional Quantitative Microbiological Risk Assessment (QMRA) and sensitivity analysis.

Science.gov (United States)

Vásquez, G A; Busschaert, P; Haberbeck, L U; Uyttendaele, M; Geeraerd, A H

2014-11-03

Quantitative Microbiological Risk Assessment (QMRA) is a structured methodology used to assess the risk involved by ingestion of a pathogen. It applies mathematical models combined with an accurate exploitation of data sets, represented by distributions and - in the case of two-dimensional Monte Carlo simulations - their hyperparameters. This research aims to highlight background information, assumptions and truncations of a two-dimensional QMRA and advanced sensitivity analysis. We believe that such a detailed listing is not always clearly presented in actual risk assessment studies, while it is essential to ensure reliable and realistic simulations and interpretations. As a case-study, we are considering the occurrence of listeriosis in smoked fish products in Belgium during the period 2008-2009, using two-dimensional Monte Carlo and two sensitivity analysis methods (Spearman correlation and Sobol sensitivity indices) to estimate the most relevant factors of the final risk estimate. A risk estimate of 0.018% per consumption of contaminated smoked fish by an immunocompromised person was obtained. The final estimate of listeriosis cases (23) is within the actual reported result obtained for the same period and for the same population. Variability on the final risk estimate is determined by the variability regarding (i) consumer refrigerator temperatures, (ii) the reference growth rate of L. monocytogenes, (iii) the minimum growth temperature of L. monocytogenes and (iv) consumer portion size. Variability regarding the initial contamination level of L. monocytogenes tends to appear as a determinant of risk variability only when the minimum growth temperature is not included in the sensitivity analysis; when it is included the impact regarding the variability on the initial contamination level of L. monocytogenes is disappearing. Uncertainty determinants of the final risk indicated the need of gathering more information on the reference growth rate and the minimum

Sensitivity analysis of LOFT L2-5 test calculations

International Nuclear Information System (INIS)

Prosek, Andrej

2014-01-01

The uncertainty quantification of best-estimate code predictions is typically accompanied by a sensitivity analysis, in which the influence of the individual contributors to uncertainty is determined. The objective of this study is to demonstrate the improved fast Fourier transform based method by signal mirroring (FFTBM-SM) for the sensitivity analysis. The sensitivity study was performed for the LOFT L2-5 test, which simulates the large break loss of coolant accident. There were 14 participants in the BEMUSE (Best Estimate Methods-Uncertainty and Sensitivity Evaluation) programme, each performing a reference calculation and 15 sensitivity runs of the LOFT L2-5 test. The important input parameters varied were break area, gap conductivity, fuel conductivity, decay power etc. For the influence of input parameters on the calculated results the FFTBM-SM was used. The only difference between FFTBM-SM and original FFTBM is that in the FFTBM-SM the signals are symmetrized to eliminate the edge effect (the so called edge is the difference between the first and last data point of one period of the signal) in calculating average amplitude. It is very important to eliminate unphysical contribution to the average amplitude, which is used as a figure of merit for input parameter influence on output parameters. The idea is to use reference calculation as 'experimental signal', 'sensitivity run' as 'calculated signal', and average amplitude as figure of merit for sensitivity instead for code accuracy. The larger is the average amplitude the larger is the influence of varied input parameter. The results show that with FFTBM-SM the analyst can get good picture of the contribution of the parameter variation to the results. They show when the input parameters are influential and how big is this influence. FFTBM-SM could be also used to quantify the influence of several parameter variations on the results. However, the influential parameters could not be

Importance measures in global sensitivity analysis of nonlinear models

International Nuclear Information System (INIS)

Homma, Toshimitsu; Saltelli, Andrea

1996-01-01

The present paper deals with a new method of global sensitivity analysis of nonlinear models. This is based on a measure of importance to calculate the fractional contribution of the input parameters to the variance of the model prediction. Measures of importance in sensitivity analysis have been suggested by several authors, whose work is reviewed in this article. More emphasis is given to the developments of sensitivity indices by the Russian mathematician I.M. Sobol'. Given that Sobol' treatment of the measure of importance is the most general, his formalism is employed throughout this paper where conceptual and computational improvements of the method are presented. The computational novelty of this study is the introduction of the 'total effect' parameter index. This index provides a measure of the total effect of a given parameter, including all the possible synergetic terms between that parameter and all the others. Rank transformation of the data is also introduced in order to increase the reproducibility of the method. These methods are tested on a few analytical and computer models. The main conclusion of this work is the identification of a sensitivity analysis methodology which is both flexible, accurate and informative, and which can be achieved at reasonable computational cost

Sensitivity Analysis of the Integrated Medical Model for ISS Programs

Science.gov (United States)

Goodenow, D. A.; Myers, J. G.; Arellano, J.; Boley, L.; Garcia, Y.; Saile, L.; Walton, M.; Kerstman, E.; Reyes, D.; Young, M.

2016-01-01

Sensitivity analysis estimates the relative contribution of the uncertainty in input values to the uncertainty of model outputs. Partial Rank Correlation Coefficient (PRCC) and Standardized Rank Regression Coefficient (SRRC) are methods of conducting sensitivity analysis on nonlinear simulation models like the Integrated Medical Model (IMM). The PRCC method estimates the sensitivity using partial correlation of the ranks of the generated input values to each generated output value. The partial part is so named because adjustments are made for the linear effects of all the other input values in the calculation of correlation between a particular input and each output. In SRRC, standardized regression-based coefficients measure the sensitivity of each input, adjusted for all the other inputs, on each output. Because the relative ranking of each of the inputs and outputs is used, as opposed to the values themselves, both methods accommodate the nonlinear relationship of the underlying model. As part of the IMM v4.0 validation study, simulations are available that predict 33 person-missions on ISS and 111 person-missions on STS. These simulated data predictions feed the sensitivity analysis procedures. The inputs to the sensitivity procedures include the number occurrences of each of the one hundred IMM medical conditions generated over the simulations and the associated IMM outputs: total quality time lost (QTL), number of evacuations (EVAC), and number of loss of crew lives (LOCL). The IMM team will report the results of using PRCC and SRRC on IMM v4.0 predictions of the ISS and STS missions created as part of the external validation study. Tornado plots will assist in the visualization of the condition-related input sensitivities to each of the main outcomes. The outcomes of this sensitivity analysis will drive review focus by identifying conditions where changes in uncertainty could drive changes in overall model output uncertainty. These efforts are an integral

Adjoint sensitivity analysis of high frequency structures with Matlab

CERN Document Server

Bakr, Mohamed; Demir, Veysel

2017-01-01

This book covers the theory of adjoint sensitivity analysis and uses the popular FDTD (finite-difference time-domain) method to show how wideband sensitivities can be efficiently estimated for different types of materials and structures. It includes a variety of MATLAB® examples to help readers absorb the content more easily.

System reliability assessment via sensitivity analysis in the Markov chain scheme

International Nuclear Information System (INIS)

Gandini, A.

1988-01-01

Methods for reliability sensitivity analysis in the Markov chain scheme are presented, together with a new formulation which makes use of Generalized Perturbation Theory (GPT) methods. As well known, sensitivity methods are fundamental in system risk analysis, since they allow to identify important components, so to assist the analyst in finding weaknesses in design and operation and in suggesting optimal modifications for system upgrade. The relationship between the GPT sensitivity expression and the Birnbaum importance is also given [fr

A sensitivity analysis for a thermomechanical model of the Antarctic ice sheet and ice shelves

Science.gov (United States)

Baratelli, F.; Castellani, G.; Vassena, C.; Giudici, M.

2012-04-01

The outcomes of an ice sheet model depend on a number of parameters and physical quantities which are often estimated with large uncertainty, because of lack of sufficient experimental measurements in such remote environments. Therefore, the efforts to improve the accuracy of the predictions of ice sheet models by including more physical processes and interactions with atmosphere, hydrosphere and lithosphere can be affected by the inaccuracy of the fundamental input data. A sensitivity analysis can help to understand which are the input data that most affect the different predictions of the model. In this context, a finite difference thermomechanical ice sheet model based on the Shallow-Ice Approximation (SIA) and on the Shallow-Shelf Approximation (SSA) has been developed and applied for the simulation of the evolution of the Antarctic ice sheet and ice shelves for the last 200 000 years. The sensitivity analysis of the model outcomes (e.g., the volume of the ice sheet and of the ice shelves, the basal melt rate of the ice sheet, the mean velocity of the Ross and Ronne-Filchner ice shelves, the wet area at the base of the ice sheet) with respect to the model parameters (e.g., the basal sliding coefficient, the geothermal heat flux, the present-day surface accumulation and temperature, the mean ice shelves viscosity, the melt rate at the base of the ice shelves) has been performed by computing three synthetic numerical indices: two local sensitivity indices and a global sensitivity index. Local sensitivity indices imply a linearization of the model and neglect both non-linear and joint effects of the parameters. The global variance-based sensitivity index, instead, takes into account the complete variability of the input parameters but is usually conducted with a Monte Carlo approach which is computationally very demanding for non-linear complex models. Therefore, the global sensitivity index has been computed using a development of the model outputs in a

Interactive Building Design Space Exploration Using Regionalized Sensitivity Analysis

DEFF Research Database (Denmark)

Østergård, Torben; Jensen, Rasmus Lund; Maagaard, Steffen

2017-01-01

simulation inputs are most important and which have negligible influence on the model output. Popular sensitivity methods include the Morris method, variance-based methods (e.g. Sobol’s), and regression methods (e.g. SRC). However, all these methods only address one output at a time, which makes it difficult...... in combination with the interactive parallel coordinate plot (PCP). The latter is an effective tool to explore stochastic simulations and to find high-performing building designs. The proposed methods help decision makers to focus their attention to the most important design parameters when exploring......Monte Carlo simulations combined with regionalized sensitivity analysis provide the means to explore a vast, multivariate design space in building design. Typically, sensitivity analysis shows how the variability of model output relates to the uncertainties in models inputs. This reveals which...

Sensitivity study of CFD turbulent models for natural convection analysis

International Nuclear Information System (INIS)

Yu sun, Park

2007-01-01

The buoyancy driven convective flow fields are steady circulatory flows which were made between surfaces maintained at two fixed temperatures. They are ubiquitous in nature and play an important role in many engineering applications. Application of a natural convection can reduce the costs and efforts remarkably. This paper focuses on the sensitivity study of turbulence analysis using CFD (Computational Fluid Dynamics) for a natural convection in a closed rectangular cavity. Using commercial CFD code, FLUENT and various turbulent models were applied to the turbulent flow. Results from each CFD model will be compared each other in the viewpoints of grid resolution and flow characteristics. It has been showed that: -) obtaining general flow characteristics is possible with relatively coarse grid; -) there is no significant difference between results from finer grid resolutions than grid with y + + is defined as y + = ρ*u*y/μ, u being the wall friction velocity, y being the normal distance from the center of the cell to the wall, ρ and μ being respectively the fluid density and the fluid viscosity; -) the K-ε models show a different flow characteristic from K-ω models or from the Reynolds Stress Model (RSM); and -) the y + parameter is crucial for the selection of the appropriate turbulence model to apply within the simulation

A new approach and computational algorithm for sensitivity/uncertainty analysis for SED and SAD with applications to beryllium integral experiments

International Nuclear Information System (INIS)

Song, P.M.; Youssef, M.Z.; Abdou, M.A.

1993-01-01

A new approach for treating the sensitivity and uncertainty in the secondary energy distribution (SED) and the secondary angular distribution (SAD) has been developed, and the existing two-dimensional sensitivity/uncertainty analysis code, FORSS, was expanded to incorporate the new approach. The calculational algorithm was applied to the 9 Be(n,2n) cross section to study the effect of the current uncertainties in the SED and SAD of neutrons emitted from this reaction on the prediction accuracy of the tritium production rate from 6 Li(T 6 ) and 7 Li(T 7 ) in an engineering-oriented fusion integral experiment of the US Department of Energy/Japan Atomic Energy Research Institute Collaborative Program on Fusion Neutronics in which beryllium was used as a neutron multiplier. In addition, the analysis was extended to include the uncertainties in the integrated smooth cross sections of beryllium and other materials that constituted the test assembly used in the experiment. This comprehensive two-dimensional cross-section sensitivity/uncertainty analysis aimed at identifying the sources of discrepancies between calculated and measured values for T 6 and T 7

Linear Parametric Sensitivity Analysis of the Constraint Coefficient Matrix in Linear Programs

NARCIS (Netherlands)

R.A. Zuidwijk (Rob)

2005-01-01

textabstractSensitivity analysis is used to quantify the impact of changes in the initial data of linear programs on the optimal value. In particular, parametric sensitivity analysis involves a perturbation analysis in which the effects of small changes of some or all of the initial data on an

Parameter uncertainty effects on variance-based sensitivity analysis

International Nuclear Information System (INIS)

Yu, W.; Harris, T.J.

2009-01-01

In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used

Sensitivity analysis for decision-making using the MORE method-A Pareto approach

International Nuclear Information System (INIS)

Ravalico, Jakin K.; Maier, Holger R.; Dandy, Graeme C.

2009-01-01

Integrated Assessment Modelling (IAM) incorporates knowledge from different disciplines to provide an overarching assessment of the impact of different management decisions. The complex nature of these models, which often include non-linearities and feedback loops, requires special attention for sensitivity analysis. This is especially true when the models are used to form the basis of management decisions, where it is important to assess how sensitive the decisions being made are to changes in model parameters. This research proposes an extension to the Management Option Rank Equivalence (MORE) method of sensitivity analysis; a new method of sensitivity analysis developed specifically for use in IAM and decision-making. The extension proposes using a multi-objective Pareto optimal search to locate minimum combined parameter changes that result in a change in the preferred management option. It is demonstrated through a case study of the Namoi River, where results show that the extension to MORE is able to provide sensitivity information for individual parameters that takes into account simultaneous variations in all parameters. Furthermore, the increased sensitivities to individual parameters that are discovered when joint parameter variation is taken into account shows the importance of ensuring that any sensitivity analysis accounts for these changes.

New trends in applied harmonic analysis sparse representations, compressed sensing, and multifractal analysis

CERN Document Server

Cabrelli, Carlos; Jaffard, Stephane; Molter, Ursula

2016-01-01

This volume is a selection of written notes corresponding to courses taught at the CIMPA School: "New Trends in Applied Harmonic Analysis: Sparse Representations, Compressed Sensing and Multifractal Analysis". New interactions between harmonic analysis and signal and image processing have seen striking development in the last 10 years, and several technological deadlocks have been solved through the resolution of deep theoretical problems in harmonic analysis. New Trends in Applied Harmonic Analysis focuses on two particularly active areas that are representative of such advances: multifractal analysis, and sparse representation and compressed sensing. The contributions are written by leaders in these areas, and covers both theoretical aspects and applications. This work should prove useful not only to PhD students and postdocs in mathematics and signal and image processing, but also to researchers working in related topics.

Global sensitivity analysis of DRAINMOD-FOREST, an integrated forest ecosystem model

Science.gov (United States)

Shiying Tian; Mohamed A. Youssef; Devendra M. Amatya; Eric D. Vance

2014-01-01

Global sensitivity analysis is a useful tool to understand process-based ecosystem models by identifying key parameters and processes controlling model predictions. This study reported a comprehensive global sensitivity analysis for DRAINMOD-FOREST, an integrated model for simulating water, carbon (C), and nitrogen (N) cycles and plant growth in lowland forests. The...

Sensitivity Analysis of Centralized Dynamic Cell Selection

DEFF Research Database (Denmark)

Lopez, Victor Fernandez; Alvarez, Beatriz Soret; Pedersen, Klaus I.

2016-01-01

and a suboptimal optimization algorithm that nearly achieves the performance of the optimal Hungarian assignment. Moreover, an exhaustive sensitivity analysis with different network and traffic configurations is carried out in order to understand what conditions are more appropriate for the use of the proposed...

Applications of advances in nonlinear sensitivity analysis

Energy Technology Data Exchange (ETDEWEB)

Werbos, P J

1982-01-01

The following paper summarizes the major properties and applications of a collection of algorithms involving differentiation and optimization at minimum cost. The areas of application include the sensitivity analysis of models, new work in statistical or econometric estimation, optimization, artificial intelligence and neuron modelling.

Response surface methodology for sensitivity and uncertainty analysis: performance and perspectives

International Nuclear Information System (INIS)

Olivi, L.; Brunelli, F.; Cacciabue, P.C.; Parisi, P.

1985-01-01

Two main aspects have to be taken into account in studying a nuclear accident scenario when using nuclear safety codes as an information source. The first one concerns the behavior of the code response and the set of assumptions to be introduced for its modelling. The second one is connected with the uncertainty features of the code input, often modelled as a probability density function (pdf). The analyst can apply two well-defined approaches depending on whether he wants major emphasis put on either of the aspects. Response Surface Methodology uses polynomial and inverse polynomial models together with the theory of experimental design, expressly developed for the identification procedure. It constitutes a well-established body of techniques able to cover a wide spectrum of requirements, when the first aspect plays the crucial role in the definition of the objectives. Other techniques such as Latin hypercube sampling, stratified sampling or even random sampling can fit better, when the second aspect affects the reliability of the analysis. The ultimate goal for both approaches is the selection of the variable, i.e. the identification of the code input variables most effective on the output and the uncertainty propagation, i.e. the assessment of the pdf to be attributed to the code response. The main aim of this work is to present a sensitivity analysis method, already tested on a real case, sufficiently flexible to be applied in both approaches mentioned

Prior Sensitivity Analysis in Default Bayesian Structural Equation Modeling.

Science.gov (United States)

van Erp, Sara; Mulder, Joris; Oberski, Daniel L

2017-11-27

Bayesian structural equation modeling (BSEM) has recently gained popularity because it enables researchers to fit complex models and solve some of the issues often encountered in classical maximum likelihood estimation, such as nonconvergence and inadmissible solutions. An important component of any Bayesian analysis is the prior distribution of the unknown model parameters. Often, researchers rely on default priors, which are constructed in an automatic fashion without requiring substantive prior information. However, the prior can have a serious influence on the estimation of the model parameters, which affects the mean squared error, bias, coverage rates, and quantiles of the estimates. In this article, we investigate the performance of three different default priors: noninformative improper priors, vague proper priors, and empirical Bayes priors-with the latter being novel in the BSEM literature. Based on a simulation study, we find that these three default BSEM methods may perform very differently, especially with small samples. A careful prior sensitivity analysis is therefore needed when performing a default BSEM analysis. For this purpose, we provide a practical step-by-step guide for practitioners to conducting a prior sensitivity analysis in default BSEM. Our recommendations are illustrated using a well-known case study from the structural equation modeling literature, and all code for conducting the prior sensitivity analysis is available in the online supplemental materials. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

A combined sensitivity analysis and kriging surrogate modeling for early validation of health indicators

International Nuclear Information System (INIS)

Lamoureux, Benjamin; Mechbal, Nazih; Massé, Jean-Rémi

2014-01-01

To increase the dependability of complex systems, one solution is to assess their state of health continuously through the monitoring of variables sensitive to potential degradation modes. When computed in an operating environment, these variables, known as health indicators, are subject to many uncertainties. Hence, the stochastic nature of health assessment combined with the lack of data in design stages makes it difficult to evaluate the efficiency of a health indicator before the system enters into service. This paper introduces a method for early validation of health indicators during the design stages of a system development process. This method uses physics-based modeling and uncertainties propagation to create simulated stochastic data. However, because of the large number of parameters defining the model and its computation duration, the necessary runtime for uncertainties propagation is prohibitive. Thus, kriging is used to obtain low computation time estimations of the model outputs. Moreover, sensitivity analysis techniques are performed upstream to determine the hierarchization of the model parameters and to reduce the dimension of the input space. The validation is based on three types of numerical key performance indicators corresponding to the detection, identification and prognostic processes. After having introduced and formalized the framework of uncertain systems modeling and the different performance metrics, the issues of sensitivity analysis and surrogate modeling are addressed. The method is subsequently applied to the validation of a set of health indicators for the monitoring of an aircraft engine’s pumping unit

An efficient computational method for global sensitivity analysis and its application to tree growth modelling

International Nuclear Information System (INIS)

Wu, Qiong-Li; Cournède, Paul-Henry; Mathieu, Amélie

2012-01-01

Global sensitivity analysis has a key role to play in the design and parameterisation of functional–structural plant growth models which combine the description of plant structural development (organogenesis and geometry) and functional growth (biomass accumulation and allocation). We are particularly interested in this study in Sobol's method which decomposes the variance of the output of interest into terms due to individual parameters but also to interactions between parameters. Such information is crucial for systems with potentially high levels of non-linearity and interactions between processes, like plant growth. However, the computation of Sobol's indices relies on Monte Carlo sampling and re-sampling, whose costs can be very high, especially when model evaluation is also expensive, as for tree models. In this paper, we thus propose a new method to compute Sobol's indices inspired by Homma–Saltelli, which improves slightly their use of model evaluations, and then derive for this generic type of computational methods an estimator of the error estimation of sensitivity indices with respect to the sampling size. It allows the detailed control of the balance between accuracy and computing time. Numerical tests on a simple non-linear model are convincing and the method is finally applied to a functional–structural model of tree growth, GreenLab, whose particularity is the strong level of interaction between plant functioning and organogenesis. - Highlights: ► We study global sensitivity analysis in the context of functional–structural plant modelling. ► A new estimator based on Homma–Saltelli method is proposed to compute Sobol indices, based on a more balanced re-sampling strategy. ► The estimation accuracy of sensitivity indices for a class of Sobol's estimators can be controlled by error analysis. ► The proposed algorithm is implemented efficiently to compute Sobol indices for a complex tree growth model.

An overview of the design and analysis of simulation experiments for sensitivity analysis

NARCIS (Netherlands)

Kleijnen, J.P.C.

2005-01-01

Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models. This review surveys 'classic' and 'modern' designs for experiments with simulation models. Classic designs were developed for real, non-simulated systems in agriculture, engineering, etc. These designs

Sensitivity Analysis Based SVM Application on Automatic Incident Detection of Rural Road in China

Directory of Open Access Journals (Sweden)

Xingliang Liu

2018-01-01

Full Text Available Traditional automatic incident detection methods such as artificial neural networks, backpropagation neural network, and Markov chains are not suitable for addressing the incident detection problem of rural roads in China which have a relatively high accident rate and a low reaction speed caused by the character of small traffic volume. This study applies the support vector machine (SVM and parameter sensitivity analysis methods to build an accident detection algorithm in a rural road condition, based on real-time data collected in a field experiment. The sensitivity of four parameters (speed, front distance, vehicle group time interval, and free driving ratio is analyzed, and the data sets of two parameters with a significant sensitivity are chosen to form the traffic state feature vector. The SVM and k-fold cross validation (K-CV methods are used to build the accident detection algorithm, which shows an excellent performance in detection accuracy (98.15% of the training data set and 87.5% of the testing data set. Therefore, the problem of low incident reaction speed of rural roads in China could be solved to some extent.

Sensitivity analysis of a greedy heuristic for knapsack problems

NARCIS (Netherlands)

Ghosh, D; Chakravarti, N; Sierksma, G

2006-01-01

In this paper, we carry out parametric analysis as well as a tolerance limit based sensitivity analysis of a greedy heuristic for two knapsack problems-the 0-1 knapsack problem and the subset sum problem. We carry out the parametric analysis based on all problem parameters. In the tolerance limit

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

International Nuclear Information System (INIS)

Brown, C.S.; Zhang, Hongbin

2016-01-01

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

Sensitivity analysis on various parameters for lattice analysis of DUPIC fuel with WIMS-AECL code

Energy Technology Data Exchange (ETDEWEB)

Roh, Gyu Hong; Choi, Hang Bok; Park, Jee Won [Korea Atomic Energy Research Institute, Taejon (Korea, Republic of)

1998-12-31

The code WIMS-AECL has been used for the lattice analysis of DUPIC fuel. The lattice parameters calculated by the code is sensitive to the choice of number of parameters, such as the number of tracking lines, number of condensed groups, mesh spacing in the moderator region, other parameters vital to the calculation of probabilities and burnup analysis. We have studied this sensitivity with respect to these parameters and recommend their proper values which are necessary for carrying out the lattice analysis of DUPIC fuel.

Sensitivity analysis on various parameters for lattice analysis of DUPIC fuel with WIMS-AECL code

Energy Technology Data Exchange (ETDEWEB)

Roh, Gyu Hong; Choi, Hang Bok; Park, Jee Won [Korea Atomic Energy Research Institute, Taejon (Korea, Republic of)

1997-12-31

The code WIMS-AECL has been used for the lattice analysis of DUPIC fuel. The lattice parameters calculated by the code is sensitive to the choice of number of parameters, such as the number of tracking lines, number of condensed groups, mesh spacing in the moderator region, other parameters vital to the calculation of probabilities and burnup analysis. We have studied this sensitivity with respect to these parameters and recommend their proper values which are necessary for carrying out the lattice analysis of DUPIC fuel.

Generalized tolerance sensitivity and DEA metric sensitivity

OpenAIRE

Neralić, Luka; E. Wendell, Richard

2015-01-01

This paper considers the relationship between Tolerance sensitivity analysis in optimization and metric sensitivity analysis in Data Envelopment Analysis (DEA). Herein, we extend the results on the generalized Tolerance framework proposed by Wendell and Chen and show how this framework includes DEA metric sensitivity as a special case. Further, we note how recent results in Tolerance sensitivity suggest some possible extensions of the results in DEA metric sensitivity.

Generalized tolerance sensitivity and DEA metric sensitivity

Directory of Open Access Journals (Sweden)

Luka Neralić

2015-03-01

Full Text Available This paper considers the relationship between Tolerance sensitivity analysis in optimization and metric sensitivity analysis in Data Envelopment Analysis (DEA. Herein, we extend the results on the generalized Tolerance framework proposed by Wendell and Chen and show how this framework includes DEA metric sensitivity as a special case. Further, we note how recent results in Tolerance sensitivity suggest some possible extensions of the results in DEA metric sensitivity.

Demonstration sensitivity analysis for RADTRAN III

International Nuclear Information System (INIS)

Neuhauser, K.S.; Reardon, P.C.

1986-10-01

A demonstration sensitivity analysis was performed to: quantify the relative importance of 37 variables to the total incident free dose; assess the elasticity of seven dose subgroups to those same variables; develop density distributions for accident dose to combinations of accident data under wide-ranging variations; show the relationship between accident consequences and probabilities of occurrence; and develop limits for the variability of probability consequence curves

Sensitivity analysis of water consumption in an office building

Science.gov (United States)

Suchacek, Tomas; Tuhovcak, Ladislav; Rucka, Jan

2018-02-01

This article deals with sensitivity analysis of real water consumption in an office building. During a long-term real study, reducing of pressure in its water connection was simulated. A sensitivity analysis of uneven water demand was conducted during working time at various provided pressures and at various time step duration. Correlations between maximal coefficients of water demand variation during working time and provided pressure were suggested. The influence of provided pressure in the water connection on mean coefficients of water demand variation was pointed out, altogether for working hours of all days and separately for days with identical working hours.

An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis

NARCIS (Netherlands)

Kleijnen, J.P.C.

2004-01-01

Sensitivity analysis may serve validation, optimization, and risk analysis of simulation models.This review surveys classic and modern designs for experiments with simulation models.Classic designs were developed for real, non-simulated systems in agriculture, engineering, etc.These designs assume a

Robust prediction of anti-cancer drug sensitivity and sensitivity-specific biomarker.

Directory of Open Access Journals (Sweden)

Heewon Park

Full Text Available The personal genomics era has attracted a large amount of attention for anti-cancer therapy by patient-specific analysis. Patient-specific analysis enables discovery of individual genomic characteristics for each patient, and thus we can effectively predict individual genetic risk of disease and perform personalized anti-cancer therapy. Although the existing methods for patient-specific analysis have successfully uncovered crucial biomarkers, their performance takes a sudden turn for the worst in the presence of outliers, since the methods are based on non-robust manners. In practice, clinical and genomic alterations datasets usually contain outliers from various sources (e.g., experiment error, coding error, etc. and the outliers may significantly affect the result of patient-specific analysis. We propose a robust methodology for patient-specific analysis in line with the NetwrokProfiler. In the proposed method, outliers in high dimensional gene expression levels and drug response datasets are simultaneously controlled by robust Mahalanobis distance in robust principal component space. Thus, we can effectively perform for predicting anti-cancer drug sensitivity and identifying sensitivity-specific biomarkers for individual patients. We observe through Monte Carlo simulations that the proposed robust method produces outstanding performances for predicting response variable in the presence of outliers. We also apply the proposed methodology to the Sanger dataset in order to uncover cancer biomarkers and predict anti-cancer drug sensitivity, and show the effectiveness of our method.

Contribution to the sample mean plot for graphical and numerical sensitivity analysis

International Nuclear Information System (INIS)

Bolado-Lavin, R.; Castaings, W.; Tarantola, S.

2009-01-01

The contribution to the sample mean plot, originally proposed by Sinclair, is revived and further developed as practical tool for global sensitivity analysis. The potentials of this simple and versatile graphical tool are discussed. Beyond the qualitative assessment provided by this approach, a statistical test is proposed for sensitivity analysis. A case study that simulates the transport of radionuclides through the geosphere from an underground disposal vault containing nuclear waste is considered as a benchmark. The new approach is tested against a very efficient sensitivity analysis method based on state dependent parameter meta-modelling

Personalization of models with many model parameters : an efficient sensitivity analysis approach

NARCIS (Netherlands)

Donders, W.P.; Huberts, W.; van de Vosse, F.N.; Delhaas, T.

2015-01-01

Uncertainty quantification and global sensitivity analysis are indispensable for patient-specific applications of models that enhance diagnosis or aid decision-making. Variance-based sensitivity analysis methods, which apportion each fraction of the output uncertainty (variance) to the effects of

Seismic analysis of steam generator and parameter sensitivity studies

International Nuclear Information System (INIS)

Qian Hao; Xu Dinggen; Yang Ren'an; Liang Xingyun

2013-01-01

Background: The steam generator (SG) serves as the primary means for removing the heat generated within the reactor core and is part of the reactor coolant system (RCS) pressure boundary. Purpose: Seismic analysis in required for SG, whose seismic category is Cat. I. Methods: The analysis model of SG is created with moisture separator assembly and tube bundle assembly herein. The seismic analysis is performed with RCS pipe and Reactor Pressure Vessel (RPV). Results: The seismic stress results of SG are obtained. In addition, parameter sensitivities of seismic analysis results are studied, such as the effect of another SG, support, anti-vibration bars (AVBs), and so on. Our results show that seismic results are sensitive to support and AVBs setting. Conclusions: The guidance and comments on these parameters are summarized for equipment design and analysis, which should be focused on in future new type NPP SG's research and design. (authors)

An Application of Monte-Carlo-Based Sensitivity Analysis on the Overlap in Discriminant Analysis

Directory of Open Access Journals (Sweden)

S. Razmyan

2012-01-01

Full Text Available Discriminant analysis (DA is used for the measurement of estimates of a discriminant function by minimizing their group misclassifications to predict group membership of newly sampled data. A major source of misclassification in DA is due to the overlapping of groups. The uncertainty in the input variables and model parameters needs to be properly characterized in decision making. This study combines DEA-DA with a sensitivity analysis approach to an assessment of the influence of banks’ variables on the overall variance in overlap in a DA in order to determine which variables are most significant. A Monte-Carlo-based sensitivity analysis is considered for computing the set of first-order sensitivity indices of the variables to estimate the contribution of each uncertain variable. The results show that the uncertainties in the loans granted and different deposit variables are more significant than uncertainties in other banks’ variables in decision making.

Steady state likelihood ratio sensitivity analysis for stiff kinetic Monte Carlo simulations.

Science.gov (United States)

Núñez, M; Vlachos, D G

2015-01-28

Kinetic Monte Carlo simulation is an integral tool in the study of complex physical phenomena present in applications ranging from heterogeneous catalysis to biological systems to crystal growth and atmospheric sciences. Sensitivity analysis is useful for identifying important parameters and rate-determining steps, but the finite-difference application of sensitivity analysis is computationally demanding. Techniques based on the likelihood ratio method reduce the computational cost of sensitivity analysis by obtaining all gradient information in a single run. However, we show that disparity in time scales of microscopic events, which is ubiquitous in real systems, introduces drastic statistical noise into derivative estimates for parameters affecting the fast events. In this work, the steady-state likelihood ratio sensitivity analysis is extended to singularly perturbed systems by invoking partial equilibration for fast reactions, that is, by working on the fast and slow manifolds of the chemistry. Derivatives on each time scale are computed independently and combined to the desired sensitivity coefficients to considerably reduce the noise in derivative estimates for stiff systems. The approach is demonstrated in an analytically solvable linear system.

Sensitivity Analysis of OECD Benchmark Tests in BISON

Energy Technology Data Exchange (ETDEWEB)

Swiler, Laura Painton [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Gamble, Kyle [Idaho National Lab. (INL), Idaho Falls, ID (United States); Schmidt, Rodney C. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Williamson, Richard [Idaho National Lab. (INL), Idaho Falls, ID (United States)

2015-09-01

This report summarizes a NEAMS (Nuclear Energy Advanced Modeling and Simulation) project focused on sensitivity analysis of a fuels performance benchmark problem. The benchmark problem was defined by the Uncertainty Analysis in Modeling working group of the Nuclear Science Committee, part of the Nuclear Energy Agency of the Organization for Economic Cooperation and Development (OECD ). The benchmark problem involv ed steady - state behavior of a fuel pin in a Pressurized Water Reactor (PWR). The problem was created in the BISON Fuels Performance code. Dakota was used to generate and analyze 300 samples of 17 input parameters defining core boundary conditions, manuf acturing tolerances , and fuel properties. There were 24 responses of interest, including fuel centerline temperatures at a variety of locations and burnup levels, fission gas released, axial elongation of the fuel pin, etc. Pearson and Spearman correlatio n coefficients and Sobol' variance - based indices were used to perform the sensitivity analysis. This report summarizes the process and presents results from this study.

Sensitivity Analysis of the Critical Speed in Railway Vehicle Dynamics

DEFF Research Database (Denmark)

Bigoni, Daniele; True, Hans; Engsig-Karup, Allan Peter

2014-01-01

We present an approach to global sensitivity analysis aiming at the reduction of its computational cost without compromising the results. The method is based on sampling methods, cubature rules, High-Dimensional Model Representation and Total Sensitivity Indices. The approach has a general applic...

An Introduction to Sensitivity Analysis for Unobserved Confounding in Non-Experimental Prevention Research

Science.gov (United States)

Kuramoto, S. Janet; Stuart, Elizabeth A.

2013-01-01

Despite that randomization is the gold standard for estimating causal relationships, many questions in prevention science are left to be answered through non-experimental studies often because randomization is either infeasible or unethical. While methods such as propensity score matching can adjust for observed confounding, unobserved confounding is the Achilles heel of most non-experimental studies. This paper describes and illustrates seven sensitivity analysis techniques that assess the sensitivity of study results to an unobserved confounder. These methods were categorized into two groups to reflect differences in their conceptualization of sensitivity analysis, as well as their targets of interest. As a motivating example we examine the sensitivity of the association between maternal suicide and offspring’s risk for suicide attempt hospitalization. While inferences differed slightly depending on the type of sensitivity analysis conducted, overall the association between maternal suicide and offspring’s hospitalization for suicide attempt was found to be relatively robust to an unobserved confounder. The ease of implementation and the insight these analyses provide underscores sensitivity analysis techniques as an important tool for non-experimental studies. The implementation of sensitivity analysis can help increase confidence in results from non-experimental studies and better inform prevention researchers and policymakers regarding potential intervention targets. PMID:23408282

UMTS Common Channel Sensitivity Analysis

DEFF Research Database (Denmark)

Pratas, Nuno; Rodrigues, António; Santos, Frederico

2006-01-01

and as such it is necessary that both channels be available across the cell radius. This requirement makes the choice of the transmission parameters a fundamental one. This paper presents a sensitivity analysis regarding the transmission parameters of two UMTS common channels: RACH and FACH. Optimization of these channels...... is performed and values for the key transmission parameters in both common channels are obtained. On RACH these parameters are the message to preamble offset, the initial SIR target and the preamble power step while on FACH it is the transmission power offset....

Global sensitivity analysis using emulators, with an example analysis of large fire plumes based on FDS simulations

Energy Technology Data Exchange (ETDEWEB)

Kelsey, Adrian [Health and Safety Laboratory, Harpur Hill, Buxton (United Kingdom)

2015-12-15

Uncertainty in model predictions of the behaviour of fires is an important issue in fire safety analysis in nuclear power plants. A global sensitivity analysis can help identify the input parameters or sub-models that have the most significant effect on model predictions. However, to perform a global sensitivity analysis using Monte Carlo sampling might require thousands of simulations to be performed and therefore would not be practical for an analysis based on a complex fire code using computational fluid dynamics (CFD). An alternative approach is to perform a global sensitivity analysis using an emulator. Gaussian process emulators can be built using a limited number of simulations and once built a global sensitivity analysis can be performed on an emulator, rather than using simulations directly. Typically reliable emulators can be built using ten simulations for each parameter under consideration, therefore allowing a global sensitivity analysis to be performed, even for a complex computer code. In this paper we use an example of a large scale pool fire to demonstrate an emulator based approach to global sensitivity analysis. In that work an emulator based global sensitivity analysis was used to identify the key uncertain model inputs affecting the entrainment rates and flame heights in large Liquefied Natural Gas (LNG) fire plumes. The pool fire simulations were performed using the Fire Dynamics Simulator (FDS) software. Five model inputs were varied: the fire diameter, burn rate, radiative fraction, computational grid cell size and choice of turbulence model. The ranges used for these parameters in the analysis were determined from experiment and literature. The Gaussian process emulators used in the analysis were created using 127 FDS simulations. The emulators were checked for reliability, and then used to perform a global sensitivity analysis and uncertainty analysis. Large-scale ignited releases of LNG on water were performed by Sandia National

Applied research of environmental monitoring using instrumental neutron activation analysis

Energy Technology Data Exchange (ETDEWEB)

Chung, Young Sam; Moon, Jong Hwa; Chung, Young Ju

1997-08-01

This technical report is written as a guide book for applied research of environmental monitoring using Instrumental Neutron Activation Analysis. The contents are as followings; sampling and sample preparation as a airborne particulate matter, analytical methodologies, data evaluation and interpretation, basic statistical methods of data analysis applied in environmental pollution studies. (author). 23 refs., 7 tabs., 9 figs.