Uncertainty analysis in Monte Carlo criticality computations
International Nuclear Information System (INIS)
Qi Ao
2011-01-01
Highlights: ► Two types of uncertainty methods for k eff Monte Carlo computations are examined. ► Sampling method has the least restrictions on perturbation but computing resources. ► Analytical method is limited to small perturbation on material properties. ► Practicality relies on efficiency, multiparameter applicability and data availability. - Abstract: Uncertainty analysis is imperative for nuclear criticality risk assessments when using Monte Carlo neutron transport methods to predict the effective neutron multiplication factor (k eff ) for fissionable material systems. For the validation of Monte Carlo codes for criticality computations against benchmark experiments, code accuracy and precision are measured by both the computational bias and uncertainty in the bias. The uncertainty in the bias accounts for known or quantified experimental, computational and model uncertainties. For the application of Monte Carlo codes for criticality analysis of fissionable material systems, an administrative margin of subcriticality must be imposed to provide additional assurance of subcriticality for any unknown or unquantified uncertainties. Because of a substantial impact of the administrative margin of subcriticality on economics and safety of nuclear fuel cycle operations, recently increasing interests in reducing the administrative margin of subcriticality make the uncertainty analysis in criticality safety computations more risk-significant. This paper provides an overview of two most popular k eff uncertainty analysis methods for Monte Carlo criticality computations: (1) sampling-based methods, and (2) analytical methods. Examples are given to demonstrate their usage in the k eff uncertainty analysis due to uncertainties in both neutronic and non-neutronic parameters of fissionable material systems.
Derivation of Stochastic Equations for Computational Uncertainties ...
African Journals Online (AJOL)
This paper presents a simple mathematical algorithm or procedure for computing the uncertainties at the various percent of data input, using the stochastic approach of simulating the input variables to compute the output variables. A simple algorithm was used to derive stochastic equations for some selected petrophysical ...
Uncertainty and error in computational simulations
Energy Technology Data Exchange (ETDEWEB)
Oberkampf, W.L.; Diegert, K.V.; Alvin, K.F.; Rutherford, B.M.
1997-10-01
The present paper addresses the question: ``What are the general classes of uncertainty and error sources in complex, computational simulations?`` This is the first step of a two step process to develop a general methodology for quantitatively estimating the global modeling and simulation uncertainty in computational modeling and simulation. The second step is to develop a general mathematical procedure for representing, combining and propagating all of the individual sources through the simulation. The authors develop a comprehensive view of the general phases of modeling and simulation. The phases proposed are: conceptual modeling of the physical system, mathematical modeling of the system, discretization of the mathematical model, computer programming of the discrete model, numerical solution of the model, and interpretation of the results. This new view is built upon combining phases recognized in the disciplines of operations research and numerical solution methods for partial differential equations. The characteristics and activities of each of these phases is discussed in general, but examples are given for the fields of computational fluid dynamics and heat transfer. They argue that a clear distinction should be made between uncertainty and error that can arise in each of these phases. The present definitions for uncertainty and error are inadequate and. therefore, they propose comprehensive definitions for these terms. Specific classes of uncertainty and error sources are then defined that can occur in each phase of modeling and simulation. The numerical sources of error considered apply regardless of whether the discretization procedure is based on finite elements, finite volumes, or finite differences. To better explain the broad types of sources of uncertainty and error, and the utility of their categorization, they discuss a coupled-physics example simulation.
Uncertainty in biology a computational modeling approach
Gomez-Cabrero, David
2016-01-01
Computational modeling of biomedical processes is gaining more and more weight in the current research into the etiology of biomedical problems and potential treatment strategies. Computational modeling allows to reduce, refine and replace animal experimentation as well as to translate findings obtained in these experiments to the human background. However these biomedical problems are inherently complex with a myriad of influencing factors, which strongly complicates the model building and validation process. This book wants to address four main issues related to the building and validation of computational models of biomedical processes: Modeling establishment under uncertainty Model selection and parameter fitting Sensitivity analysis and model adaptation Model predictions under uncertainty In each of the abovementioned areas, the book discusses a number of key-techniques by means of a general theoretical description followed by one or more practical examples. This book is intended for graduate stude...
Probabilistic numerics and uncertainty in computations.
Hennig, Philipp; Osborne, Michael A; Girolami, Mark
2015-07-08
We deliver a call to arms for probabilistic numerical methods : algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.
Current status of uncertainty analysis methods for computer models
International Nuclear Information System (INIS)
Ishigami, Tsutomu
1989-11-01
This report surveys several existing uncertainty analysis methods for estimating computer output uncertainty caused by input uncertainties, illustrating application examples of those methods to three computer models, MARCH/CORRAL II, TERFOC and SPARC. Merits and limitations of the methods are assessed in the application, and recommendation for selecting uncertainty analysis methods is provided. (author)
Modelling of data uncertainties on hybrid computers
International Nuclear Information System (INIS)
Schneider, Anke
2016-06-01
The codes d 3 f and r 3 t are well established for modelling density-driven flow and nuclide transport in the far field of repositories for hazardous material in deep geological formations. They are applicable in porous media as well as in fractured rock or mudstone, for modelling salt- and heat transport as well as a free groundwater surface. Development of the basic framework of d 3 f and r 3 t had begun more than 20 years ago. Since that time significant advancements took place in the requirements for safety assessment as well as for computer hardware development. The period of safety assessment for a repository of high-level radioactive waste was extended to 1 million years, and the complexity of the models is steadily growing. Concurrently, the demands on accuracy increase. Additionally, model and parameter uncertainties become more and more important for an increased understanding of prediction reliability. All this leads to a growing demand for computational power that requires a considerable software speed-up. An effective way to achieve this is the use of modern, hybrid computer architectures which requires basically the set-up of new data structures and a corresponding code revision but offers a potential speed-up by several orders of magnitude. The original codes d 3 f and r 3 t were applications of the software platform UG /BAS 94/ whose development had begun in the early nineteennineties. However, UG had recently been advanced to the C++ based, substantially revised version UG4 /VOG 13/. To benefit also in the future from state-of-the-art numerical algorithms and to use hybrid computer architectures, the codes d 3 f and r 3 t were transferred to this new code platform. Making use of the fact that coupling between different sets of equations is natively supported in UG4, d 3 f and r 3 t were combined to one conjoint code d 3 f++. A direct estimation of uncertainties for complex groundwater flow models with the help of Monte Carlo simulations will not be
Modelling of data uncertainties on hybrid computers
Energy Technology Data Exchange (ETDEWEB)
Schneider, Anke (ed.)
2016-06-15
The codes d{sup 3}f and r{sup 3}t are well established for modelling density-driven flow and nuclide transport in the far field of repositories for hazardous material in deep geological formations. They are applicable in porous media as well as in fractured rock or mudstone, for modelling salt- and heat transport as well as a free groundwater surface. Development of the basic framework of d{sup 3}f and r{sup 3}t had begun more than 20 years ago. Since that time significant advancements took place in the requirements for safety assessment as well as for computer hardware development. The period of safety assessment for a repository of high-level radioactive waste was extended to 1 million years, and the complexity of the models is steadily growing. Concurrently, the demands on accuracy increase. Additionally, model and parameter uncertainties become more and more important for an increased understanding of prediction reliability. All this leads to a growing demand for computational power that requires a considerable software speed-up. An effective way to achieve this is the use of modern, hybrid computer architectures which requires basically the set-up of new data structures and a corresponding code revision but offers a potential speed-up by several orders of magnitude. The original codes d{sup 3}f and r{sup 3}t were applications of the software platform UG /BAS 94/ whose development had begun in the early nineteennineties. However, UG had recently been advanced to the C++ based, substantially revised version UG4 /VOG 13/. To benefit also in the future from state-of-the-art numerical algorithms and to use hybrid computer architectures, the codes d{sup 3}f and r{sup 3}t were transferred to this new code platform. Making use of the fact that coupling between different sets of equations is natively supported in UG4, d{sup 3}f and r{sup 3}t were combined to one conjoint code d{sup 3}f++. A direct estimation of uncertainties for complex groundwater flow models with the
Understanding Theoretical Uncertainties in Perturbative QCD Computations
DEFF Research Database (Denmark)
Jenniches, Laura Katharina
Abstract To compare theoretical predictions and experimental results, we require not only a precise knowledge of the observables themselves, but also a good understanding of the uncertainty introduced by missing higher orders in perturbative QCD. In this work, we present a method which combines....... The second project focuses on theoretical uncertainties in perturbative QCD. We perform a study of theoretical uncertainties obtained using the traditional scale-variation and the Cacciari-Houdeau approach [1], which uses Bayesian statistics to estimate missing-higher-order uncertainties. In addition, we...
Derivation of Stochastic Equations for Computational Uncertainties ...
African Journals Online (AJOL)
ADOWIE PERE
physical parameters using the relative standard deviations techniques (σ). These equations also known as ... define the maximum level of uncertainty that can be tolerated in any independent variable if the maximum uncertainty to be ... standard deviations, partial derivatives, degree of accuracy, empirical models. LIST OF ...
Multifactorial Uncertainty Assessment for Monitoring Population Abundance using Computer Vision
E.M.A.L. Beauxis-Aussalet (Emmanuelle); L. Hardman (Lynda)
2015-01-01
htmlabstractComputer vision enables in-situ monitoring of animal populations at a lower cost and with less ecosystem disturbance than with human observers. However, computer vision uncertainty may not be fully understood by end-users, and the uncertainty assessments performed by technology experts
Computational chemical product design problems under property uncertainties
DEFF Research Database (Denmark)
Frutiger, Jerome; Cignitti, Stefano; Abildskov, Jens
2017-01-01
Three different strategies of how to combine computational chemical product design with Monte Carlo based methods for uncertainty analysis of chemical properties are outlined. One method consists of a computer-aided molecular design (CAMD) solution and a post-processing property uncertainty...
Methodology for characterizing modeling and discretization uncertainties in computational simulation
Energy Technology Data Exchange (ETDEWEB)
ALVIN,KENNETH F.; OBERKAMPF,WILLIAM L.; RUTHERFORD,BRIAN M.; DIEGERT,KATHLEEN V.
2000-03-01
This research effort focuses on methodology for quantifying the effects of model uncertainty and discretization error on computational modeling and simulation. The work is directed towards developing methodologies which treat model form assumptions within an overall framework for uncertainty quantification, for the purpose of developing estimates of total prediction uncertainty. The present effort consists of work in three areas: framework development for sources of uncertainty and error in the modeling and simulation process which impact model structure; model uncertainty assessment and propagation through Bayesian inference methods; and discretization error estimation within the context of non-deterministic analysis.
Uncertainty and Intelligence in Computational Stochastic Mechanics
Ayyub, Bilal M.
1996-01-01
Classical structural reliability assessment techniques are based on precise and crisp (sharp) definitions of failure and non-failure (survival) of a structure in meeting a set of strength, function and serviceability criteria. These definitions are provided in the form of performance functions and limit state equations. Thus, the criteria provide a dichotomous definition of what real physical situations represent, in the form of abrupt change from structural survival to failure. However, based on observing the failure and survival of real structures according to the serviceability and strength criteria, the transition from a survival state to a failure state and from serviceability criteria to strength criteria are continuous and gradual rather than crisp and abrupt. That is, an entire spectrum of damage or failure levels (grades) is observed during the transition to total collapse. In the process, serviceability criteria are gradually violated with monotonically increasing level of violation, and progressively lead into the strength criteria violation. Classical structural reliability methods correctly and adequately include the ambiguity sources of uncertainty (physical randomness, statistical and modeling uncertainty) by varying amounts. However, they are unable to adequately incorporate the presence of a damage spectrum, and do not consider in their mathematical framework any sources of uncertainty of the vagueness type. Vagueness can be attributed to sources of fuzziness, unclearness, indistinctiveness, sharplessness and grayness; whereas ambiguity can be attributed to nonspecificity, one-to-many relations, variety, generality, diversity and divergence. Using the nomenclature of structural reliability, vagueness and ambiguity can be accounted for in the form of realistic delineation of structural damage based on subjective judgment of engineers. For situations that require decisions under uncertainty with cost/benefit objectives, the risk of failure should
Environmental engineering calculations involving uncertainties; either in the model itself or in the data, are far beyond the capabilities of conventional analysis for any but the simplest of models. There exist a number of general-purpose computer simulation languages, using Mon...
Final Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)
Energy Technology Data Exchange (ETDEWEB)
Marzouk, Youssef [Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States); Conrad, Patrick [Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States); Bigoni, Daniele [Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States); Parno, Matthew [Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States)
2017-06-09
QUEST (\\url{www.quest-scidac.org}) is a SciDAC Institute that is focused on uncertainty quantification (UQ) in large-scale scientific computations. Our goals are to (1) advance the state of the art in UQ mathematics, algorithms, and software; and (2) provide modeling, algorithmic, and general UQ expertise, together with software tools, to other SciDAC projects, thereby enabling and guiding a broad range of UQ activities in their respective contexts. QUEST is a collaboration among six institutions (Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University) with a history of joint UQ research. Our vision encompasses all aspects of UQ in leadership-class computing. This includes the well-founded setup of UQ problems; characterization of the input space given available data/information; local and global sensitivity analysis; adaptive dimensionality and order reduction; forward and inverse propagation of uncertainty; handling of application code failures, missing data, and hardware/software fault tolerance; and model inadequacy, comparison, validation, selection, and averaging. The nature of the UQ problem requires the seamless combination of data, models, and information across this landscape in a manner that provides a self-consistent quantification of requisite uncertainties in predictions from computational models. Accordingly, our UQ methods and tools span an interdisciplinary space across applied math, information theory, and statistics. The MIT QUEST effort centers on statistical inference and methods for surrogate or reduced-order modeling. MIT personnel have been responsible for the development of adaptive sampling methods, methods for approximating computationally intensive models, and software for both forward uncertainty propagation and statistical inverse problems. A key software product of the MIT QUEST effort is the MIT
Efficient Quantification of Uncertainties in Complex Computer Code Results, Phase II
National Aeronautics and Space Administration — Propagation of parameter uncertainties through large computer models can be very resource intensive. Frameworks and tools for uncertainty quantification are...
Error Estimation and Uncertainty Propagation in Computational Fluid Mechanics
Zhu, J. Z.; He, Guowei; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
Numerical simulation has now become an integral part of engineering design process. Critical design decisions are routinely made based on the simulation results and conclusions. Verification and validation of the reliability of the numerical simulation is therefore vitally important in the engineering design processes. We propose to develop theories and methodologies that can automatically provide quantitative information about the reliability of the numerical simulation by estimating numerical approximation error, computational model induced errors and the uncertainties contained in the mathematical models so that the reliability of the numerical simulation can be verified and validated. We also propose to develop and implement methodologies and techniques that can control the error and uncertainty during the numerical simulation so that the reliability of the numerical simulation can be improved.
Uncertainty quantification in computational fluid dynamics and aircraft engines
Montomoli, Francesco; D'Ammaro, Antonio; Massini, Michela; Salvadori, Simone
2015-01-01
This book introduces novel design techniques developed to increase the safety of aircraft engines. The authors demonstrate how the application of uncertainty methods can overcome problems in the accurate prediction of engine lift, caused by manufacturing error. This in turn ameliorates the difficulty of achieving required safety margins imposed by limits in current design and manufacturing methods. This text shows that even state-of-the-art computational fluid dynamics (CFD) are not able to predict the same performance measured in experiments; CFD methods assume idealised geometries but ideal geometries do not exist, cannot be manufactured and their performance differs from real-world ones. By applying geometrical variations of a few microns, the agreement with experiments improves dramatically, but unfortunately the manufacturing errors in engines or in experiments are unknown. In order to overcome this limitation, uncertainty quantification considers the probability density functions of manufacturing errors...
Contribution to uncertainties computing: application to aerosol nanoparticles metrology
International Nuclear Information System (INIS)
Coquelin, Loic
2013-01-01
This thesis aims to provide SMPS users with a methodology to compute uncertainties associated with the estimation of aerosol size distributions. SMPS selects and detects airborne particles with a Differential Mobility Analyser (DMA) and a Condensation Particle Counter (CPC), respectively. The on-line measurement provides particle counting over a large measuring range. Then, recovering aerosol size distribution from CPC measurements yields to consider an inverse problem under uncertainty. A review of models to represent CPC measurements as a function of the aerosol size distribution is presented in the first chapter showing that competitive theories exist to model the physic involved in the measurement. It shows in the meantime the necessity of modelling parameters and other functions as uncertain. The physical model we established was first created to accurately represent the physic and second to be low time consuming. The first requirement is obvious as it characterizes the performance of the model. On the other hand, the time constraint is common to every large-scale problems for which an evaluation of the uncertainty is sought. To perform the estimation of the size distribution, a new criterion that couples regularization techniques and decomposition on a wavelet basis is described. Regularization is largely used to solve ill-posed problems. The regularized solution is computed as a trade-off between fidelity to the data and prior on the solution to be rebuilt, the trade-off being represented by a scalar known as the regularization parameter. Nevertheless, when dealing with size distributions showing broad and sharp profiles, an homogeneous prior is no longer suitable. Main improvement of this work is brought when such situations occur. The multi-scale approach we propose for the definition of the new prior is an alternative that enables to adjust the weights of the regularization on each scale of the signal. The method is tested against common regularization
Explaining Delusions: Reducing Uncertainty Through Basic and Computational Neuroscience.
Feeney, Erin J; Groman, Stephanie M; Taylor, Jane R; Corlett, Philip R
2017-03-01
Delusions, the fixed false beliefs characteristic of psychotic illness, have long defied understanding despite their response to pharmacological treatments (e.g., D2 receptor antagonists). However, it can be challenging to discern what makes beliefs delusional compared with other unusual or erroneous beliefs. We suggest mapping the putative biology to clinical phenomenology with a cognitive psychology of belief, culminating in a teleological approach to beliefs and brain function supported by animal and computational models. We argue that organisms strive to minimize uncertainty about their future states by forming and maintaining a set of beliefs (about the organism and the world) that are robust, but flexible. If uncertainty is generated endogenously, beliefs begin to depart from consensual reality and can manifest into delusions. Central to this scheme is the notion that formal associative learning theory can provide an explanation for the development and persistence of delusions. Beliefs, in animals and humans, may be associations between representations (e.g., of cause and effect) that are formed by minimizing uncertainty via new learning and attentional allocation. Animal research has equipped us with a deep mechanistic basis of these processes, which is now being applied to delusions. This work offers the exciting possibility of completing revolutions of translation, from the bedside to the bench and back again. The more we learn about animal beliefs, the more we may be able to apply to human beliefs and their aberrations, enabling a deeper mechanistic understanding. © The Author 2017. Published by Oxford University Press on behalf of the Maryland Psychiatric Research Center. All rights reserved. For permissions, please email: journals.permissions@oup.com.
Methods and computer codes for probabilistic sensitivity and uncertainty analysis
International Nuclear Information System (INIS)
Vaurio, J.K.
1985-01-01
This paper describes the methods and applications experience with two computer codes that are now available from the National Energy Software Center at Argonne National Laboratory. The purpose of the SCREEN code is to identify a group of most important input variables of a code that has many (tens, hundreds) input variables with uncertainties, and do this without relying on judgment or exhaustive sensitivity studies. Purpose of the PROSA-2 code is to propagate uncertainties and calculate the distributions of interesting output variable(s) of a safety analysis code using response surface techniques, based on the same runs used for screening. Several applications are discussed, but the codes are generic, not tailored to any specific safety application code. They are compatible in terms of input/output requirements but also independent of each other, e.g., PROSA-2 can be used without first using SCREEN if a set of important input variables has first been selected by other methods. Also, although SCREEN can select cases to be run (by random sampling), a user can select cases by other methods if he so prefers, and still use the rest of SCREEN for identifying important input variables
Uncertainty analysis of NDA waste measurements using computer simulations
International Nuclear Information System (INIS)
Blackwood, L.G.; Harker, Y.D.; Yoon, W.Y.; Meachum, T.R.
2000-01-01
Uncertainty assessments for nondestructive radioassay (NDA) systems for nuclear waste are complicated by factors extraneous to the measurement systems themselves. Most notably, characteristics of the waste matrix (e.g., homogeneity) and radioactive source material (e.g., particle size distribution) can have great effects on measured mass values. Under these circumstances, characterizing the waste population is as important as understanding the measurement system in obtaining realistic uncertainty values. When extraneous waste characteristics affect measurement results, the uncertainty results are waste-type specific. The goal becomes to assess the expected bias and precision for the measurement of a randomly selected item from the waste population of interest. Standard propagation-of-errors methods for uncertainty analysis can be very difficult to implement in the presence of significant extraneous effects on the measurement system. An alternative approach that naturally includes the extraneous effects is as follows: (1) Draw a random sample of items from the population of interest; (2) Measure the items using the NDA system of interest; (3) Establish the true quantity being measured using a gold standard technique; and (4) Estimate bias by deriving a statistical regression model comparing the measurements on the system of interest to the gold standard values; similar regression techniques for modeling the standard deviation of the difference values gives the estimated precision. Actual implementation of this method is often impractical. For example, a true gold standard confirmation measurement may not exist. A more tractable implementation is obtained by developing numerical models for both the waste material and the measurement system. A random sample of simulated waste containers generated by the waste population model serves as input to the measurement system model. This approach has been developed and successfully applied to assessing the quantity of
Use of GPU Computing for Uncertainty Quantification in Computational Mechanics: A Case Study
Directory of Open Access Journals (Sweden)
Gaurav
2011-01-01
Full Text Available Graphics processing units (GPUs are rapidly emerging as a more economical and highly competitive alternative to CPU-based parallel computing. As the degree of software control of GPUs has increased, many researchers have explored their use in non-gaming applications. Recent studies have shown that GPUs consistently outperform their best corresponding CPU-based parallel computing alternatives in single-instruction multiple-data (SIMD strategies. This study explores the use of GPUs for uncertainty quantification in computational mechanics. Five types of analysis procedures that are frequently utilized for uncertainty quantification of mechanical and dynamical systems have been considered and their GPU implementations have been developed. The numerical examples presented in this study show that considerable gains in computational efficiency can be obtained for these procedures. It is expected that the GPU implementations presented in this study will serve as initial bases for further developments in the use of GPUs in the field of uncertainty quantification and will (i aid the understanding of the performance constraints on the relevant GPU kernels and (ii provide some guidance regarding the computational and the data structures to be utilized in these novel GPU implementations.
Computation of High-Frequency Waves with Random Uncertainty
Malenova, Gabriela
2016-01-06
We consider the forward propagation of uncertainty in high-frequency waves, described by the second order wave equation with highly oscillatory initial data. The main sources of uncertainty are the wave speed and/or the initial phase and amplitude, described by a finite number of random variables with known joint probability distribution. We propose a stochastic spectral asymptotic method [1] for computing the statistics of uncertain output quantities of interest (QoIs), which are often linear or nonlinear functionals of the wave solution and its spatial/temporal derivatives. The numerical scheme combines two techniques: a high-frequency method based on Gaussian beams [2, 3], a sparse stochastic collocation method [4]. The fast spectral convergence of the proposed method depends crucially on the presence of high stochastic regularity of the QoI independent of the wave frequency. In general, the high-frequency wave solutions to parametric hyperbolic equations are highly oscillatory and non-smooth in both physical and stochastic spaces. Consequently, the stochastic regularity of the QoI, which is a functional of the wave solution, may in principle below and depend on frequency. In the present work, we provide theoretical arguments and numerical evidence that physically motivated QoIs based on local averages of |uE|2 are smooth, with derivatives in the stochastic space uniformly bounded in E, where uE and E denote the highly oscillatory wave solution and the short wavelength, respectively. This observable related regularity makes the proposed approach more efficient than current asymptotic approaches based on Monte Carlo sampling techniques.
Conceptual and computational basis for the quantification of margins and uncertainty
International Nuclear Information System (INIS)
Helton, Jon Craig
2009-01-01
In 2001, the National Nuclear Security Administration of the U.S. Department of Energy in conjunction with the national security laboratories (i.e, Los Alamos National Laboratory, Lawrence Livermore National Laboratory and Sandia National Laboratories) initiated development of a process designated Quantification of Margins and Uncertainty (QMU) for the use of risk assessment methodologies in the certification of the reliability and safety of the nation's nuclear weapons stockpile. This presentation discusses and illustrates the conceptual and computational basis of QMU in analyses that use computational models to predict the behavior of complex systems. Topics considered include (1) the role of aleatory and epistemic uncertainty in QMU, (2) the representation of uncertainty with probability, (3) the probabilistic representation of uncertainty in QMU analyses involving only epistemic uncertainty, (4) the probabilistic representation of uncertainty in QMU analyses involving aleatory and epistemic uncertainty, (5) procedures for sampling-based uncertainty and sensitivity analysis, (6) the representation of uncertainty with alternatives to probability such as interval analysis, possibility theory and evidence theory, (7) the representation of uncertainty with alternatives to probability in QMU analyses involving only epistemic uncertainty, and (8) the representation of uncertainty with alternatives to probability in QMU analyses involving aleatory and epistemic uncertainty. Concepts and computational procedures are illustrated with both notional examples and examples from reactor safety and radioactive waste disposal.
Indian Academy of Sciences (India)
The imperfect understanding of some of the processes and physics in the carbon cycle and chemistry models generate uncertainties in the conversion of emissions to concentration. To reflect this uncertainty in the climate scenarios, the use of AOGCMs that explicitly simulate the carbon cycle and chemistry of all the ...
The Uncertainty Test for the MAAP Computer Code
International Nuclear Information System (INIS)
Park, S. H.; Song, Y. M.; Park, S. Y.; Ahn, K. I.; Kim, K. R.; Lee, Y. J.
2008-01-01
After the Three Mile Island Unit 2 (TMI-2) and Chernobyl accidents, safety issues for a severe accident are treated in various aspects. Major issues in our research part include a level 2 PSA. The difficulty in expanding the level 2 PSA as a risk information activity is the uncertainty. In former days, it attached a weight to improve the quality in a internal accident PSA, but the effort is insufficient for decrease the phenomenon uncertainty in the level 2 PSA. In our country, the uncertainty degree is high in the case of a level 2 PSA model, and it is necessary to secure a model to decrease the uncertainty. We have not yet experienced the uncertainty assessment technology, the assessment system itself depends on advanced nations. In advanced nations, the severe accident simulator is implemented in the hardware level. But in our case, basic function in a software level can be implemented. In these circumstance at home and abroad, similar instances are surveyed such as UQM and MELCOR. Referred to these instances, SAUNA (Severe Accident UNcertainty Analysis) system is being developed in our project to assess and decrease the uncertainty in a level 2 PSA. It selects the MAAP code to analyze the uncertainty in a severe accident
Quantifying Uncertainty from Computational Factors in Simulations of a Model Ballistic System
2017-08-01
Ballistic System by Daniel J Hornbaker Approved for public release; distribution is unlimited. NOTICES...Uncertainty from Computational Factors in Simulations of a Model Ballistic System by Daniel J Hornbaker Weapons and Materials Research...November 2016 4. TITLE AND SUBTITLE Quantifying Uncertainty from Computational Factors in Simulations of a Model Ballistic System 5a. CONTRACT NUMBER
Fuzzy randomness uncertainty in civil engineering and computational mechanics
Möller, Bernd
2004-01-01
This book, for the first time, provides a coherent, overall concept for taking account of uncertainty in the analysis, the safety assessment, and the design of structures. The reader is introduced to the problem of uncertainty modeling and familiarized with particular uncertainty models. For simultaneously considering stochastic and non-stochastic uncertainty the superordinated uncertainty model fuzzy randomness, which contains real valued random variables as well as fuzzy variables as special cases, is presented. For this purpose basic mathematical knowledge concerning the fuzzy set theory and the theory of fuzzy random variables is imparted. The body of the book comprises the appropriate quantification of uncertain structural parameters, the fuzzy and fuzzy probabilistic structural analysis, the fuzzy probabilistic safety assessment, and the fuzzy cluster structural design. The completely new algorithms are described in detail and illustrated by way of demonstrative examples.
Indian Academy of Sciences (India)
To reflect this uncertainty in the climate scenarios, the use of AOGCMs that explicitly simulate the carbon cycle and chemistry of all the substances are needed. The Hadley Centre has developed a version of the climate model that allows the effect of climate change on the carbon cycle and its feedback into climate, to be ...
Interactive uncertainty reduction strategies and verbal affection in computer-mediated communication
Antheunis, M.L.; Schouten, A.P.; Valkenburg, P.M.; Peter, J.
2012-01-01
The goal of this study was to investigate the language-based strategies that computer-mediated communication (CMC) users employ to reduce uncertainty in the absence of nonverbal cues. Specifically, this study investigated the prevalence of three interactive uncertainty reduction strategies (i.e.,
Groves, Curtis; Ilie, Marcel; Schallhorn, Paul
2014-01-01
Spacecraft components may be damaged due to airflow produced by Environmental Control Systems (ECS). There are uncertainties and errors associated with using Computational Fluid Dynamics (CFD) to predict the flow field around a spacecraft from the ECS System. This paper describes an approach to estimate the uncertainty in using CFD to predict the airflow speeds around an encapsulated spacecraft.
May Day: A computer code to perform uncertainty and sensitivity analysis. Manuals
International Nuclear Information System (INIS)
Bolado, R.; Alonso, A.; Moya, J.M.
1996-07-01
The computer program May Day was developed to carry out the uncertainty and sensitivity analysis in the evaluation of radioactive waste storage. The May Day was made by the Polytechnical University of Madrid. (Author)
Soize, Christian
2017-01-01
This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and engineering. In particular, it focuses in parametric uncertainties, and non-parametric uncertainties with applications from the structural dynamics and vibroacoustics of complex mechanical systems, from micromechanics and multiscale mechanics of heterogeneous materials. Resulting from a course developed by the author, the book begins with a description of the fundamental mathematical tools of probability and statistics that are directly useful for uncertainty quantification. It proceeds with a well carried out description of some basic and advanced methods for constructing stochastic models of uncertainties, paying particular attention to the problem of calibrating and identifying a stochastic model of uncertainty when experimental data is available. < This book is intended to be a graduate-level textbook for stu...
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
This paper presents a comprehensive approach to sensitivity and uncertainty analysis of large-scale computer models that is analytic (deterministic) in principle and that is firmly based on the model equations. The theory and application of two systems based upon computer calculus, GRESS and ADGEN, are discussed relative to their role in calculating model derivatives and sensitivities without a prohibitive initial manpower investment. Storage and computational requirements for these two systems are compared for a gradient-enhanced version of the PRESTO-II computer model. A Deterministic Uncertainty Analysis (DUA) method that retains the characteristics of analytically computing result uncertainties based upon parameter probability distributions is then introduced and results from recent studies are shown. 29 refs., 4 figs., 1 tab
Groves, Curtis E.
2013-01-01
Spacecraft thermal protection systems are at risk of being damaged due to airflow produced from Environmental Control Systems. There are inherent uncertainties and errors associated with using Computational Fluid Dynamics to predict the airflow field around a spacecraft from the Environmental Control System. This proposal describes an approach to validate the uncertainty in using Computational Fluid Dynamics to predict airflow speeds around an encapsulated spacecraft. The research described here is absolutely cutting edge. Quantifying the uncertainty in analytical predictions is imperative to the success of any simulation-based product. The method could provide an alternative to traditional"validation by test only'' mentality. This method could be extended to other disciplines and has potential to provide uncertainty for any numerical simulation, thus lowering the cost of performing these verifications while increasing the confidence in those predictions. Spacecraft requirements can include a maximum airflow speed to protect delicate instruments during ground processing. Computationaf Fluid Dynamics can be used to veritY these requirements; however, the model must be validated by test data. The proposed research project includes the following three objectives and methods. Objective one is develop, model, and perform a Computational Fluid Dynamics analysis of three (3) generic, non-proprietary, environmental control systems and spacecraft configurations. Several commercially available solvers have the capability to model the turbulent, highly three-dimensional, incompressible flow regime. The proposed method uses FLUENT and OPEN FOAM. Objective two is to perform an uncertainty analysis of the Computational Fluid . . . Dynamics model using the methodology found in "Comprehensive Approach to Verification and Validation of Computational Fluid Dynamics Simulations". This method requires three separate grids and solutions, which quantify the error bars around
Quantification of Uncertainty in Extreme Scale Computations (QUEST)
Energy Technology Data Exchange (ETDEWEB)
Ghanem, Roger [Univ. of Southern California, Los Angeles, CA (United States)
2017-04-18
QUEST was a SciDAC Institute comprising Sandia National Laboratories, Los Alamos National Laboratory, the University of Southern California, the Massachusetts Institute of Technology, the University of Texas at Austin, and Duke University. The mission of QUEST is to: (1) develop a broad class of uncertainty quantification (UQ) methods/tools, and (2) provide UQ expertise and software to other SciDAC projects, thereby enabling/guiding their UQ activities. The USC effort centered on the development of reduced models and efficient algorithms for implementing various components of the UQ pipeline. USC personnel were responsible for the development of adaptive bases, adaptive quadrature, and reduced models to be used in estimation and inference.
DEFF Research Database (Denmark)
Hiller, Jochen; Reindl, Leonard M
2012-01-01
The knowledge of measurement uncertainty is of great importance in conformance testing in production. The tolerance limit for production must be reduced by the amounts of measurement uncertainty to ensure that the parts are in fact within the tolerance. Over the last 5 years, industrial X......-ray computed tomography (CT) has become an important technology for dimensional quality control. In this paper a computer simulation platform is presented which is able to investigate error sources in dimensional CT measurements. The typical workflow in industrial CT metrology is described and methods...... for estimating measurement uncertainties are briefly discussed. As we will show, the developed virtual CT (VCT) simulator can be adapted to various scanner systems, providing realistic CT data. Using the Monte Carlo method (MCM), measurement uncertainties for a given measuring task can be estimated, taking...
Groves, Curtis Edward
2014-01-01
Spacecraft thermal protection systems are at risk of being damaged due to airflow produced from Environmental Control Systems. There are inherent uncertainties and errors associated with using Computational Fluid Dynamics to predict the airflow field around a spacecraft from the Environmental Control System. This paper describes an approach to quantify the uncertainty in using Computational Fluid Dynamics to predict airflow speeds around an encapsulated spacecraft without the use of test data. Quantifying the uncertainty in analytical predictions is imperative to the success of any simulation-based product. The method could provide an alternative to traditional validation by test only mentality. This method could be extended to other disciplines and has potential to provide uncertainty for any numerical simulation, thus lowering the cost of performing these verifications while increasing the confidence in those predictions.Spacecraft requirements can include a maximum airflow speed to protect delicate instruments during ground processing. Computational Fluid Dynamics can be used to verify these requirements; however, the model must be validated by test data. This research includes the following three objectives and methods. Objective one is develop, model, and perform a Computational Fluid Dynamics analysis of three (3) generic, non-proprietary, environmental control systems and spacecraft configurations. Several commercially available and open source solvers have the capability to model the turbulent, highly three-dimensional, incompressible flow regime. The proposed method uses FLUENT, STARCCM+, and OPENFOAM. Objective two is to perform an uncertainty analysis of the Computational Fluid Dynamics model using the methodology found in Comprehensive Approach to Verification and Validation of Computational Fluid Dynamics Simulations. This method requires three separate grids and solutions, which quantify the error bars around Computational Fluid Dynamics predictions
Groves, Curtis Edward
2014-01-01
Spacecraft thermal protection systems are at risk of being damaged due to airflow produced from Environmental Control Systems. There are inherent uncertainties and errors associated with using Computational Fluid Dynamics to predict the airflow field around a spacecraft from the Environmental Control System. This paper describes an approach to quantify the uncertainty in using Computational Fluid Dynamics to predict airflow speeds around an encapsulated spacecraft without the use of test data. Quantifying the uncertainty in analytical predictions is imperative to the success of any simulation-based product. The method could provide an alternative to traditional "validation by test only" mentality. This method could be extended to other disciplines and has potential to provide uncertainty for any numerical simulation, thus lowering the cost of performing these verifications while increasing the confidence in those predictions. Spacecraft requirements can include a maximum airflow speed to protect delicate instruments during ground processing. Computational Fluid Dynamics can be used to verify these requirements; however, the model must be validated by test data. This research includes the following three objectives and methods. Objective one is develop, model, and perform a Computational Fluid Dynamics analysis of three (3) generic, non-proprietary, environmental control systems and spacecraft configurations. Several commercially available and open source solvers have the capability to model the turbulent, highly three-dimensional, incompressible flow regime. The proposed method uses FLUENT, STARCCM+, and OPENFOAM. Objective two is to perform an uncertainty analysis of the Computational Fluid Dynamics model using the methodology found in "Comprehensive Approach to Verification and Validation of Computational Fluid Dynamics Simulations". This method requires three separate grids and solutions, which quantify the error bars around Computational Fluid Dynamics
International Nuclear Information System (INIS)
Heeb, C.M.
1991-03-01
The ORIGEN2 computer code is the primary calculational tool for computing isotopic source terms for the Hanford Environmental Dose Reconstruction (HEDR) Project. The ORIGEN2 code computes the amounts of radionuclides that are created or remain in spent nuclear fuel after neutron irradiation and radioactive decay have occurred as a result of nuclear reactor operation. ORIGEN2 was chosen as the primary code for these calculations because it is widely used and accepted by the nuclear industry, both in the United States and the rest of the world. Its comprehensive library of over 1,600 nuclides includes any possible isotope of interest to the HEDR Project. It is important to evaluate the uncertainties expected from use of ORIGEN2 in the HEDR Project because these uncertainties may have a pivotal impact on the final accuracy and credibility of the results of the project. There are three primary sources of uncertainty in an ORIGEN2 calculation: basic nuclear data uncertainty in neutron cross sections, radioactive decay constants, energy per fission, and fission product yields; calculational uncertainty due to input data; and code uncertainties (i.e., numerical approximations, and neutron spectrum-averaged cross-section values from the code library). 15 refs., 5 figs., 5 tabs
International Nuclear Information System (INIS)
Heo, Jaeseok; Kim, Kyung Doo
2015-01-01
Highlights: • We developed an interface between an engineering simulation code and statistical analysis software. • Multiple packages of the sensitivity analysis, uncertainty quantification, and parameter estimation algorithms are implemented in the framework. • Parallel computing algorithms are also implemented in the framework to solve multiple computational problems simultaneously. - Abstract: This paper introduces a statistical data analysis toolkit, PAPIRUS, designed to perform the model calibration, uncertainty propagation, Chi-square linearity test, and sensitivity analysis for both linear and nonlinear problems. The PAPIRUS was developed by implementing multiple packages of methodologies, and building an interface between an engineering simulation code and the statistical analysis algorithms. A parallel computing framework is implemented in the PAPIRUS with multiple computing resources and proper communications between the server and the clients of each processor. It was shown that even though a large amount of data is considered for the engineering calculation, the distributions of the model parameters and the calculation results can be quantified accurately with significant reductions in computational effort. A general description about the PAPIRUS with a graphical user interface is presented in Section 2. Sections 2.1–2.5 present the methodologies of data assimilation, uncertainty propagation, Chi-square linearity test, and sensitivity analysis implemented in the toolkit with some results obtained by each module of the software. Parallel computing algorithms adopted in the framework to solve multiple computational problems simultaneously are also summarized in the paper
Huan, Xun; Safta, Cosmin; Sargsyan, Khachik; Geraci, Gianluca; Eldred, Michael S.; Vane, Zachary P.; Lacaze, Guilhem; Oefelein, Joseph C.; Najm, Habib N.
2018-03-01
The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the systems stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. These methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.
Computational Fluid Dynamics Uncertainty Analysis Applied to Heat Transfer over a Flat Plate
Groves, Curtis Edward; Ilie, Marcel; Schallhorn, Paul A.
2013-01-01
There have been few discussions on using Computational Fluid Dynamics (CFD) without experimental validation. Pairing experimental data, uncertainty analysis, and analytical predictions provides a comprehensive approach to verification and is the current state of the art. With pressed budgets, collecting experimental data is rare or non-existent. This paper investigates and proposes a method to perform CFD uncertainty analysis only from computational data. The method uses current CFD uncertainty techniques coupled with the Student-T distribution to predict the heat transfer coefficient over a at plate. The inputs to the CFD model are varied from a specified tolerance or bias error and the difference in the results are used to estimate the uncertainty. The variation in each input is ranked from least to greatest to determine the order of importance. The results are compared to heat transfer correlations and conclusions drawn about the feasibility of using CFD without experimental data. The results provide a tactic to analytically estimate the uncertainty in a CFD model when experimental data is unavailable
Energy Technology Data Exchange (ETDEWEB)
Huan, Xun [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Safta, Cosmin [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Sargsyan, Khachik [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Geraci, Gianluca [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Eldred, Michael S. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Vane, Zachary P. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Lacaze, Guilhem [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Oefelein, Joseph C. [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Najm, Habib N. [Sandia National Lab. (SNL-CA), Livermore, CA (United States)
2018-02-09
The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress toward optimal engine designs requires accurate flow simulations together with uncertainty quantification. However, performing uncertainty quantification for scramjet simulations is challenging due to the large number of uncertain parameters involved and the high computational cost of flow simulations. These difficulties are addressed in this paper by developing practical uncertainty quantification algorithms and computational methods, and deploying them in the current study to large-eddy simulations of a jet in crossflow inside a simplified HIFiRE Direct Connect Rig scramjet combustor. First, global sensitivity analysis is conducted to identify influential uncertain input parameters, which can help reduce the system’s stochastic dimension. Second, because models of different fidelity are used in the overall uncertainty quantification assessment, a framework for quantifying and propagating the uncertainty due to model error is presented. Finally, these methods are demonstrated on a nonreacting jet-in-crossflow test problem in a simplified scramjet geometry, with parameter space up to 24 dimensions, using static and dynamic treatments of the turbulence subgrid model, and with two-dimensional and three-dimensional geometries.
Shoemaker, Christine; Espinet, Antoine; Pang, Min
2015-04-01
Models of complex environmental systems can be computationally expensive in order to describe the dynamic interactions of the many components over a sizeable time period. Diagnostics of these systems can include forward simulations of calibrated models under uncertainty and analysis of alternatives of systems management. This discussion will focus on applications of new surrogate optimization and uncertainty analysis methods to environmental models that can enhance our ability to extract information and understanding. For complex models, optimization and especially uncertainty analysis can require a large number of model simulations, which is not feasible for computationally expensive models. Surrogate response surfaces can be used in Global Optimization and Uncertainty methods to obtain accurate answers with far fewer model evaluations, which made the methods practical for computationally expensive models for which conventional methods are not feasible. In this paper we will discuss the application of the SOARS surrogate method for estimating Bayesian posterior density functions for model parameters for a TOUGH2 model of geologic carbon sequestration. We will also briefly discuss new parallel surrogate global optimization algorithm applied to two groundwater remediation sites that was implemented on a supercomputer with up to 64 processors. The applications will illustrate the use of these methods to predict the impact of monitoring and management on subsurface contaminants.
Interpolation Method Needed for Numerical Uncertainty Analysis of Computational Fluid Dynamics
Groves, Curtis; Ilie, Marcel; Schallhorn, Paul
2014-01-01
Using Computational Fluid Dynamics (CFD) to predict a flow field is an approximation to the exact problem and uncertainties exist. There is a method to approximate the errors in CFD via Richardson's Extrapolation. This method is based off of progressive grid refinement. To estimate the errors in an unstructured grid, the analyst must interpolate between at least three grids. This paper describes a study to find an appropriate interpolation scheme that can be used in Richardson's extrapolation or other uncertainty method to approximate errors. Nomenclature
Directory of Open Access Journals (Sweden)
Theodoros T. Zygiridis
2017-01-01
Full Text Available We provide a review of selected computational methodologies that are based on the deterministic finite-difference time-domain algorithm and are suitable for the investigation of electromagnetic problems involving uncertainties. As it will become apparent, several alternatives capable of performing uncertainty quantification in a variety of cases exist, each one exhibiting different qualities and ranges of applicability, which we intend to point out here. Given the numerous available approaches, the purpose of this paper is to clarify the main strengths and weaknesses of the described methodologies and help the potential readers to safely select the most suitable approach for their problem under consideration.
Mangado, Nerea; Piella, Gemma; Noailly, Jérôme; Pons-Prats, Jordi; Ballester, Miguel Ángel González
2016-01-01
Computational modeling has become a powerful tool in biomedical engineering thanks to its potential to simulate coupled systems. However, real parameters are usually not accurately known, and variability is inherent in living organisms. To cope with this, probabilistic tools, statistical analysis and stochastic approaches have been used. This article aims to review the analysis of uncertainty and variability in the context of finite element modeling in biomedical engineering. Characterization techniques and propagation methods are presented, as well as examples of their applications in biomedical finite element simulations. Uncertainty propagation methods, both non-intrusive and intrusive, are described. Finally, pros and cons of the different approaches and their use in the scientific community are presented. This leads us to identify future directions for research and methodological development of uncertainty modeling in biomedical engineering.
International Nuclear Information System (INIS)
Datta, D.; Ranade, A.K.; Pandey, M.; Sathyabama, N.; Kumar, Brij
2012-01-01
The basic objective of an environmental impact assessment (EIA) is to build guidelines to reduce the associated risk or mitigate the consequences of the reactor accident at its source to prevent deterministic health effects, to reduce the risk of stochastic health effects (eg. cancer and severe hereditary effects) as much as reasonable achievable by implementing protective actions in accordance with IAEA guidance (IAEA Safety Series No. 115, 1996). The measure of exposure being the basic tool to take any appropriate decisions related to risk reduction, EIA is traditionally expressed in terms of radiation exposure to the member of the public. However, models used to estimate the exposure received by the member of the public are governed by parameters some of which are deterministic with relative uncertainty and some of which are stochastic as well as imprecise (insufficient knowledge). In an admixture environment of this type, it is essential to assess the uncertainty of a model to estimate the bounds of the exposure to the public to invoke a decision during an event of nuclear or radiological emergency. With a view to this soft computing technique such as evidence theory based assessment of model parameters is addressed to compute the risk or exposure to the member of the public. The possible pathway of exposure to the member of the public in the aquatic food stream is the drinking of water. Accordingly, this paper presents the uncertainty analysis of exposure via uncertainty analysis of the contaminated water. Evidence theory finally addresses the uncertainty in terms of lower bound as belief measure and upper bound of exposure as plausibility measure. In this work EIA is presented using evidence theory. Data fusion technique is used to aggregate the knowledge on the uncertain information. Uncertainty of concentration and exposure is expressed as an interval of belief, plausibility
DEFF Research Database (Denmark)
Wang, Weizhi; Wu, Minghao; Palm, Johannes
2018-01-01
mathematical models such as computational fluid dynamics are preferred and over the last 5 years, computational fluid dynamics has become more frequently used in the wave energy field. However, rigorous estimation of numerical errors, convergence rates and uncertainties associated with computational fluid...... for almost linear incident waves. First, we show that the computational fluid dynamics simulations have acceptable agreement to experimental data. We then present a verification and validation study focusing on the solution verification covering spatial and temporal discretization, iterative and domain......The wave loads and the resulting motions of floating wave energy converters are traditionally computed using linear radiation–diffraction methods. Yet for certain cases such as survival conditions, phase control and wave energy converters operating in the resonance region, more complete...
Prediction and Uncertainty in Computational Modeling of Complex Phenomena: A Whitepaper
Energy Technology Data Exchange (ETDEWEB)
Trucano, T.G.
1999-01-20
This report summarizes some challenges associated with the use of computational science to predict the behavior of complex phenomena. As such, the document is a compendium of ideas that have been generated by various staff at Sandia. The report emphasizes key components of the use of computational to predict complex phenomena, including computational complexity and correctness of implementations, the nature of the comparison with data, the importance of uncertainty quantification in comprehending what the prediction is telling us, and the role of risk in making and using computational predictions. Both broad and more narrowly focused technical recommendations for research are given. Several computational problems are summarized that help to illustrate the issues we have emphasized. The tone of the report is informal, with virtually no mathematics. However, we have attempted to provide a useful bibliography that would assist the interested reader in pursuing the content of this report in greater depth.
Gorguluarslan, Recep M; Choi, Seung-Kyum; Saldana, Christopher J
2017-07-01
A methodology is proposed for uncertainty quantification and validation to accurately predict the mechanical response of lattice structures used in the design of scaffolds. Effective structural properties of the scaffolds are characterized using a developed multi-level stochastic upscaling process that propagates the quantified uncertainties at strut level to the lattice structure level. To obtain realistic simulation models for the stochastic upscaling process and minimize the experimental cost, high-resolution finite element models of individual struts were reconstructed from the micro-CT scan images of lattice structures which are fabricated by selective laser melting. The upscaling method facilitates the process of determining homogenized strut properties to reduce the computational cost of the detailed simulation model for the scaffold. Bayesian Information Criterion is utilized to quantify the uncertainties with parametric distributions based on the statistical data obtained from the reconstructed strut models. A systematic validation approach that can minimize the experimental cost is also developed to assess the predictive capability of the stochastic upscaling method used at the strut level and lattice structure level. In comparison with physical compression test results, the proposed methodology of linking the uncertainty quantification with the multi-level stochastic upscaling method enabled an accurate prediction of the elastic behavior of the lattice structure with minimal experimental cost by accounting for the uncertainties induced by the additive manufacturing process. Copyright © 2017 Elsevier Ltd. All rights reserved.
Groves, Curtis E.; Ilie, marcel; Shallhorn, Paul A.
2014-01-01
Computational Fluid Dynamics (CFD) is the standard numerical tool used by Fluid Dynamists to estimate solutions to many problems in academia, government, and industry. CFD is known to have errors and uncertainties and there is no universally adopted method to estimate such quantities. This paper describes an approach to estimate CFD uncertainties strictly numerically using inputs and the Student-T distribution. The approach is compared to an exact analytical solution of fully developed, laminar flow between infinite, stationary plates. It is shown that treating all CFD input parameters as oscillatory uncertainty terms coupled with the Student-T distribution can encompass the exact solution.
Validation and uncertainty analysis of the Athlet thermal-hydraulic computer code
International Nuclear Information System (INIS)
Glaeser, H.
1995-01-01
The computer code ATHLET is being developed by GRS as an advanced best-estimate code for the simulation of breaks and transients in Pressurized Water Reactor (PWRs) and Boiling Water Reactor (BWRs) including beyond design basis accidents. A systematic validation of ATHLET is based on a well balanced set of integral and separate effects tests emphasizing the German combined Emergency Core Cooling (ECC) injection system. When using best estimate codes for predictions of reactor plant states during assumed accidents, qualification of the uncertainty in these calculations is highly desirable. A method for uncertainty and sensitivity evaluation has been developed by GRS where the computational effort is independent of the number of uncertain parameters. (author)
Energy Technology Data Exchange (ETDEWEB)
Johnson, J. D. (Prostat, Mesa, AZ); Oberkampf, William Louis; Helton, Jon Craig (Arizona State University, Tempe, AZ); Storlie, Curtis B. (North Carolina State University, Raleigh, NC)
2006-10-01
Evidence theory provides an alternative to probability theory for the representation of epistemic uncertainty in model predictions that derives from epistemic uncertainty in model inputs, where the descriptor epistemic is used to indicate uncertainty that derives from a lack of knowledge with respect to the appropriate values to use for various inputs to the model. The potential benefit, and hence appeal, of evidence theory is that it allows a less restrictive specification of uncertainty than is possible within the axiomatic structure on which probability theory is based. Unfortunately, the propagation of an evidence theory representation for uncertainty through a model is more computationally demanding than the propagation of a probabilistic representation for uncertainty, with this difficulty constituting a serious obstacle to the use of evidence theory in the representation of uncertainty in predictions obtained from computationally intensive models. This presentation describes and illustrates a sampling-based computational strategy for the representation of epistemic uncertainty in model predictions with evidence theory. Preliminary trials indicate that the presented strategy can be used to propagate uncertainty representations based on evidence theory in analysis situations where naive sampling-based (i.e., unsophisticated Monte Carlo) procedures are impracticable due to computational cost.
Computation of uncertainty for atmospheric emission projections from key pollutant sources in Spain
Lumbreras, Julio; García-Martos, Carolina; Mira, José; Borge, Rafael
Emission projections are important for environmental policy, both to evaluate the effectiveness of abatement strategies and to determine legislation compliance in the future. Moreover, including uncertainty is an essential added value for decision makers. In this work, projection values and their associated uncertainty are computed for pollutant emissions corresponding to the most significant activities from the national atmospheric emission inventory in Spain. Till now, projections had been calculated under three main scenarios: "without measures" (WoM), "with measures" (WM) and "with additional measures" (WAM). For the first one, regression techniques had been applied, which are inadequate for time-dependent data. For the other scenarios, values had been computed taking into account expected activity growth, as well as policies and measures. However, only point forecasts had been computed. In this work statistical methodology has been applied for: a) Inclusion of projection intervals for future time points, where the width of the intervals is a measure of uncertainty. b) For the WoM scenario, ARIMA models are applied to model the dynamics of the processes. c) In the WM scenario, bootstrap is applied as an additional non-parametric tool, which does not rely on distributional assumptions and is thus more general. The advantages of using ARIMA models for the WoM scenario including uncertainty are shown. Moreover, presenting the WM scenario allows observing if projected emission values fall within the intervals, thus showing if the measures to be taken to reach the scenario imply a significant improvement. Results also show how bootstrap techniques incorporate stochastic modelling to produce forecast intervals for the WM scenario.
Whalen, Scott; Lee, Choonsik; Williams, Jonathan L.; Bolch, Wesley E.
2008-01-01
Current efforts to reconstruct organ doses in children undergoing diagnostic imaging or therapeutic interventions using ionizing radiation typically rely upon the use of reference anthropomorphic computational phantoms coupled to Monte Carlo radiation transport codes. These phantoms are generally matched to individual patients based upon nearest age or sometimes total body mass. In this study, we explore alternative methods of phantom-to-patient matching with the goal of identifying those methods which yield the lowest residual errors in internal organ volumes. Various thoracic and abdominal organs were segmented and organ volumes obtained from chest-abdominal-pelvic (CAP) computed tomography (CT) image sets from 38 pediatric patients ranging in age from 2 months to 15 years. The organs segmented included the skeleton, heart, kidneys, liver, lungs and spleen. For each organ, least-squared regression lines, 95th percentile confidence intervals and 95th percentile prediction intervals were established as a function of patient age, trunk volume, estimated trunk mass, trunk height, and three estimates of the ventral body cavity volume based on trunk height alone, or in combination with circumferential, width and/or breadth measurements in the mid-chest of the patient. When matching phantom to patient based upon age, residual uncertainties in organ volumes ranged from 53% (lungs) to 33% (kidneys), and when trunk mass was used (surrogate for total body mass as we did not have images of patient head, arms or legs), these uncertainties ranged from 56% (spleen) to 32% (liver). When trunk height is used as the matching parameter, residual uncertainties in organ volumes were reduced to between 21 and 29% for all organs except the spleen (40%). In the case of the lungs and skeleton, the two-fold reduction in organ volume uncertainties was seen in moving from patient age to trunk height—a parameter easily measured in the clinic. When ventral body cavity volumes were used
The effects of geometric uncertainties on computational modelling of knee biomechanics
Meng, Qingen; Fisher, John; Wilcox, Ruth
2017-08-01
The geometry of the articular components of the knee is an important factor in predicting joint mechanics in computational models. There are a number of uncertainties in the definition of the geometry of cartilage and meniscus, and evaluating the effects of these uncertainties is fundamental to understanding the level of reliability of the models. In this study, the sensitivity of knee mechanics to geometric uncertainties was investigated by comparing polynomial-based and image-based knee models and varying the size of meniscus. The results suggested that the geometric uncertainties in cartilage and meniscus resulting from the resolution of MRI and the accuracy of segmentation caused considerable effects on the predicted knee mechanics. Moreover, even if the mathematical geometric descriptors can be very close to the imaged-based articular surfaces, the detailed contact pressure distribution produced by the mathematical geometric descriptors was not the same as that of the image-based model. However, the trends predicted by the models based on mathematical geometric descriptors were similar to those of the imaged-based models.
Quantifying the Contribution of Post-Processing in Computed Tomography Measurement Uncertainty
DEFF Research Database (Denmark)
Stolfi, Alessandro; Thompson, Mary Kathryn; Carli, Lorenzo
2016-01-01
This paper evaluates and quantifies the repeatability of post-processing settings, such as surface determination, data fitting, and the definition of the datum system, on the uncertainties of Computed Tomography (CT) measurements. The influence of post-processing contributions was determined by c......-processing settings. It was found that the definition of the datum system had the largest impact on the uncertainty with a standard deviation of a few microns. The surface determination and data fitting had smaller contributions with sub-micron repeatability....... by calculating the standard deviation of 10 repeated measurement evaluations on the same data set. The evaluations were performed on an industrial assembly. Each evaluation includes several dimensional and geometrical measurands that were expected to have different responses to the various post......This paper evaluates and quantifies the repeatability of post-processing settings, such as surface determination, data fitting, and the definition of the datum system, on the uncertainties of Computed Tomography (CT) measurements. The influence of post-processing contributions was determined...
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
Zatarain Salazar, Jazmin; Reed, Patrick M.; Quinn, Julianne D.; Giuliani, Matteo; Castelletti, Andrea
2017-11-01
Reservoir operations are central to our ability to manage river basin systems serving conflicting multi-sectoral demands under increasingly uncertain futures. These challenges motivate the need for new solution strategies capable of effectively and efficiently discovering the multi-sectoral tradeoffs that are inherent to alternative reservoir operation policies. Evolutionary many-objective direct policy search (EMODPS) is gaining importance in this context due to its capability of addressing multiple objectives and its flexibility in incorporating multiple sources of uncertainties. This simulation-optimization framework has high potential for addressing the complexities of water resources management, and it can benefit from current advances in parallel computing and meta-heuristics. This study contributes a diagnostic assessment of state-of-the-art parallel strategies for the auto-adaptive Borg Multi Objective Evolutionary Algorithm (MOEA) to support EMODPS. Our analysis focuses on the Lower Susquehanna River Basin (LSRB) system where multiple sectoral demands from hydropower production, urban water supply, recreation and environmental flows need to be balanced. Using EMODPS with different parallel configurations of the Borg MOEA, we optimize operating policies over different size ensembles of synthetic streamflows and evaporation rates. As we increase the ensemble size, we increase the statistical fidelity of our objective function evaluations at the cost of higher computational demands. This study demonstrates how to overcome the mathematical and computational barriers associated with capturing uncertainties in stochastic multiobjective reservoir control optimization, where parallel algorithmic search serves to reduce the wall-clock time in discovering high quality representations of key operational tradeoffs. Our results show that emerging self-adaptive parallelization schemes exploiting cooperative search populations are crucial. Such strategies provide a
Amoroso, Richard L.; Kauffman, Louis H.; Giandinoto, Salvatore
2013-09-01
We postulate bulk universal quantum computing (QC) cannot be achieved without surmounting the quantum uncertainty principle, an inherent barrier by empirical definition in the regime described by the Copenhagen interpretation of quantum theory - the last remaining hurdle to bulk QC. To surmount uncertainty with probability 1, we redefine the basis for the qubit utilizing a unique form of M-Theoretic Calabi-Yau mirror symmetry cast in an LSXD Dirac covariant polarized vacuum with an inherent `Feynman synchronization backbone'. This also incorporates a relativistic qubit (r-qubit) providing additional degrees of freedom beyond the traditional Block 2-sphere qubit bringing the r-qubit into correspondence with our version of Relativistic Topological Quantum Field Theory (RTQFT). We present a 3rd generation prototype design for simplifying bulk QC implementation.
Zimoń, Małgorzata; Sawko, Robert; Emerson, David; Thompson, Christopher
2017-11-01
Uncertainty quantification (UQ) is increasingly becoming an indispensable tool for assessing the reliability of computational modelling. Efficient handling of stochastic inputs, such as boundary conditions, physical properties or geometry, increases the utility of model results significantly. We discuss the application of non-intrusive generalised polynomial chaos techniques in the context of fluid engineering simulations. Deterministic and Monte Carlo integration rules are applied to a set of problems, including ordinary differential equations and the computation of aerodynamic parameters subject to random perturbations. In particular, we analyse acoustic wave propagation in a heterogeneous medium to study the effects of mesh resolution, transients, number and variability of stochastic inputs. We consider variants of multi-level Monte Carlo and perform a novel comparison of the methods with respect to numerical and parametric errors, as well as computational cost. The results provide a comprehensive view of the necessary steps in UQ analysis and demonstrate some key features of stochastic fluid flow systems.
Uncertainty and variability in computational and mathematical models of cardiac physiology.
Mirams, Gary R; Pathmanathan, Pras; Gray, Richard A; Challenor, Peter; Clayton, Richard H
2016-12-01
Mathematical and computational models of cardiac physiology have been an integral component of cardiac electrophysiology since its inception, and are collectively known as the Cardiac Physiome. We identify and classify the numerous sources of variability and uncertainty in model formulation, parameters and other inputs that arise from both natural variation in experimental data and lack of knowledge. The impact of uncertainty on the outputs of Cardiac Physiome models is not well understood, and this limits their utility as clinical tools. We argue that incorporating variability and uncertainty should be a high priority for the future of the Cardiac Physiome. We suggest investigating the adoption of approaches developed in other areas of science and engineering while recognising unique challenges for the Cardiac Physiome; it is likely that novel methods will be necessary that require engagement with the mathematics and statistics community. The Cardiac Physiome effort is one of the most mature and successful applications of mathematical and computational modelling for describing and advancing the understanding of physiology. After five decades of development, physiological cardiac models are poised to realise the promise of translational research via clinical applications such as drug development and patient-specific approaches as well as ablation, cardiac resynchronisation and contractility modulation therapies. For models to be included as a vital component of the decision process in safety-critical applications, rigorous assessment of model credibility will be required. This White Paper describes one aspect of this process by identifying and classifying sources of variability and uncertainty in models as well as their implications for the application and development of cardiac models. We stress the need to understand and quantify the sources of variability and uncertainty in model inputs, and the impact of model structure and complexity and their consequences for
Uncertainty analysis methods for quantification of source terms using a large computer code
International Nuclear Information System (INIS)
Han, Seok Jung
1997-02-01
Quantification of uncertainties in the source term estimations by a large computer code, such as MELCOR and MAAP, is an essential process of the current probabilistic safety assessments (PSAs). The main objectives of the present study are (1) to investigate the applicability of a combined procedure of the response surface method (RSM) based on input determined from a statistical design and the Latin hypercube sampling (LHS) technique for the uncertainty analysis of CsI release fractions under a hypothetical severe accident sequence of a station blackout at Young-Gwang nuclear power plant using MAAP3.0B code as a benchmark problem; and (2) to propose a new measure of uncertainty importance based on the distributional sensitivity analysis. On the basis of the results obtained in the present work, the RSM is recommended to be used as a principal tool for an overall uncertainty analysis in source term quantifications, while using the LHS in the calculations of standardized regression coefficients (SRC) and standardized rank regression coefficients (SRRC) to determine the subset of the most important input parameters in the final screening step and to check the cumulative distribution functions (cdfs) obtained by RSM. Verification of the response surface model for its sufficient accuracy is a prerequisite for the reliability of the final results obtained by the combined procedure proposed in the present work. In the present study a new measure has been developed to utilize the metric distance obtained from cumulative distribution functions (cdfs). The measure has been evaluated for three different cases of distributions in order to assess the characteristics of the measure: The first case and the second are when the distribution is known as analytical distributions and the other case is when the distribution is unknown. The first case is given by symmetry analytical distributions. The second case consists of two asymmetry distributions of which the skewness is non zero
International Nuclear Information System (INIS)
Nanty, Simon
2015-01-01
This work relates to the framework of uncertainty quantification for numerical simulators, and more precisely studies two industrial applications linked to the safety studies of nuclear plants. These two applications have several common features. The first one is that the computer code inputs are functional and scalar variables, functional ones being dependent. The second feature is that the probability distribution of functional variables is known only through a sample of their realizations. The third feature, relative to only one of the two applications, is the high computational cost of the code, which limits the number of possible simulations. The main objective of this work was to propose a complete methodology for the uncertainty analysis of numerical simulators for the two considered cases. First, we have proposed a methodology to quantify the uncertainties of dependent functional random variables from a sample of their realizations. This methodology enables to both model the dependency between variables and their link to another variable, called co-variate, which could be, for instance, the output of the considered code. Then, we have developed an adaptation of a visualization tool for functional data, which enables to simultaneously visualize the uncertainties and features of dependent functional variables. Second, a method to perform the global sensitivity analysis of the codes used in the two studied cases has been proposed. In the case of a computationally demanding code, the direct use of quantitative global sensitivity analysis methods is intractable. To overcome this issue, the retained solution consists in building a surrogate model or meta model, a fast-running model approximating the computationally expensive code. An optimized uniform sampling strategy for scalar and functional variables has been developed to build a learning basis for the meta model. Finally, a new approximation approach for expensive codes with functional outputs has been
Zatarain-Salazar, J.; Reed, P. M.; Quinn, J.; Giuliani, M.; Castelletti, A.
2016-12-01
As we confront the challenges of managing river basin systems with a large number of reservoirs and increasingly uncertain tradeoffs impacting their operations (due to, e.g. climate change, changing energy markets, population pressures, ecosystem services, etc.), evolutionary many-objective direct policy search (EMODPS) solution strategies will need to address the computational demands associated with simulating more uncertainties and therefore optimizing over increasingly noisy objective evaluations. Diagnostic assessments of state-of-the-art many-objective evolutionary algorithms (MOEAs) to support EMODPS have highlighted that search time (or number of function evaluations) and auto-adaptive search are key features for successful optimization. Furthermore, auto-adaptive MOEA search operators are themselves sensitive to having a sufficient number of function evaluations to learn successful strategies for exploring complex spaces and for escaping from local optima when stagnation is detected. Fortunately, recent parallel developments allow coordinated runs that enhance auto-adaptive algorithmic learning and can handle scalable and reliable search with limited wall-clock time, but at the expense of the total number of function evaluations. In this study, we analyze this tradeoff between parallel coordination and depth of search using different parallelization schemes of the Multi-Master Borg on a many-objective stochastic control problem. We also consider the tradeoff between better representing uncertainty in the stochastic optimization, and simplifying this representation to shorten the function evaluation time and allow for greater search. Our analysis focuses on the Lower Susquehanna River Basin (LSRB) system where multiple competing objectives for hydropower production, urban water supply, recreation and environmental flows need to be balanced. Our results provide guidance for balancing exploration, uncertainty, and computational demands when using the EMODPS
Incorporation of Uncertainty Analysis in Experimental/Computational Fluid Dynamics Validations
National Research Council Canada - National Science Library
Coleman, Hugh
2002-01-01
A quantitative approach to verification and validation of simulations was developed which properly takes into account the uncertainties in experimental data and the uncertainties in the simulation result...
Energy Technology Data Exchange (ETDEWEB)
Hadjidoukas, P.E.; Angelikopoulos, P. [Computational Science and Engineering Laboratory, ETH Zürich, CH-8092 (Switzerland); Papadimitriou, C. [Department of Mechanical Engineering, University of Thessaly, GR-38334 Volos (Greece); Koumoutsakos, P., E-mail: petros@ethz.ch [Computational Science and Engineering Laboratory, ETH Zürich, CH-8092 (Switzerland)
2015-03-01
We present Π4U,{sup 1} an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.
Directory of Open Access Journals (Sweden)
Elaine eDuffin
2014-02-01
Full Text Available Computational models of learning have proved largely successful in characterising potentialmechanisms which allow humans to make decisions in uncertain and volatile contexts. We reporthere findings that extend existing knowledge and show that a modified reinforcement learningmodel which differentiates between prior reward and punishment can provide the best fit tohuman behaviour in decision making under uncertainty. More specifically, we examined thefit of our modified reinforcement learning model to human behavioural data in a probabilistictwo-alternative decision making task with rule reversals. Our results demonstrate that this modelpredicted human behaviour better than a series of other models based on reinforcement learningor Bayesian reasoning. Unlike the Bayesian models, our modified reinforcement learning modeldoes not include any representation of rule switches. When our task is considered purely as amachine learning task, to gain as many rewards as possible without trying to describe humanbehaviour, the performance of modified reinforcement learning and Bayesian methods is similar.Others have used various computational models to describe human behaviour in similar tasks,however, we are not aware of any who have compared Bayesian reasoning with reinforcementlearning modified to differentiate rewards and punishments.
Litvinenko, Alexander
2015-01-05
Simulators capable of computing scattered fields from objects of uncertain shapes are highly useful in electromagnetics and photonics, where device designs are typically subject to fabrication tolerances. Knowledge of statistical variations in scattered fields is useful in ensuring error-free functioning of devices. Oftentimes such simulators use a Monte Carlo (MC) scheme to sample the random domain, where the variables parameterize the uncertainties in the geometry. At each sample, which corresponds to a realization of the geometry, a deterministic electromagnetic solver is executed to compute the scattered fields. However, to obtain accurate statistics of the scattered fields, the number of MC samples has to be large. This significantly increases the total execution time. In this work, to address this challenge, the Multilevel MC (MLMC) scheme is used together with a (deterministic) surface integral equation solver. The MLMC achieves a higher efficiency by “balancing” the statistical errors due to sampling of the random domain and the numerical errors due to discretization of the geometry at each of these samples. Error balancing results in a smaller number of samples requiring coarser discretizations. Consequently, total execution time is significantly shortened.
A computer program for uncertainty analysis integrating regression and Bayesian methods
Lu, Dan; Ye, Ming; Hill, Mary C.; Poeter, Eileen P.; Curtis, Gary
2014-01-01
This work develops a new functionality in UCODE_2014 to evaluate Bayesian credible intervals using the Markov Chain Monte Carlo (MCMC) method. The MCMC capability in UCODE_2014 is based on the FORTRAN version of the differential evolution adaptive Metropolis (DREAM) algorithm of Vrugt et al. (2009), which estimates the posterior probability density function of model parameters in high-dimensional and multimodal sampling problems. The UCODE MCMC capability provides eleven prior probability distributions and three ways to initialize the sampling process. It evaluates parametric and predictive uncertainties and it has parallel computing capability based on multiple chains to accelerate the sampling process. This paper tests and demonstrates the MCMC capability using a 10-dimensional multimodal mathematical function, a 100-dimensional Gaussian function, and a groundwater reactive transport model. The use of the MCMC capability is made straightforward and flexible by adopting the JUPITER API protocol. With the new MCMC capability, UCODE_2014 can be used to calculate three types of uncertainty intervals, which all can account for prior information: (1) linear confidence intervals which require linearity and Gaussian error assumptions and typically 10s–100s of highly parallelizable model runs after optimization, (2) nonlinear confidence intervals which require a smooth objective function surface and Gaussian observation error assumptions and typically 100s–1,000s of partially parallelizable model runs after optimization, and (3) MCMC Bayesian credible intervals which require few assumptions and commonly 10,000s–100,000s or more partially parallelizable model runs. Ready access allows users to select methods best suited to their work, and to compare methods in many circumstances.
Rosu, Mihaela
The aim of any radiotherapy is to tailor the tumoricidal radiation dose to the target volume and to deliver as little radiation dose as possible to all other normal tissues. However, the motion and deformation induced in human tissue by ventilatory motion is a major issue, as standard practice usually uses only one computed tomography (CT) scan (and hence one instance of the patient's anatomy) for treatment planning. The interfraction movement that occurs due to physiological processes over time scales shorter than the delivery of one treatment fraction leads to differences between the planned and delivered dose distributions. Due to the influence of these differences on tumors and normal tissues, the tumor control probabilities and normal tissue complication probabilities are likely to be impacted upon in the face of organ motion. In this thesis we apply several methods to compute dose distributions that include the effects of the treatment geometric uncertainties by using the time-varying anatomical information as an alternative to the conventional Planning Target Volume (PTV) approach. The proposed methods depend on the model used to describe the patient's anatomy. The dose and fluence convolution approaches for rigid organ motion are discussed first, with application to liver tumors and the rigid component of the lung tumor movements. For non-rigid behavior a dose reconstruction method that allows the accumulation of the dose to the deforming anatomy is introduced, and applied for lung tumor treatments. Furthermore, we apply the cumulative dose approach to investigate how much information regarding the deforming patient anatomy is needed at the time of treatment planning for tumors located in thorax. The results are evaluated from a clinical perspective. All dose calculations are performed using a Monte Carlo based algorithm to ensure more realistic and more accurate handling of tissue heterogeneities---of particular importance in lung cancer treatment planning.
Efficient Quantification of Uncertainties in Complex Computer Code Results, Phase I
National Aeronautics and Space Administration — This proposal addresses methods for efficient quantification of margins and uncertainties (QMU) for models that couple multiple, large-scale commercial or...
Yen, H.; Arabi, M.; Records, R.
2012-12-01
The structural complexity of comprehensive watershed models continues to increase in order to incorporate inputs at finer spatial and temporal resolutions and simulate a larger number of hydrologic and water quality responses. Hence, computational methods for parameter estimation and uncertainty analysis of complex models have gained increasing popularity. This study aims to evaluate the performance and applicability of a range of algorithms from computationally frugal approaches to formal implementations of Bayesian statistics using Markov Chain Monte Carlo (MCMC) techniques. The evaluation procedure hinges on the appraisal of (i) the quality of final parameter solution in terms of the minimum value of the objective function corresponding to weighted errors; (ii) the algorithmic efficiency in reaching the final solution; (iii) the marginal posterior distributions of model parameters; (iv) the overall identifiability of the model structure; and (v) the effectiveness in drawing samples that can be classified as behavior-giving solutions. The proposed procedure recognize an important and often neglected issue in watershed modeling that solutions with minimum objective function values may not necessarily reflect the behavior of the system. The general behavior of a system is often characterized by the analysts according to the goals of studies using various error statistics such as percent bias or Nash-Sutcliffe efficiency coefficient. Two case studies are carried out to examine the efficiency and effectiveness of four Bayesian approaches including Metropolis-Hastings sampling (MHA), Gibbs sampling (GSA), uniform covering by probabilistic rejection (UCPR), and differential evolution adaptive Metropolis (DREAM); a greedy optimization algorithm dubbed dynamically dimensioned search (DDS); and shuffle complex evolution (SCE-UA), a widely implemented evolutionary heuristic optimization algorithm. The Soil and Water Assessment Tool (SWAT) is used to simulate hydrologic and
Energy Technology Data Exchange (ETDEWEB)
Bjerke, M.A.
1983-02-01
A package of computer codes has been developed to perform a nonlinear uncertainty analysis on transient thermal-hydraulic systems which are modeled with the RELAP computer code. Using an uncertainty around the analyses of experiments in the PWR-BDHT Separate Effects Program at Oak Ridge National Laboratory. The use of FORTRAN programs running interactively on the PDP-10 computer has made the system very easy to use and provided great flexibility in the choice of processing paths. Several experiments simulating a loss-of-coolant accident in a nuclear reactor have been successfully analyzed. It has been shown that the system can be automated easily to further simplify its use and that the conversion of the entire system to a base code other than RELAP is possible.
Directory of Open Access Journals (Sweden)
Nerea Mangado
2016-11-01
Full Text Available Computational modeling has become a powerful tool in biomedical engineering thanks to its potential to simulate coupled systems. However, real parameters are usually not accurately known and variability is inherent in living organisms. To cope with this, probabilistic tools, statistical analysis and stochastic approaches have been used. This article aims to review the analysis of uncertainty and variability in the context of finite element modeling in biomedical engineering. Characterization techniques and propagation methods are presented, as well as examples of their applications in biomedical finite element simulations. Uncertainty propagation methods, both non-intrusive and intrusive, are described. Finally, pros and cons of the different approaches and their use in the scientific community are presented. This leads us to identify future directions for research and methodological development of uncertainty modeling in biomedical engineering.
DEFF Research Database (Denmark)
Müller, Pavel; Hiller, Jochen; Cantatore, Angela
2012-01-01
Computed tomography has entered the industrial world in 1980’s as a technique for nondestructive testing and has nowadays become a revolutionary tool for dimensional metrology, suitable for actual/nominal comparison and verification of geometrical and dimensional tolerances. This paper evaluates...... measurement results using different measuring strategies applied in different inspection software packages for volume and surface data analysis. The strategy influence is determined by calculating the measurement uncertainty. This investigation includes measurements of two industrial items, an aluminium pipe...
DEFF Research Database (Denmark)
Hiller, Jochen; Genta, Gianfranco; Barbato, Giulio
2014-01-01
measurement processes, e.g., with tactile systems, also due to factors related to systematic errors, mainly caused by specific CT image characteristics. In this paper we propose a simulation-based framework for measurement uncertainty evaluation in dimensional CT using the bootstrap method. In a case study...... the problem concerning measurement uncertainties was addressed with bootstrap and successfully applied to ball-bar CT measurements. Results obtained enabled extension to more complex shapes such as actual industrial components as we show by tests on a hollow cylinder workpiece....
PABS: A Computer Program to Normalize Emission Probabilities and Calculate Realistic Uncertainties
International Nuclear Information System (INIS)
Caron, D.S.; Browne, E.; Norman, E.B.
2009-01-01
The program PABS normalizes relative particle emission probabilities to an absolute scale and calculates the relevant uncertainties on this scale. The program is written in Java using the JDK 1.6 library. For additional information about system requirements, the code itself, and compiling from source, see the README file distributed with this program. The mathematical procedures used are given.
LJUNGSKILE 1.0 A Computer Program for Investigation of Uncertainties in Chemical Speciation
International Nuclear Information System (INIS)
Ekberg, Christian; Oedegaard-Jensen, Arvid
2002-11-01
In analysing the long-term safety of nuclear waste disposal, there is a need to investigate uncertainties in chemical speciation calculations. Chemical speciation is of importance in evaluating the solubility of radionuclides, the chemical degradation of engineering materials, and chemical processes controlling groundwater composition. The uncertainties in chemical speciation may for instance be related to uncertainties in thermodynamic data, the groundwater composition, or the extrapolation to the actual temperature and ionic strength. The magnitude of such uncertainties and its implications are seldom explicitly evaluated in any detail. Commonly available chemical speciation programmes normally do not have a build-in option to include uncertainty ranges. The program developed within this project has the capability of incorporating uncertainty ranges in speciation calculations and can be used for graphical presentation of uncertainty ranges for dominant species. The program should be regarded as a starting point for assessing uncertainties in chemical speciation, since it is not yet comprehensive in its capabilities. There may be limitations in its usefulness to address various geochemical problems. The LJUNGSKILE code allows the user to select two approaches: the Monte Carlo (MC) approach and the Latin Hypercube Sampling (LHS). LHS allows to produce a satisfactory statistics with a minimum of CPU time. It is, in general, possible to do a simple theoretical speciation calculation within seconds. There are, admittedly, alternatives to LHS and there is criticism towards the uncritical use of LHS output because commonly correlation between some of the input variables exists. LHS, like MC, is not capable to take these correlations into account. Such a correlation can, i.e. exist between the pH of a solution and the partial pressure of CO 2 : higher pH solutions may absorb larger amounts of CO 2 and can reduce the CO 2 partial pressure. It is therefore of advantage to
International Nuclear Information System (INIS)
Iooss, B.
2009-01-01
The present document constitutes my Habilitation thesis report. It recalls my scientific activity of the twelve last years, since my PhD thesis until the works completed as a research engineer at CEA Cadarache. The two main chapters of this document correspond to two different research fields both referring to the uncertainty treatment in engineering problems. The first chapter establishes a synthesis of my work on high frequency wave propagation in random medium. It more specifically relates to the study of the statistical fluctuations of acoustic wave travel-times in random and/or turbulent media. The new results mainly concern the introduction of the velocity field statistical anisotropy in the analytical expressions of the travel-time statistical moments according to those of the velocity field. This work was primarily carried by requirements in geophysics (oil exploration and seismology). The second chapter is concerned by the probabilistic techniques to study the effect of input variables uncertainties in numerical models. My main applications in this chapter relate to the nuclear engineering domain which offers a large variety of uncertainty problems to be treated. First of all, a complete synthesis is carried out on the statistical methods of sensitivity analysis and global exploration of numerical models. The construction and the use of a meta-model (inexpensive mathematical function replacing an expensive computer code) are then illustrated by my work on the Gaussian process model (kriging). Two additional topics are finally approached: the high quantile estimation of a computer code output and the analysis of stochastic computer codes. We conclude this memory with some perspectives about the numerical simulation and the use of predictive models in industry. This context is extremely positive for future researches and application developments. (author)
National Aeronautics and Space Administration — Computational fluid dynamics (CFD) simulations are extensively used by NASA for hypersonic aerothermodynamics calculations. The physical models used in CFD codes and...
Newhauser, Wayne D.; Giebeler, Annelise; Langen, Katja M.; Mirkovic, Dragan; Mohan, Radhe
2008-05-01
Treatment planning calculations for proton therapy require an accurate knowledge of radiological path length, or range, to the distal edge of the target volume. In most cases, the range may be calculated with sufficient accuracy using kilovoltage (kV) computed tomography (CT) images. However, metal implants such as hip prostheses can cause severe streak artifacts that lead to large uncertainties in proton range. The purposes of this study were to quantify streak-related range errors and to determine if they could be avoided by using artifact-free megavoltage (MV) CT images in treatment planning. Proton treatment plans were prepared for a rigid, heterogeneous phantom and for a prostate cancer patient with a metal hip prosthesis using corrected and uncorrected kVCT images alone, uncorrected MVCT images and a combination of registered MVCT and kVCT images (the hybrid approach). Streak-induced range errors of 5-12 mm were present in the uncorrected kVCT-based patient plan. Correcting the streaks by manually assigning estimated true Hounsfield units improved the range accuracy. In a rigid heterogeneous phantom, the implant-related range uncertainty was estimated at based plan and the uncorrected MVCT-based plan. The hybrid planning approach yielded the best overall result. In this approach, the kVCT images provided good delineation of soft tissues due to high-contrast resolution, and the streak-free MVCT images provided smaller range uncertainties because they did not require artifact correction.
International Nuclear Information System (INIS)
Song, William Y.; Chiu, Bernard; Bauman, Glenn S.; Lock, Michael; Rodrigues, George; Ash, Robert; Lewis, Craig; Fenster, Aaron; Battista, Jerry J.; Van Dyk, Jake
2006-01-01
Purpose: To evaluate the image-guidance capabilities of megavoltage computed tomography (MVCT), this article compares the interobserver and intraobserver contouring uncertainty in kilovoltage computed tomography (KVCT) used for radiotherapy planning with MVCT acquired with helical tomotherapy. Methods and Materials: Five prostate-cancer patients were evaluated. Each patient underwent a KVCT and an MVCT study, a total of 10 CT studies. For interobserver variability analysis, four radiation oncologists, one physicist, and two radiation therapists (seven observers in total) contoured the prostate and seminal vesicles (SV) in the 10 studies. The intraobserver variability was assessed by asking all observers to repeat the contouring of 1 patient's KVCT and MVCT studies. Quantitative analysis of contour variations was performed by use of volumes and radial distances. Results: The interobserver and intraobserver contouring uncertainty was larger in MVCT compared with KVCT. Observers consistently segmented larger volumes on MVCT where the ratio of average prostate and SV volumes was 1.1 and 1.2, respectively. On average (interobserver and intraobserver), the local delineation variability, in terms of standard deviations [Δσ = √(σ 2 MVCT - σ 2 KVCT )], increased by 0.32 cm from KVCT to MVCT. Conclusions: Although MVCT was inferior to KVCT for prostate delineation, the application of MVCT in prostate radiotherapy remains useful
Chen, Hsinchun; Martinez, Joanne; Kirchhoff, Amy; Ng, Tobun D.; Schatz, Bruce R.
1998-01-01
Grounded on object filtering, automatic indexing, and co-occurrence analysis, an experiment was performed using a parallel supercomputer to analyze over 400,000 abstracts in an INSPEC computer engineering collection. A user evaluation revealed that system-generated thesauri were better than the human-generated INSPEC subject thesaurus in concept…
On the Computation of the Maximum Uncertainty Volume of Stable Polynomials
Directory of Open Access Journals (Sweden)
F.M. Al-Sunni
2003-06-01
Full Text Available In this paper we propose a non-linear optimization based approach for the computation of the stability region for uncertain polynomials. Both box of polynomials and diamond of polynomials are addressed. Examples are presented as an illustration.
Computing the uncertainty associated with the control of ecological and biological systems
Directory of Open Access Journals (Sweden)
Alessandro Ferrarini
2013-09-01
Full Text Available Recently, I showed that ecological and biological networks can be controlled by coupling their dynamics to evolutionary modelling. This provides numerous solutions to the goal of guiding a system's behaviour towards the desired result. In this paper, I face another important question: how reliable is the achieved solution? In other words, which is the degree of uncertainty about getting the desired result if values of edges and nodes were a bit different from optimized ones? This is a pivotal question, because it's not assured that while managing a certain system we are able to impose to nodes and edges exactly the optimized values we would need in order to achieve the desired results. In order to face this topic, I have formulated here a 3-parts framework (network dynamics - genetic optimization - stochastic simulations and, using an illustrative example, I have been able to detect the most reliable solution to the goal of network control. The proposed framework could be used to: a counteract damages to ecological and biological networks, b safeguard rare and endangered species, c manage systems at the least possible cost, and d plan optimized bio-manipulations.
Directory of Open Access Journals (Sweden)
Lei Shi
2016-09-01
Full Text Available Tidal datums are key components in NOAA’s Vertical Datum transformation project (VDatum. In this paper, we propose a statistical interpolation method, derived from the variational principle, to calculate tidal datums by blending the modeled and the observed tidal datums. Through the implementation of this statistical interpolation method in the Chesapeake and Delaware Bays, we conclude that the statistical interpolation method for tidal datums has great advantages over the currently used deterministic interpolation method. The foremost, and inherent, advantage of the statistical interpolation is its capability to integrate data from different sources and with different accuracies without concern for their relative spatial locations. The second advantage is that it provides a spatially varying uncertainty for the entire domain in which data is being integrated. The latter is especially helpful for the decision-making process of where new instruments would be most effectively placed. Lastly, the test case results show that the statistical interpolation reduced the bias, maximum absolute error, mean absolute error, and root mean square error in comparison to the current deterministic approach.
Oglesby, Mary E; Allan, Nicholas P; Schmidt, Norman B
2017-08-01
Intolerance of uncertainty (IU) is an important transdiagnostic variable within various anxiety and mood disorders. Theory suggests that individuals high in IU interpret ambiguous information in a more threatening manner. A parallel line of research has shown that interpretive biases can be modified through cognitive training and previous research aimed at modifying negative interpretations through Cognitive Bias Modification (CBM-I) has yielded promising results. Despite these findings, no research to date has examined the efficacy of an IU-focused CBM-I paradigm. The current study investigated the impact of a brief IU-focused CBM-I on reductions in IU. Participants selected for a high IU interpretation bias (IU-IB) were randomly assigned to an active (IU CBM-I) or control CBM-I condition. Results indicated that our active IU CBM-I was associated with significant changes in IU-IB from pre-to-post intervention as well as with significant reductions in IU at post-intervention and month-one follow-up. Findings also found that the IU CBM-I led to reductions in IU self-report via the hypothesized mechanism. This study is the first to provide evidence that a CBM-I focused on IU is effective in reducing IU-IB and IU across time and suggest that IU CBM-I paradigms may be a novel prevention/intervention treatment for anxiety. Copyright © 2017 Elsevier Ltd. All rights reserved.
Final Technical Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)
Energy Technology Data Exchange (ETDEWEB)
Knio, Omar M. [Duke Univ., Durham, NC (United States). Dept. of Mechanical Engineering and Materials Science
2017-06-06
QUEST is a SciDAC Institute comprising Sandia National Laboratories, Los Alamos National Laboratory, University of Southern California, Massachusetts Institute of Technology, University of Texas at Austin, and Duke University. The mission of QUEST is to: (1) develop a broad class of uncertainty quantification (UQ) methods/tools, and (2) provide UQ expertise and software to other SciDAC projects, thereby enabling/guiding their UQ activities. The Duke effort focused on the development of algorithms and utility software for non-intrusive sparse UQ representations, and on participation in the organization of annual workshops and tutorials to disseminate UQ tools to the community, and to gather input in order to adapt approaches to the needs of SciDAC customers. In particular, fundamental developments were made in (a) multiscale stochastic preconditioners, (b) gradient-based approaches to inverse problems, (c) adaptive pseudo-spectral approximations, (d) stochastic limit cycles, and (e) sensitivity analysis tools for noisy systems. In addition, large-scale demonstrations were performed, namely in the context of ocean general circulation models.
Propagation of uncertainty by Monte Carlo simulations in case of basic geodetic computations
Wyszkowska, Patrycja
2017-12-01
The determination of the accuracy of functions of measured or adjusted values may be a problem in geodetic computations. The general law of covariance propagation or in case of the uncorrelated observations the propagation of variance (or the Gaussian formula) are commonly used for that purpose. That approach is theoretically justified for the linear functions. In case of the non-linear functions, the first-order Taylor series expansion is usually used but that solution is affected by the expansion error. The aim of the study is to determine the applicability of the general variance propagation law in case of the non-linear functions used in basic geodetic computations. The paper presents errors which are a result of negligence of the higher-order expressions and it determines the range of such simplification. The basis of that analysis is the comparison of the results obtained by the law of propagation of variance and the probabilistic approach, namely Monte Carlo simulations. Both methods are used to determine the accuracy of the following geodetic computations: the Cartesian coordinates of unknown point in the three-point resection problem, azimuths and distances of the Cartesian coordinates, height differences in the trigonometric and the geometric levelling. These simulations and the analysis of the results confirm the possibility of applying the general law of variance propagation in basic geodetic computations even if the functions are non-linear. The only condition is the accuracy of observations, which cannot be too low. Generally, this is not a problem with using present geodetic instruments.
Computer-Based Model Calibration and Uncertainty Analysis: Terms and Concepts
2015-07-01
correlated. MCMC is generally more efficient than other Monte Carlo methods. The ability to sample from the posterior probability distribution for...importance sampling and (2) Markov chain Monte Carlo ( MCMC ) sampling . Multiple-solution PE methods are generally more computationally intensive than single...reject candidate points. Unlike in the traditional Monte Carlo method, where the random samples are statistically independent, the samples in MCMC are
Riely, Amelia; Sablan, Kyle; Xiaotao, Thomas; Furst, Jacob; Raicu, Daniela
2015-03-01
Medical imaging technology has always provided radiologists with the opportunity to view and keep records of anatomy of the patient. With the development of machine learning and intelligent computing, these images can be used to create Computer-Aided Diagnosis (CAD) systems, which can assist radiologists in analyzing image data in various ways to provide better health care to patients. This paper looks at increasing accuracy and reducing cost in creating CAD systems, specifically in predicting the malignancy of lung nodules in the Lung Image Database Consortium (LIDC). Much of the cost in creating an accurate CAD system stems from the need for multiple radiologist diagnoses or annotations of each image, since there is rarely a ground truth diagnosis and even different radiologists' diagnoses of the same nodule often disagree. To resolve this issue, this paper outlines an method of selective iterative classification that predicts lung nodule malignancy by using multiple radiologist diagnoses only for cases that can benefit from them. Our method achieved 81% accuracy while costing only 46% of the method that indiscriminately used all annotations, which achieved a lower accuracy of 70%, while costing more.
Poeter, Eileen E.; Hill, Mary C.; Banta, Edward R.; Mehl, Steffen; Christensen, Steen
2006-01-01
This report documents the computer codes UCODE_2005 and six post-processors. Together the codes can be used with existing process models to perform sensitivity analysis, data needs assessment, calibration, prediction, and uncertainty analysis. Any process model or set of models can be used; the only requirements are that models have numerical (ASCII or text only) input and output files, that the numbers in these files have sufficient significant digits, that all required models can be run from a single batch file or script, and that simulated values are continuous functions of the parameter values. Process models can include pre-processors and post-processors as well as one or more models related to the processes of interest (physical, chemical, and so on), making UCODE_2005 extremely powerful. An estimated parameter can be a quantity that appears in the input files of the process model(s), or a quantity used in an equation that produces a value that appears in the input files. In the latter situation, the equation is user-defined. UCODE_2005 can compare observations and simulated equivalents. The simulated equivalents can be any simulated value written in the process-model output files or can be calculated from simulated values with user-defined equations. The quantities can be model results, or dependent variables. For example, for ground-water models they can be heads, flows, concentrations, and so on. Prior, or direct, information on estimated parameters also can be considered. Statistics are calculated to quantify the comparison of observations and simulated equivalents, including a weighted least-squares objective function. In addition, data-exchange files are produced that facilitate graphical analysis. UCODE_2005 can be used fruitfully in model calibration through its sensitivity analysis capabilities and its ability to estimate parameter values that result in the best possible fit to the observations. Parameters are estimated using nonlinear regression: a
A semi-analytical computation of the theoretical uncertainties of the solar neutrino flux
Jørgensen, Andreas C. S.; Christensen-Dalsgaard, Jørgen
2017-11-01
We present a comparison between Monte Carlo simulations and a semi-analytical approach that reproduces the theoretical probability distribution functions of the solar neutrino fluxes, stemming from the pp, pep, hep, 7Be, 8B, 13N, 15O and 17F source reactions. We obtain good agreement between the two approaches. Thus, the semi-analytical method yields confidence intervals that closely match those found, based on Monte Carlo simulations, and points towards the same general symmetries of the investigated probability distribution functions. Furthermore, the negligible computational cost of this method is a clear advantage over Monte Carlo simulations, making it trivial to take new observational constraints on the input parameters into account.
A semi-analytical computation of the theoretical uncertainties of the solar neutrino flux
DEFF Research Database (Denmark)
Jorgensen, Andreas C. S.; Christensen-Dalsgaard, Jorgen
2017-01-01
We present a comparison between Monte Carlo simulations and a semi-analytical approach that reproduces the theoretical probability distribution functions of the solar neutrino fluxes, stemming from the pp, pep, hep, Be-7, B-8, N-13, O-15 and F-17 source reactions. We obtain good agreement between...... of this method is a clear advantage over Monte Carlo simulations, making it trivial to take new observational constraints on the input parameters into account....... the two approaches. Thus, the semi-analytical method yields confidence intervals that closely match those found, based on Monte Carlo simulations, and points towards the same general symmetries of the investigated probability distribution functions. Furthermore, the negligible computational cost...
International Nuclear Information System (INIS)
Paulsen, J.E.; Read, P.A.; Thompson, C.P.; Jelley, C.; Lezeau, P.
1996-01-01
The paper relates to improved oil recovery (IOR) techniques by mathematical modelling. The uncertainty involved in modelling of reservoir souring is discussed. IOR processes are speculated to influence a souring process in a positive direction. Most models do not take into account pH in reservoir fluids, and thus do not account for partitioning behaviour of sulfide. Also, sulfide is antagonistic to bacterial metabolism and impedes to bacterial metabolism and impedes the sulfate reduction rate, this may be an important factor in modelling. Biofilms are thought to play a crucial role in a reservoir souring process. Biofilm in a reservoir matrix is different from biofilm in open systems. This has major impact on microbial impact on microbial transport and behaviour. Studies on microbial activity in reservoir matrices must be carried out with model cores, in order to mimic a realistic situation. Sufficient data do not exist today. The main conclusion is that a model does not reflect a true situation before the nature of these elements is understood. A simplified version of an Norwegian developed biofilm model is discussed. The model incorporates all the important physical phenomena studied in the above references such as bacteria growth limited by nutrients and/or energy sources and hydrogen sulfide adsorption. 18 refs., 8 figs., 1 tab
International Nuclear Information System (INIS)
Andres, T.H.
2002-05-01
This guide applies to the estimation of uncertainty in quantities calculated by scientific, analysis and design computer programs that fall within the scope of AECL's software quality assurance (SQA) manual. The guide weaves together rational approaches from the SQA manual and three other diverse sources: (a) the CSAU (Code Scaling, Applicability, and Uncertainty) evaluation methodology; (b) the ISO Guide,for the Expression of Uncertainty in Measurement; and (c) the SVA (Systems Variability Analysis) method of risk analysis. This report describes the manner by which random and systematic uncertainties in calculated quantities can be estimated and expressed. Random uncertainty in model output can be attributed to uncertainties of inputs. The propagation of these uncertainties through a computer model can be represented in a variety of ways, including exact calculations, series approximations and Monte Carlo methods. Systematic uncertainties emerge from the development of the computer model itself, through simplifications and conservatisms, for example. These must be estimated and combined with random uncertainties to determine the combined uncertainty in a model output. This report also addresses the method by which uncertainties should be employed in code validation, in order to determine whether experiments and simulations agree, and whether or not a code satisfies the required tolerance for its application. (author)
International Nuclear Information System (INIS)
Kaul, Dean C.; Egbert, Stephen D.; Woolson, William A.
2005-01-01
In order to avoid the pitfalls that so discredited DS86 and its uncertainty estimates, and to provide DS02 uncertainties that are both defensible and credible, this report not only presents the ensemble uncertainties assembled from uncertainties in individual computational elements and radiation dose components but also describes how these relate to comparisons between observed and computed quantities at critical intervals in the computational process. These comparisons include those between observed and calculated radiation free-field components, where observations include thermal- and fast-neutron activation and gamma-ray thermoluminescence, which are relevant to the estimated systematic uncertainty for DS02. The comparisons also include those between calculated and observed survivor shielding, where the observations consist of biodosimetric measurements for individual survivors, which are relevant to the estimated random uncertainty for DS02. (J.P.N.)
International Nuclear Information System (INIS)
Siebert, B. R. L.; Tanner, R. J.; Chartier, J. L.; Agosteo, S.; Grosswendt, B.; Gualdrini, G.; Menard, S.; Kodeli, I.; Leuthold, G. P.; Price, R. A.; Tagziria, H.; Terrissol, M.; Zankl, M.
2006-01-01
The QUADOS EU cost shared action conducted an intercomparison on the usage of numerical methods in radiation protection and dosimetry. The eight problems proposed were intended to test the usage of Monte Carlo and deterministic methods by assessing the accuracy with which the codes are applied and also the methods used to evaluate uncertainty in the answer gained through these methods. The overall objective was to spread good practice through the community and give users information on how to assess the uncertainties associated with their calculated results. (authors)
Uncertainty and Cognitive Control
Directory of Open Access Journals (Sweden)
Faisal eMushtaq
2011-10-01
Full Text Available A growing trend of neuroimaging, behavioural and computational research has investigated the topic of outcome uncertainty in decision-making. Although evidence to date indicates that humans are very effective in learning to adapt to uncertain situations, the nature of the specific cognitive processes involved in the adaptation to uncertainty are still a matter of debate. In this article, we reviewed evidence suggesting that cognitive control processes are at the heart of uncertainty in decision-making contexts. Available evidence suggests that: (1 There is a strong conceptual overlap between the constructs of uncertainty and cognitive control; (2 There is a remarkable overlap between the neural networks associated with uncertainty and the brain networks subserving cognitive control; (3 The perception and estimation of uncertainty might play a key role in monitoring processes and the evaluation of the need for control; (4 Potential interactions between uncertainty and cognitive control might play a significant role in several affective disorders.
International Nuclear Information System (INIS)
Thomas, R.E.
1982-03-01
An evaluation is made of the suitability of analytical and statistical sampling methods for making uncertainty analyses. The adjoint method is found to be well-suited for obtaining sensitivity coefficients for computer programs involving large numbers of equations and input parameters. For this purpose the Latin Hypercube Sampling method is found to be inferior to conventional experimental designs. The Latin hypercube method can be used to estimate output probability density functions, but requires supplementary rank transformations followed by stepwise regression to obtain uncertainty information on individual input parameters. A simple Cork and Bottle problem is used to illustrate the efficiency of the adjoint method relative to certain statistical sampling methods. For linear models of the form Ax=b it is shown that a complete adjoint sensitivity analysis can be made without formulating and solving the adjoint problem. This can be done either by using a special type of statistical sampling or by reformulating the primal problem and using suitable linear programming software
Energy Technology Data Exchange (ETDEWEB)
Thomas, R.E.
1982-03-01
An evaluation is made of the suitability of analytical and statistical sampling methods for making uncertainty analyses. The adjoint method is found to be well-suited for obtaining sensitivity coefficients for computer programs involving large numbers of equations and input parameters. For this purpose the Latin Hypercube Sampling method is found to be inferior to conventional experimental designs. The Latin hypercube method can be used to estimate output probability density functions, but requires supplementary rank transformations followed by stepwise regression to obtain uncertainty information on individual input parameters. A simple Cork and Bottle problem is used to illustrate the efficiency of the adjoint method relative to certain statistical sampling methods. For linear models of the form Ax=b it is shown that a complete adjoint sensitivity analysis can be made without formulating and solving the adjoint problem. This can be done either by using a special type of statistical sampling or by reformulating the primal problem and using suitable linear programming software.
Sakji, S.; Soize, Christian; Heck, J.-V.
2009-01-01
International audience; The paper deals with probabilistic modeling of heat transfer throughout plasterboard plates when exposed to an equivalent ISO thermal load. The proposed model takes into account data and model uncertainties. This research addresses a general need to perform robust modeling of plasterboard-lined partition submitted to fire load. The first step of this work concerns the development of an experimental thermo, physical identification data base for plasterboard. These exper...
Lindley, Dennis V
2013-01-01
Praise for the First Edition ""...a reference for everyone who is interested in knowing and handling uncertainty.""-Journal of Applied Statistics The critically acclaimed First Edition of Understanding Uncertainty provided a study of uncertainty addressed to scholars in all fields, showing that uncertainty could be measured by probability, and that probability obeyed three basic rules that enabled uncertainty to be handled sensibly in everyday life. These ideas were extended to embrace the scientific method and to show how decisions, containing an uncertain element, could be rationally made.
DEFF Research Database (Denmark)
Persson, Gitte Fredberg; Nygaard, Ditte Eklund; Af Rosenschöld, Per Munck
2011-01-01
PURPOSE: Artifacts impacting the imaged tumor volume can be seen in conventional three-dimensional CT (3DCT) scans for planning of lung cancer radiotherapy but can be reduced with the use of respiration-correlated imaging, i.e., 4DCT or breathhold CT (BHCT) scans. The aim of this study was to com......PURPOSE: Artifacts impacting the imaged tumor volume can be seen in conventional three-dimensional CT (3DCT) scans for planning of lung cancer radiotherapy but can be reduced with the use of respiration-correlated imaging, i.e., 4DCT or breathhold CT (BHCT) scans. The aim of this study...... was to compare delineated gross tumor volume (GTV) sizes in 3DCT, 4DCT, and BHCT scans of patients with lung tumors. METHODS AND MATERIALS: A total of 36 patients with 46 tumors referred for stereotactic radiotherapy of lung tumors were included. All patients underwent positron emission tomography (PET)/CT, 4DCT......, and BHCT scans. GTVs in all CT scans of individual patients were delineated during one session by a single physician to minimize systematic delineation uncertainty. The GTV size from the BHCT was considered the closest to true tumor volume and was chosen as the reference. The reference GTV size...
Energy Technology Data Exchange (ETDEWEB)
Alonso, M.; Sanz, J.; Rodriguez, A.; Falquina, R. [Universidad Nacional de Educacion a Distancia (UNED), Dept. of Power Engineering, Madrid (Spain); Cabellos, O.; Sanz, J. [Universidad Politecnica de Madrid, Instituto de Fusion Nuclear (UPM) (Spain)
2003-07-01
The feasibility of nuclear fusion as a realistic option for energy generation depends on its radioactive waste management assessment. In this respect, the production of high level waste is to be avoided and the reduction of low level waste volumes is to be enhanced. Three different waste management options are commonly regarded in fusion plants: Hands-on Recycling, Remote Recycling and Shallow Land Burial (SLB). Therefore, important research work has been undertaken to find low activation structural materials. In performing this task, a major issue is to compute the concentration limits (CLs) for all natural elements, which will be used to select the intended constituent elements of a particular Low Activation Material (LAM) and assess how much the impurities can deteriorate the waste management properties. Nevertheless, the reliable computation of CLs depends on the accuracy of nuclear data (mainly activation cross-sections) and the suitability of the computational method both for inertial and magnetic fusion environments. In this paper the importance of nuclear data uncertainties and mathematical algorithms used in different activation calculations for waste management purposes will be studied. Our work is centred on the study of {sup 186}W activation under first structural wall conditions of Hylife-II inertial fusion reactor design. The importance of the dominant transmutation/decay sequence has been documented in several publications. From a practical point of view, W is used in low activation materials for fusion applications: Cr-W ferritic/martensitic steels, and the need to better compute its activation has been assessed, in particular in relation to the cross-section uncertainties for reactions leading to Ir isotopes. {sup 192n}Ir and {sup 192}Ir reach a secular equilibrium, and {sup 192n}Ir is the critical one for waste management, with a half life of 241 years. From a theoretical point of view, this is one of the most complex chains appearing in
García-Jaramillo, Maira; Calm, Remei; Bondia, Jorge; Tarín, Cristina; Vehí, Josep
2009-01-01
Objective The objective of this article was to develop a methodology to quantify the risk of suffering different grades of hypo- and hyperglycemia episodes in the postprandial state. Methods Interval predictions of patient postprandial glucose were performed during a 5-hour period after a meal for a set of 3315 scenarios. Uncertainty in the patient's insulin sensitivities and carbohydrate (CHO) contents of the planned meal was considered. A normalized area under the curve of the worst-case predicted glucose excursion for severe and mild hypo- and hyperglycemia glucose ranges was obtained and weighted accordingly to their importance. As a result, a comprehensive risk measure was obtained. A reference model of preprandial glucose values representing the behavior in different ranges was chosen by a ξ2 test. The relationship between the computed risk index and the probability of occurrence of events was analyzed for these reference models through 19,500 Monte Carlo simulations. Results The obtained reference models for each preprandial glucose range were 100, 160, and 220 mg/dl. A relationship between the risk index ranges 120 and the probability of occurrence of mild and severe postprandial hyper- and hypoglycemia can be derived. Conclusions When intrapatient variability and uncertainty in the CHO content of the meal are considered, a safer prediction of possible hyper- and hypoglycemia episodes induced by the tested insulin therapy can be calculated. PMID:20144339
DEFF Research Database (Denmark)
Jiménez, Roberto; Torralba, Marta; Yagüe-Fabra, José A.
2017-01-01
The dimensional verification of miniaturized components with 3D complex geometries is particularly challenging. Computed Tomography (CT) can represent a suitable alternative solution to micro metrology tools based on optical and tactile techniques. However, the establishment of CT systems......’ traceability when measuring 3D complex geometries is still an open issue. In this work, an alternative method for the measurement uncertainty assessment of 3D complex geometries by using CT is presented. The method is based on the micro-CT system Maximum Permissible Error (MPE) estimation, determined...... experimentally by using several calibrated reference artefacts. The main advantage of the presented method is that a previous calibration of the component by a more accurate Coordinate Measuring System (CMS) is not needed. In fact, such CMS would still hold all the typical limitations of optical and tactile...
Directory of Open Access Journals (Sweden)
Heather L Kimball
Full Text Available Gross primary production (GPP is the Earth's largest carbon flux into the terrestrial biosphere and plays a critical role in regulating atmospheric chemistry and global climate. The Moderate Resolution Imaging Spectrometer (MODIS-MOD17 data product is a widely used remote sensing-based model that provides global estimates of spatiotemporal trends in GPP. When the MOD17 algorithm is applied to regional scale heterogeneous landscapes, input data from coarse resolution land cover and climate products may increase uncertainty in GPP estimates, especially in high productivity tropical ecosystems. We examined the influence of using locally specific land cover and high-resolution local climate input data on MOD17 estimates of GPP for the State of Hawaii, a heterogeneous and discontinuous tropical landscape. Replacing the global land cover data input product (MOD12Q1 with Hawaii-specific land cover data reduced statewide GPP estimates by ~8%, primarily because the Hawaii-specific land cover map had less vegetated land area compared to the global land cover product. Replacing coarse resolution GMAO climate data with Hawaii-specific high-resolution climate data also reduced statewide GPP estimates by ~8% because of the higher spatial variability of photosynthetically active radiation (PAR in the Hawaii-specific climate data. The combined use of both Hawaii-specific land cover and high-resolution Hawaii climate data inputs reduced statewide GPP by ~16%, suggesting equal and independent influence on MOD17 GPP estimates. Our sensitivity analyses within a heterogeneous tropical landscape suggest that refined global land cover and climate data sets may contribute to an enhanced MOD17 product at a variety of spatial scales.
DEFF Research Database (Denmark)
Frutiger, Jerome; Abildskov, Jens; Sin, Gürkan
Computer Aided Molecular Design (CAMD) is an important tool to generate, test and evaluate promising chemical products. CAMD can be used in thermodynamic cycle for the design of pure component or mixture working fluids in order to improve the heat transfer capacity of the system. The safety...... assessment of novel working fluids relies on accurate property data. Flammability data like the lower and upper flammability limit (LFL and UFL) play an important role in quantifying the risk of fire and explosion. For novel working fluid candidates experimental values are not available for the safety...
Energy Technology Data Exchange (ETDEWEB)
Kersaudy, Pierric, E-mail: pierric.kersaudy@orange.com [Orange Labs, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Whist Lab, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); ESYCOM, Université Paris-Est Marne-la-Vallée, 5 boulevard Descartes, 77700 Marne-la-Vallée (France); Sudret, Bruno [ETH Zürich, Chair of Risk, Safety and Uncertainty Quantification, Stefano-Franscini-Platz 5, 8093 Zürich (Switzerland); Varsier, Nadège [Orange Labs, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Whist Lab, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Picon, Odile [ESYCOM, Université Paris-Est Marne-la-Vallée, 5 boulevard Descartes, 77700 Marne-la-Vallée (France); Wiart, Joe [Orange Labs, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France); Whist Lab, 38 avenue du Général Leclerc, 92130 Issy-les-Moulineaux (France)
2015-04-01
In numerical dosimetry, the recent advances in high performance computing led to a strong reduction of the required computational time to assess the specific absorption rate (SAR) characterizing the human exposure to electromagnetic waves. However, this procedure remains time-consuming and a single simulation can request several hours. As a consequence, the influence of uncertain input parameters on the SAR cannot be analyzed using crude Monte Carlo simulation. The solution presented here to perform such an analysis is surrogate modeling. This paper proposes a novel approach to build such a surrogate model from a design of experiments. Considering a sparse representation of the polynomial chaos expansions using least-angle regression as a selection algorithm to retain the most influential polynomials, this paper proposes to use the selected polynomials as regression functions for the universal Kriging model. The leave-one-out cross validation is used to select the optimal number of polynomials in the deterministic part of the Kriging model. The proposed approach, called LARS-Kriging-PC modeling, is applied to three benchmark examples and then to a full-scale metamodeling problem involving the exposure of a numerical fetus model to a femtocell device. The performances of the LARS-Kriging-PC are compared to an ordinary Kriging model and to a classical sparse polynomial chaos expansion. The LARS-Kriging-PC appears to have better performances than the two other approaches. A significant accuracy improvement is observed compared to the ordinary Kriging or to the sparse polynomial chaos depending on the studied case. This approach seems to be an optimal solution between the two other classical approaches. A global sensitivity analysis is finally performed on the LARS-Kriging-PC model of the fetus exposure problem.
International Nuclear Information System (INIS)
Weyant, Anja; Wood-Vasey, W. Michael; Schafer, Chad
2013-01-01
Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is an increasing burden placed on adequate modeling; systematic errors in the model will dominate where previously these were swamped by statistical errors. For example, Gaussian distributions are an insufficient representation for errors in quantities like photometric redshifts. Likewise, it can be difficult to quantify analytically the distribution of errors that are introduced in complex fitting codes. Without a simple form for these distributions, it becomes difficult to accurately construct a likelihood function for the data as a function of parameters of interest. Approximate Bayesian computation (ABC) provides a means of probing the posterior distribution when direct calculation of a sufficiently accurate likelihood is intractable. ABC allows one to bypass direct calculation of the likelihood but instead relies upon the ability to simulate the forward process that generated the data. These simulations can naturally incorporate priors placed on nuisance parameters, and hence these can be marginalized in a natural way. We present and discuss ABC methods in the context of supernova cosmology using data from the SDSS-II Supernova Survey. Assuming a flat cosmology and constant dark energy equation of state, we demonstrate that ABC can recover an accurate posterior distribution. Finally, we show that ABC can still produce an accurate posterior distribution when we contaminate the sample with Type IIP supernovae.
Introduction to uncertainty quantification
Sullivan, T J
2015-01-01
Uncertainty quantification is a topic of increasing practical importance at the intersection of applied mathematics, statistics, computation, and numerous application areas in science and engineering. This text provides a framework in which the main objectives of the field of uncertainty quantification are defined, and an overview of the range of mathematical methods by which they can be achieved. Complete with exercises throughout, the book will equip readers with both theoretical understanding and practical experience of the key mathematical and algorithmic tools underlying the treatment of uncertainty in modern applied mathematics. Students and readers alike are encouraged to apply the mathematical methods discussed in this book to their own favourite problems to understand their strengths and weaknesses, also making the text suitable as a self-study. This text is designed as an introduction to uncertainty quantification for senior undergraduate and graduate students with a mathematical or statistical back...
Liu, Baoding
2015-01-01
When no samples are available to estimate a probability distribution, we have to invite some domain experts to evaluate the belief degree that each event will happen. Perhaps some people think that the belief degree should be modeled by subjective probability or fuzzy set theory. However, it is usually inappropriate because both of them may lead to counterintuitive results in this case. In order to rationally deal with belief degrees, uncertainty theory was founded in 2007 and subsequently studied by many researchers. Nowadays, uncertainty theory has become a branch of axiomatic mathematics for modeling belief degrees. This is an introductory textbook on uncertainty theory, uncertain programming, uncertain statistics, uncertain risk analysis, uncertain reliability analysis, uncertain set, uncertain logic, uncertain inference, uncertain process, uncertain calculus, and uncertain differential equation. This textbook also shows applications of uncertainty theory to scheduling, logistics, networks, data mining, c...
Jones, P. W.; Strelitz, R. A.
2012-12-01
The output of a simulation is best comprehended through the agency and methods of visualization, but a vital component of good science is knowledge of uncertainty. While great strides have been made in the quantification of uncertainty, especially in simulation, there is still a notable gap: there is no widely accepted means of simultaneously viewing the data and the associated uncertainty in one pane. Visualization saturates the screen, using the full range of color, shadow, opacity and tricks of perspective to display even a single variable. There is no room in the visualization expert's repertoire left for uncertainty. We present a method of visualizing uncertainty without sacrificing the clarity and power of the underlying visualization that works as well in 3-D and time-varying visualizations as it does in 2-D. At its heart, it relies on a principal tenet of continuum mechanics, replacing the notion of value at a point with a more diffuse notion of density as a measure of content in a region. First, the uncertainties calculated or tabulated at each point are transformed into a piecewise continuous field of uncertainty density . We next compute a weighted Voronoi tessellation of a user specified N convex polygonal/polyhedral cells such that each cell contains the same amount of uncertainty as defined by . The problem thus devolves into minimizing . Computation of such a spatial decomposition is O(N*N ), and can be computed iteratively making it possible to update easily over time as well as faster. The polygonal mesh does not interfere with the visualization of the data and can be easily toggled on or off. In this representation, a small cell implies a great concentration of uncertainty, and conversely. The content weighted polygons are identical to the cartogram familiar to the information visualization community in the depiction of things voting results per stat. Furthermore, one can dispense with the mesh or edges entirely to be replaced by symbols or glyphs
Sensitivity and uncertainty analysis
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
DEFF Research Database (Denmark)
Heydorn, Kaj; Anglov, Thomas
2002-01-01
Methods recommended by the International Standardization Organisation and Eurachem are not satisfactory for the correct estimation of calibration uncertainty. A novel approach is introduced and tested on actual calibration data for the determination of Pb by ICP-AES. The improved calibration...
Calibration Under Uncertainty.
Energy Technology Data Exchange (ETDEWEB)
Swiler, Laura Painton; Trucano, Timothy Guy
2005-03-01
This report is a white paper summarizing the literature and different approaches to the problem of calibrating computer model parameters in the face of model uncertainty. Model calibration is often formulated as finding the parameters that minimize the squared difference between the model-computed data (the predicted data) and the actual experimental data. This approach does not allow for explicit treatment of uncertainty or error in the model itself: the model is considered the %22true%22 deterministic representation of reality. While this approach does have utility, it is far from an accurate mathematical treatment of the true model calibration problem in which both the computed data and experimental data have error bars. This year, we examined methods to perform calibration accounting for the error in both the computer model and the data, as well as improving our understanding of its meaning for model predictability. We call this approach Calibration under Uncertainty (CUU). This talk presents our current thinking on CUU. We outline some current approaches in the literature, and discuss the Bayesian approach to CUU in detail.
Additivity of entropic uncertainty relations
Directory of Open Access Journals (Sweden)
René Schwonnek
2018-03-01
Full Text Available We consider the uncertainty between two pairs of local projective measurements performed on a multipartite system. We show that the optimal bound in any linear uncertainty relation, formulated in terms of the Shannon entropy, is additive. This directly implies, against naive intuition, that the minimal entropic uncertainty can always be realized by fully separable states. Hence, in contradiction to proposals by other authors, no entanglement witness can be constructed solely by comparing the attainable uncertainties of entangled and separable states. However, our result gives rise to a huge simplification for computing global uncertainty bounds as they now can be deduced from local ones. Furthermore, we provide the natural generalization of the Maassen and Uffink inequality for linear uncertainty relations with arbitrary positive coefficients.
DEFF Research Database (Denmark)
Nguyen, Daniel Xuyen
. This retooling addresses several shortcomings. First, the imperfect correlation of demands reconciles the sales variation observed in and across destinations. Second, since demands for the firm's output are correlated across destinations, a firm can use previously realized demands to forecast unknown demands...... in untested destinations. The option to forecast demands causes firms to delay exporting in order to gather more information about foreign demand. Third, since uncertainty is resolved after entry, many firms enter a destination and then exit after learning that they cannot profit. This prediction reconciles......This paper presents a model of trade that explains why firms wait to export and why many exporters fail. Firms face uncertain demands that are only realized after the firm enters the destination. The model retools the timing of uncertainty resolution found in productivity heterogeneity models...
Zou, Xiao-Duan; Li, Jian-Yang; Clark, Beth Ellen; Golish, Dathon
2018-01-01
The OSIRIS-REx spacecraft, launched in September, 2016, will study the asteroid Bennu and return a sample from its surface to Earth in 2023. Bennu is a near-Earth carbonaceous asteroid which will provide insight into the formation and evolution of the solar system. OSIRIS-REx will first approach Bennu in August 2018 and will study the asteroid for approximately two years before sampling. OSIRIS-REx will develop its photometric model (including Lommel-Seelinger, ROLO, McEwen, Minnaert and Akimov) of Bennu with OCAM and OVIRS during the Detailed Survey mission phase. The model developed during this phase will be used to photometrically correct the OCAM and OVIRS data.Here we present the analysis of the error for the photometric corrections. Based on our testing data sets, we find:1. The model uncertainties is only correct when we use the covariance matrix to calculate, because the parameters are highly correlated.2. No evidence of domination of any parameter in each model.3. And both model error and the data error contribute to the final correction error comparably.4. We tested the uncertainty module on fake and real data sets, and find that model performance depends on the data coverage and data quality. These tests gave us a better understanding of how different model behave in different case.5. L-S model is more reliable than others. Maybe because the simulated data are based on L-S model. However, the test on real data (SPDIF) does show slight advantage of L-S, too. ROLO is not reliable to use when calculating bond albedo. The uncertainty of McEwen model is big in most cases. Akimov performs unphysical on SOPIE 1 data.6. Better use L-S as our default choice, this conclusion is based mainly on our test on SOPIE data and IPDIF.
Hughes, J. M.; Horstemeyer, M. F.; Carino, R.; Sukhija, N.; Lawrimore, W. B.; Kim, S.; Baskes, M. I.
2015-01-01
In this paper, a sensitivity and general uncertainty analysis is performed related to the modified embedded-atom method (MEAM) potential calibration of pure aluminum for data garnered from lower length scale (ab initio) simulations. Input uncertainties were quantified from 95% normal distribution confidence intervals of the various calibrated MEAM potential parameters from Part A of this study. A perturbation method was used to quantify the MEAM sensitivities to input parameters. The input uncertainties and sensitivities were then combined in a general uncertainty propagation analysis method. The results of the sensitivity analysis show that all the MEAM parameters interdependently influence all MEAM model outputs to varying degrees, allowing for the definition of an ordered calibration procedure to target specific MEAM outputs. In relation to the generalized stacking fault energy (GSFE) curve, the coefficient of the embedding function related to the background electron density, asub, was the most influential parameter related to the first peak. The first peak of the GSFE curve is related to unstable dislocations, in effect dislocation nucleation, and the first trough is related to stable dislocations. This connection of tying asub to the dislocation nucleation and motion was not obvious before this study indicating the power of the sensitivity and uncertainty method that was employed.
Vámos, Tibor
The gist of the paper is the fundamental uncertain nature of all kinds of uncertainties and consequently a critical epistemic review of historical and recent approaches, computational methods, algorithms. The review follows the development of the notion from the beginnings of thinking, via the Aristotelian and Skeptic view, the medieval nominalism and the influential pioneering metaphors of ancient India and Persia to the birth of modern mathematical disciplinary reasoning. Discussing the models of uncertainty, e.g. the statistical, other physical and psychological background we reach a pragmatic model related estimation perspective, a balanced application orientation for different problem areas. Data mining, game theories and recent advances in approximation algorithms are discussed in this spirit of modest reasoning.
Hydrologic Scenario Uncertainty in a Comprehensive Assessment of Hydrogeologic Uncertainty
Nicholson, T. J.; Meyer, P. D.; Ye, M.; Neuman, S. P.
2005-12-01
A method to jointly assess hydrogeologic conceptual model and parameter uncertainties has recently been developed based on a Maximum Likelihood implementation of Bayesian Model Averaging (MLBMA). Evidence from groundwater model post-audits suggests that errors in the projected future hydrologic conditions of a site (hydrologic scenarios) are a significant source of model predictive errors. MLBMA can be extended to include hydrologic scenario uncertainty, along with conceptual model and parameter uncertainties, in a systematic and quantitative assessment of predictive uncertainty. Like conceptual model uncertainty, scenario uncertainty is represented by a discrete set of alternative scenarios. The effect of scenario uncertainty on model predictions is quantitatively assessed by conducting an MLBMA analysis under each scenario. We demonstrate that posterior model probability is a function of the scenario only through the possible dependence of prior model probabilities on the scenario. As a result, the model likelihoods (computed from calibration results), are not a function of the scenario and do not need to be recomputed under each scenario. MLBMA results for each scenario are weighted by the scenario probability and combined to render a joint assessment of scenario, conceptual model, and parameter uncertainty. Like model probability, scenario probability represents a subjective evaluation, in this case of the plausibility of the occurrence of the specific scenario. Because the scenarios describe future conditions, the scenario probabilities represent prior estimates and cannot be updated using the (past) system state data as is used to compute posterior model probabilities. Assessment of hydrologic scenario uncertainty is illustrated using a site-specific application considering future changes in land use, dam operations, and climate. Estimation of scenario probabilities and consideration of scenario characteristics (e.g., timing, magnitude) are discussed.
Directory of Open Access Journals (Sweden)
A. B. A. Slangen
2011-08-01
Full Text Available A large part of present-day sea-level change is formed by the melt of glaciers and ice caps (GIC. This study focuses on the uncertainties in the calculation of the GIC contribution on a century timescale. The model used is based on volume-area scaling, combined with the mass balance sensitivity of the GIC. We assess different aspects that contribute to the uncertainty in the prediction of the contribution of GIC to future sea-level rise, such as (1 the volume-area scaling method (scaling factor, (2 the glacier data, (3 the climate models, and (4 the emission scenario. Additionally, a comparison of the model results to the 20th century GIC contribution is presented.
We find that small variations in the scaling factor cause significant variations in the initial volume of the glaciers, but only limited variations in the glacier volume change. If two existing glacier inventories are tuned such that the initial volume is the same, the GIC sea-level contribution over 100 yr differs by 0.027 m or 18 %. It appears that the mass balance sensitivity is also important: variations of 20 % in the mass balance sensitivity have an impact of 17 % on the resulting sea-level projections. Another important factor is the choice of the climate model, as the GIC contribution to sea-level change largely depends on the temperature and precipitation taken from climate models. Connected to this is the choice of emission scenario, used to drive the climate models. Combining all the uncertainties examined in this study leads to a total uncertainty of 0.052 m or 35 % in the GIC contribution to global mean sea level. Reducing the variance in the climate models and improving the glacier inventories will significantly reduce the uncertainty in calculating the GIC contributions, and are therefore crucial actions to improve future sea-level projections.
International Nuclear Information System (INIS)
Robouch, P.; Arana, G.; Eguskiza, M.; Etxebarria, N.
2000-01-01
The concepts of the Guide to the expression of Uncertainties in Measurements for chemical measurements (GUM) and the recommendations of the Eurachem document 'Quantifying Uncertainty in Analytical Methods' are applied to set up the uncertainty budget for k 0 -NAA. The 'universally applicable spreadsheet technique', described by KRAGTEN, is applied to the k 0 -NAA basic equations for the computation of uncertainties. The variance components - individual standard uncertainties - highlight the contribution and the importance of the different parameters to be taken into account. (author)
International Nuclear Information System (INIS)
Ortiz, M.G.; Ghan, L.S.
1992-12-01
The Nuclear Regulatory Commission (NRC) revised the emergency core cooling system licensing rule to allow the use of best estimate computer codes, provided the uncertainty of the calculations are quantified and used in the licensing and regulation process. The NRC developed a generic methodology called Code Scaling, Applicability, and Uncertainty (CSAU) to evaluate best estimate code uncertainties. The objective of this work was to adapt and demonstrate the CSAU methodology for a small-break loss-of-coolant accident (SBLOCA) in a Pressurized Water Reactor of Babcock ampersand Wilcox Company lowered loop design using RELAP5/MOD3 as the simulation tool. The CSAU methodology was successfully demonstrated for the new set of variants defined in this project (scenario, plant design, code). However, the robustness of the reactor design to this SBLOCA scenario limits the applicability of the specific results to other plants or scenarios. Several aspects of the code were not exercised because the conditions of the transient never reached enough severity. The plant operator proved to be a determining factor in the course of the transient scenario, and steps were taken to include the operator in the model, simulation, and analyses
Uncertainty quantification and error analysis
Energy Technology Data Exchange (ETDEWEB)
Higdon, Dave M [Los Alamos National Laboratory; Anderson, Mark C [Los Alamos National Laboratory; Habib, Salman [Los Alamos National Laboratory; Klein, Richard [Los Alamos National Laboratory; Berliner, Mark [OHIO STATE UNIV.; Covey, Curt [LLNL; Ghattas, Omar [UNIV OF TEXAS; Graziani, Carlo [UNIV OF CHICAGO; Seager, Mark [LLNL; Sefcik, Joseph [LLNL; Stark, Philip [UC/BERKELEY; Stewart, James [SNL
2010-01-01
UQ studies all sources of error and uncertainty, including: systematic and stochastic measurement error; ignorance; limitations of theoretical models; limitations of numerical representations of those models; limitations on the accuracy and reliability of computations, approximations, and algorithms; and human error. A more precise definition for UQ is suggested below.
Knowledge Uncertainty and Composed Classifier
Czech Academy of Sciences Publication Activity Database
Klimešová, Dana; Ocelíková, E.
2007-01-01
Roč. 1, č. 2 (2007), s. 101-105 ISSN 1998-0140 Institutional research plan: CEZ:AV0Z10750506 Keywords : Boosting architecture * contextual modelling * composed classifier * knowledge management , * knowledge * uncertainty Subject RIV: IN - Informatics, Computer Science
International Nuclear Information System (INIS)
Landsberg, P.T.
1990-01-01
This paper explores how the quantum mechanics uncertainty relation can be considered to result from measurements. A distinction is drawn between the uncertainties obtained by scrutinising experiments and the standard deviation type of uncertainty definition used in quantum formalism. (UK)
Needs of the CSAU uncertainty method
International Nuclear Information System (INIS)
Prosek, A.; Mavko, B.
2000-01-01
The use of best estimate codes for safety analysis requires quantification of the uncertainties. These uncertainties are inherently linked to the chosen safety analysis methodology. Worldwide, various methods were proposed for this quantification. The purpose of this paper was to identify the needs of the Code Scaling, Applicability, and Uncertainty (CSAU) methodology and then to answer the needs. The specific procedural steps were combined from other methods for uncertainty evaluation and new tools and procedures were proposed. The uncertainty analysis approach and tools were then utilized for confirmatory study. The uncertainty was quantified for the RELAP5/MOD3.2 thermalhydraulic computer code. The results of the adapted CSAU approach to the small-break loss-of-coolant accident (SB LOCA) show that the adapted CSAU can be used for any thermal-hydraulic safety analysis with uncertainty evaluation. However, it was indicated that there are still some limitations in the CSAU approach that need to be resolved. (author)
M. Kasemann
Overview In autumn the main focus was to process and handle CRAFT data and to perform the Summer08 MC production. The operational aspects were well covered by regular Computing Shifts, experts on duty and Computing Run Coordination. At the Computing Resource Board (CRB) in October a model to account for service work at Tier 2s was approved. The computing resources for 2009 were reviewed for presentation at the C-RRB. The quarterly resource monitoring is continuing. Facilities/Infrastructure operations Operations during CRAFT data taking ran fine. This proved to be a very valuable experience for T0 workflows and operations. The transfers of custodial data to most T1s went smoothly. A first round of reprocessing started at the Tier-1 centers end of November; it will take about two weeks. The Computing Shifts procedure was tested full scale during this period and proved to be very efficient: 30 Computing Shifts Persons (CSP) and 10 Computing Resources Coordinators (CRC). The shift program for the shut down w...
Quantification of uncertainties in composites
Liaw, D. G.; Singhal, S. N.; Murthy, P. L. N.; Chamis, Christos C.
1993-01-01
An integrated methodology is developed for computationally simulating the probabilistic composite material properties at all composite scales. The simulation requires minimum input consisting of the description of uncertainties at the lowest scale (fiber and matrix constituents) of the composite and in the fabrication process variables. The methodology allows the determination of the sensitivity of the composite material behavior to all the relevant primitive variables. This information is crucial for reducing the undesirable scatter in composite behavior at its macro scale by reducing the uncertainties in the most influential primitive variables at the micro scale. The methodology is computationally efficient. The computational time required by the methodology described herein is an order of magnitude less than that for Monte Carlo Simulation. The methodology has been implemented into the computer code PICAN (Probabilistic Integrated Composite ANalyzer). The accuracy and efficiency of the methodology/code are demonstrated by simulating the uncertainties in the heat-transfer, thermal, and mechanical properties of a typical laminate and comparing the results with the Monte Carlo simulation method and experimental data. The important observation is that the computational simulation for probabilistic composite mechanics has sufficient flexibility to capture the observed scatter in composite properties.
I. Fisk
2011-01-01
Introduction CMS distributed computing system performed well during the 2011 start-up. The events in 2011 have more pile-up and are more complex than last year; this results in longer reconstruction times and harder events to simulate. Significant increases in computing capacity were delivered in April for all computing tiers, and the utilisation and load is close to the planning predictions. All computing centre tiers performed their expected functionalities. Heavy-Ion Programme The CMS Heavy-Ion Programme had a very strong showing at the Quark Matter conference. A large number of analyses were shown. The dedicated heavy-ion reconstruction facility at the Vanderbilt Tier-2 is still involved in some commissioning activities, but is available for processing and analysis. Facilities and Infrastructure Operations Facility and Infrastructure operations have been active with operations and several important deployment tasks. Facilities participated in the testing and deployment of WMAgent and WorkQueue+Request...
M. Kasemann
Overview During the past three months activities were focused on data operations, testing and re-enforcing shift and operational procedures for data production and transfer, MC production and on user support. Planning of the computing resources in view of the new LHC calendar in ongoing. Two new task forces were created for supporting the integration work: Site Commissioning, which develops tools helping distributed sites to monitor job and data workflows, and Analysis Support, collecting the user experience and feedback during analysis activities and developing tools to increase efficiency. The development plan for DMWM for 2009/2011 was developed at the beginning of the year, based on the requirements from the Physics, Computing and Offline groups (see Offline section). The Computing management meeting at FermiLab on February 19th and 20th was an excellent opportunity discussing the impact and for addressing issues and solutions to the main challenges facing CMS computing. The lack of manpower is particul...
P. McBride
The Computing Project is preparing for a busy year where the primary emphasis of the project moves towards steady operations. Following the very successful completion of Computing Software and Analysis challenge, CSA06, last fall, we have reorganized and established four groups in computing area: Commissioning, User Support, Facility/Infrastructure Operations and Data Operations. These groups work closely together with groups from the Offline Project in planning for data processing and operations. Monte Carlo production has continued since CSA06, with about 30M events produced each month to be used for HLT studies and physics validation. Monte Carlo production will continue throughout the year in the preparation of large samples for physics and detector studies ramping to 50 M events/month for CSA07. Commissioning of the full CMS computing system is a major goal for 2007. Site monitoring is an important commissioning component and work is ongoing to devise CMS specific tests to be included in Service Availa...
I. Fisk
2013-01-01
Computing activity had ramped down after the completion of the reprocessing of the 2012 data and parked data, but is increasing with new simulation samples for analysis and upgrade studies. Much of the Computing effort is currently involved in activities to improve the computing system in preparation for 2015. Operations Office Since the beginning of 2013, the Computing Operations team successfully re-processed the 2012 data in record time, not only by using opportunistic resources like the San Diego Supercomputer Center which was accessible, to re-process the primary datasets HTMHT and MultiJet in Run2012D much earlier than planned. The Heavy-Ion data-taking period was successfully concluded in February collecting almost 500 T. Figure 3: Number of events per month (data) In LS1, our emphasis is to increase efficiency and flexibility of the infrastructure and operation. Computing Operations is working on separating disk and tape at the Tier-1 sites and the full implementation of the xrootd federation ...
Energy Technology Data Exchange (ETDEWEB)
Huerta, Gabriel [Univ. of New Mexico, Albuquerque, NM (United States)
2016-05-10
The objective of the project is to develop strategies for better representing scientific sensibilities within statistical measures of model skill that then can be used within a Bayesian statistical framework for data-driven climate model development and improved measures of model scientific uncertainty. One of the thorny issues in model evaluation is quantifying the effect of biases on climate projections. While any bias is not desirable, only those biases that affect feedbacks affect scatter in climate projections. The effort at the University of Texas is to analyze previously calculated ensembles of CAM3.1 with perturbed parameters to discover how biases affect projections of global warming. The hypothesis is that compensating errors in the control model can be identified by their effect on a combination of processes and that developing metrics that are sensitive to dependencies among state variables would provide a way to select version of climate models that may reduce scatter in climate projections. Gabriel Huerta at the University of New Mexico is responsible for developing statistical methods for evaluating these field dependencies. The UT effort will incorporate these developments into MECS, which is a set of python scripts being developed at the University of Texas for managing the workflow associated with data-driven climate model development over HPC resources. This report reflects the main activities at the University of New Mexico where the PI (Huerta) and the Postdocs (Nosedal, Hattab and Karki) worked on the project.
Bolève, A.; Vandemeulebrouck, J.; Grangeon, J.
2012-11-01
In the present study, we propose the combination of two geophysical techniques, which we have applied to a dyke located in southeastern France that has a visible downstream flood area: the self-potential (SP) and hydro-acoustic methods. These methods are sensitive to two different types of signals: electric signals and water-soil pressure disturbances, respectively. The advantages of the SP technique lie in the high rate of data acquisition, which allows assessment of long dykes, and direct diagnosis in terms of leakage area delimitation and quantification. Coupled with punctual hydro-acoustic cartography, a leakage position can be precisely located, therefore allowing specific remediation decisions with regard to the results of the geophysical investigation. Here, the precise localization of leakage from an earth dyke has been identified using SP and hydro-acoustic signals, with the permeability of the preferential fluid flow area estimated by forward SP modeling. Moreover, we propose a general 'abacus' diagram for the estimation of hydraulic permeability of dyke leakage according to the magnitude of over water SP anomalies and the associated uncertainty.
M. Kasemann P. McBride Edited by M-C. Sawley with contributions from: P. Kreuzer D. Bonacorsi S. Belforte F. Wuerthwein L. Bauerdick K. Lassila-Perini M-C. Sawley
Introduction More than seventy CMS collaborators attended the Computing and Offline Workshop in San Diego, California, April 20-24th to discuss the state of readiness of software and computing for collisions. Focus and priority were given to preparations for data taking and providing room for ample dialog between groups involved in Commissioning, Data Operations, Analysis and MC Production. Throughout the workshop, aspects of software, operating procedures and issues addressing all parts of the computing model were discussed. Plans for the CMS participation in STEP’09, the combined scale testing for all four experiments due in June 2009, were refined. The article in CMS Times by Frank Wuerthwein gave a good recap of the highly collaborative atmosphere of the workshop. Many thanks to UCSD and to the organizers for taking care of this workshop, which resulted in a long list of action items and was definitely a success. A considerable amount of effort and care is invested in the estimate of the comput...
I. Fisk
2010-01-01
Introduction It has been a very active quarter in Computing with interesting progress in all areas. The activity level at the computing facilities, driven by both organised processing from data operations and user analysis, has been steadily increasing. The large-scale production of simulated events that has been progressing throughout the fall is wrapping-up and reprocessing with pile-up will continue. A large reprocessing of all the proton-proton data has just been released and another will follow shortly. The number of analysis jobs by users each day, that was already hitting the computing model expectations at the time of ICHEP, is now 33% higher. We are expecting a busy holiday break to ensure samples are ready in time for the winter conferences. Heavy Ion An activity that is still in progress is computing for the heavy-ion program. The heavy-ion events are collected without zero suppression, so the event size is much large at roughly 11 MB per event of RAW. The central collisions are more complex and...
Experimental uncertainty estimation and statistics for data having interval uncertainty.
Energy Technology Data Exchange (ETDEWEB)
Kreinovich, Vladik (Applied Biomathematics, Setauket, New York); Oberkampf, William Louis (Applied Biomathematics, Setauket, New York); Ginzburg, Lev (Applied Biomathematics, Setauket, New York); Ferson, Scott (Applied Biomathematics, Setauket, New York); Hajagos, Janos (Applied Biomathematics, Setauket, New York)
2007-05-01
This report addresses the characterization of measurements that include epistemic uncertainties in the form of intervals. It reviews the application of basic descriptive statistics to data sets which contain intervals rather than exclusively point estimates. It describes algorithms to compute various means, the median and other percentiles, variance, interquartile range, moments, confidence limits, and other important statistics and summarizes the computability of these statistics as a function of sample size and characteristics of the intervals in the data (degree of overlap, size and regularity of widths, etc.). It also reviews the prospects for analyzing such data sets with the methods of inferential statistics such as outlier detection and regressions. The report explores the tradeoff between measurement precision and sample size in statistical results that are sensitive to both. It also argues that an approach based on interval statistics could be a reasonable alternative to current standard methods for evaluating, expressing and propagating measurement uncertainties.
Uncertainty quantification theory, implementation, and applications
Smith, Ralph C
2014-01-01
The field of uncertainty quantification is evolving rapidly because of increasing emphasis on models that require quantified uncertainties for large-scale applications, novel algorithm development, and new computational architectures that facilitate implementation of these algorithms. Uncertainty Quantification: Theory, Implementation, and Applications provides readers with the basic concepts, theory, and algorithms necessary to quantify input and response uncertainties for simulation models arising in a broad range of disciplines. The book begins with a detailed discussion of applications where uncertainty quantification is critical for both scientific understanding and policy. It then covers concepts from probability and statistics, parameter selection techniques, frequentist and Bayesian model calibration, propagation of uncertainties, quantification of model discrepancy, surrogate model construction, and local and global sensitivity analysis. The author maintains a complementary web page where readers ca...
Uncertainty quantification for environmental models
Hill, Mary C.; Lu, Dan; Kavetski, Dmitri; Clark, Martyn P.; Ye, Ming
2012-01-01
Environmental models are used to evaluate the fate of fertilizers in agricultural settings (including soil denitrification), the degradation of hydrocarbons at spill sites, and water supply for people and ecosystems in small to large basins and cities—to mention but a few applications of these models. They also play a role in understanding and diagnosing potential environmental impacts of global climate change. The models are typically mildly to extremely nonlinear. The persistent demand for enhanced dynamics and resolution to improve model realism [17] means that lengthy individual model execution times will remain common, notwithstanding continued enhancements in computer power. In addition, high-dimensional parameter spaces are often defined, which increases the number of model runs required to quantify uncertainty [2]. Some environmental modeling projects have access to extensive funding and computational resources; many do not. The many recent studies of uncertainty quantification in environmental model predictions have focused on uncertainties related to data error and sparsity of data, expert judgment expressed mathematically through prior information, poorly known parameter values, and model structure (see, for example, [1,7,9,10,13,18]). Approaches for quantifying uncertainty include frequentist (potentially with prior information [7,9]), Bayesian [13,18,19], and likelihood-based. A few of the numerous methods, including some sensitivity and inverse methods with consequences for understanding and quantifying uncertainty, are as follows: Bayesian hierarchical modeling and Bayesian model averaging; single-objective optimization with error-based weighting [7] and multi-objective optimization [3]; methods based on local derivatives [2,7,10]; screening methods like OAT (one at a time) and the method of Morris [14]; FAST (Fourier amplitude sensitivity testing) [14]; the Sobol' method [14]; randomized maximum likelihood [10]; Markov chain Monte Carlo (MCMC) [10
Uncertainty Quantification in Numerical Aerodynamics
Litvinenko, Alexander
2017-05-16
We consider uncertainty quantification problem in aerodynamic simulations. We identify input uncertainties, classify them, suggest an appropriate statistical model and, finally, estimate propagation of these uncertainties into the solution (pressure, velocity and density fields as well as the lift and drag coefficients). The deterministic problem under consideration is a compressible transonic Reynolds-averaged Navier-Strokes flow around an airfoil with random/uncertain data. Input uncertainties include: uncertain angle of attack, the Mach number, random perturbations in the airfoil geometry, mesh, shock location, turbulence model and parameters of this turbulence model. This problem requires efficient numerical/statistical methods since it is computationally expensive, especially for the uncertainties caused by random geometry variations which involve a large number of variables. In numerical section we compares five methods, including quasi-Monte Carlo quadrature, polynomial chaos with coefficients determined by sparse quadrature and gradient-enhanced version of Kriging, radial basis functions and point collocation polynomial chaos, in their efficiency in estimating statistics of aerodynamic performance upon random perturbation to the airfoil geometry [D.Liu et al \\'17]. For modeling we used the TAU code, developed in DLR, Germany.
International Nuclear Information System (INIS)
Laakso, Ilkka
2009-01-01
This paper presents finite-difference time-domain (FDTD) calculations of specific absorption rate (SAR) values in the head under plane-wave exposure from 1 to 10 GHz using a resolution of 0.5 mm in adult male and female voxel models. Temperature rise due to the power absorption is calculated by the bioheat equation using a multigrid method solver. The computational accuracy is investigated by repeating the calculations with resolutions of 1 mm and 2 mm and comparing the results. Cubically averaged 10 g SAR in the eyes and brain and eye-averaged SAR are calculated and compared to the corresponding temperature rise as well as the recommended limits for exposure. The results suggest that 2 mm resolution should only be used for frequencies smaller than 2.5 GHz, and 1 mm resolution only under 5 GHz. Morphological differences in models seemed to be an important cause of variation: differences in results between the two different models were usually larger than the computational error due to the grid resolution, and larger than the difference between the results for open and closed eyes. Limiting the incident plane-wave power density to smaller than 100 W m -2 was sufficient for ensuring that the temperature rise in the eyes and brain were less than 1 deg. C in the whole frequency range.
Laakso, Ilkka
2009-06-01
This paper presents finite-difference time-domain (FDTD) calculations of specific absorption rate (SAR) values in the head under plane-wave exposure from 1 to 10 GHz using a resolution of 0.5 mm in adult male and female voxel models. Temperature rise due to the power absorption is calculated by the bioheat equation using a multigrid method solver. The computational accuracy is investigated by repeating the calculations with resolutions of 1 mm and 2 mm and comparing the results. Cubically averaged 10 g SAR in the eyes and brain and eye-averaged SAR are calculated and compared to the corresponding temperature rise as well as the recommended limits for exposure. The results suggest that 2 mm resolution should only be used for frequencies smaller than 2.5 GHz, and 1 mm resolution only under 5 GHz. Morphological differences in models seemed to be an important cause of variation: differences in results between the two different models were usually larger than the computational error due to the grid resolution, and larger than the difference between the results for open and closed eyes. Limiting the incident plane-wave power density to smaller than 100 W m-2 was sufficient for ensuring that the temperature rise in the eyes and brain were less than 1 °C in the whole frequency range.
P. McBride
It has been a very active year for the computing project with strong contributions from members of the global community. The project has focused on site preparation and Monte Carlo production. The operations group has begun processing data from P5 as part of the global data commissioning. Improvements in transfer rates and site availability have been seen as computing sites across the globe prepare for large scale production and analysis as part of CSA07. Preparations for the upcoming Computing Software and Analysis Challenge CSA07 are progressing. Ian Fisk and Neil Geddes have been appointed as coordinators for the challenge. CSA07 will include production tests of the Tier-0 production system, reprocessing at the Tier-1 sites and Monte Carlo production at the Tier-2 sites. At the same time there will be a large analysis exercise at the Tier-2 centres. Pre-production simulation of the Monte Carlo events for the challenge is beginning. Scale tests of the Tier-0 will begin in mid-July and the challenge it...
M. Kasemann
CCRC’08 challenges and CSA08 During the February campaign of the Common Computing readiness challenges (CCRC’08), the CMS computing team had achieved very good results. The link between the detector site and the Tier0 was tested by gradually increasing the number of parallel transfer streams well beyond the target. Tests covered the global robustness at the Tier0, processing a massive number of very large files and with a high writing speed to tapes. Other tests covered the links between the different Tiers of the distributed infrastructure and the pre-staging and reprocessing capacity of the Tier1’s: response time, data transfer rate and success rate for Tape to Buffer staging of files kept exclusively on Tape were measured. In all cases, coordination with the sites was efficient and no serious problem was found. These successful preparations prepared the ground for the second phase of the CCRC’08 campaign, in May. The Computing Software and Analysis challen...
I. Fisk
2011-01-01
Introduction It has been a very active quarter in Computing with interesting progress in all areas. The activity level at the computing facilities, driven by both organised processing from data operations and user analysis, has been steadily increasing. The large-scale production of simulated events that has been progressing throughout the fall is wrapping-up and reprocessing with pile-up will continue. A large reprocessing of all the proton-proton data has just been released and another will follow shortly. The number of analysis jobs by users each day, that was already hitting the computing model expectations at the time of ICHEP, is now 33% higher. We are expecting a busy holiday break to ensure samples are ready in time for the winter conferences. Heavy Ion The Tier 0 infrastructure was able to repack and promptly reconstruct heavy-ion collision data. Two copies were made of the data at CERN using a large CASTOR disk pool, and the core physics sample was replicated ...
M. Kasemann
Introduction More than seventy CMS collaborators attended the Computing and Offline Workshop in San Diego, California, April 20-24th to discuss the state of readiness of software and computing for collisions. Focus and priority were given to preparations for data taking and providing room for ample dialog between groups involved in Commissioning, Data Operations, Analysis and MC Production. Throughout the workshop, aspects of software, operating procedures and issues addressing all parts of the computing model were discussed. Plans for the CMS participation in STEP’09, the combined scale testing for all four experiments due in June 2009, were refined. The article in CMS Times by Frank Wuerthwein gave a good recap of the highly collaborative atmosphere of the workshop. Many thanks to UCSD and to the organizers for taking care of this workshop, which resulted in a long list of action items and was definitely a success. A considerable amount of effort and care is invested in the estimate of the co...
I. Fisk
2012-01-01
Introduction Computing continued with a high level of activity over the winter in preparation for conferences and the start of the 2012 run. 2012 brings new challenges with a new energy, more complex events, and the need to make the best use of the available time before the Long Shutdown. We expect to be resource constrained on all tiers of the computing system in 2012 and are working to ensure the high-priority goals of CMS are not impacted. Heavy ions After a successful 2011 heavy-ion run, the programme is moving to analysis. During the run, the CAF resources were well used for prompt analysis. Since then in 2012 on average 200 job slots have been used continuously at Vanderbilt for analysis workflows. Operations Office As of 2012, the Computing Project emphasis has moved from commissioning to operation of the various systems. This is reflected in the new organisation structure where the Facilities and Data Operations tasks have been merged into a common Operations Office, which now covers everything ...
M. Kasemann
Introduction During the past six months, Computing participated in the STEP09 exercise, had a major involvement in the October exercise and has been working with CMS sites on improving open issues relevant for data taking. At the same time operations for MC production, real data reconstruction and re-reconstructions and data transfers at large scales were performed. STEP09 was successfully conducted in June as a joint exercise with ATLAS and the other experiments. It gave good indication about the readiness of the WLCG infrastructure with the two major LHC experiments stressing the reading, writing and processing of physics data. The October Exercise, in contrast, was conducted as an all-CMS exercise, where Physics, Computing and Offline worked on a common plan to exercise all steps to efficiently access and analyze data. As one of the major results, the CMS Tier-2s demonstrated to be fully capable for performing data analysis. In recent weeks, efforts were devoted to CMS Computing readiness. All th...
I. Fisk
2010-01-01
Introduction The first data taking period of November produced a first scientific paper, and this is a very satisfactory step for Computing. It also gave the invaluable opportunity to learn and debrief from this first, intense period, and make the necessary adaptations. The alarm procedures between different groups (DAQ, Physics, T0 processing, Alignment/calibration, T1 and T2 communications) have been reinforced. A major effort has also been invested into remodeling and optimizing operator tasks in all activities in Computing, in parallel with the recruitment of new Cat A operators. The teams are being completed and by mid year the new tasks will have been assigned. CRB (Computing Resource Board) The Board met twice since last CMS week. In December it reviewed the experience of the November data-taking period and could measure the positive improvements made for the site readiness. It also reviewed the policy under which Tier-2 are associated with Physics Groups. Such associations are decided twice per ye...
Summary of existing uncertainty methods
International Nuclear Information System (INIS)
Glaeser, Horst
2013-01-01
A summary of existing and most used uncertainty methods is presented, and the main features are compared. One of these methods is the order statistics method based on Wilks' formula. It is applied in safety research as well as in licensing. This method has been first proposed by GRS for use in deterministic safety analysis, and is now used by many organisations world-wide. Its advantage is that the number of potential uncertain input and output parameters is not limited to a small number. Such a limitation was necessary for the first demonstration of the Code Scaling Applicability Uncertainty Method (CSAU) by the United States Regulatory Commission (USNRC). They did not apply Wilks' formula in their statistical method propagating input uncertainties to obtain the uncertainty of a single output variable, like peak cladding temperature. A Phenomena Identification and Ranking Table (PIRT) was set up in order to limit the number of uncertain input parameters, and consequently, the number of calculations to be performed. Another purpose of such a PIRT process is to identify the most important physical phenomena which a computer code should be suitable to calculate. The validation of the code should be focused on the identified phenomena. Response surfaces are used in some applications replacing the computer code for performing a high number of calculations. The second well known uncertainty method is the Uncertainty Methodology Based on Accuracy Extrapolation (UMAE) and the follow-up method 'Code with the Capability of Internal Assessment of Uncertainty (CIAU)' developed by the University Pisa. Unlike the statistical approaches, the CIAU does compare experimental data with calculation results. It does not consider uncertain input parameters. Therefore, the CIAU is highly dependent on the experimental database. The accuracy gained from the comparison between experimental data and calculated results are extrapolated to obtain the uncertainty of the system code predictions
Robustness to strategic uncertainty
Andersson, O.; Argenton, C.; Weibull, J.W.
We introduce a criterion for robustness to strategic uncertainty in games with continuum strategy sets. We model a player's uncertainty about another player's strategy as an atomless probability distribution over that player's strategy set. We call a strategy profile robust to strategic uncertainty
Fission Spectrum Related Uncertainties
Energy Technology Data Exchange (ETDEWEB)
G. Aliberti; I. Kodeli; G. Palmiotti; M. Salvatores
2007-10-01
The paper presents a preliminary uncertainty analysis related to potential uncertainties on the fission spectrum data. Consistent results are shown for a reference fast reactor design configuration and for experimental thermal configurations. However the results obtained indicate the need for further analysis, in particular in terms of fission spectrum uncertainty data assessment.
Matthias Kasemann
Overview The main focus during the summer was to handle data coming from the detector and to perform Monte Carlo production. The lessons learned during the CCRC and CSA08 challenges in May were addressed by dedicated PADA campaigns lead by the Integration team. Big improvements were achieved in the stability and reliability of the CMS Tier1 and Tier2 centres by regular and systematic follow-up of faults and errors with the help of the Savannah bug tracking system. In preparation for data taking the roles of a Computing Run Coordinator and regular computing shifts monitoring the services and infrastructure as well as interfacing to the data operations tasks are being defined. The shift plan until the end of 2008 is being put together. User support worked on documentation and organized several training sessions. The ECoM task force delivered the report on “Use Cases for Start-up of pp Data-Taking” with recommendations and a set of tests to be performed for trigger rates much higher than the ...
P. MacBride
The Computing Software and Analysis Challenge CSA07 has been the main focus of the Computing Project for the past few months. Activities began over the summer with the preparation of the Monte Carlo data sets for the challenge and tests of the new production system at the Tier-0 at CERN. The pre-challenge Monte Carlo production was done in several steps: physics generation, detector simulation, digitization, conversion to RAW format and the samples were run through the High Level Trigger (HLT). The data was then merged into three "Soups": Chowder (ALPGEN), Stew (Filtered Pythia) and Gumbo (Pythia). The challenge officially started when the first Chowder events were reconstructed on the Tier-0 on October 3rd. The data operations teams were very busy during the the challenge period. The MC production teams continued with signal production and processing while the Tier-0 and Tier-1 teams worked on splitting the Soups into Primary Data Sets (PDS), reconstruction and skimming. The storage sys...
2010-01-01
Introduction Just two months after the “LHC First Physics” event of 30th March, the analysis of the O(200) million 7 TeV collision events in CMS accumulated during the first 60 days is well under way. The consistency of the CMS computing model has been confirmed during these first weeks of data taking. This model is based on a hierarchy of use-cases deployed between the different tiers and, in particular, the distribution of RECO data to T1s, who then serve data on request to T2s, along a topology known as “fat tree”. Indeed, during this period this model was further extended by almost full “mesh” commissioning, meaning that RECO data were shipped to T2s whenever possible, enabling additional physics analyses compared with the “fat tree” model. Computing activities at the CMS Analysis Facility (CAF) have been marked by a good time response for a load almost evenly shared between ALCA (Alignment and Calibration tasks - highest p...
I. Fisk
2013-01-01
Computing operation has been lower as the Run 1 samples are completing and smaller samples for upgrades and preparations are ramping up. Much of the computing activity is focusing on preparations for Run 2 and improvements in data access and flexibility of using resources. Operations Office Data processing was slow in the second half of 2013 with only the legacy re-reconstruction pass of 2011 data being processed at the sites. Figure 1: MC production and processing was more in demand with a peak of over 750 Million GEN-SIM events in a single month. Figure 2: The transfer system worked reliably and efficiently and transferred on average close to 520 TB per week with peaks at close to 1.2 PB. Figure 3: The volume of data moved between CMS sites in the last six months The tape utilisation was a focus for the operation teams with frequent deletion campaigns from deprecated 7 TeV MC GEN-SIM samples to INVALID datasets, which could be cleaned up...
I. Fisk
2012-01-01
Introduction Computing activity has been running at a sustained, high rate as we collect data at high luminosity, process simulation, and begin to process the parked data. The system is functional, though a number of improvements are planned during LS1. Many of the changes will impact users, we hope only in positive ways. We are trying to improve the distributed analysis tools as well as the ability to access more data samples more transparently. Operations Office Figure 2: Number of events per month, for 2012 Since the June CMS Week, Computing Operations teams successfully completed data re-reconstruction passes and finished the CMSSW_53X MC campaign with over three billion events available in AOD format. Recorded data was successfully processed in parallel, exceeding 1.2 billion raw physics events per month for the first time in October 2012 due to the increase in data-parking rate. In parallel, large efforts were dedicated to WMAgent development and integrati...
M. Kasemann
Introduction A large fraction of the effort was focused during the last period into the preparation and monitoring of the February tests of Common VO Computing Readiness Challenge 08. CCRC08 is being run by the WLCG collaboration in two phases, between the centres and all experiments. The February test is dedicated to functionality tests, while the May challenge will consist of running at all centres and with full workflows. For this first period, a number of functionality checks of the computing power, data repositories and archives as well as network links are planned. This will help assess the reliability of the systems under a variety of loads, and identifying possible bottlenecks. Many tests are scheduled together with other VOs, allowing the full scale stress test. The data rates (writing, accessing and transfer¬ring) are being checked under a variety of loads and operating conditions, as well as the reliability and transfer rates of the links between Tier-0 and Tier-1s. In addition, the capa...
Contributions from I. Fisk
2012-01-01
Introduction The start of the 2012 run has been busy for Computing. We have reconstructed, archived, and served a larger sample of new data than in 2011, and we are in the process of producing an even larger new sample of simulations at 8 TeV. The running conditions and system performance are largely what was anticipated in the plan, thanks to the hard work and preparation of many people. Heavy ions Heavy Ions has been actively analysing data and preparing for conferences. Operations Office Figure 6: Transfers from all sites in the last 90 days For ICHEP and the Upgrade efforts, we needed to produce and process record amounts of MC samples while supporting the very successful data-taking. This was a large burden, especially on the team members. Nevertheless the last three months were very successful and the total output was phenomenal, thanks to our dedicated site admins who keep the sites operational and the computing project members who spend countless hours nursing the...
Lognormal Approximations of Fault Tree Uncertainty Distributions.
El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P
2018-01-26
Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.
I. Fisk
2011-01-01
Introduction The Computing Team successfully completed the storage, initial processing, and distribution for analysis of proton-proton data in 2011. There are still a variety of activities ongoing to support winter conference activities and preparations for 2012. Heavy ions The heavy-ion run for 2011 started in early November and has already demonstrated good machine performance and success of some of the more advanced workflows planned for 2011. Data collection will continue until early December. Facilities and Infrastructure Operations Operational and deployment support for WMAgent and WorkQueue+Request Manager components, routinely used in production by Data Operations, are provided. The GlideInWMS and components installation are now deployed at CERN, which is added to the GlideInWMS factory placed in the US. There has been new operational collaboration between the CERN team and the UCSD GlideIn factory operators, covering each others time zones by monitoring/debugging pilot jobs sent from the facto...
Regulating fisheries under uncertainty
DEFF Research Database (Denmark)
Hansen, Lars Gårn; Jensen, Frank
2017-01-01
the effects of these uncertainties into a single welfare measure for comparing tax and quota regulation. It is shown that quotas are always preferred to fees when structural economic uncertainty dominates. Since most regulators are subject to this kind of uncertainty, this result is a potentially important......Regulator uncertainty is decisive for whether price or quantity regulation maximizes welfare in fisheries. In this paper, we develop a model of fisheries regulation that includes ecological uncertainly, variable economic uncertainty as well as structural economic uncertainty. We aggregate...... qualification of the pro-price regulation message dominating the fisheries economics literature. We also believe that the model of a fishery developed in this paper could be applied to the regulation of other renewable resources where regulators are subject to uncertainty either directly or with some...
M. Kasemann
CMS relies on a well functioning, distributed computing infrastructure. The Site Availability Monitoring (SAM) and the Job Robot submission have been very instrumental for site commissioning in order to increase availability of more sites such that they are available to participate in CSA07 and are ready to be used for analysis. The commissioning process has been further developed, including "lessons learned" documentation via the CMS twiki. Recently the visualization, presentation and summarizing of SAM tests for sites has been redesigned, it is now developed by the central ARDA project of WLCG. Work to test the new gLite Workload Management System was performed; a 4 times increase in throughput with respect to LCG Resource Broker is observed. CMS has designed and launched a new-generation traffic load generator called "LoadTest" to commission and to keep exercised all data transfer routes in the CMS PhE-DEx topology. Since mid-February, a transfer volume of about 12 P...
Uncertainty in Risk to Aircraft from Space Vehicle Operations
Larson, Erik; See, Alex
2013-09-01
In this project, we investigate methods for understanding uncertainty in the risk to aircraft from space vehicle accidents. We have developed heuristic models of the uncertainty in aircraft vulnerability models, aircraft speed and altitude, and space vehicle debris lists. We then compute aircraft risks accounting for these uncertainties for both the grid risk approach and by considering many different azimuth trajectories through a point. The uncertainty is compared to the variation as a function of azimuth, to the size of the approximation in the grid approach, and to the effect of aircraft size. Although the uncertainty estimates in the vulnerability model and debris list are based only on engineering judgment, we draw preliminary conclusions that 1) uncertainties in these models are smaller than the effect of the difference between common commercial aircraft sizes and that 2) the uncertainty in the debris list is most significant of the uncertainties we considered, followed by the uncertainty in the vulnerability model.
Background and Qualification of Uncertainty Methods
International Nuclear Information System (INIS)
D'Auria, F.; Petruzzi, A.
2008-01-01
The evaluation of uncertainty constitutes the necessary supplement of Best Estimate calculations performed to understand accident scenarios in water cooled nuclear reactors. The needs come from the imperfection of computational tools on the one side and from the interest in using such tool to get more precise evaluation of safety margins. The paper reviews the salient features of two independent approaches for estimating uncertainties associated with predictions of complex system codes. Namely the propagation of code input error and the propagation of the calculation output error constitute the key-words for identifying the methods of current interest for industrial applications. Throughout the developed methods, uncertainty bands can be derived (both upper and lower) for any desired quantity of the transient of interest. For the second case, the uncertainty method is coupled with the thermal-hydraulic code to get the Code with capability of Internal Assessment of Uncertainty, whose features are discussed in more detail.
Inverse problems and uncertainty quantification
Litvinenko, Alexander
2013-12-18
In a Bayesian setting, inverse problems and uncertainty quantification (UQ)— the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. This is especially the case as together with a functional or spectral approach for the forward UQ there is no need for time- consuming and slowly convergent Monte Carlo sampling. The developed sampling- free non-linear Bayesian update is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisa- tion to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and quadratic Bayesian update on the small but taxing example of the chaotic Lorenz 84 model, where we experiment with the influence of different observation or measurement operators on the update.
Inverse Problems and Uncertainty Quantification
Litvinenko, Alexander
2014-01-06
In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) modelare strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. This is especially the case as together with a functional or spectral approach for the forward UQ there is no need for time- consuming and slowly convergent Monte Carlo sampling. The developed sampling- free non-linear Bayesian update is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisa- tion to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and quadratic Bayesian update on the small but taxing example of the chaotic Lorenz 84 model, where we experiment with the influence of different observation or measurement operators on the update.
Verification of uncertainty budgets
DEFF Research Database (Denmark)
Heydorn, Kaj; Madsen, B.S.
2005-01-01
The quality of analytical results is expressed by their uncertainty, as it is estimated on the basis of an uncertainty budget; little effort is, however, often spent on ascertaining the quality of the uncertainty budget. The uncertainty budget is based on circumstantial or historical data...... observed and expected variability is tested by means of the T-test, which follows a chi-square distribution with a number of degrees of freedom determined by the number of replicates. Significant deviations between predicted and observed variability may be caused by a variety of effects, and examples...... will be presented; both underestimation and overestimation may occur, each leading to correcting the influence of uncertainty components according to their influence on the variability of experimental results. Some uncertainty components can be verified only with a very small number of degrees of freedom, because...
Quantifying the uncertainty in heritability.
Furlotte, Nicholas A; Heckerman, David; Lippert, Christoph
2014-05-01
The use of mixed models to determine narrow-sense heritability and related quantities such as SNP heritability has received much recent attention. Less attention has been paid to the inherent variability in these estimates. One approach for quantifying variability in estimates of heritability is a frequentist approach, in which heritability is estimated using maximum likelihood and its variance is quantified through an asymptotic normal approximation. An alternative approach is to quantify the uncertainty in heritability through its Bayesian posterior distribution. In this paper, we develop the latter approach, make it computationally efficient and compare it to the frequentist approach. We show theoretically that, for a sufficiently large sample size and intermediate values of heritability, the two approaches provide similar results. Using the Atherosclerosis Risk in Communities cohort, we show empirically that the two approaches can give different results and that the variance/uncertainty can remain large.
Model uncertainty and probability
International Nuclear Information System (INIS)
Parry, G.W.
1994-01-01
This paper discusses the issue of model uncertainty. The use of probability as a measure of an analyst's uncertainty as well as a means of describing random processes has caused some confusion, even though the two uses are representing different types of uncertainty with respect to modeling a system. The importance of maintaining the distinction between the two types is illustrated with a simple example
Uncertainty in artificial intelligence
Kanal, LN
1986-01-01
How to deal with uncertainty is a subject of much controversy in Artificial Intelligence. This volume brings together a wide range of perspectives on uncertainty, many of the contributors being the principal proponents in the controversy.Some of the notable issues which emerge from these papers revolve around an interval-based calculus of uncertainty, the Dempster-Shafer Theory, and probability as the best numeric model for uncertainty. There remain strong dissenting opinions not only about probability but even about the utility of any numeric method in this context.
Uncertainties in hydrogen combustion
International Nuclear Information System (INIS)
Stamps, D.W.; Wong, C.C.; Nelson, L.S.
1988-01-01
Three important areas of hydrogen combustion with uncertainties are identified: high-temperature combustion, flame acceleration and deflagration-to-detonation transition, and aerosol resuspension during hydrogen combustion. The uncertainties associated with high-temperature combustion may affect at least three different accident scenarios: the in-cavity oxidation of combustible gases produced by core-concrete interactions, the direct containment heating hydrogen problem, and the possibility of local detonations. How these uncertainties may affect the sequence of various accident scenarios is discussed and recommendations are made to reduce these uncertainties. 40 references
Predictive uncertainty in auditory sequence processing.
Hansen, Niels Chr; Pearce, Marcus T
2014-01-01
Previous studies of auditory expectation have focused on the expectedness perceived by listeners retrospectively in response to events. In contrast, this research examines predictive uncertainty-a property of listeners' prospective state of expectation prior to the onset of an event. We examine the information-theoretic concept of Shannon entropy as a model of predictive uncertainty in music cognition. This is motivated by the Statistical Learning Hypothesis, which proposes that schematic expectations reflect probabilistic relationships between sensory events learned implicitly through exposure. Using probability estimates from an unsupervised, variable-order Markov model, 12 melodic contexts high in entropy and 12 melodic contexts low in entropy were selected from two musical repertoires differing in structural complexity (simple and complex). Musicians and non-musicians listened to the stimuli and provided explicit judgments of perceived uncertainty (explicit uncertainty). We also examined an indirect measure of uncertainty computed as the entropy of expectedness distributions obtained using a classical probe-tone paradigm where listeners rated the perceived expectedness of the final note in a melodic sequence (inferred uncertainty). Finally, we simulate listeners' perception of expectedness and uncertainty using computational models of auditory expectation. A detailed model comparison indicates which model parameters maximize fit to the data and how they compare to existing models in the literature. The results show that listeners experience greater uncertainty in high-entropy musical contexts than low-entropy contexts. This effect is particularly apparent for inferred uncertainty and is stronger in musicians than non-musicians. Consistent with the Statistical Learning Hypothesis, the results suggest that increased domain-relevant training is associated with an increasingly accurate cognitive model of probabilistic structure in music.
Predictive uncertainty in auditory sequence processing
Directory of Open Access Journals (Sweden)
Niels Chr. eHansen
2014-09-01
Full Text Available Previous studies of auditory expectation have focused on the expectedness perceived by listeners retrospectively in response to events. In contrast, this research examines predictive uncertainty - a property of listeners’ prospective state of expectation prior to the onset of an event. We examine the information-theoretic concept of Shannon entropy as a model of predictive uncertainty in music cognition. This is motivated by the Statistical Learning Hypothesis, which proposes that schematic expectations reflect probabilistic relationships between sensory events learned implicitly through exposure.Using probability estimates from an unsupervised, variable-order Markov model, 12 melodic contexts high in entropy and 12 melodic contexts low in entropy were selected from two musical repertoires differing in structural complexity (simple and complex. Musicians and non-musicians listened to the stimuli and provided explicit judgments of perceived uncertainty (explicit uncertainty. We also examined an indirect measure of uncertainty computed as the entropy of expectedness distributions obtained using a classical probe-tone paradigm where listeners rated the perceived expectedness of the final note in a melodic sequence (inferred uncertainty. Finally, we simulate listeners’ perception of expectedness and uncertainty using computational models of auditory expectation. A detailed model comparison indicates which model parameters maximize fit to the data and how they compare to existing models in the literature.The results show that listeners experience greater uncertainty in high-entropy musical contexts than low-entropy contexts. This effect is particularly apparent for inferred uncertainty and is stronger in musicians than non-musicians. Consistent with the Statistical Learning Hypothesis, the results suggest that increased domain-relevant training is associated with an increasingly accurate cognitive model of probabilistic structure in music.
Sciacchitano, A.; Wieneke, Bernhard
2016-01-01
This paper discusses the propagation of the instantaneous uncertainty of PIV measurements to statistical and instantaneous quantities of interest derived from the velocity field. The expression of the uncertainty of vorticity, velocity divergence, mean value and Reynolds stresses is derived. It
Van Nooyen, R.R.P.; Hrachowitz, M.; Kolechkina, A.G.
2014-01-01
Even without uncertainty about the model structure or parameters, the output of a hydrological model run still contains several sources of uncertainty. These are: measurement errors affecting the input, the transition from continuous time and space to discrete time and space, which causes loss of
Schrodinger's Uncertainty Principle?
Indian Academy of Sciences (India)
correlation between x and p. The virtue of Schrodinger's version (5) is that it accounts for this correlation. In spe- cial cases like the free particle and the harmonic oscillator, the 'Schrodinger uncertainty product' even remains constant with time, whereas Heisenberg's does not. The glory of giving the uncertainty principle to ...
International Nuclear Information System (INIS)
Depres, B.; Dossantos-Uzarralde, P.
2009-01-01
More than 150 researchers and engineers from universities and the industrial world met to discuss on the new methodologies developed around assessing uncertainty. About 20 papers were presented and the main topics were: methods to study the propagation of uncertainties, sensitivity analysis, nuclear data covariances or multi-parameter optimisation. This report gathers the contributions of CEA researchers and engineers
Second-Order Analytical Uncertainty Analysis in Life Cycle Assessment.
von Pfingsten, Sarah; Broll, David Oliver; von der Assen, Niklas; Bardow, André
2017-11-21
Life cycle assessment (LCA) results are inevitably subject to uncertainties. Since the complete elimination of uncertainties is impossible, LCA results should be complemented by an uncertainty analysis. However, the approaches currently used for uncertainty analysis have some shortcomings: statistical uncertainty analysis via Monte Carlo simulations are inherently uncertain due to their statistical nature and can become computationally inefficient for large systems; analytical approaches use a linear approximation to the uncertainty by a first-order Taylor series expansion and thus, they are only precise for small input uncertainties. In this article, we refine the analytical uncertainty analysis by a more precise, second-order Taylor series expansion. The presented approach considers uncertainties from process data, allocation, and characterization factors. We illustrate the refined approach for hydrogen production from methane-cracking. The production system contains a recycling loop leading to nonlinearities. By varying the strength of the loop, we analyze the precision of the first- and second-order analytical uncertainty approaches by comparing analytical variances to variances from statistical Monte Carlo simulations. For the case without loops, the second-order approach is practically exact. In all cases, the second-order Taylor series approach is more precise than the first-order approach, in particular for large uncertainties and for production systems with nonlinearities, for example, from loops. For analytical uncertainty analysis, we recommend using the second-order approach since it is more precise and still computationally cheap.
Physical Uncertainty Bounds (PUB)
Energy Technology Data Exchange (ETDEWEB)
Vaughan, Diane Elizabeth [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Preston, Dean L. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2015-03-19
This paper introduces and motivates the need for a new methodology for determining upper bounds on the uncertainties in simulations of engineered systems due to limited fidelity in the composite continuum-level physics models needed to simulate the systems. We show that traditional uncertainty quantification methods provide, at best, a lower bound on this uncertainty. We propose to obtain bounds on the simulation uncertainties by first determining bounds on the physical quantities or processes relevant to system performance. By bounding these physics processes, as opposed to carrying out statistical analyses of the parameter sets of specific physics models or simply switching out the available physics models, one can obtain upper bounds on the uncertainties in simulated quantities of interest.
Measurement uncertainty and probability
Willink, Robin
2013-01-01
A measurement result is incomplete without a statement of its 'uncertainty' or 'margin of error'. But what does this statement actually tell us? By examining the practical meaning of probability, this book discusses what is meant by a '95 percent interval of measurement uncertainty', and how such an interval can be calculated. The book argues that the concept of an unknown 'target value' is essential if probability is to be used as a tool for evaluating measurement uncertainty. It uses statistical concepts, such as a conditional confidence interval, to present 'extended' classical methods for evaluating measurement uncertainty. The use of the Monte Carlo principle for the simulation of experiments is described. Useful for researchers and graduate students, the book also discusses other philosophies relating to the evaluation of measurement uncertainty. It employs clear notation and language to avoid the confusion that exists in this controversial field of science.
Chemical model reduction under uncertainty
Malpica Galassi, Riccardo
2017-03-06
A general strategy for analysis and reduction of uncertain chemical kinetic models is presented, and its utility is illustrated in the context of ignition of hydrocarbon fuel–air mixtures. The strategy is based on a deterministic analysis and reduction method which employs computational singular perturbation analysis to generate simplified kinetic mechanisms, starting from a detailed reference mechanism. We model uncertain quantities in the reference mechanism, namely the Arrhenius rate parameters, as random variables with prescribed uncertainty factors. We propagate this uncertainty to obtain the probability of inclusion of each reaction in the simplified mechanism. We propose probabilistic error measures to compare predictions from the uncertain reference and simplified models, based on the comparison of the uncertain dynamics of the state variables, where the mixture entropy is chosen as progress variable. We employ the construction for the simplification of an uncertain mechanism in an n-butane–air mixture homogeneous ignition case, where a 176-species, 1111-reactions detailed kinetic model for the oxidation of n-butane is used with uncertainty factors assigned to each Arrhenius rate pre-exponential coefficient. This illustration is employed to highlight the utility of the construction, and the performance of a family of simplified models produced depending on chosen thresholds on importance and marginal probabilities of the reactions.
Quantum computing and probability.
Ferry, David K
2009-11-25
Over the past two decades, quantum computing has become a popular and promising approach to trying to solve computationally difficult problems. Missing in many descriptions of quantum computing is just how probability enters into the process. Here, we discuss some simple examples of how uncertainty and probability enter, and how this and the ideas of quantum computing challenge our interpretations of quantum mechanics. It is found that this uncertainty can lead to intrinsic decoherence, and this raises challenges for error correction.
Quantum computing and probability
International Nuclear Information System (INIS)
Ferry, David K
2009-01-01
Over the past two decades, quantum computing has become a popular and promising approach to trying to solve computationally difficult problems. Missing in many descriptions of quantum computing is just how probability enters into the process. Here, we discuss some simple examples of how uncertainty and probability enter, and how this and the ideas of quantum computing challenge our interpretations of quantum mechanics. It is found that this uncertainty can lead to intrinsic decoherence, and this raises challenges for error correction. (viewpoint)
Information-theoretic approach to uncertainty importance
International Nuclear Information System (INIS)
Park, C.K.; Bari, R.A.
1985-01-01
A method is presented for importance analysis in probabilistic risk assessments (PRA) for which the results of interest are characterized by full uncertainty distributions and not just point estimates. The method is based on information theory in which entropy is a measure of uncertainty of a probability density function. We define the relative uncertainty importance between two events as the ratio of the two exponents of the entropies. For the log-normal and log-uniform distributions the importance measure is comprised of the median (central tendency) and of the logarithm of the error factor (uncertainty). Thus, if accident sequences are ranked this way, and the error factors are not all equal, then a different rank order would result than if the sequences were ranked by the central tendency measure alone. As an illustration, the relative importance of internal events and in-plant fires was computed on the basis of existing PRA results
Predictive uncertainty in auditory sequence processing
DEFF Research Database (Denmark)
Hansen, Niels Chr.; Pearce, Marcus T
2014-01-01
the information-theoretic concept of Shannon entropy as a model of predictive uncertainty in music cognition. This is motivated by the Statistical Learning Hypothesis, which proposes that schematic expectations reflect probabilistic relationships between sensory events learned implicitly through exposure. Using...... probability estimates from an unsupervised, variable-order Markov model, 12 melodic contexts high in entropy and 12 melodic contexts low in entropy were selected from two musical repertoires differing in structural complexity (simple and complex). Musicians and non-musicians listened to the stimuli...... and provided explicit judgments of perceived uncertainty (explicit uncertainty). We also examined an indirect measure of uncertainty computed as the entropy of expectedness distributions obtained using a classical probe-tone paradigm where listeners rated the perceived expectedness of the final note...
Assessment of SFR Wire Wrap Simulation Uncertainties
Energy Technology Data Exchange (ETDEWEB)
Delchini, Marc-Olivier G. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States). Reactor and Nuclear Systems Division; Popov, Emilian L. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States). Reactor and Nuclear Systems Division; Pointer, William David [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States). Reactor and Nuclear Systems Division; Swiler, Laura P. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2016-09-30
Predictive modeling and simulation of nuclear reactor performance and fuel are challenging due to the large number of coupled physical phenomena that must be addressed. Models that will be used for design or operational decisions must be analyzed for uncertainty to ascertain impacts to safety or performance. Rigorous, structured uncertainty analyses are performed by characterizing the model’s input uncertainties and then propagating the uncertainties through the model to estimate output uncertainty. This project is part of the ongoing effort to assess modeling uncertainty in Nek5000 simulations of flow configurations relevant to the advanced reactor applications of the Nuclear Energy Advanced Modeling and Simulation (NEAMS) program. Three geometries are under investigation in these preliminary assessments: a 3-D pipe, a 3-D 7-pin bundle, and a single pin from the Thermal-Hydraulic Out-of-Reactor Safety (THORS) facility. Initial efforts have focused on gaining an understanding of Nek5000 modeling options and integrating Nek5000 with Dakota. These tasks are being accomplished by demonstrating the use of Dakota to assess parametric uncertainties in a simple pipe flow problem. This problem is used to optimize performance of the uncertainty quantification strategy and to estimate computational requirements for assessments of complex geometries. A sensitivity analysis to three turbulent models was conducted for a turbulent flow in a single wire wrapped pin (THOR) geometry. Section 2 briefly describes the software tools used in this study and provides appropriate references. Section 3 presents the coupling interface between Dakota and a computational fluid dynamic (CFD) code (Nek5000 or STARCCM+), with details on the workflow, the scripts used for setting up the run, and the scripts used for post-processing the output files. In Section 4, the meshing methods used to generate the THORS and 7-pin bundle meshes are explained. Sections 5, 6 and 7 present numerical results
International Nuclear Information System (INIS)
Limperopoulos, G.J.
1995-01-01
This report presents an oil project valuation under uncertainty by means of two well-known financial techniques: The Capital Asset Pricing Model (CAPM) and The Black-Scholes Option Pricing Formula. CAPM gives a linear positive relationship between expected rate of return and risk but does not take into consideration the aspect of flexibility which is crucial for an irreversible investment as an oil price is. Introduction of investment decision flexibility by using real options can increase the oil project value substantially. Some simple tests for the importance of uncertainty in stock market for oil investments are performed. Uncertainty in stock returns is correlated with aggregate product market uncertainty according to Pindyck (1991). The results of the tests are not satisfactory due to the short data series but introducing two other explanatory variables the interest rate and Gross Domestic Product make the situation better. 36 refs., 18 figs., 6 tabs
Evaluating prediction uncertainty
International Nuclear Information System (INIS)
McKay, M.D.
1995-03-01
The probability distribution of a model prediction is presented as a proper basis for evaluating the uncertainty in a model prediction that arises from uncertainty in input values. Determination of important model inputs and subsets of inputs is made through comparison of the prediction distribution with conditional prediction probability distributions. Replicated Latin hypercube sampling and variance ratios are used in estimation of the distributions and in construction of importance indicators. The assumption of a linear relation between model output and inputs is not necessary for the indicators to be effective. A sequential methodology which includes an independent validation step is applied in two analysis applications to select subsets of input variables which are the dominant causes of uncertainty in the model predictions. Comparison with results from methods which assume linearity shows how those methods may fail. Finally, suggestions for treating structural uncertainty for submodels are presented
Uncertainty calculations made easier
International Nuclear Information System (INIS)
Hogenbirk, A.
1994-07-01
The results are presented of a neutron cross section sensitivity/uncertainty analysis performed in a complicated 2D model of the NET shielding blanket design inside the ITER torus design, surrounded by the cryostat/biological shield as planned for ITER. The calculations were performed with a code system developed at ECN Petten, with which sensitivity/uncertainty calculations become relatively simple. In order to check the deterministic neutron transport calculations (performed with DORT), calculations were also performed with the Monte Carlo code MCNP. Care was taken to model the 2.0 cm wide gaps between two blanket segments, as the neutron flux behind the vacuum vessel is largely determined by neutrons streaming through these gaps. The resulting neutron flux spectra are in excellent agreement up to the end of the cryostat. It is noted, that at this position the attenuation of the neutron flux is about 1 l orders of magnitude. The uncertainty in the energy integrated flux at the beginning of the vacuum vessel and at the beginning of the cryostat was determined in the calculations. The uncertainty appears to be strongly dependent on the exact geometry: if the gaps are filled with stainless steel, the neutron spectrum changes strongly, which results in an uncertainty of 70% in the energy integrated flux at the beginning of the cryostat in the no-gap-geometry, compared to an uncertainty of only 5% in the gap-geometry. Therefore, it is essential to take into account the exact geometry in sensitivity/uncertainty calculations. Furthermore, this study shows that an improvement of the covariance data is urgently needed in order to obtain reliable estimates of the uncertainties in response parameters in neutron transport calculations. (orig./GL)
Uncertainty: lotteries and risk
Ávalos, Eloy
2011-01-01
In this paper we develop the theory of uncertainty in a context where the risks assumed by the individual are measurable and manageable. We primarily use the definition of lottery to formulate the axioms of the individual's preferences, and its representation through the utility function von Neumann - Morgenstern. We study the expected utility theorem and its properties, the paradoxes of choice under uncertainty and finally the measures of risk aversion with monetary lotteries.
Sources of Judgmental Uncertainty
1977-09-01
sometimes at the end. To avoid primacy or recency effects , which were not part of this first study, for half of the subjects the orders of information items...summarize, 72 subjects were randomly assigned to two conditions of control and exposed to three conditions of orderliness. Order effects and primacy / recency ...WORDS (Continue on reverie atids If necessary and Identity by block number) ~ Judgmental Uncertainty Primacy / Recency Environmental UncertaintyN1
Decision making under uncertainty
International Nuclear Information System (INIS)
Wu, J.S.; Apostolakis, G.E.; Okrent, D.
1989-01-01
The theory of evidence and the theory of possibility are considered by some analysts as potential models for uncertainty. This paper discusses two issues: how formal probability theory has been relaxed to develop these uncertainty models; and the degree to which these models can be applied to risk assessment. The scope of the second issue is limited to an investigation of their compatibility for combining various pieces of evidence, which is an important problem in PRA
Decision-making under risk and uncertainty
International Nuclear Information System (INIS)
Gatev, G.I.
2006-01-01
Fuzzy sets and interval analysis tools to make computations and solve optimisation problems are presented. Fuzzy and interval extensions of Decision Theory criteria for decision-making under parametric uncertainty of prior information (probabilities, payoffs) are developed. An interval probability approach to the mean-value criterion is proposed. (author)
Uncertainty Analysis for a Jet Flap Airfoil
Green, Lawrence L.; Cruz, Josue
2006-01-01
An analysis of variance (ANOVA) study was performed to quantify the potential uncertainties of lift and pitching moment coefficient calculations from a computational fluid dynamics code, relative to an experiment, for a jet flap airfoil configuration. Uncertainties due to a number of factors including grid density, angle of attack and jet flap blowing coefficient were examined. The ANOVA software produced a numerical model of the input coefficient data, as functions of the selected factors, to a user-specified order (linear, 2-factor interference, quadratic, or cubic). Residuals between the model and actual data were also produced at each of the input conditions, and uncertainty confidence intervals (in the form of Least Significant Differences or LSD) for experimental, computational, and combined experimental / computational data sets were computed. The LSD bars indicate the smallest resolvable differences in the functional values (lift or pitching moment coefficient) attributable solely to changes in independent variable, given just the input data points from selected data sets. The software also provided a collection of diagnostics which evaluate the suitability of the input data set for use within the ANOVA process, and which examine the behavior of the resultant data, possibly suggesting transformations which should be applied to the data to reduce the LSD. The results illustrate some of the key features of, and results from, the uncertainty analysis studies, including the use of both numerical (continuous) and categorical (discrete) factors, the effects of the number and range of the input data points, and the effects of the number of factors considered simultaneously.
Managing Uncertainty in the Real World
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 4; Issue 4. Managing Uncertainty in the Real World - Fuzzy Systems. Satish Kumar. General Article ... Author Affiliations. Satish Kumar1. Department of Physics and Computer Science, Dayalbagh Educational Institute Dayalbagh, Agra 282005, India.
Model Uncertainty for Bilinear Hysteretic Systems
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Thoft-Christensen, Palle
1984-01-01
is related to the concept of a failure surface (or limit state surface) in the n-dimensional basic variable space then model uncertainty is at least due to the neglected variables, the modelling of the failure surface and the computational technique used. A more precise definition is given in section 2...
Relational uncertainty in service dyads
DEFF Research Database (Denmark)
Kreye, Melanie
2017-01-01
Purpose: Relational uncertainty determines how relationships develop because it enables the building of trust and commitment. However, relational uncertainty has not been explored in an inter-organisational setting. This paper investigates how organisations experience relational uncertainty in se...
Uncertainty estimates for theoretical atomic and molecular data
International Nuclear Information System (INIS)
Chung, H-K; Braams, B J; Bartschat, K; Császár, A G; Drake, G W F; Kirchner, T; Kokoouline, V; Tennyson, J
2016-01-01
Sources of uncertainty are reviewed for calculated atomic and molecular data that are important for plasma modeling: atomic and molecular structures and cross sections for electron-atom, electron-molecule, and heavy particle collisions. We concentrate on model uncertainties due to approximations to the fundamental many-body quantum mechanical equations and we aim to provide guidelines to estimate uncertainties as a routine part of computations of data for structure and scattering. (topical review)
Estimating the measurement uncertainty in forensic blood alcohol analysis.
Gullberg, Rod G
2012-04-01
For many reasons, forensic toxicologists are being asked to determine and report their measurement uncertainty in blood alcohol analysis. While understood conceptually, the elements and computations involved in determining measurement uncertainty are generally foreign to most forensic toxicologists. Several established and well-documented methods are available to determine and report the uncertainty in blood alcohol measurement. A straightforward bottom-up approach is presented that includes: (1) specifying the measurand, (2) identifying the major components of uncertainty, (3) quantifying the components, (4) statistically combining the components and (5) reporting the results. A hypothetical example is presented that employs reasonable estimates for forensic blood alcohol analysis assuming headspace gas chromatography. These computations are easily employed in spreadsheet programs as well. Determining and reporting measurement uncertainty is an important element in establishing fitness-for-purpose. Indeed, the demand for such computations and information from the forensic toxicologist will continue to increase.
Understanding and quantifying the uncertainty of model parameters and predictions has gained more interest in recent years with the increased use of computational models in chemical risk assessment. Fully characterizing the uncertainty in risk metrics derived from linked quantita...
Network planning under uncertainties
Ho, Kwok Shing; Cheung, Kwok Wai
2008-11-01
One of the main focuses for network planning is on the optimization of network resources required to build a network under certain traffic demand projection. Traditionally, the inputs to this type of network planning problems are treated as deterministic. In reality, the varying traffic requirements and fluctuations in network resources can cause uncertainties in the decision models. The failure to include the uncertainties in the network design process can severely affect the feasibility and economics of the network. Therefore, it is essential to find a solution that can be insensitive to the uncertain conditions during the network planning process. As early as in the 1960's, a network planning problem with varying traffic requirements over time had been studied. Up to now, this kind of network planning problems is still being active researched, especially for the VPN network design. Another kind of network planning problems under uncertainties that has been studied actively in the past decade addresses the fluctuations in network resources. One such hotly pursued research topic is survivable network planning. It considers the design of a network under uncertainties brought by the fluctuations in topology to meet the requirement that the network remains intact up to a certain number of faults occurring anywhere in the network. Recently, the authors proposed a new planning methodology called Generalized Survivable Network that tackles the network design problem under both varying traffic requirements and fluctuations of topology. Although all the above network planning problems handle various kinds of uncertainties, it is hard to find a generic framework under more general uncertainty conditions that allows a more systematic way to solve the problems. With a unified framework, the seemingly diverse models and algorithms can be intimately related and possibly more insights and improvements can be brought out for solving the problem. This motivates us to seek a
About uncertainties in practical salinity calculations
Directory of Open Access Journals (Sweden)
M. Le Menn
2011-10-01
Full Text Available In the current state of the art, salinity is a quantity computed from conductivity ratio measurements, with temperature and pressure known at the time of the measurement, and using the Practical Salinity Scale algorithm of 1978 (PSS-78. This calculation gives practical salinity values S. The uncertainty expected in PSS-78 values is ±0.002, but no details have ever been given on the method used to work out this uncertainty, and the error sources to include in this calculation. Following a guide published by the Bureau International des Poids et Mesures (BIPM, using two independent methods, this paper assesses the uncertainties of salinity values obtained from a laboratory salinometer and Conductivity-Temperature-Depth (CTD measurements after laboratory calibration of a conductivity cell. The results show that the part due to the PSS-78 relations fits is sometimes as significant as the instrument's. This is particularly the case with CTD measurements where correlations between variables contribute mainly to decreasing the uncertainty of S, even when expanded uncertainties of conductivity cell calibrations are for the most part in the order of 0.002 mS cm^{−1}. The relations given here, and obtained with the normalized GUM method, allow a real analysis of the uncertainties' sources and they can be used in a more general way, with instruments having different specifications.
A New Mathematical Framework for Design Under Uncertainty
2016-05-05
rigorous certificates of quality. None of the methods in current engineering practice can consistently account for the errors and uncertainties present in...uncertainty based on stochas- tic computer simulations and multi-level recursive co-kriging. The proposed methodology si- multaneously takes into account
Dosimetry treatment planning with uncertainty evaluation
International Nuclear Information System (INIS)
Henriquez, Francisco Cutanda; Castrillyn, Silvia Vargas
2010-01-01
Treatment planning results can be presented as a dosimetry report, consisting of a number of images, curves, indices, etc. and in a prescription for the delivery of the planned treatment. A complex decision process is needed in order to decide which the optimal plan is. Since this decision is based on dose computations with their associated uncertainty, a modern treatment planning process has to deal with the effects of uncertainty to achieve maximum accuracy. Several tools are presented allowing the user to work with uncertainty. Modified dose volume histograms can help evaluate competing plans so that a proper hierarchy can be established amongst different goals. Material/Methods: A central estimate of a dose volume histogram curve and two limit curves define an 'indifference' band in the dose volume plane. Every plan within this band can be considered not better than the initial one, because uncertainty does not allow telling them apart. If a DVH goal is met within the indifference band, the user can aim to improve a different goal. Results: The methods proposed in this work are easily introduced in clinical practice. They are compatible with an iterative optimization process adding few steps to the computation. Conclusion: Accuracy requirements in radiation therapy keep on increasing, while accuracy in dose measurement or modeling is only moderately improving. Although it is a minor part in the overall uncertainty budget for the treatment, computation uncertainty affects decision making. Our method help make decisions with a maximum of information. This novel method can also provide quantitative measures of the probability of achieving the goals.(Author)
Dealing with exploration uncertainties
International Nuclear Information System (INIS)
Capen, E.
1992-01-01
Exploration for oil and gas should fulfill the most adventurous in their quest for excitement and surprise. This paper tries to cover that tall order. The authors will touch on the magnitude of the uncertainty (which is far greater than in most other businesses), the effects of not knowing target sizes very well, how to build uncertainty into analyses naturally, how to tie reserves and chance estimates to economics, and how to look at the portfolio effect of an exploration program. With no apologies, the authors will be using a different language for some readers - the language of uncertainty, which means probability and statistics. These tools allow one to combine largely subjective exploration information with the more analytical data from the engineering and economic side
Commonplaces and social uncertainty
DEFF Research Database (Denmark)
Lassen, Inger
2008-01-01
This article explores the concept of uncertainty in four focus group discussions about genetically modified food. In the discussions, members of the general public interact with food biotechnology scientists while negotiating their attitudes towards genetic engineering. Their discussions offer...... an example of risk discourse in which the use of commonplaces seems to be a central feature (Myers 2004: 81). My analyses support earlier findings that commonplaces serve important interactional purposes (Barton 1999) and that they are used for mitigating disagreement, for closing topics and for facilitating...... risk discourse (Myers 2005; 2007). In additional, however, I argue that commonplaces are used to mitigate feelings of insecurity caused by uncertainty and to negotiate new codes of moral conduct. Keywords: uncertainty, commonplaces, risk discourse, focus groups, appraisal...
Uncertainties associated with inertial-fusion ignition
International Nuclear Information System (INIS)
McCall, G.H.
1981-01-01
An estimate is made of a worst case driving energy which is derived from analytic and computer calculations. It will be shown that the uncertainty can be reduced by a factor of 10 to 100 if certain physical effects are understood. That is not to say that the energy requirement can necessarily be reduced below that of the worst case, but it is possible to reduce the uncertainty associated with ignition energy. With laser costs in the $0.5 to 1 billion per MJ range, it can be seen that such an exercise is worthwhile
Uncertainty in artificial intelligence
Levitt, TS; Lemmer, JF; Shachter, RD
1990-01-01
Clearly illustrated in this volume is the current relationship between Uncertainty and AI.It has been said that research in AI revolves around five basic questions asked relative to some particular domain: What knowledge is required? How can this knowledge be acquired? How can it be represented in a system? How should this knowledge be manipulated in order to provide intelligent behavior? How can the behavior be explained? In this volume, all of these questions are addressed. From the perspective of the relationship of uncertainty to the basic questions of AI, the book divides naturally i
Quantification of Uncertainties in Integrated Spacecraft System Models, Phase I
National Aeronautics and Space Administration — The proposed effort is to investigate a novel uncertainty quantification (UQ) approach based on non-intrusive polynomial chaos (NIPC) for computationally efficient...
A Unified Approach for Reporting ARM Measurement Uncertainties Technical Report
Energy Technology Data Exchange (ETDEWEB)
Campos, E [Argonne National Lab. (ANL), Argonne, IL (United States); Sisterson, Douglas [Argonne National Lab. (ANL), Argonne, IL (United States)
2016-12-01
The U.S. Department of Energy (DOE) Atmospheric Radiation Measurement (ARM) Climate Research Facility is observationally based, and quantifying the uncertainty of its measurements is critically important. With over 300 widely differing instruments providing over 2,500 datastreams, concise expression of measurement uncertainty is quite challenging. The ARM Facility currently provides data and supporting metadata (information about the data or data quality) to its users through a number of sources. Because the continued success of the ARM Facility depends on the known quality of its measurements, the Facility relies on instrument mentors and the ARM Data Quality Office (DQO) to ensure, assess, and report measurement quality. Therefore, an easily accessible, well-articulated estimate of ARM measurement uncertainty is needed. Note that some of the instrument observations require mathematical algorithms (retrievals) to convert a measured engineering variable into a useful geophysical measurement. While those types of retrieval measurements are identified, this study does not address particular methods for retrieval uncertainty. As well, the ARM Facility also provides engineered data products, or value-added products (VAPs), based on multiple instrument measurements. This study does not include uncertainty estimates for those data products. We propose here that a total measurement uncertainty should be calculated as a function of the instrument uncertainty (calibration factors), the field uncertainty (environmental factors), and the retrieval uncertainty (algorithm factors). The study will not expand on methods for computing these uncertainties. Instead, it will focus on the practical identification, characterization, and inventory of the measurement uncertainties already available in the ARM community through the ARM instrument mentors and their ARM instrument handbooks. As a result, this study will address the first steps towards reporting ARM measurement uncertainty
Uncertainty Analyses and Strategy
International Nuclear Information System (INIS)
Kevin Coppersmith
2001-01-01
The DOE identified a variety of uncertainties, arising from different sources, during its assessment of the performance of a potential geologic repository at the Yucca Mountain site. In general, the number and detail of process models developed for the Yucca Mountain site, and the complex coupling among those models, make the direct incorporation of all uncertainties difficult. The DOE has addressed these issues in a number of ways using an approach to uncertainties that is focused on producing a defensible evaluation of the performance of a potential repository. The treatment of uncertainties oriented toward defensible assessments has led to analyses and models with so-called ''conservative'' assumptions and parameter bounds, where conservative implies lower performance than might be demonstrated with a more realistic representation. The varying maturity of the analyses and models, and uneven level of data availability, result in total system level analyses with a mix of realistic and conservative estimates (for both probabilistic representations and single values). That is, some inputs have realistically represented uncertainties, and others are conservatively estimated or bounded. However, this approach is consistent with the ''reasonable assurance'' approach to compliance demonstration, which was called for in the U.S. Nuclear Regulatory Commission's (NRC) proposed 10 CFR Part 63 regulation (64 FR 8640 [DIRS 101680]). A risk analysis that includes conservatism in the inputs will result in conservative risk estimates. Therefore, the approach taken for the Total System Performance Assessment for the Site Recommendation (TSPA-SR) provides a reasonable representation of processes and conservatism for purposes of site recommendation. However, mixing unknown degrees of conservatism in models and parameter representations reduces the transparency of the analysis and makes the development of coherent and consistent probability statements about projected repository
Uncertainties in repository modeling
Energy Technology Data Exchange (ETDEWEB)
Wilson, J.R.
1996-12-31
The distant future is ver difficult to predict. Unfortunately, our regulators are being enchouraged to extend ther regulatory period form the standard 10,000 years to 1 million years. Such overconfidence is not justified due to uncertainties in dating, calibration, and modeling.
Uncertainties in repository modeling
International Nuclear Information System (INIS)
Wilson, J.R.
1996-01-01
The distant future is ver difficult to predict. Unfortunately, our regulators are being enchouraged to extend ther regulatory period form the standard 10,000 years to 1 million years. Such overconfidence is not justified due to uncertainties in dating, calibration, and modeling
Risk, Uncertainty, and Entrepreneurship
DEFF Research Database (Denmark)
Koudstaal, Martin; Sloof, Randolph; Van Praag, Mirjam
2016-01-01
Theory predicts that entrepreneurs have distinct attitudes toward risk and uncertainty, but empirical evidence is mixed. To better understand these mixed results, we perform a large “lab-in-the-field” experiment comparing entrepreneurs to managers (a suitable comparison group) and employees (n D ...
Schrodinger's Uncertainty Principle?
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 4; Issue 2. Schrödinger's Uncertainty Principle? - Lilies can be Painted. Rajaram Nityananda. General Article Volume 4 Issue 2 February 1999 pp 24-26. Fulltext. Click here to view fulltext PDF. Permanent link:
International Nuclear Information System (INIS)
Haefele, W.; Renn, O.; Erdmann, G.
1990-01-01
The notion of 'risk' is discussed in its social and technological contexts, leading to an investigation of the terms factuality, hypotheticality, uncertainty, and vagueness, and to the problems of acceptance and acceptability especially in the context of political decision finding. (DG) [de
Courtney, H; Kirkland, J; Viguerie, P
1997-01-01
At the heart of the traditional approach to strategy lies the assumption that by applying a set of powerful analytic tools, executives can predict the future of any business accurately enough to allow them to choose a clear strategic direction. But what happens when the environment is so uncertain that no amount of analysis will allow us to predict the future? What makes for a good strategy in highly uncertain business environments? The authors, consultants at McKinsey & Company, argue that uncertainty requires a new way of thinking about strategy. All too often, they say, executives take a binary view: either they underestimate uncertainty to come up with the forecasts required by their companies' planning or capital-budging processes, or they overestimate it, abandon all analysis, and go with their gut instinct. The authors outline a new approach that begins by making a crucial distinction among four discrete levels of uncertainty that any company might face. They then explain how a set of generic strategies--shaping the market, adapting to it, or reserving the right to play at a later time--can be used in each of the four levels. And they illustrate how these strategies can be implemented through a combination of three basic types of actions: big bets, options, and no-regrets moves. The framework can help managers determine which analytic tools can inform decision making under uncertainty--and which cannot. At a broader level, it offers executives a discipline for thinking rigorously and systematically about uncertainty and its implications for strategy.
Multi-scenario modelling of uncertainty in stochastic chemical systems
International Nuclear Information System (INIS)
Evans, R. David; Ricardez-Sandoval, Luis A.
2014-01-01
Uncertainty analysis has not been well studied at the molecular scale, despite extensive knowledge of uncertainty in macroscale systems. The ability to predict the effect of uncertainty allows for robust control of small scale systems such as nanoreactors, surface reactions, and gene toggle switches. However, it is difficult to model uncertainty in such chemical systems as they are stochastic in nature, and require a large computational cost. To address this issue, a new model of uncertainty propagation in stochastic chemical systems, based on the Chemical Master Equation, is proposed in the present study. The uncertain solution is approximated by a composite state comprised of the averaged effect of samples from the uncertain parameter distributions. This model is then used to study the effect of uncertainty on an isomerization system and a two gene regulation network called a repressilator. The results of this model show that uncertainty in stochastic systems is dependent on both the uncertain distribution, and the system under investigation. -- Highlights: •A method to model uncertainty on stochastic systems was developed. •The method is based on the Chemical Master Equation. •Uncertainty in an isomerization reaction and a gene regulation network was modelled. •Effects were significant and dependent on the uncertain input and reaction system. •The model was computationally more efficient than Kinetic Monte Carlo
Exploring Heterogeneous Multicore Architectures for Advanced Embedded Uncertainty Quantification.
Energy Technology Data Exchange (ETDEWEB)
Phipps, Eric T.; Edwards, Harold C.; Hu, Jonathan J.
2014-09-01
We explore rearrangements of classical uncertainty quantification methods with the aim of achieving higher aggregate performance for uncertainty quantification calculations on emerging multicore and manycore architectures. We show a rearrangement of the stochastic Galerkin method leads to improved performance and scalability on several computational architectures whereby un- certainty information is propagated at the lowest levels of the simulation code improving memory access patterns, exposing new dimensions of fine grained parallelism, and reducing communica- tion. We also develop a general framework for implementing such rearrangements for a diverse set of uncertainty quantification algorithms as well as computational simulation codes to which they are applied.
Technical note: Design flood under hydrological uncertainty
Botto, Anna; Ganora, Daniele; Claps, Pierluigi; Laio, Francesco
2017-07-01
Planning and verification of hydraulic infrastructures require a design estimate of hydrologic variables, usually provided by frequency analysis, and neglecting hydrologic uncertainty. However, when hydrologic uncertainty is accounted for, the design flood value for a specific return period is no longer a unique value, but is represented by a distribution of values. As a consequence, the design flood is no longer univocally defined, making the design process undetermined. The Uncertainty Compliant Design Flood Estimation (UNCODE) procedure is a novel approach that, starting from a range of possible design flood estimates obtained in uncertain conditions, converges to a single design value. This is obtained through a cost-benefit criterion with additional constraints that is numerically solved in a simulation framework. This paper contributes to promoting a practical use of the UNCODE procedure without resorting to numerical computation. A modified procedure is proposed by using a correction coefficient that modifies the standard (i.e., uncertainty-free) design value on the basis of sample length and return period only. The procedure is robust and parsimonious, as it does not require additional parameters with respect to the traditional uncertainty-free analysis. Simple equations to compute the correction term are provided for a number of probability distributions commonly used to represent the flood frequency curve. The UNCODE procedure, when coupled with this simple correction factor, provides a robust way to manage the hydrologic uncertainty and to go beyond the use of traditional safety factors. With all the other parameters being equal, an increase in the sample length reduces the correction factor, and thus the construction costs, while still keeping the same safety level.
Comparison of evidence theory and Bayesian theory for uncertainty modeling
International Nuclear Information System (INIS)
Soundappan, Prabhu; Nikolaidis, Efstratios; Haftka, Raphael T.; Grandhi, Ramana; Canfield, Robert
2004-01-01
This paper compares Evidence Theory (ET) and Bayesian Theory (BT) for uncertainty modeling and decision under uncertainty, when the evidence about uncertainty is imprecise. The basic concepts of ET and BT are introduced and the ways these theories model uncertainties, propagate them through systems and assess the safety of these systems are presented. ET and BT approaches are demonstrated and compared on challenge problems involving an algebraic function whose input variables are uncertain. The evidence about the input variables consists of intervals provided by experts. It is recommended that a decision-maker compute both the Bayesian probabilities of the outcomes of alternative actions and their plausibility and belief measures when evidence about uncertainty is imprecise, because this helps assess the importance of imprecision and the value of additional information. Finally, the paper presents and demonstrates a method for testing approaches for decision under uncertainty in terms of their effectiveness in making decisions
Uncertainty in reactive transport geochemical modelling
International Nuclear Information System (INIS)
Oedegaard-Jensen, A.; Ekberg, C.
2005-01-01
Full text of publication follows: Geochemical modelling is one way of predicting the transport of i.e. radionuclides in a rock formation. In a rock formation there will be fractures in which water and dissolved species can be transported. The composition of the water and the rock can either increase or decrease the mobility of the transported entities. When doing simulations on the mobility or transport of different species one has to know the exact water composition, the exact flow rates in the fracture and in the surrounding rock, the porosity and which minerals the rock is composed of. The problem with simulations on rocks is that the rock itself it not uniform i.e. larger fractures in some areas and smaller in other areas which can give different water flows. The rock composition can be different in different areas. In additions to this variance in the rock there are also problems with measuring the physical parameters used in a simulation. All measurements will perturb the rock and this perturbation will results in more or less correct values of the interesting parameters. The analytical methods used are also encumbered with uncertainties which in this case are added to the uncertainty from the perturbation of the analysed parameters. When doing simulation the effect of the uncertainties must be taken into account. As the computers are getting faster and faster the complexity of simulated systems are increased which also increase the uncertainty in the results from the simulations. In this paper we will show how the uncertainty in the different parameters will effect the solubility and mobility of different species. Small uncertainties in the input parameters can result in large uncertainties in the end. (authors)
Estimating uncertainty of inference for validation
Energy Technology Data Exchange (ETDEWEB)
Booker, Jane M [Los Alamos National Laboratory; Langenbrunner, James R [Los Alamos National Laboratory; Hemez, Francois M [Los Alamos National Laboratory; Ross, Timothy J [UNM
2010-09-30
We present a validation process based upon the concept that validation is an inference-making activity. This has always been true, but the association has not been as important before as it is now. Previously, theory had been confirmed by more data, and predictions were possible based on data. The process today is to infer from theory to code and from code to prediction, making the role of prediction somewhat automatic, and a machine function. Validation is defined as determining the degree to which a model and code is an accurate representation of experimental test data. Imbedded in validation is the intention to use the computer code to predict. To predict is to accept the conclusion that an observable final state will manifest; therefore, prediction is an inference whose goodness relies on the validity of the code. Quantifying the uncertainty of a prediction amounts to quantifying the uncertainty of validation, and this involves the characterization of uncertainties inherent in theory/models/codes and the corresponding data. An introduction to inference making and its associated uncertainty is provided as a foundation for the validation problem. A mathematical construction for estimating the uncertainty in the validation inference is then presented, including a possibility distribution constructed to represent the inference uncertainty for validation under uncertainty. The estimation of inference uncertainty for validation is illustrated using data and calculations from Inertial Confinement Fusion (ICF). The ICF measurements of neutron yield and ion temperature were obtained for direct-drive inertial fusion capsules at the Omega laser facility. The glass capsules, containing the fusion gas, were systematically selected with the intent of establishing a reproducible baseline of high-yield 10{sup 13}-10{sup 14} neutron output. The deuterium-tritium ratio in these experiments was varied to study its influence upon yield. This paper on validation inference is the
Knight, Claire; Munro, Malcolm
2001-07-01
Distributed component based systems seem to be the immediate future for software development. The use of such techniques, object oriented languages, and the combination with ever more powerful higher-level frameworks has led to the rapid creation and deployment of such systems to cater for the demand of internet and service driven business systems. This diversity of solution through both components utilised and the physical/virtual locations of those components can provide powerful resolutions to the new demand. The problem lies in the comprehension and maintenance of such systems because they then have inherent uncertainty. The components combined at any given time for a solution may differ, the messages generated, sent, and/or received may differ, and the physical/virtual locations cannot be guaranteed. Trying to account for this uncertainty and to build in into analysis and comprehension tools is important for both development and maintenance activities.
Risk, uncertainty and regulation.
Krebs, John R
2011-12-13
This paper reviews the relationship between scientific evidence, uncertainty, risk and regulation. Risk has many different meanings. Furthermore, if risk is defined as the likelihood of an event happening multiplied by its impact, subjective perceptions of risk often diverge from the objective assessment. Scientific evidence may be ambiguous. Scientific experts are called upon to assess risks, but there is often uncertainty in their assessment, or disagreement about the magnitude of the risk. The translation of risk assessments into policy is a political judgement that includes consideration of the acceptability of the risk and the costs and benefits of legislation to reduce the risk. These general points are illustrated with reference to three examples: regulation of risk from pesticides, control of bovine tuberculosis and pricing of alcohol as a means to discourage excessive drinking.
2012-03-01
certify to : ISO 9001 (QMS), ISO 14001 (EMS), TS 16949 (US Automotive) etc. 2 3 DoD QSM 4.2 standard ISO /IEC 17025:2005 Each has uncertainty...Analytical Measurement Uncertainty Estimation” Defense Technical Information Center # ADA 396946 William S. Ingersoll, 2001 12 Follows the ISO GUM...SPONSOR/MONITOR’S REPORT NUMBER(S) 12. DISTRIBUTION /AVAILABILITY STATEMENT Approved for public release; distribution unlimited 13. SUPPLEMENTARY
International Nuclear Information System (INIS)
Laval, Katia; Laval, Guy
2013-01-01
Like meteorology, climatology is not an exact science: climate change forecasts necessarily include a share of uncertainty. It is precisely this uncertainty which is brandished and exploited by the opponents to the global warming theory to put into question the estimations of its future consequences. Is it legitimate to predict the future using the past climate data (well documented up to 100000 years BP) or the climates of other planets, taking into account the impreciseness of the measurements and the intrinsic complexity of the Earth's machinery? How is it possible to model a so huge and interwoven system for which any exact description has become impossible? Why water and precipitations play such an important role in local and global forecasts, and how should they be treated? This book written by two physicists answers with simpleness these delicate questions in order to give anyone the possibility to build his own opinion about global warming and the need to act rapidly
Uncertainty and Decision Making
1979-09-01
included as independent variables orderli- ness, the status of the source of information, the primacy versus recency of positive information items, and...low uncertainty and high satisfac- tion. The primacy / recency and sequential/final variables produced no significant differences. In summary, we have...to which the different independent variables (credibility, probability, and content) had an effect on the favorability judgments. The results were
Growth uncertainty and risksharing
Stefano Athanasoulis; Eric Van Wincoop
1997-01-01
How large are potential benefits from global risksharing? In order to answer this question we propose a new methodology that is closely connected with the empirical growth literature. We obtain estimates of residual risk (growth uncertainty) at various horizons from regressions of country-specific growth in deviation from world growth on a wide set of variables in the information set. Since this residual risk can be entirely hedged through risksharing, we use it to obtain a measure of the pot...
Citizen Candidates Under Uncertainty
Eguia, Jon X.
2005-01-01
In this paper we make two contributions to the growing literature on "citizen-candidate" models of representative democracy. First, we add uncertainty about the total vote count. We show that in a society with a large electorate, where the outcome of the election is uncertain and where winning candidates receive a large reward from holding office, there will be a two-candidate equilibrium and no equilibria with a single candidate. Second, we introduce a new concept of equilibrium, which we te...
Uncertainty in artificial intelligence
Shachter, RD; Henrion, M; Lemmer, JF
1990-01-01
This volume, like its predecessors, reflects the cutting edge of research on the automation of reasoning under uncertainty.A more pragmatic emphasis is evident, for although some papers address fundamental issues, the majority address practical issues. Topics include the relations between alternative formalisms (including possibilistic reasoning), Dempster-Shafer belief functions, non-monotonic reasoning, Bayesian and decision theoretic schemes, and new inference techniques for belief nets. New techniques are applied to important problems in medicine, vision, robotics, and natural language und
Participation under Uncertainty
International Nuclear Information System (INIS)
Boudourides, Moses A.
2003-01-01
This essay reviews a number of theoretical perspectives about uncertainty and participation in the present-day knowledge-based society. After discussing the on-going reconfigurations of science, technology and society, we examine how appropriate for policy studies are various theories of social complexity. Post-normal science is such an example of a complexity-motivated approach, which justifies civic participation as a policy response to an increasing uncertainty. But there are different categories and models of uncertainties implying a variety of configurations of policy processes. A particular role in all of them is played by expertise whose democratization is an often-claimed imperative nowadays. Moreover, we discuss how different participatory arrangements are shaped into instruments of policy-making and framing regulatory processes. As participation necessitates and triggers deliberation, we proceed to examine the role and the barriers of deliberativeness. Finally, we conclude by referring to some critical views about the ultimate assumptions of recent European policy frameworks and the conceptions of civic participation and politicization that they invoke
Collision entropy and optimal uncertainty
Bosyk, G. M.; Portesi, M.; Plastino, A.
2011-01-01
We propose an alternative measure of quantum uncertainty for pairs of arbitrary observables in the 2-dimensional case, in terms of collision entropies. We derive the optimal lower bound for this entropic uncertainty relation, which results in an analytic function of the overlap of the corresponding eigenbases. Besides, we obtain the minimum uncertainty states. We compare our relation with other formulations of the uncertainty principle.
Uncertainties of Molecular Structural Parameters
International Nuclear Information System (INIS)
Császár, Attila G.
2014-01-01
performed. Simply, there are significant disagreements between the same bond lengths measured by different techniques. These disagreements are, however, systematic and can be computed via techniques of quantum chemistry which deal not only with the motions of the electrons (electronic structure theory) but also with the often large amplitude motions of the nuclei. As to the relevant quantum chemical computations, since about 1970 electronic structure theory has become able to make quantitative predictions and thus challenge (or even overrule) many experiments. Nevertheless, quantitative agreement of quantum chemical results with experiment can only be expected when the motions of the atoms are also considered. In the fourth age of quantum chemistry we are living in an era where one can bridge quantitatively the gap between ‘effective’, experimental and ‘equilibrium’, computed structures at even elevated temperatures of interest thus minimizing any real uncertainties of structural parameters. The connections mentioned are extremely important as they help to understand the true uncertainty of measured structural parameters. Traditionally it is microwave (MW) and millimeterwave (MMW) spectroscopy, as well as gas-phase electron diffraction (GED), which yielded the most accurate structural parameters of molecules. The accuracy of the MW and GED experiments approached about 0.001Å and 0.1º under ideal circumstances, worse, sometimes considerably worse, in less than ideal and much more often encountered situations. Quantum chemistry can define both highly accurate equilibrium (so-called Born-Oppenheimer, r e BO , and semiexperimental, r e SE ) structures and, via detailed investigation of molecular motions, accurate temperature-dependent rovibrationally averaged structures. Determining structures is still a rich field for research, understanding the measured or computed uncertainties of structures and structural parameters is still a challenge but there are firm and well
Do Orthopaedic Surgeons Acknowledge Uncertainty?
Teunis, Teun; Janssen, Stein; Guitton, Thierry G.; Ring, David; Parisien, Robert
2016-01-01
Much of the decision-making in orthopaedics rests on uncertain evidence. Uncertainty is therefore part of our normal daily practice, and yet physician uncertainty regarding treatment could diminish patients' health. It is not known if physician uncertainty is a function of the evidence alone or if
Dimensionality reduction for uncertainty quantification of nuclear engineering models.
Energy Technology Data Exchange (ETDEWEB)
Roderick, O.; Wang, Z.; Anitescu, M. (Mathematics and Computer Science)
2011-01-01
The task of uncertainty quantification consists of relating the available information on uncertainties in the model setup to the resulting variation in the outputs of the model. Uncertainty quantification plays an important role in complex simulation models of nuclear engineering, where better understanding of uncertainty results in greater confidence in the model and in the improved safety and efficiency of engineering projects. In our previous work, we have shown that the effect of uncertainty can be approximated by polynomial regression with derivatives (PRD): a hybrid regression method that uses first-order derivatives of the model output as additional fitting conditions for a polynomial expansion. Numerical experiments have demonstrated the advantage of this approach over classical methods of uncertainty analysis: in precision, computational efficiency, or both. To obtain derivatives, we used automatic differentiation (AD) on the simulation code; hand-coded derivatives are acceptable for simpler models. We now present improvements on the method. We use a tuned version of the method of snapshots, a technique based on proper orthogonal decomposition (POD), to set up the reduced order representation of essential information on uncertainty in the model inputs. The automatically obtained sensitivity information is required to set up the method. Dimensionality reduction in combination with PRD allows analysis on a larger dimension of the uncertainty space (>100), at modest computational cost.
Uncertainty Quantification in Climate Modeling and Projection
Energy Technology Data Exchange (ETDEWEB)
Qian, Yun; Jackson, Charles; Giorgi, Filippo; Booth, Ben; Duan, Qingyun; Forest, Chris; Higdon, Dave; Hou, Z. Jason; Huerta, Gabriel
2016-05-01
The projection of future climate is one of the most complex problems undertaken by the scientific community. Although scientists have been striving to better understand the physical basis of the climate system and to improve climate models, the overall uncertainty in projections of future climate has not been significantly reduced (e.g., from the IPCC AR4 to AR5). With the rapid increase of complexity in Earth system models, reducing uncertainties in climate projections becomes extremely challenging. Since uncertainties always exist in climate models, interpreting the strengths and limitations of future climate projections is key to evaluating risks, and climate change information for use in Vulnerability, Impact, and Adaptation (VIA) studies should be provided with both well-characterized and well-quantified uncertainty. The workshop aimed at providing participants, many of them from developing countries, information on strategies to quantify the uncertainty in climate model projections and assess the reliability of climate change information for decision-making. The program included a mixture of lectures on fundamental concepts in Bayesian inference and sampling, applications, and hands-on computer laboratory exercises employing software packages for Bayesian inference, Markov Chain Monte Carlo methods, and global sensitivity analyses. The lectures covered a range of scientific issues underlying the evaluation of uncertainties in climate projections, such as the effects of uncertain initial and boundary conditions, uncertain physics, and limitations of observational records. Progress in quantitatively estimating uncertainties in hydrologic, land surface, and atmospheric models at both regional and global scales was also reviewed. The application of Uncertainty Quantification (UQ) concepts to coupled climate system models is still in its infancy. The Coupled Model Intercomparison Project (CMIP) multi-model ensemble currently represents the primary data for
Strain Gauge Balance Uncertainty Analysis at NASA Langley: A Technical Review
Tripp, John S.
1999-01-01
This paper describes a method to determine the uncertainties of measured forces and moments from multi-component force balances used in wind tunnel tests. A multivariate regression technique is first employed to estimate the uncertainties of the six balance sensitivities and 156 interaction coefficients derived from established balance calibration procedures. These uncertainties are then employed to calculate the uncertainties of force-moment values computed from observed balance output readings obtained during tests. Confidence and prediction intervals are obtained for each computed force and moment as functions of the actual measurands. Techniques are discussed for separate estimation of balance bias and precision uncertainties.
Kadane, Joseph B
2011-01-01
An intuitive and mathematical introduction to subjective probability and Bayesian statistics. An accessible, comprehensive guide to the theory of Bayesian statistics, Principles of Uncertainty presents the subjective Bayesian approach, which has played a pivotal role in game theory, economics, and the recent boom in Markov Chain Monte Carlo methods. Both rigorous and friendly, the book contains: Introductory chapters examining each new concept or assumption Just-in-time mathematics -- the presentation of ideas just before they are applied Summary and exercises at the end of each chapter Discus
Optimizing production under uncertainty
DEFF Research Database (Denmark)
Rasmussen, Svend
This Working Paper derives criteria for optimal production under uncertainty based on the state-contingent approach (Chambers and Quiggin, 2000), and discusses po-tential problems involved in applying the state-contingent approach in a normative context. The analytical approach uses the concept...... of state-contingent production functions and a definition of inputs including both sort of input, activity and alloca-tion technology. It also analyses production decisions where production is combined with trading in state-contingent claims such as insurance contracts. The final part discusses...
Optimization under Uncertainty
Lopez, Rafael H.
2016-01-06
The goal of this poster is to present the main approaches to optimization of engineering systems in the presence of uncertainties. We begin by giving an insight about robust optimization. Next, we detail how to deal with probabilistic constraints in optimization, the so called the reliability based design. Subsequently, we present the risk optimization approach, which includes the expected costs of failure in the objective function. After that the basic description of each approach is given, the projects developed by CORE are presented. Finally, the main current topic of research of CORE is described.
Bounds in the generalized Weber problem under locational uncertainty
DEFF Research Database (Denmark)
Juel, Henrik
1981-01-01
An existing analysis of the bounds on the Weber problem solution under uncertainty is incorrect. For the generalized problem with arbitrary measures of distance, we give easily computable ranges on the bounds and state the conditions under which the exact values of the bounds can be found...... with little computational effort. Numerical examples illustrate the analysis....
Measurement uncertainty analysis techniques applied to PV performance measurements
International Nuclear Information System (INIS)
Wells, C.
1992-10-01
The purpose of this presentation is to provide a brief introduction to measurement uncertainty analysis, outline how it is done, and illustrate uncertainty analysis with examples drawn from the PV field, with particular emphasis toward its use in PV performance measurements. The uncertainty information we know and state concerning a PV performance measurement or a module test result determines, to a significant extent, the value and quality of that result. What is measurement uncertainty analysis? It is an outgrowth of what has commonly been called error analysis. But uncertainty analysis, a more recent development, gives greater insight into measurement processes and tests, experiments, or calibration results. Uncertainty analysis gives us an estimate of the I interval about a measured value or an experiment's final result within which we believe the true value of that quantity will lie. Why should we take the time to perform an uncertainty analysis? A rigorous measurement uncertainty analysis: Increases the credibility and value of research results; allows comparisons of results from different labs; helps improve experiment design and identifies where changes are needed to achieve stated objectives (through use of the pre-test analysis); plays a significant role in validating measurements and experimental results, and in demonstrating (through the post-test analysis) that valid data have been acquired; reduces the risk of making erroneous decisions; demonstrates quality assurance and quality control measures have been accomplished; define Valid Data as data having known and documented paths of: Origin, including theory; measurements; traceability to measurement standards; computations; uncertainty analysis of results
Probabilistic Mass Growth Uncertainties
Plumer, Eric; Elliott, Darren
2013-01-01
Mass has been widely used as a variable input parameter for Cost Estimating Relationships (CER) for space systems. As these space systems progress from early concept studies and drawing boards to the launch pad, their masses tend to grow substantially, hence adversely affecting a primary input to most modeling CERs. Modeling and predicting mass uncertainty, based on historical and analogous data, is therefore critical and is an integral part of modeling cost risk. This paper presents the results of a NASA on-going effort to publish mass growth datasheet for adjusting single-point Technical Baseline Estimates (TBE) of masses of space instruments as well as spacecraft, for both earth orbiting and deep space missions at various stages of a project's lifecycle. This paper will also discusses the long term strategy of NASA Headquarters in publishing similar results, using a variety of cost driving metrics, on an annual basis. This paper provides quantitative results that show decreasing mass growth uncertainties as mass estimate maturity increases. This paper's analysis is based on historical data obtained from the NASA Cost Analysis Data Requirements (CADRe) database.
Investment, regulation, and uncertainty
Smyth, Stuart J; McDonald, Jillian; Falck-Zepeda, Jose
2014-01-01
As with any technological innovation, time refines the technology, improving upon the original version of the innovative product. The initial GM crops had single traits for either herbicide tolerance or insect resistance. Current varieties have both of these traits stacked together and in many cases other abiotic and biotic traits have also been stacked. This innovation requires investment. While this is relatively straight forward, certain conditions need to exist such that investments can be facilitated. The principle requirement for investment is that regulatory frameworks render consistent and timely decisions. If the certainty of regulatory outcomes weakens, the potential for changes in investment patterns increases. This article provides a summary background to the leading plant breeding technologies that are either currently being used to develop new crop varieties or are in the pipeline to be applied to plant breeding within the next few years. Challenges for existing regulatory systems are highlighted. Utilizing an option value approach from investment literature, an assessment of uncertainty regarding the regulatory approval for these varying techniques is undertaken. This research highlights which technology development options have the greatest degree of uncertainty and hence, which ones might be expected to see an investment decline. PMID:24499745
Oil price uncertainty in Canada
International Nuclear Information System (INIS)
Elder, John; Serletis, Apostolos
2009-01-01
Bernanke [Bernanke, Ben S. Irreversibility, uncertainty, and cyclical investment. Quarterly Journal of Economics 98 (1983), 85-106.] shows how uncertainty about energy prices may induce optimizing firms to postpone investment decisions, thereby leading to a decline in aggregate output. Elder and Serletis [Elder, John and Serletis, Apostolos. Oil price uncertainty.] find empirical evidence that uncertainty about oil prices has tended to depress investment in the United States. In this paper we assess the robustness of these results by investigating the effects of oil price uncertainty in Canada. Our results are remarkably similar to existing results for the United States, providing additional evidence that uncertainty about oil prices may provide another explanation for why the sharp oil price declines of 1985 failed to produce rapid output growth. Impulse-response analysis suggests that uncertainty about oil prices may tend to reinforce the negative response of output to positive oil shocks. (author)
Optimization of FRAP uncertainty analysis option
International Nuclear Information System (INIS)
Peck, S.O.
1979-10-01
The automated uncertainty analysis option that has been incorporated in the FRAP codes (FRAP-T5 and FRAPCON-2) provides the user with a means of obtaining uncertainty bands on code predicted variables at user-selected times during a fuel pin analysis. These uncertainty bands are obtained by multiple single fuel pin analyses to generate data which can then be analyzed by second order statistical error propagation techniques. In this process, a considerable amount of data is generated and stored on tape. The user has certain choices to make regarding which independent variables are to be used in the analysis and what order of error propagation equation should be used in modeling the output response. To aid the user in these decisions, a computer program, ANALYZ, has been written and added to the uncertainty analysis option package. A variety of considerations involved in fitting response surface equations and certain pit-falls of which the user should be aware are discussed. An equation is derived expressing a residual as a function of a fitted model and an assumed true model. A variety of experimental design choices are discussed, including the advantages and disadvantages of each approach. Finally, a description of the subcodes which constitute program ANALYZ is provided
Environmental adversity and uncertainty favour cooperation.
Andras, Peter; Lazarus, John; Roberts, Gilbert
2007-11-30
A major cornerstone of evolutionary biology theory is the explanation of the emergence of cooperation in communities of selfish individuals. There is an unexplained tendency in the plant and animal world - with examples from alpine plants, worms, fish, mole-rats, monkeys and humans - for cooperation to flourish where the environment is more adverse (harsher) or more unpredictable. Using mathematical arguments and computer simulations we show that in more adverse environments individuals perceive their resources to be more unpredictable, and that this unpredictability favours cooperation. First we show analytically that in a more adverse environment the individual experiences greater perceived uncertainty. Second we show through a simulation study that more perceived uncertainty implies higher level of cooperation in communities of selfish individuals. This study captures the essential features of the natural examples: the positive impact of resource adversity or uncertainty on cooperation. These newly discovered connections between environmental adversity, uncertainty and cooperation help to explain the emergence and evolution of cooperation in animal and human societies.
Environmental adversity and uncertainty favour cooperation
Directory of Open Access Journals (Sweden)
Lazarus John
2007-11-01
Full Text Available Abstract Background A major cornerstone of evolutionary biology theory is the explanation of the emergence of cooperation in communities of selfish individuals. There is an unexplained tendency in the plant and animal world – with examples from alpine plants, worms, fish, mole-rats, monkeys and humans – for cooperation to flourish where the environment is more adverse (harsher or more unpredictable. Results Using mathematical arguments and computer simulations we show that in more adverse environments individuals perceive their resources to be more unpredictable, and that this unpredictability favours cooperation. First we show analytically that in a more adverse environment the individual experiences greater perceived uncertainty. Second we show through a simulation study that more perceived uncertainty implies higher level of cooperation in communities of selfish individuals. Conclusion This study captures the essential features of the natural examples: the positive impact of resource adversity or uncertainty on cooperation. These newly discovered connections between environmental adversity, uncertainty and cooperation help to explain the emergence and evolution of cooperation in animal and human societies.
Parameter Uncertainty for Aircraft Aerodynamic Modeling using Recursive Least Squares
Grauer, Jared A.; Morelli, Eugene A.
2016-01-01
A real-time method was demonstrated for determining accurate uncertainty levels of stability and control derivatives estimated using recursive least squares and time-domain data. The method uses a recursive formulation of the residual autocorrelation to account for colored residuals, which are routinely encountered in aircraft parameter estimation and change the predicted uncertainties. Simulation data and flight test data for a subscale jet transport aircraft were used to demonstrate the approach. Results showed that the corrected uncertainties matched the observed scatter in the parameter estimates, and did so more accurately than conventional uncertainty estimates that assume white residuals. Only small differences were observed between batch estimates and recursive estimates at the end of the maneuver. It was also demonstrated that the autocorrelation could be reduced to a small number of lags to minimize computation and memory storage requirements without significantly degrading the accuracy of predicted uncertainty levels.
Earthquake Loss Estimation Uncertainties
Frolova, Nina; Bonnin, Jean; Larionov, Valery; Ugarov, Aleksander
2013-04-01
The paper addresses the reliability issues of strong earthquakes loss assessment following strong earthquakes with worldwide Systems' application in emergency mode. Timely and correct action just after an event can result in significant benefits in saving lives. In this case the information about possible damage and expected number of casualties is very critical for taking decision about search, rescue operations and offering humanitarian assistance. Such rough information may be provided by, first of all, global systems, in emergency mode. The experience of earthquakes disasters in different earthquake-prone countries shows that the officials who are in charge of emergency response at national and international levels are often lacking prompt and reliable information on the disaster scope. Uncertainties on the parameters used in the estimation process are numerous and large: knowledge about physical phenomena and uncertainties on the parameters used to describe them; global adequacy of modeling techniques to the actual physical phenomena; actual distribution of population at risk at the very time of the shaking (with respect to immediate threat: buildings or the like); knowledge about the source of shaking, etc. Needless to be a sharp specialist to understand, for example, that the way a given building responds to a given shaking obeys mechanical laws which are poorly known (if not out of the reach of engineers for a large portion of the building stock); if a carefully engineered modern building is approximately predictable, this is far not the case for older buildings which make up the bulk of inhabited buildings. The way population, inside the buildings at the time of shaking, is affected by the physical damage caused to the buildings is not precisely known, by far. The paper analyzes the influence of uncertainties in strong event parameters determination by Alert Seismological Surveys, of simulation models used at all stages from, estimating shaking intensity
Pragmatic aspects of uncertainty propagation: A conceptual review
Thacker, W.Carlisle
2015-09-11
When quantifying the uncertainty of the response of a computationally costly oceanographic or meteorological model stemming from the uncertainty of its inputs, practicality demands getting the most information using the fewest simulations. It is widely recognized that, by interpolating the results of a small number of simulations, results of additional simulations can be inexpensively approximated to provide a useful estimate of the variability of the response. Even so, as computing the simulations to be interpolated remains the biggest expense, the choice of these simulations deserves attention. When making this choice, two requirement should be considered: (i) the nature of the interpolation and ii) the available information about input uncertainty. Examples comparing polynomial interpolation and Gaussian process interpolation are presented for three different views of input uncertainty.
Uncertainty analysis in the task of individual monitoring data
International Nuclear Information System (INIS)
Molokanov, A.; Badjin, V.; Gasteva, G.; Antipin, E.
2003-01-01
Assessment of internal doses is an essential component of individual monitoring programmes for workers and consists of two stages: individual monitoring measurements and interpretation of the monitoring data in terms of annual intake and/or annual internal dose. The overall uncertainty in assessed dose is a combination of the uncertainties in these stages. An algorithm and a computer code were developed for estimating the uncertainties in these stages. An algorithm and a computer code were developed for estimating the uncertainty in the assessment of internal dose in the task of individual monitoring data interpretation. Two main influencing factors are analysed in this paper: the unknown time of the exposure and variability of bioassay measurements. The aim of this analysis is to show that the algorithm is applicable in designing an individual monitoring programme for workers so as to guarantee that the individual dose calculated from individual monitoring measurements does not exceed a required limit with a certain confidence probability. (author)
Scientific visualization uncertainty, multifield, biomedical, and scalable visualization
Chen, Min; Johnson, Christopher; Kaufman, Arie; Hagen, Hans
2014-01-01
Based on the seminar that took place in Dagstuhl, Germany in June 2011, this contributed volume studies the four important topics within the scientific visualization field: uncertainty visualization, multifield visualization, biomedical visualization and scalable visualization. • Uncertainty visualization deals with uncertain data from simulations or sampled data, uncertainty due to the mathematical processes operating on the data, and uncertainty in the visual representation, • Multifield visualization addresses the need to depict multiple data at individual locations and the combination of multiple datasets, • Biomedical is a vast field with select subtopics addressed from scanning methodologies to structural applications to biological applications, • Scalability in scientific visualization is critical as data grows and computational devices range from hand-held mobile devices to exascale computational platforms. Scientific Visualization will be useful to practitioners of scientific visualization, ...
Heisenberg's principle of uncertainty and the uncertainty relations
International Nuclear Information System (INIS)
Redei, Miklos
1987-01-01
The usual verbal form of the Heisenberg uncertainty principle and the usual mathematical formulation (the so-called uncertainty theorem) are not equivalent. The meaning of the concept 'uncertainty' is not unambiguous and different interpretations are used in the literature. Recently a renewed interest has appeared to reinterpret and reformulate the precise meaning of Heisenberg's principle and to find adequate mathematical form. The suggested new theorems are surveyed and critically analyzed. (D.Gy.) 20 refs
Evidential Model Validation under Epistemic Uncertainty
Directory of Open Access Journals (Sweden)
Wei Deng
2018-01-01
Full Text Available This paper proposes evidence theory based methods to both quantify the epistemic uncertainty and validate computational model. Three types of epistemic uncertainty concerning input model data, that is, sparse points, intervals, and probability distributions with uncertain parameters, are considered. Through the proposed methods, the given data will be described as corresponding probability distributions for uncertainty propagation in the computational model, thus, for the model validation. The proposed evidential model validation method is inspired by the idea of Bayesian hypothesis testing and Bayes factor, which compares the model predictions with the observed experimental data so as to assess the predictive capability of the model and help the decision making of model acceptance. Developed by the idea of Bayes factor, the frame of discernment of Dempster-Shafer evidence theory is constituted and the basic probability assignment (BPA is determined. Because the proposed validation method is evidence based, the robustness of the result can be guaranteed, and the most evidence-supported hypothesis about the model testing will be favored by the BPA. The validity of proposed methods is illustrated through a numerical example.
The factualization of uncertainty:
DEFF Research Database (Denmark)
Meyer, G.; Folker, A.P.; Jørgensen, R.B.
2005-01-01
on risk assessment does nothing of the sort and is not likely to present an escape from the international deadlock on the use of genetic modification in agriculture and food production. The new legislation is likely to stimulate the kind of emotive reactions it was intended to prevent. In risk assessment...... exercises, scientific uncertainty is turned into risk, expressed in facts and figures. Paradoxically, this conveys an impression of certainty, while value-disagreement and conflicts of interest remain hidden below the surface of factuality. Public dialogue and negotiation along these lines are rendered...... would be to take care of itself – rethinking the role and the limitations of science in a social context, and, thereby gaining the strength to fulfill this role and to enter into dialogue with the rest of society. Scientific communities appear to be obvious candidates for prompting reflection...
Petzinger, Tom
I am trying to make money in the biotech industry from complexity science. And I am doing it with inspiration that I picked up on the edge of Appalachia spending time with June Holley and ACEnet when I was a Wall Street Journal reporter. I took some of those ideas to Pittsburgh, in biotechnology, in a completely private setting with an economic development focus, but also with a mission t o return profit to private capital. And we are doing that. I submit as a hypothesis, something we are figuring out in the post- industrial era, that business evolves. It is not the definition of business, but business critically involves the design of systems in which uncertainty is treated as a certainty. That is what I have seen and what I have tried to put into practice.
Traceability and Measurement Uncertainty
DEFF Research Database (Denmark)
Tosello, Guido; De Chiffre, Leonardo
2004-01-01
-Nürnberg, Chair for Quality Management and Manufacturing-Oriented Metrology (Germany). 'Metro-E-Learn' project proposes to develop and implement a coherent learning and competence chain that leads from introductory and foundation e-courses in initial manufacturing engineering studies towards higher....... Machine tool testing 9. The role of manufacturing metrology for QM 10. Inspection planning 11. Quality management of measurements incl. Documentation 12. Advanced manufacturing measurement technology The present report (which represents the section 2 - Traceability and Measurement Uncertainty – of the e-learning......This report is made as a part of the project ‘Metro-E-Learn: European e-Learning in Manufacturing Metrology’, an EU project under the program SOCRATES MINERVA (ODL and ICT in Education), Contract No: 101434-CP-1-2002-1-DE-MINERVA, coordinated by Friedrich-Alexander-University Erlangen...
An uncertainty inventory demonstration - a primary step in uncertainty quantification
Energy Technology Data Exchange (ETDEWEB)
Langenbrunner, James R. [Los Alamos National Laboratory; Booker, Jane M [Los Alamos National Laboratory; Hemez, Francois M [Los Alamos National Laboratory; Salazar, Issac F [Los Alamos National Laboratory; Ross, Timothy J [UNM
2009-01-01
Tools, methods, and theories for assessing and quantifying uncertainties vary by application. Uncertainty quantification tasks have unique desiderata and circumstances. To realistically assess uncertainty requires the engineer/scientist to specify mathematical models, the physical phenomena of interest, and the theory or framework for assessments. For example, Probabilistic Risk Assessment (PRA) specifically identifies uncertainties using probability theory, and therefore, PRA's lack formal procedures for quantifying uncertainties that are not probabilistic. The Phenomena Identification and Ranking Technique (PIRT) proceeds by ranking phenomena using scoring criteria that results in linguistic descriptors, such as importance ranked with words, 'High/Medium/Low.' The use of words allows PIRT to be flexible, but the analysis may then be difficult to combine with other uncertainty theories. We propose that a necessary step for the development of a procedure or protocol for uncertainty quantification (UQ) is the application of an Uncertainty Inventory. An Uncertainty Inventory should be considered and performed in the earliest stages of UQ.
International Nuclear Information System (INIS)
Krzykacz, B.
1991-01-01
The programs to be presented form an essential part of the GRS program package for uncertainty and sensitivity analysis of results from large computer models. They are designed to support the analyst in carrying out the final part of the analysis: the derivation of uncertainty statements, the computation of sensitivity measures and the graphical representation of the results
Uncertainty Quantification for Safety Verification Applications in Nuclear Power Plants
Boafo, Emmanuel
There is an increasing interest in computational reactor safety analysis to systematically replace the conservative calculations by best estimate calculations augmented by quantitative uncertainty analysis methods. This has been necessitated by recent regulatory requirements that have permitted the use of such methods in reactor safety analysis. Stochastic uncertainty quantification methods have shown great promise, as they are better suited to capture the complexities in real engineering problems. This study proposes a framework for performing uncertainty quantification based on the stochastic approach, which can be applied to enhance safety analysis. (Abstract shortened by ProQuest.).
Uncertainty Management and Sensitivity Analysis
DEFF Research Database (Denmark)
Georgiadis, Stylianos; Fantke, Peter
2017-01-01
Uncertainty is always there and LCA is no exception to that. The presence of uncertainties of different types and from numerous sources in LCA results is a fact, but managing them allows to quantify and improve the precision of a study and the robustness of its conclusions. LCA practice sometimes...... suffers from an imbalanced perception of uncertainties, justifying modelling choices and omissions. Identifying prevalent misconceptions around uncertainties in LCA is a central goal of this chapter, aiming to establish a positive approach focusing on the advantages of uncertainty management. The main...... objectives of this chapter are to learn how to deal with uncertainty in the context of LCA, how to quantify it, interpret and use it, and how to communicate it. The subject is approached more holistically than just focusing on relevant statistical methods or purely mathematical aspects. This chapter...
Dealing with Uncertainties in Initial Orbit Determination
Armellin, Roberto; Di Lizia, Pierluigi; Zanetti, Renato
2015-01-01
A method to deal with uncertainties in initial orbit determination (IOD) is presented. This is based on the use of Taylor differential algebra (DA) to nonlinearly map the observation uncertainties from the observation space to the state space. When a minimum set of observations is available DA is used to expand the solution of the IOD problem in Taylor series with respect to measurement errors. When more observations are available high order inversion tools are exploited to obtain full state pseudo-observations at a common epoch. The mean and covariance of these pseudo-observations are nonlinearly computed by evaluating the expectation of high order Taylor polynomials. Finally, a linear scheme is employed to update the current knowledge of the orbit. Angles-only observations are considered and simplified Keplerian dynamics adopted to ease the explanation. Three test cases of orbit determination of artificial satellites in different orbital regimes are presented to discuss the feature and performances of the proposed methodology.
Impact of discharge data uncertainty on nutrient load uncertainty
Westerberg, Ida; Gustavsson, Hanna; Sonesten, Lars
2016-04-01
Uncertainty in the rating-curve model of the stage-discharge relationship leads to uncertainty in discharge time series. These uncertainties in turn affect many other analyses based on discharge data, such as nutrient load estimations. It is important to understand how large the impact of discharge data uncertainty is on such analyses, since they are often used as the basis to take important environmental management decisions. In the Baltic Sea basin, nutrient load estimates from river mouths are a central information basis for managing and reducing eutrophication in the Baltic Sea. In this study we investigated rating curve uncertainty and its propagation to discharge data uncertainty and thereafter to uncertainty in the load of phosphorous and nitrogen for twelve Swedish river mouths. We estimated rating curve uncertainty using the Voting Point method, which accounts for random and epistemic errors in the stage-discharge relation and allows drawing multiple rating-curve realisations consistent with the total uncertainty. We sampled 40,000 rating curves, and for each sampled curve we calculated a discharge time series from 15-minute water level data for the period 2005-2014. Each discharge time series was then aggregated to daily scale and used to calculate the load of phosphorous and nitrogen from linearly interpolated monthly water samples, following the currently used methodology for load estimation. Finally the yearly load estimates were calculated and we thus obtained distributions with 40,000 load realisations per year - one for each rating curve. We analysed how the rating curve uncertainty propagated to the discharge time series at different temporal resolutions, and its impact on the yearly load estimates. Two shorter periods of daily water quality sampling around the spring flood peak allowed a comparison of load uncertainty magnitudes resulting from discharge data with those resulting from the monthly water quality sampling.
Decommissioning funding: ethics, implementation, uncertainties
International Nuclear Information System (INIS)
2006-01-01
This status report on Decommissioning Funding: Ethics, Implementation, Uncertainties also draws on the experience of the NEA Working Party on Decommissioning and Dismantling (WPDD). The report offers, in a concise form, an overview of relevant considerations on decommissioning funding mechanisms with regard to ethics, implementation and uncertainties. Underlying ethical principles found in international agreements are identified, and factors influencing the accumulation and management of funds for decommissioning nuclear facilities are discussed together with the main sources of uncertainties of funding systems. (authors)
Uncertainty analysis of environmental models
International Nuclear Information System (INIS)
Monte, L.
1990-01-01
In the present paper an evaluation of the output uncertainty of an environmental model for assessing the transfer of 137 Cs and 131 I in the human food chain are carried out on the basis of a statistical analysis of data reported by the literature. The uncertainty analysis offers the oppotunity of obtaining some remarkable information about the uncertainty of models predicting the migration of non radioactive substances in the environment mainly in relation to the dry and wet deposition
Chemical model reduction under uncertainty
Najm, Habib
2016-01-05
We outline a strategy for chemical kinetic model reduction under uncertainty. We present highlights of our existing deterministic model reduction strategy, and describe the extension of the formulation to include parametric uncertainty in the detailed mechanism. We discuss the utility of this construction, as applied to hydrocarbon fuel-air kinetics, and the associated use of uncertainty-aware measures of error between predictions from detailed and simplified models.
Uncertainty Quantification - an Overview
Litvinenko, Alexander
2018-03-01
1. Introduction to UQ 2. Low-rank tensors for representation of big/high-dimensional data 3. Inverse Problem via Bayesian Update 4. R-INLA and advance numerics for spatio-temporal statistics 5. High Performance Computing, parallel algorithms
Spatial data uncertainty management
Czech Academy of Sciences Publication Activity Database
Klimešová, Dana
B4/37, č. 4 (2008), s. 209-213 ISSN 1682-1750 Institutional research plan: CEZ:AV0Z10750506 Keywords : Knowledge * Classification * Knowledge Management * Contextual Modelling * Temporal Modelling * Decision Support Subject RIV: IN - Informatics, Computer Science
Reliability analysis under epistemic uncertainty
International Nuclear Information System (INIS)
Nannapaneni, Saideep; Mahadevan, Sankaran
2016-01-01
This paper proposes a probabilistic framework to include both aleatory and epistemic uncertainty within model-based reliability estimation of engineering systems for individual limit states. Epistemic uncertainty is considered due to both data and model sources. Sparse point and/or interval data regarding the input random variables leads to uncertainty regarding their distribution types, distribution parameters, and correlations; this statistical uncertainty is included in the reliability analysis through a combination of likelihood-based representation, Bayesian hypothesis testing, and Bayesian model averaging techniques. Model errors, which include numerical solution errors and model form errors, are quantified through Gaussian process models and included in the reliability analysis. The probability integral transform is used to develop an auxiliary variable approach that facilitates a single-level representation of both aleatory and epistemic uncertainty. This strategy results in an efficient single-loop implementation of Monte Carlo simulation (MCS) and FORM/SORM techniques for reliability estimation under both aleatory and epistemic uncertainty. Two engineering examples are used to demonstrate the proposed methodology. - Highlights: • Epistemic uncertainty due to data and model included in reliability analysis. • A novel FORM-based approach proposed to include aleatory and epistemic uncertainty. • A single-loop Monte Carlo approach proposed to include both types of uncertainties. • Two engineering examples used for illustration.
Money and Growth under Uncertainty.
ECONOMICS, UNCERTAINTY), (*MONEY, DECISION MAKING), (* BEHAVIOR , MATHEMATICAL MODELS), PRODUCTION, CONSUMPTION , EQUILIBRIUM(PHYSIOLOGY), GROWTH(PHYSIOLOGY), MANAGEMENT ENGINEERING, PROBABILITY, INTEGRAL EQUATIONS, THESES
Simplified propagation of standard uncertainties
International Nuclear Information System (INIS)
Shull, A.H.
1997-01-01
An essential part of any measurement control program is adequate knowledge of the uncertainties of the measurement system standards. Only with an estimate of the standards'' uncertainties can one determine if the standard is adequate for its intended use or can one calculate the total uncertainty of the measurement process. Purchased standards usually have estimates of uncertainty on their certificates. However, when standards are prepared and characterized by a laboratory, variance propagation is required to estimate the uncertainty of the standard. Traditional variance propagation typically involves tedious use of partial derivatives, unfriendly software and the availability of statistical expertise. As a result, the uncertainty of prepared standards is often not determined or determined incorrectly. For situations meeting stated assumptions, easier shortcut methods of estimation are now available which eliminate the need for partial derivatives and require only a spreadsheet or calculator. A system of simplifying the calculations by dividing into subgroups of absolute and relative uncertainties is utilized. These methods also incorporate the International Standards Organization (ISO) concepts for combining systematic and random uncertainties as published in their Guide to the Expression of Measurement Uncertainty. Details of the simplified methods and examples of their use are included in the paper
Uncertainty Evaluation of Best Estimate Calculation Results
International Nuclear Information System (INIS)
Glaeser, H.
2006-01-01
Efforts are underway in Germany to perform analysis using best estimate computer codes and to include uncertainty evaluation in licensing. The German Reactor Safety Commission (RSK) issued a recommendation to perform uncertainty analysis in loss of coolant accident safety analyses (LOCA), recently. A more general requirement is included in a draft revision of the German Nuclear Regulation which is an activity of the German Ministry of Environment and Reactor Safety (BMU). According to the recommendation of the German RSK to perform safety analyses for LOCA in licensing the following deterministic requirements have still to be applied: Most unfavourable single failure, Unavailability due to preventive maintenance, Break location, Break size and break type, Double ended break, 100 percent through 200 percent, Large, medium and small break, Loss of off-site power, Core power (at accident initiation the most unfavourable conditions and values have to be assumed which may occur under normal operation taking into account the set-points of integral power and power density control. Measurement and calibration errors can be considered statistically), Time of fuel cycle. Analysis using best estimate codes with evaluation of uncertainties is the only way to quantify conservatisms with regard to code models and uncertainties of plant, fuel parameters and decay heat. This is especially the case for approaching licensing limits, e.g. due to power up-rates, higher burn-up and higher enrichment. Broader use of best estimate analysis is therefore envisaged in the future. Since some deterministic unfavourable assumptions regarding availability of NPP systems are still used, some conservatism in best-estimate analyses remains. Methods of uncertainty analyses have been developed and applied by the vendor Framatome ANP as well as by GRS in Germany. The GRS development was sponsored by the German Ministry of Economy and Labour (BMWA). (author)
The neurobiology of uncertainty: implications for statistical learning.
Hasson, Uri
2017-01-05
The capacity for assessing the degree of uncertainty in the environment relies on estimating statistics of temporally unfolding inputs. This, in turn, allows calibration of predictive and bottom-up processing, and signalling changes in temporally unfolding environmental features. In the last decade, several studies have examined how the brain codes for and responds to input uncertainty. Initial neurobiological experiments implicated frontoparietal and hippocampal systems, based largely on paradigms that manipulated distributional features of visual stimuli. However, later work in the auditory domain pointed to different systems, whose activation profiles have interesting implications for computational and neurobiological models of statistical learning (SL). This review begins by briefly recapping the historical development of ideas pertaining to the sensitivity to uncertainty in temporally unfolding inputs. It then discusses several issues at the interface of studies of uncertainty and SL. Following, it presents several current treatments of the neurobiology of uncertainty and reviews recent findings that point to principles that serve as important constraints on future neurobiological theories of uncertainty, and relatedly, SL. This review suggests it may be useful to establish closer links between neurobiological research on uncertainty and SL, considering particularly mechanisms sensitive to local and global structure in inputs, the degree of input uncertainty, the complexity of the system generating the input, learning mechanisms that operate on different temporal scales and the use of learnt information for online prediction.This article is part of the themed issue 'New frontiers for statistical learning in the cognitive sciences'. © 2016 The Author(s).
Uncertainty quantification using evidence theory in multidisciplinary design optimization
International Nuclear Information System (INIS)
Agarwal, Harish; Renaud, John E.; Preston, Evan L.; Padmanabhan, Dhanesh
2004-01-01
Advances in computational performance have led to the development of large-scale simulation tools for design. Systems generated using such simulation tools can fail in service if the uncertainty of the simulation tool's performance predictions is not accounted for. In this research an investigation of how uncertainty can be quantified in multidisciplinary systems analysis subject to epistemic uncertainty associated with the disciplinary design tools and input parameters is undertaken. Evidence theory is used to quantify uncertainty in terms of the uncertain measures of belief and plausibility. To illustrate the methodology, multidisciplinary analysis problems are introduced as an extension to the epistemic uncertainty challenge problems identified by Sandia National Laboratories. After uncertainty has been characterized mathematically the designer seeks the optimum design under uncertainty. The measures of uncertainty provided by evidence theory are discontinuous functions. Such non-smooth functions cannot be used in traditional gradient-based optimizers because the sensitivities of the uncertain measures are not properly defined. In this research surrogate models are used to represent the uncertain measures as continuous functions. A sequential approximate optimization approach is used to drive the optimization process. The methodology is illustrated in application to multidisciplinary example problems
Quantifying and Reducing Curve-Fitting Uncertainty in Isc
Energy Technology Data Exchange (ETDEWEB)
Campanelli, Mark; Duck, Benjamin; Emery, Keith
2015-06-14
Current-voltage (I-V) curve measurements of photovoltaic (PV) devices are used to determine performance parameters and to establish traceable calibration chains. Measurement standards specify localized curve fitting methods, e.g., straight-line interpolation/extrapolation of the I-V curve points near short-circuit current, Isc. By considering such fits as statistical linear regressions, uncertainties in the performance parameters are readily quantified. However, the legitimacy of such a computed uncertainty requires that the model be a valid (local) representation of the I-V curve and that the noise be sufficiently well characterized. Using more data points often has the advantage of lowering the uncertainty. However, more data points can make the uncertainty in the fit arbitrarily small, and this fit uncertainty misses the dominant residual uncertainty due to so-called model discrepancy. Using objective Bayesian linear regression for straight-line fits for Isc, we investigate an evidence-based method to automatically choose data windows of I-V points with reduced model discrepancy. We also investigate noise effects. Uncertainties, aligned with the Guide to the Expression of Uncertainty in Measurement (GUM), are quantified throughout.
Quantifying and Reducing Curve-Fitting Uncertainty in Isc: Preprint
Energy Technology Data Exchange (ETDEWEB)
Campanelli, Mark; Duck, Benjamin; Emery, Keith
2015-09-28
Current-voltage (I-V) curve measurements of photovoltaic (PV) devices are used to determine performance parameters and to establish traceable calibration chains. Measurement standards specify localized curve fitting methods, e.g., straight-line interpolation/extrapolation of the I-V curve points near short-circuit current, Isc. By considering such fits as statistical linear regressions, uncertainties in the performance parameters are readily quantified. However, the legitimacy of such a computed uncertainty requires that the model be a valid (local) representation of the I-V curve and that the noise be sufficiently well characterized. Using more data points often has the advantage of lowering the uncertainty. However, more data points can make the uncertainty in the fit arbitrarily small, and this fit uncertainty misses the dominant residual uncertainty due to so-called model discrepancy. Using objective Bayesian linear regression for straight-line fits for Isc, we investigate an evidence-based method to automatically choose data windows of I-V points with reduced model discrepancy. We also investigate noise effects. Uncertainties, aligned with the Guide to the Expression of Uncertainty in Measurement (GUM), are quantified throughout.
Spatial Uncertainty Model for Visual Features Using a Kinect™ Sensor
Directory of Open Access Journals (Sweden)
Jae-Han Park
2012-06-01
Full Text Available This study proposes a mathematical uncertainty model for the spatial measurement of visual features using Kinect™ sensors. This model can provide qualitative and quantitative analysis for the utilization of Kinect™ sensors as 3D perception sensors. In order to achieve this objective, we derived the propagation relationship of the uncertainties between the disparity image space and the real Cartesian space with the mapping function between the two spaces. Using this propagation relationship, we obtained the mathematical model for the covariance matrix of the measurement error, which represents the uncertainty for spatial position of visual features from Kinect™ sensors. In order to derive the quantitative model of spatial uncertainty for visual features, we estimated the covariance matrix in the disparity image space using collected visual feature data. Further, we computed the spatial uncertainty information by applying the covariance matrix in the disparity image space and the calibrated sensor parameters to the proposed mathematical model. This spatial uncertainty model was verified by comparing the uncertainty ellipsoids for spatial covariance matrices and the distribution of scattered matching visual features. We expect that this spatial uncertainty model and its analyses will be useful in various Kinect™ sensor applications.
Spatial uncertainty model for visual features using a Kinect™ sensor.
Park, Jae-Han; Shin, Yong-Deuk; Bae, Ji-Hun; Baeg, Moon-Hong
2012-01-01
This study proposes a mathematical uncertainty model for the spatial measurement of visual features using Kinect™ sensors. This model can provide qualitative and quantitative analysis for the utilization of Kinect™ sensors as 3D perception sensors. In order to achieve this objective, we derived the propagation relationship of the uncertainties between the disparity image space and the real Cartesian space with the mapping function between the two spaces. Using this propagation relationship, we obtained the mathematical model for the covariance matrix of the measurement error, which represents the uncertainty for spatial position of visual features from Kinect™ sensors. In order to derive the quantitative model of spatial uncertainty for visual features, we estimated the covariance matrix in the disparity image space using collected visual feature data. Further, we computed the spatial uncertainty information by applying the covariance matrix in the disparity image space and the calibrated sensor parameters to the proposed mathematical model. This spatial uncertainty model was verified by comparing the uncertainty ellipsoids for spatial covariance matrices and the distribution of scattered matching visual features. We expect that this spatial uncertainty model and its analyses will be useful in various Kinect™ sensor applications.
Qualitative uncertainty analysis in probabilistic safety assessment context
International Nuclear Information System (INIS)
Apostol, M.; Constantin, M; Turcu, I.
2007-01-01
In Probabilistic Safety Assessment (PSA) context, an uncertainty analysis is performed either to estimate the uncertainty in the final results (the risk to public health and safety) or to estimate the uncertainty in some intermediate quantities (the core damage frequency, the radionuclide release frequency or fatality frequency). The identification and evaluation of uncertainty are important tasks because they afford credit to the results and help in the decision-making process. Uncertainty analysis can be performed qualitatively or quantitatively. This paper performs a preliminary qualitative uncertainty analysis, by identification of major uncertainty in PSA level 1- level 2 interface and in the other two major procedural steps of a level 2 PSA i.e. the analysis of accident progression and of the containment and analysis of source term for severe accidents. One should mention that a level 2 PSA for a Nuclear Power Plant (NPP) involves the evaluation and quantification of the mechanisms, amount and probabilities of subsequent radioactive material releases from the containment. According to NUREG 1150, an important task in source term analysis is fission products transport analysis. The uncertainties related to the isotopes distribution in CANDU NPP primary circuit and isotopes' masses transferred in the containment, using SOPHAEROS module from ASTEC computer code will be also presented. (authors)
Analysis of Infiltration Uncertainty
Energy Technology Data Exchange (ETDEWEB)
R. McCurley
2003-10-27
The primary objectives of this uncertainty analysis are: (1) to develop and justify a set of uncertain parameters along with associated distributions; and (2) to use the developed uncertain parameter distributions and the results from selected analog site calculations done in ''Simulation of Net Infiltration for Modern and Potential Future Climates'' (USGS 2001 [160355]) to obtain the net infiltration weighting factors for the glacial transition climate. These weighting factors are applied to unsaturated zone (UZ) flow fields in Total System Performance Assessment (TSPA), as outlined in the ''Total System Performance Assessment-License Application Methods and Approach'' (BSC 2002 [160146], Section 3.1) as a method for the treatment of uncertainty. This report is a scientific analysis because no new and mathematical physical models are developed herein, and it is based on the use of the models developed in or for ''Simulation of Net Infiltration for Modern and Potential Future Climates'' (USGS 2001 [160355]). Any use of the term model refers to those developed in the infiltration numerical model report. TSPA License Application (LA) has included three distinct climate regimes in the comprehensive repository performance analysis for Yucca Mountain: present-day, monsoon, and glacial transition. Each climate regime was characterized using three infiltration-rate maps, including a lower- and upper-bound and a mean value (equal to the average of the two boundary values). For each of these maps, which were obtained based on analog site climate data, a spatially averaged value was also calculated by the USGS. For a more detailed discussion of these infiltration-rate maps, see ''Simulation of Net Infiltration for Modern and Potential Future Climates'' (USGS 2001 [160355]). For this Scientific Analysis Report, spatially averaged values were calculated for the lower-bound, mean, and upper
Climate Certainties and Uncertainties
International Nuclear Information System (INIS)
Morel, Pierre
2012-01-01
In issue 380 of Futuribles in December 2011, Antonin Pottier analysed in detail the workings of what is today termed 'climate scepticism' - namely the propensity of certain individuals to contest the reality of climate change on the basis of pseudo-scientific arguments. He emphasized particularly that what fuels the debate on climate change is, largely, the degree of uncertainty inherent in the consequences to be anticipated from observation of the facts, not the description of the facts itself. In his view, the main aim of climate sceptics is to block the political measures for combating climate change. However, since they do not admit to this political posture, they choose instead to deny the scientific reality. This month, Futuribles complements this socio-psychological analysis of climate-sceptical discourse with an - in this case, wholly scientific - analysis of what we know (or do not know) about climate change on our planet. Pierre Morel gives a detailed account of the state of our knowledge in the climate field and what we are able to predict in the medium/long-term. After reminding us of the influence of atmospheric meteorological processes on the climate, he specifies the extent of global warming observed since 1850 and the main origin of that warming, as revealed by the current state of knowledge: the increase in the concentration of greenhouse gases. He then describes the changes in meteorological regimes (showing also the limits of climate simulation models), the modifications of hydrological regimes, and also the prospects for rises in sea levels. He also specifies the mechanisms that may potentially amplify all these phenomena and the climate disasters that might ensue. Lastly, he shows what are the scientific data that cannot be disregarded, the consequences of which are now inescapable (melting of the ice-caps, rises in sea level etc.), the only remaining uncertainty in this connection being the date at which these things will happen. 'In this
SCALE-6 Sensitivity/Uncertainty Methods and Covariance Data
International Nuclear Information System (INIS)
Williams, Mark L.; Rearden, Bradley T.
2008-01-01
Computational methods and data used for sensitivity and uncertainty analysis within the SCALE nuclear analysis code system are presented. The methodology used to calculate sensitivity coefficients and similarity coefficients and to perform nuclear data adjustment is discussed. A description is provided of the SCALE-6 covariance library based on ENDF/B-VII and other nuclear data evaluations, supplemented by 'low-fidelity' approximate covariances. SCALE (Standardized Computer Analyses for Licensing Evaluation) is a modular code system developed by Oak Ridge National Laboratory (ORNL) to perform calculations for criticality safety, reactor physics, and radiation shielding applications. SCALE calculations typically use sequences that execute a predefined series of executable modules to compute particle fluxes and responses like the critical multiplication factor. SCALE also includes modules for sensitivity and uncertainty (S/U) analysis of calculated responses. The S/U codes in SCALE are collectively referred to as TSUNAMI (Tools for Sensitivity and UNcertainty Analysis Methodology Implementation). SCALE-6-scheduled for release in 2008-contains significant new capabilities, including important enhancements in S/U methods and data. The main functions of TSUNAMI are to (a) compute nuclear data sensitivity coefficients and response uncertainties, (b) establish similarity between benchmark experiments and design applications, and (c) reduce uncertainty in calculated responses by consolidating integral benchmark experiments. TSUNAMI includes easy-to-use graphical user interfaces for defining problem input and viewing three-dimensional (3D) geometries, as well as an integrated plotting package.
Separating the contributions of variability and parameter uncertainty in probability distributions
International Nuclear Information System (INIS)
Sankararaman, S.; Mahadevan, S.
2013-01-01
This paper proposes a computational methodology to quantify the individual contributions of variability and distribution parameter uncertainty to the overall uncertainty in a random variable. Even if the distribution type is assumed to be known, sparse or imprecise data leads to uncertainty about the distribution parameters. If uncertain distribution parameters are represented using probability distributions, then the random variable can be represented using a family of probability distributions. The family of distributions concept has been used to obtain qualitative, graphical inference of the contributions of natural variability and distribution parameter uncertainty. The proposed methodology provides quantitative estimates of the contributions of the two types of uncertainty. Using variance-based global sensitivity analysis, the contributions of variability and distribution parameter uncertainty to the overall uncertainty are computed. The proposed method is developed at two different levels; first, at the level of a variable whose distribution parameters are uncertain, and second, at the level of a model output whose inputs have uncertain distribution parameters
Uncertainty vs. Information (Invited)
Nearing, Grey
2017-04-01
Information theory is the branch of logic that describes how rational epistemic states evolve in the presence of empirical data (Knuth, 2005), and any logic of science is incomplete without such a theory. Developing a formal philosophy of science that recognizes this fact results in essentially trivial solutions to several longstanding problems are generally considered intractable, including: • Alleviating the need for any likelihood function or error model. • Derivation of purely logical falsification criteria for hypothesis testing. • Specification of a general quantitative method for process-level model diagnostics. More generally, I make the following arguments: 1. Model evaluation should not proceed by quantifying and/or reducing error or uncertainty, and instead should be approached as a problem of ensuring that our models contain as much information as our experimental data. I propose that the latter is the only question a scientist actually has the ability to ask. 2. Instead of building geophysical models as solutions to differential equations that represent conservation laws, we should build models as maximum entropy distributions constrained by conservation symmetries. This will allow us to derive predictive probabilities directly from first principles. Knuth, K. H. (2005) 'Lattice duality: The origin of probability and entropy', Neurocomputing, 67, pp. 245-274.
Pandemic influenza: certain uncertainties.
Morens, David M; Taubenberger, Jeffery K
2011-09-01
For at least five centuries, major epidemics and pandemics of influenza have occurred unexpectedly and at irregular intervals. Despite the modern notion that pandemic influenza is a distinct phenomenon obeying such constant (if incompletely understood) rules such as dramatic genetic change, cyclicity, "wave" patterning, virus replacement, and predictable epidemic behavior, much evidence suggests the opposite. Although there is much that we know about pandemic influenza, there appears to be much more that we do not know. Pandemics arise as a result of various genetic mechanisms, have no predictable patterns of mortality among different age groups, and vary greatly in how and when they arise and recur. Some are followed by new pandemics, whereas others fade gradually or abruptly into long-term endemicity. Human influenza pandemics have been caused by viruses that evolved singly or in co-circulation with other pandemic virus descendants and often have involved significant transmission between, or establishment of, viral reservoirs within other animal hosts. In recent decades, pandemic influenza has continued to produce numerous unanticipated events that expose fundamental gaps in scientific knowledge. Influenza pandemics appear to be not a single phenomenon but a heterogeneous collection of viral evolutionary events whose similarities are overshadowed by important differences, the determinants of which remain poorly understood. These uncertainties make it difficult to predict influenza pandemics and, therefore, to adequately plan to prevent them. Published 2011. This article is a US Government work and is in the public domain in the USA.
Pandemic influenza: certain uncertainties
Morens, David M.; Taubenberger, Jeffery K.
2011-01-01
SUMMARY For at least five centuries, major epidemics and pandemics of influenza have occurred unexpectedly and at irregular intervals. Despite the modern notion that pandemic influenza is a distinct phenomenon obeying such constant (if incompletely understood) rules such as dramatic genetic change, cyclicity, “wave” patterning, virus replacement, and predictable epidemic behavior, much evidence suggests the opposite. Although there is much that we know about pandemic influenza, there appears to be much more that we do not know. Pandemics arise as a result of various genetic mechanisms, have no predictable patterns of mortality among different age groups, and vary greatly in how and when they arise and recur. Some are followed by new pandemics, whereas others fade gradually or abruptly into long-term endemicity. Human influenza pandemics have been caused by viruses that evolved singly or in co-circulation with other pandemic virus descendants and often have involved significant transmission between, or establishment of, viral reservoirs within other animal hosts. In recent decades, pandemic influenza has continued to produce numerous unanticipated events that expose fundamental gaps in scientific knowledge. Influenza pandemics appear to be not a single phenomenon but a heterogeneous collection of viral evolutionary events whose similarities are overshadowed by important differences, the determinants of which remain poorly understood. These uncertainties make it difficult to predict influenza pandemics and, therefore, to adequately plan to prevent them. PMID:21706672
Sustainability and uncertainty
DEFF Research Database (Denmark)
Jensen, Karsten Klint
2007-01-01
The widely used concept of sustainability is seldom precisely defined, and its clarification involves making up one's mind about a range of difficult questions. One line of research (bottom-up) takes sustaining a system over time as its starting point and then infers prescriptions from this requi......The widely used concept of sustainability is seldom precisely defined, and its clarification involves making up one's mind about a range of difficult questions. One line of research (bottom-up) takes sustaining a system over time as its starting point and then infers prescriptions from...... and infers prescriptions from this requirement. These two approaches may conflict, and in this conflict the top-down approach has the upper hand, ethically speaking. However, the implicit goal in the top-down approach of justice between generations needs to be refined in several dimensions. But even given...... a clarified ethical goal, disagreements can arise. At present we do not know what substitutions will be possible in the future. This uncertainty clearly affects the prescriptions that follow from the measure of sustainability. Consequently, decisions about how to make future agriculture sustainable...
A commentary on model uncertainty
International Nuclear Information System (INIS)
Apostolakis, G.
1994-01-01
A framework is proposed for the identification of model and parameter uncertainties in risk assessment models. Two cases are distinguished; in the first case, a set of mutually exclusive and exhaustive hypotheses (models) can be formulated, while, in the second, only one reference model is available. The relevance of this formulation to decision making and the communication of uncertainties is discussed
Uncertainty Analysis Principles and Methods
2007-09-01
total systematic uncertainties be combined in RSS. In many instances, the student’s t-statistic, t95, is set equal to 2 and URSS is replaced by U95...GUM, the total uncertainty UADD, URSS or U95, was offered as type of confi- dence limit. 9595 UxvaluetrueUx +≤≤− In some respects, these limits
Hydrology, society, change and uncertainty
Koutsoyiannis, Demetris
2014-05-01
Heraclitus, who predicated that "panta rhei", also proclaimed that "time is a child playing, throwing dice". Indeed, change and uncertainty are tightly connected. The type of change that can be predicted with accuracy is usually trivial. Also, decision making under certainty is mostly trivial. The current acceleration of change, due to unprecedented human achievements in technology, inevitably results in increased uncertainty. In turn, the increased uncertainty makes the society apprehensive about the future, insecure and credulous to a developing future-telling industry. Several scientific disciplines, including hydrology, tend to become part of this industry. The social demand for certainties, no matter if these are delusional, is combined by a misconception in the scientific community confusing science with uncertainty elimination. However, recognizing that uncertainty is inevitable and tightly connected with change will help to appreciate the positive sides of both. Hence, uncertainty becomes an important object to study, understand and model. Decision making under uncertainty, developing adaptability and resilience for an uncertain future, and using technology and engineering means for planned change to control the environment are important and feasible tasks, all of which will benefit from advancements in the Hydrology of Uncertainty.
Uncertainty and climate change policy
Quiggin, John
2008-01-01
The paper consists of a summary of the main sources of uncertainty about climate change, and a discussion of the major implications for economic analysis and the formulation of climate policy. Uncertainty typically implies that the optimal policy is more risk-averse than otherwise, and therefore enhances the case for action to mitigate climate change.
Relational uncertainty in service dyads
DEFF Research Database (Denmark)
Kreye, Melanie
2017-01-01
in service dyads and how they resolve it through suitable organisational responses to increase the level of service quality. Design/methodology/approach: We apply the overall logic of Organisational Information-Processing Theory (OIPT) and present empirical insights from two industrial case studies collected...... via semi-structured interviews and secondary data. Findings: The findings suggest that relational uncertainty is caused by the partner’s unresolved organisational uncertainty, i.e. their lacking capabilities to deliver or receive (parts of) the service. Furthermore, we found that resolving...... the relational uncertainty increased the functional quality while resolving the partner’s organisational uncertainty increased the technical quality of the delivered service. Originality: We make two contributions. First, we introduce relational uncertainty to the OM literature as the inability to predict...
Uncertainties in Atomic Data and Their Propagation Through Spectral Models. I.
Bautista, M. A.; Fivet, V.; Quinet, P.; Dunn, J.; Gull, T. R.; Kallman, T. R.; Mendoza, C.
2013-01-01
We present a method for computing uncertainties in spectral models, i.e., level populations, line emissivities, and emission line ratios, based upon the propagation of uncertainties originating from atomic data.We provide analytic expressions, in the form of linear sets of algebraic equations, for the coupled uncertainties among all levels. These equations can be solved efficiently for any set of physical conditions and uncertainties in the atomic data. We illustrate our method applied to spectral models of Oiii and Fe ii and discuss the impact of the uncertainties on atomic systems under different physical conditions. As to intrinsic uncertainties in theoretical atomic data, we propose that these uncertainties can be estimated from the dispersion in the results from various independent calculations. This technique provides excellent results for the uncertainties in A-values of forbidden transitions in [Fe ii]. Key words: atomic data - atomic processes - line: formation - methods: data analysis - molecular data - molecular processes - techniques: spectroscopic
Energy Technology Data Exchange (ETDEWEB)
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.
Entropic uncertainty relation based on generalized uncertainty principle
Hsu, Li-Yi; Kawamoto, Shoichi; Wen, Wen-Yu
2017-09-01
We explore the modification of the entropic formulation of uncertainty principle in quantum mechanics which measures the incompatibility of measurements in terms of Shannon entropy. The deformation in question is the type so-called generalized uncertainty principle that is motivated by thought experiments in quantum gravity and string theory and is characterized by a parameter of Planck scale. The corrections are evaluated for small deformation parameters by use of the Gaussian wave function and numerical calculation. As the generalized uncertainty principle has proven to be useful in the study of the quantum nature of black holes, this study would be a step toward introducing an information theory viewpoint to black hole physics.
Understanding and reducing statistical uncertainties in nebular abundance determinations
Wesson, R.; Stock, D. J.; Scicluna, P.
2012-06-01
Whenever observations are compared to theories, an estimate of the uncertainties associated with the observations is vital if the comparison is to be meaningful. However, many or even most determinations of temperatures, densities and abundances in photoionized nebulae do not quote the associated uncertainty. Those that do typically propagate the uncertainties using analytical techniques which rely on assumptions that generally do not hold. Motivated by this issue, we have developed Nebular Empirical Analysis Tool (NEAT), a new code for calculating chemical abundances in photoionized nebulae. The code carries out a standard analysis of lists of emission lines using long-established techniques to estimate the amount of interstellar extinction, calculate representative temperatures and densities, compute ionic abundances from both collisionally excited lines and recombination lines, and finally to estimate total elemental abundances using an ionization correction scheme. NEATuses a Monte Carlo technique to robustly propagate uncertainties from line flux measurements through to the derived abundances. We show that, for typical observational data, this approach is superior to analytic estimates of uncertainties. NEAT also accounts for the effect of upward biasing on measurements of lines with low signal-to-noise ratio, allowing us to accurately quantify the effect of this bias on abundance determinations. We find not only that the effect can result in significant overestimates of heavy element abundances derived from weak lines, but also that taking it into account reduces the uncertainty of these abundance determinations. Finally, we investigate the effect of possible uncertainties in R, the ratio of selective-to-total extinction, on abundance determinations. We find that the uncertainty due to this parameter is negligible compared to the statistical uncertainties due to typical line flux measurement uncertainties.
Development of a Prototype Model-Form Uncertainty Knowledge Base
Green, Lawrence L.
2016-01-01
Uncertainties are generally classified as either aleatory or epistemic. Aleatory uncertainties are those attributed to random variation, either naturally or through manufacturing processes. Epistemic uncertainties are generally attributed to a lack of knowledge. One type of epistemic uncertainty is called model-form uncertainty. The term model-form means that among the choices to be made during a design process within an analysis, there are different forms of the analysis process, which each give different results for the same configuration at the same flight conditions. Examples of model-form uncertainties include the grid density, grid type, and solver type used within a computational fluid dynamics code, or the choice of the number and type of model elements within a structures analysis. The objectives of this work are to identify and quantify a representative set of model-form uncertainties and to make this information available to designers through an interactive knowledge base (KB). The KB can then be used during probabilistic design sessions, so as to enable the possible reduction of uncertainties in the design process through resource investment. An extensive literature search has been conducted to identify and quantify typical model-form uncertainties present within aerospace design. An initial attempt has been made to assemble the results of this literature search into a searchable KB, usable in real time during probabilistic design sessions. A concept of operations and the basic structure of a model-form uncertainty KB are described. Key operations within the KB are illustrated. Current limitations in the KB, and possible workarounds are explained.
National Aeronautics and Space Administration — ASSURE - Aeroelastic / Aeroservoelastic (AE/ASE) Uncertainty and Reliability Engineering capability - is a set of probabilistic computer programs for isolating...
An Iterative Uncertainty Assessment Technique for Environmental Modeling
International Nuclear Information System (INIS)
Engel, David W.; Liebetrau, Albert M.; Jarman, Kenneth D.; Ferryman, Thomas A.; Scheibe, Timothy D.; Didier, Brett T.
2004-01-01
The reliability of and confidence in predictions from model simulations are crucial--these predictions can significantly affect risk assessment decisions. For example, the fate of contaminants at the U.S. Department of Energy's Hanford Site has critical impacts on long-term waste management strategies. In the uncertainty estimation efforts for the Hanford Site-Wide Groundwater Modeling program, computational issues severely constrain both the number of uncertain parameters that can be considered and the degree of realism that can be included in the models. Substantial improvements in the overall efficiency of uncertainty analysis are needed to fully explore and quantify significant sources of uncertainty. We have combined state-of-the-art statistical and mathematical techniques in a unique iterative, limited sampling approach to efficiently quantify both local and global prediction uncertainties resulting from model input uncertainties. The approach is designed for application to widely diverse problems across multiple scientific domains. Results are presented for both an analytical model where the response surface is ''known'' and a simplified contaminant fate transport and groundwater flow model. The results show that our iterative method for approximating a response surface (for subsequent calculation of uncertainty estimates) of specified precision requires less computing time than traditional approaches based upon noniterative sampling methods
Improvement of Statistical Decisions under Parametric Uncertainty
Nechval, Nicholas A.; Nechval, Konstantin N.; Purgailis, Maris; Berzins, Gundars; Rozevskis, Uldis
2011-10-01
A large number of problems in production planning and scheduling, location, transportation, finance, and engineering design require that decisions be made in the presence of uncertainty. Decision-making under uncertainty is a central problem in statistical inference, and has been formally studied in virtually all approaches to inference. The aim of the present paper is to show how the invariant embedding technique, the idea of which belongs to the authors, may be employed in the particular case of finding the improved statistical decisions under parametric uncertainty. This technique represents a simple and computationally attractive statistical method based on the constructive use of the invariance principle in mathematical statistics. Unlike the Bayesian approach, an invariant embedding technique is independent of the choice of priors. It allows one to eliminate unknown parameters from the problem and to find the best invariant decision rule, which has smaller risk than any of the well-known decision rules. To illustrate the proposed technique, application examples are given.
Measurement uncertainty: Friend or foe?
Infusino, Ilenia; Panteghini, Mauro
2018-02-02
The definition and enforcement of a reference measurement system, based on the implementation of metrological traceability of patients' results to higher order reference methods and materials, together with a clinically acceptable level of measurement uncertainty, are fundamental requirements to produce accurate and equivalent laboratory results. The uncertainty associated with each step of the traceability chain should be governed to obtain a final combined uncertainty on clinical samples fulfilling the requested performance specifications. It is important that end-users (i.e., clinical laboratory) may know and verify how in vitro diagnostics (IVD) manufacturers have implemented the traceability of their calibrators and estimated the corresponding uncertainty. However, full information about traceability and combined uncertainty of calibrators is currently very difficult to obtain. Laboratory professionals should investigate the need to reduce the uncertainty of the higher order metrological references and/or to increase the precision of commercial measuring systems. Accordingly, the measurement uncertainty should not be considered a parameter to be calculated by clinical laboratories just to fulfil the accreditation standards, but it must become a key quality indicator to describe both the performance of an IVD measuring system and the laboratory itself. Copyright © 2018 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.
Model uncertainty in safety assessment
International Nuclear Information System (INIS)
Pulkkinen, U.; Huovinen, T.
1996-01-01
The uncertainty analyses are an essential part of any risk assessment. Usually the uncertainties of reliability model parameter values are described by probability distributions and the uncertainty is propagated through the whole risk model. In addition to the parameter uncertainties, the assumptions behind the risk models may be based on insufficient experimental observations and the models themselves may not be exact descriptions of the phenomena under analysis. The description and quantification of this type of uncertainty, model uncertainty, is the topic of this report. The model uncertainty is characterized and some approaches to model and quantify it are discussed. The emphasis is on so called mixture models, which have been applied in PSAs. Some of the possible disadvantages of the mixture model are addressed. In addition to quantitative analyses, also qualitative analysis is discussed shortly. To illustrate the models, two simple case studies on failure intensity and human error modeling are described. In both examples, the analysis is based on simple mixture models, which are observed to apply in PSA analyses. (orig.) (36 refs., 6 figs., 2 tabs.)
Analysis and Reduction of Complex Networks Under Uncertainty
Energy Technology Data Exchange (ETDEWEB)
Knio, Omar M
2014-04-09
This is a collaborative proposal that aims at developing new methods for the analysis and reduction of complex multiscale networks under uncertainty. The approach is based on combining methods of computational singular perturbation (CSP) and probabilistic uncertainty quantification. In deterministic settings, CSP yields asymptotic approximations of reduced-dimensionality “slow manifolds” on which a multiscale dynamical system evolves. Introducing uncertainty raises fundamentally new issues, particularly concerning its impact on the topology of slow manifolds, and means to represent and quantify associated variability. To address these challenges, this project uses polynomial chaos (PC) methods to reformulate uncertain network models, and to analyze them using CSP in probabilistic terms. Specific objectives include (1) developing effective algorithms that can be used to illuminate fundamental and unexplored connections among model reduction, multiscale behavior, and uncertainty, and (2) demonstrating the performance of these algorithms through applications to model problems.
Uncertainty and sensitivity methods in support of PSA level 2
International Nuclear Information System (INIS)
Devictor, N.; Bolado Lavin, R.
2007-01-01
Dealing with uncertainties in PSA level 2 requires using a set of statistical techniques to assess input uncertainty, to propagate uncertainties in an efficient way, to characterize appropriately output uncertainty and to get information from computer code runs through an intelligent use of sensitivity analysis techniques. The purpose of this paper is to give an overview of statistical and probabilistic methods and tools to answer to these topics, and to provide some guidance about their suitability and limitations to be used in a PSA level 2. Our position about their implementation in L2 PSA software has been written; it could be noticed that a lot of these methods are very time-consuming, and seem more suitable for the analysis of submodels or for focusing on specific questions. (authors)
Collaborative framework for PIV uncertainty quantification: comparative assessment of methods
International Nuclear Information System (INIS)
Sciacchitano, Andrea; Scarano, Fulvio; Neal, Douglas R; Smith, Barton L; Warner, Scott O; Vlachos, Pavlos P; Wieneke, Bernhard
2015-01-01
A posteriori uncertainty quantification of particle image velocimetry (PIV) data is essential to obtain accurate estimates of the uncertainty associated with a given experiment. This is particularly relevant when measurements are used to validate computational models or in design and decision processes. In spite of the importance of the subject, the first PIV uncertainty quantification (PIV-UQ) methods have been developed only in the last three years. The present work is a comparative assessment of four approaches recently proposed in the literature: the uncertainty surface method (Timmins et al 2012), the particle disparity approach (Sciacchitano et al 2013), the peak ratio criterion (Charonko and Vlachos 2013) and the correlation statistics method (Wieneke 2015). The analysis is based upon experiments conducted for this specific purpose, where several measurement techniques are employed simultaneously. The performances of the above approaches are surveyed across different measurement conditions and flow regimes. (paper)
Model uncertainty: Probabilities for models?
International Nuclear Information System (INIS)
Winkler, R.L.
1994-01-01
Like any other type of uncertainty, model uncertainty should be treated in terms of probabilities. The question is how to do this. The most commonly-used approach has a drawback related to the interpretation of the probabilities assigned to the models. If we step back and look at the big picture, asking what the appropriate focus of the model uncertainty question should be in the context of risk and decision analysis, we see that a different probabilistic approach makes more sense, although it raise some implementation questions. Current work that is underway to address these questions looks very promising
LCA data quality: sensitivity and uncertainty analysis.
Guo, M; Murphy, R J
2012-10-01
Life cycle assessment (LCA) data quality issues were investigated by using case studies on products from starch-polyvinyl alcohol based biopolymers and petrochemical alternatives. The time horizon chosen for the characterization models was shown to be an important sensitive parameter for the environmental profiles of all the polymers. In the global warming potential and the toxicity potential categories the comparison between biopolymers and petrochemical counterparts altered as the time horizon extended from 20 years to infinite time. These case studies demonstrated that the use of a single time horizon provide only one perspective on the LCA outcomes which could introduce an inadvertent bias into LCA outcomes especially in toxicity impact categories and thus dynamic LCA characterization models with varying time horizons are recommended as a measure of the robustness for LCAs especially comparative assessments. This study also presents an approach to integrate statistical methods into LCA models for analyzing uncertainty in industrial and computer-simulated datasets. We calibrated probabilities for the LCA outcomes for biopolymer products arising from uncertainty in the inventory and from data variation characteristics this has enabled assigning confidence to the LCIA outcomes in specific impact categories for the biopolymer vs. petrochemical polymer comparisons undertaken. Uncertainty combined with the sensitivity analysis carried out in this study has led to a transparent increase in confidence in the LCA findings. We conclude that LCAs lacking explicit interpretation of the degree of uncertainty and sensitivities are of limited value as robust evidence for decision making or comparative assertions. Copyright © 2012 Elsevier B.V. All rights reserved.
Decision-making under great uncertainty
International Nuclear Information System (INIS)
Hansson, S.O.
1992-01-01
Five types of decision-uncertainty are distinguished: uncertainty of consequences, of values, of demarcation, of reliance, and of co-ordination. Strategies are proposed for each type of uncertainty. The general conclusion is that it is meaningful for decision theory to treat cases with greater uncertainty than the textbook case of 'decision-making under uncertainty'. (au)
Uncertainty quantification of squeal instability via surrogate modelling
Nobari, Amir; Ouyang, Huajiang; Bannister, Paul
2015-08-01
One of the major issues that car manufacturers are facing is the noise and vibration of brake systems. Of the different sorts of noise and vibration, which a brake system may generate, squeal as an irritating high-frequency noise costs the manufacturers significantly. Despite considerable research that has been conducted on brake squeal, the root cause of squeal is still not fully understood. The most common assumption, however, is mode-coupling. Complex eigenvalue analysis is the most widely used approach to the analysis of brake squeal problems. One of the major drawbacks of this technique, nevertheless, is that the effects of variability and uncertainty are not included in the results. Apparently, uncertainty and variability are two inseparable parts of any brake system. Uncertainty is mainly caused by friction, contact, wear and thermal effects while variability mostly stems from the manufacturing process, material properties and component geometries. Evaluating the effects of uncertainty and variability in the complex eigenvalue analysis improves the predictability of noise propensity and helps produce a more robust design. The biggest hurdle in the uncertainty analysis of brake systems is the computational cost and time. Most uncertainty analysis techniques rely on the results of many deterministic analyses. A full finite element model of a brake system typically consists of millions of degrees-of-freedom and many load cases. Running time of such models is so long that automotive industry is reluctant to do many deterministic analyses. This paper, instead, proposes an efficient method of uncertainty propagation via surrogate modelling. A surrogate model of a brake system is constructed in order to reproduce the outputs of the large-scale finite element model and overcome the issue of computational workloads. The probability distribution of the real part of an unstable mode can then be obtained by using the surrogate model with a massive saving of
Computational movement analysis
Laube, Patrick
2014-01-01
This SpringerBrief discusses the characteristics of spatiotemporal movement data, including uncertainty and scale. It investigates three core aspects of Computational Movement Analysis: Conceptual modeling of movement and movement spaces, spatiotemporal analysis methods aiming at a better understanding of movement processes (with a focus on data mining for movement patterns), and using decentralized spatial computing methods in movement analysis. The author presents Computational Movement Analysis as an interdisciplinary umbrella for analyzing movement processes with methods from a range of fi
Advanced Concepts in Fuzzy Logic and Systems with Membership Uncertainty
Starczewski, Janusz T
2013-01-01
This book generalizes fuzzy logic systems for different types of uncertainty, including - semantic ambiguity resulting from limited perception or lack of knowledge about exact membership functions - lack of attributes or granularity arising from discretization of real data - imprecise description of membership functions - vagueness perceived as fuzzification of conditional attributes. Consequently, the membership uncertainty can be modeled by combining methods of conventional and type-2 fuzzy logic, rough set theory and possibility theory. In particular, this book provides a number of formulae for implementing the operation extended on fuzzy-valued fuzzy sets and presents some basic structures of generalized uncertain fuzzy logic systems, as well as introduces several of methods to generate fuzzy membership uncertainty. It is desirable as a reference book for under-graduates in higher education, master and doctor graduates in the courses of computer science, computational intelligence, or...
Numerical modeling of economic uncertainty
DEFF Research Database (Denmark)
Schjær-Jacobsen, Hans
2007-01-01
Representation and modeling of economic uncertainty is addressed by different modeling methods, namely stochastic variables and probabilities, interval analysis, and fuzzy numbers, in particular triple estimates. Focusing on discounted cash flow analysis numerical results are presented, comparisons...
Climate Projections and Uncertainty Communication.
Joslyn, Susan L; LeClerc, Jared E
2016-01-01
Lingering skepticism about climate change might be due in part to the way climate projections are perceived by members of the public. Variability between scientists' estimates might give the impression that scientists disagree about the fact of climate change rather than about details concerning the extent or timing. Providing uncertainty estimates might clarify that the variability is due in part to quantifiable uncertainty inherent in the prediction process, thereby increasing people's trust in climate projections. This hypothesis was tested in two experiments. Results suggest that including uncertainty estimates along with climate projections leads to an increase in participants' trust in the information. Analyses explored the roles of time, place, demographic differences (e.g., age, gender, education level, political party affiliation), and initial belief in climate change. Implications are discussed in terms of the potential benefit of adding uncertainty estimates to public climate projections. Copyright © 2015 Cognitive Science Society, Inc.
Exposing Position Uncertainty in Middleware
DEFF Research Database (Denmark)
Langdal, Jakob; Kjærgaard, Mikkel Baun; Toftkjær, Thomas
2010-01-01
Traditionally, the goal for positioning middleware is to provide developers with seamless position transparency, i.e., providing a connection between the application domain and the positioning sensors while hiding the complexity of the positioning technologies in use. A key part of the hidden...... complexity is the uncertainty associated to positions caused by inherent limitations when using sensors to convert physical phenomena to digital representations. We propose to use the notion of seamful design for developers to design a positioning middleware that provides transparent positioning and still...... allows developers some control of the uncertainty aspects of the positioning process. The design presented in this paper shows how uncertainty of positioning can be conceptualized and internalized into a positioning middleware. Furthermore, we argue that a developer who is interacting with uncertainty...
The Uncertainties of Risk Management
DEFF Research Database (Denmark)
Vinnari, Eija; Skærbæk, Peter
2014-01-01
for expanding risk management. More generally, such uncertainties relate to the professional identities and responsibilities of operational managers as defined by the framing devices. Originality/value – The paper offers three contributions to the extant literature: first, it shows how risk management itself......Purpose – The purpose of this paper is to analyse the implementation of risk management as a tool for internal audit activities, focusing on unexpected effects or uncertainties generated during its application. Design/methodology/approach – Public and confidential documents as well as semi......-structured interviews are analysed through the lens of actor-network theory to identify the effects of risk management devices in a Finnish municipality. Findings – The authors found that risk management, rather than reducing uncertainty, itself created unexpected uncertainties that would otherwise not have emerged...
International Nuclear Information System (INIS)
Wallis, Graham B.; Nutt, William T.
2005-01-01
We respond to comments regarding a previous paper. We conclude that both the coverage and bracketing approaches to statistical sampling are valid and self-consistent. They differ in the underlying probabilistic statement of the criteria. A re-examination of the application of multiple criteria to decision making in nuclear safety leads us to an alternative approach we have called the testing approach. In this approach the physical criteria may be absorbed into a 'black box' in which the code makes calculations and the whole process is treated as a test of a single outcome in non-parametric statistics. Using the testing approach one can determine whether or not computer code outputs simultaneously satisfy a set of physical criteria with 95% confidence that the criteria are satisfied with 95% probability, using only 59 runs. This conclusion is independent of the number of criteria and of any inter-dependencies between the outputs from the code
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)
Propagation of dynamic measurement uncertainty
Hessling, J. P.
2011-10-01
The time-dependent measurement uncertainty has been evaluated in a number of recent publications, starting from a known uncertain dynamic model. This could be defined as the 'downward' propagation of uncertainty from the model to the targeted measurement. The propagation of uncertainty 'upward' from the calibration experiment to a dynamic model traditionally belongs to system identification. The use of different representations (time, frequency, etc) is ubiquitous in dynamic measurement analyses. An expression of uncertainty in dynamic measurements is formulated for the first time in this paper independent of representation, joining upward as well as downward propagation. For applications in metrology, the high quality of the characterization may be prohibitive for any reasonably large and robust model to pass the whiteness test. This test is therefore relaxed by not directly requiring small systematic model errors in comparison to the randomness of the characterization. Instead, the systematic error of the dynamic model is propagated to the uncertainty of the measurand, analogously but differently to how stochastic contributions are propagated. The pass criterion of the model is thereby transferred from the identification to acceptance of the total accumulated uncertainty of the measurand. This increases the relevance of the test of the model as it relates to its final use rather than the quality of the calibration. The propagation of uncertainty hence includes the propagation of systematic model errors. For illustration, the 'upward' propagation of uncertainty is applied to determine if an appliance box is damaged in an earthquake experiment. In this case, relaxation of the whiteness test was required to reach a conclusive result.
Propagation of dynamic measurement uncertainty
International Nuclear Information System (INIS)
Hessling, J P
2011-01-01
The time-dependent measurement uncertainty has been evaluated in a number of recent publications, starting from a known uncertain dynamic model. This could be defined as the 'downward' propagation of uncertainty from the model to the targeted measurement. The propagation of uncertainty 'upward' from the calibration experiment to a dynamic model traditionally belongs to system identification. The use of different representations (time, frequency, etc) is ubiquitous in dynamic measurement analyses. An expression of uncertainty in dynamic measurements is formulated for the first time in this paper independent of representation, joining upward as well as downward propagation. For applications in metrology, the high quality of the characterization may be prohibitive for any reasonably large and robust model to pass the whiteness test. This test is therefore relaxed by not directly requiring small systematic model errors in comparison to the randomness of the characterization. Instead, the systematic error of the dynamic model is propagated to the uncertainty of the measurand, analogously but differently to how stochastic contributions are propagated. The pass criterion of the model is thereby transferred from the identification to acceptance of the total accumulated uncertainty of the measurand. This increases the relevance of the test of the model as it relates to its final use rather than the quality of the calibration. The propagation of uncertainty hence includes the propagation of systematic model errors. For illustration, the 'upward' propagation of uncertainty is applied to determine if an appliance box is damaged in an earthquake experiment. In this case, relaxation of the whiteness test was required to reach a conclusive result
How to live with uncertainties?
International Nuclear Information System (INIS)
Michel, R.
2012-01-01
In a short introduction, the problem of uncertainty as a general consequence of incomplete information as well as the approach to quantify uncertainty in metrology are addressed. A little history of the more than 30 years of the working group AK SIGMA is followed by an appraisal of its up-to-now achievements. Then, the potential future of the AK SIGMA is discussed based on its actual tasks and on open scientific questions and future topics. (orig.)
New Perspectives on Policy Uncertainty
Hlatshwayo, Sandile
2017-01-01
In recent years, the ubiquitous and intensifying nature of economic policy uncertainty has made it a popular explanation for weak economic performance in developed and developing markets alike. The primary channel for this effect is decreased and delayed investment as firms adopt a ``wait and see'' approach to irreversible investments (Bernanke, 1983; Dixit and Pindyck, 1994). Deep empirical examination of policy uncertainty's impact is rare because of the difficulty associated in measuring i...
Investment choice and inflation uncertainty
Gregory Fischer
2013-01-01
This paper investigates the relationship between infation uncertainty and investment using a panel of loan-level data from small businesses. Micro-level data makes it possible to study phenomena that are obscured in country or industry aggregates. The data show that periods of increased inflation uncertainty are associated with substantial reductions in total investment. Moreover, there is a shift in the composition of investment away from fixed assets and towards working capital - the more f...
Uncertainty in measurements by counting
Bich, Walter; Pennecchi, Francesca
2012-02-01
Counting is at the base of many high-level measurements, such as, for example, frequency measurements. In some instances the measurand itself is a number of events, such as spontaneous decays in activity measurements, or objects, such as colonies of bacteria in microbiology. Countings also play a fundamental role in everyday life. In any case, a counting is a measurement. A measurement result, according to its present definition, as given in the 'International Vocabulary of Metrology—Basic and general concepts and associated terms (VIM)', must include a specification concerning the estimated uncertainty. As concerns measurements by counting, this specification is not easy to encompass in the well-known framework of the 'Guide to the Expression of Uncertainty in Measurement', known as GUM, in which there is no guidance on the topic. Furthermore, the issue of uncertainty in countings has received little or no attention in the literature, so that it is commonly accepted that this category of measurements constitutes an exception in which the concept of uncertainty is not applicable, or, alternatively, that results of measurements by counting have essentially no uncertainty. In this paper we propose a general model for measurements by counting which allows an uncertainty evaluation compliant with the general framework of the GUM.
Uncertainties in land use data
Directory of Open Access Journals (Sweden)
G. Castilla
2007-11-01
Full Text Available This paper deals with the description and assessment of uncertainties in land use data derived from Remote Sensing observations, in the context of hydrological studies. Land use is a categorical regionalised variable reporting the main socio-economic role each location has, where the role is inferred from the pattern of occupation of land. The properties of this pattern that are relevant to hydrological processes have to be known with some accuracy in order to obtain reliable results; hence, uncertainty in land use data may lead to uncertainty in model predictions. There are two main uncertainties surrounding land use data, positional and categorical. The first one is briefly addressed and the second one is explored in more depth, including the factors that influence it. We (1 argue that the conventional method used to assess categorical uncertainty, the confusion matrix, is insufficient to propagate uncertainty through distributed hydrologic models; (2 report some alternative methods to tackle this and other insufficiencies; (3 stress the role of metadata as a more reliable means to assess the degree of distrust with which these data should be used; and (4 suggest some practical recommendations.
Uncertainty Quantification of Heavy Gas Release Over a Barrier
P. Shoeibi Omrani; T. O'Mahoney; A. Mack; J.A.S. Witteveen (Jeroen)
2015-01-01
htmlabstractIn this study a procedure for input uncertainty quantification (UQ) in computational fluid dynamics (CFD) simulations is proposed. The suggested procedure has been applied to a test case. The test case concerns the modeling of a heavy gas release into an atmospheric boundary layer over
Axial power monitoring uncertainty in the Savannah River Reactors
International Nuclear Information System (INIS)
Losey, D.C.; Revolinski, S.M.
1990-01-01
The results of this analysis quantified the uncertainty associated with monitoring the Axial Power Shape (APS) in the Savannah River Reactors. Thermocouples at each assembly flow exit map the radial power distribution and are the primary means of monitoring power in these reactors. The remaining uncertainty in power monitoring is associated with the relative axial power distribution. The APS is monitored by seven sensors that respond to power on each of nine vertical Axial Power Monitor (APM) rods. Computation of the APS uncertainty, for the reactor power limits analysis, started with a large database of APM rod measurements spanning several years of reactor operation. A computer algorithm was used to randomly select a sample of APSs which were input to a code. This code modeled the thermal-hydraulic performance of a single fuel assembly during a design basis Loss-of Coolant Accident. The assembly power limit at Onset of Significant Voiding was computed for each APS. The output was a distribution of expected assembly power limits that was adjusted to account for the biases caused by instrumentation error and by measuring 7 points rather than a continuous APS. Statistical analysis of the final assembly power limit distribution showed that reducing reactor power by approximately 3% was sufficient to account for APS variation. This data confirmed expectations that the assembly exit thermocouples provide all information needed for monitoring core power. The computational analysis results also quantified the contribution to power limits of the various uncertainties such as instrumentation error
Measurement uncertainty analysis techniques applied to PV performance measurements
Energy Technology Data Exchange (ETDEWEB)
Wells, C
1992-10-01
The purpose of this presentation is to provide a brief introduction to measurement uncertainty analysis, outline how it is done, and illustrate uncertainty analysis with examples drawn from the PV field, with particular emphasis toward its use in PV performance measurements. The uncertainty information we know and state concerning a PV performance measurement or a module test result determines, to a significant extent, the value and quality of that result. What is measurement uncertainty analysis? It is an outgrowth of what has commonly been called error analysis. But uncertainty analysis, a more recent development, gives greater insight into measurement processes and tests, experiments, or calibration results. Uncertainty analysis gives us an estimate of the I interval about a measured value or an experiment`s final result within which we believe the true value of that quantity will lie. Why should we take the time to perform an uncertainty analysis? A rigorous measurement uncertainty analysis: Increases the credibility and value of research results; allows comparisons of results from different labs; helps improve experiment design and identifies where changes are needed to achieve stated objectives (through use of the pre-test analysis); plays a significant role in validating measurements and experimental results, and in demonstrating (through the post-test analysis) that valid data have been acquired; reduces the risk of making erroneous decisions; demonstrates quality assurance and quality control measures have been accomplished; define Valid Data as data having known and documented paths of: Origin, including theory; measurements; traceability to measurement standards; computations; uncertainty analysis of results.
Measurement uncertainty analysis techniques applied to PV performance measurements
Energy Technology Data Exchange (ETDEWEB)
Wells, C.
1992-10-01
The purpose of this presentation is to provide a brief introduction to measurement uncertainty analysis, outline how it is done, and illustrate uncertainty analysis with examples drawn from the PV field, with particular emphasis toward its use in PV performance measurements. The uncertainty information we know and state concerning a PV performance measurement or a module test result determines, to a significant extent, the value and quality of that result. What is measurement uncertainty analysis It is an outgrowth of what has commonly been called error analysis. But uncertainty analysis, a more recent development, gives greater insight into measurement processes and tests, experiments, or calibration results. Uncertainty analysis gives us an estimate of the I interval about a measured value or an experiment's final result within which we believe the true value of that quantity will lie. Why should we take the time to perform an uncertainty analysis A rigorous measurement uncertainty analysis: Increases the credibility and value of research results; allows comparisons of results from different labs; helps improve experiment design and identifies where changes are needed to achieve stated objectives (through use of the pre-test analysis); plays a significant role in validating measurements and experimental results, and in demonstrating (through the post-test analysis) that valid data have been acquired; reduces the risk of making erroneous decisions; demonstrates quality assurance and quality control measures have been accomplished; define Valid Data as data having known and documented paths of: Origin, including theory; measurements; traceability to measurement standards; computations; uncertainty analysis of results.
A Bayesian approach to model uncertainty
International Nuclear Information System (INIS)
Buslik, A.
1994-01-01
A Bayesian approach to model uncertainty is taken. For the case of a finite number of alternative models, the model uncertainty is equivalent to parameter uncertainty. A derivation based on Savage's partition problem is given
Campolina, Daniel de A. M.; Lima, Claubia P. B.; Veloso, Maria Auxiliadora F.
2014-06-01
For all the physical components that comprise a nuclear system there is an uncertainty. Assessing the impact of uncertainties in the simulation of fissionable material systems is essential for a best estimate calculation that has been replacing the conservative model calculations as the computational power increases. The propagation of uncertainty in a simulation using a Monte Carlo code by sampling the input parameters is recent because of the huge computational effort required. In this work a sample space of MCNPX calculations was used to propagate the uncertainty. The sample size was optimized using the Wilks formula for a 95th percentile and a two-sided statistical tolerance interval of 95%. Uncertainties in input parameters of the reactor considered included geometry dimensions and densities. It was showed the capacity of the sampling-based method for burnup when the calculations sample size is optimized and many parameter uncertainties are investigated together, in the same input.
Servin, Christian
2015-01-01
On various examples ranging from geosciences to environmental sciences, this book explains how to generate an adequate description of uncertainty, how to justify semiheuristic algorithms for processing uncertainty, and how to make these algorithms more computationally efficient. It explains in what sense the existing approach to uncertainty as a combination of random and systematic components is only an approximation, presents a more adequate three-component model with an additional periodic error component, and explains how uncertainty propagation techniques can be extended to this model. The book provides a justification for a practically efficient heuristic technique (based on fuzzy decision-making). It explains how the computational complexity of uncertainty processing can be reduced. The book also shows how to take into account that in real life, the information about uncertainty is often only partially known, and, on several practical examples, explains how to extract the missing information about uncer...
Error and Uncertainty in High-resolution Quantitative Sediment Budgets
Grams, P. E.; Schmidt, J. C.; Topping, D. J.; Yackulic, C. B.
2012-12-01
Sediment budgets are a fundamental tool in fluvial geomorphology. The power of the sediment budget is in the explicit coupling of sediment flux and sediment storage through the Exner equation for bed sediment conservation. Thus, sediment budgets may be calculated either from the divergence of the sediment flux or from measurements of morphologic change. Until recently, sediment budgets were typically calculated using just one of these methods, and often with sparse data. Recent advances in measurement methods for sediment transport have made it possible to measure sediment flux at much higher temporal resolution, while advanced methods for high-resolution topographic and bathymetric mapping have made it possible to measure morphologic change with much greater spatial resolution. Thus, it is now possible to measure all terms of a sediment budget and more thoroughly evaluate uncertainties in measurement methods and sampling strategies. However, measurements of sediment flux and morphologic change involve different types of uncertainty that are encountered over different time and space scales. Three major factors contribute uncertainty to sediment budgets computed from measurements of sediment flux. These are measurement error, the accumulation of error over time, and physical processes that cause systematic bias. In the absence of bias, uncertainty is proportional to measurement error and the ratio of fluxes at the two measurement stations. For example, if the ratio between measured sediment fluxes is more than 0.8, measurement uncertainty must be less than 10 percent in order to calculate a meaningful sediment budget. Systematic bias in measurements of flux can introduce much larger uncertainty. The uncertainties in sediment budgets computed from morphologic measurements fall into three similar categories. These are measurement error, the spatial and temporal propagation of error, and physical processes that cause bias when measurements are interpolated or
The measurement and inclusion of a stochastic ore-grade uncertainty in mine valuations using PDEs
Evatt, G. W.; Johnson, P. V.; Duck, P. W.; Howell, S. D.
2010-01-01
Mining companies world-wide are faced with the problem of how to accurately value and plan extraction projects subject to uncertainty in both future price and ore grade. Whilst the methodology of modelling price uncertainty is reasonably well understood, modelling ore-grade uncertainty is a much harder problem to formulate, and when attempts have been made the solutions have taken unfeasibly long times to compute. This paper provides a new partial differential equations approach to the proble...
Position-momentum uncertainty relations based on moments of arbitrary order
International Nuclear Information System (INIS)
Zozor, Steeve; Portesi, Mariela; Sanchez-Moreno, Pablo; Dehesa, Jesus S.
2011-01-01
The position-momentum uncertainty-like inequality based on moments of arbitrary order for d-dimensional quantum systems, which is a generalization of the celebrated Heisenberg formulation of the uncertainty principle, is improved here by use of the Renyi-entropy-based uncertainty relation. The accuracy of the resulting lower bound is physico-computationally analyzed for the two main prototypes in d-dimensional physics: the hydrogenic and oscillator-like systems.
Determination of a PWR key neutron parameters uncertainties and conformity studies applications
International Nuclear Information System (INIS)
Bernard, D.
2002-01-01
The aim of this thesis was to evaluate uncertainties of key neutron parameters of slab reactors. Uncertainties sources have many origins, technologic origin for parameters of fabrication and physical origin for nuclear data. First, each contribution of uncertainties is calculated and finally, a factor of uncertainties is associated to key slab parameter like reactivity, isotherm reactivity coefficient, control rod efficiency, power form factor before irradiation and lifetime. This factors of uncertainties were computed by Generalized Perturbations Theory in case of step 0 and by directs calculations in case of irradiation problems. One of neutronic conformity applications was about fabrication and nuclear data targets precision adjustments. Statistic (uncertainties) and deterministic (deviations) approaches were studied. Then neutronics key slab parameters uncertainties were reduced and so nuclear performances were optimised. (author)
Fazzari, D M
2001-01-01
This report presents the results of an evaluation of the Total Measurement Uncertainty (TMU) for the Canberra manufactured Segmented Gamma Scanner Assay System (SGSAS) as employed at the Hanford Plutonium Finishing Plant (PFP). In this document, TMU embodies the combined uncertainties due to all of the individual random and systematic sources of measurement uncertainty. It includes uncertainties arising from corrections and factors applied to the analysis of transuranic waste to compensate for inhomogeneities and interferences from the waste matrix and radioactive components. These include uncertainty components for any assumptions contained in the calibration of the system or computation of the data. Uncertainties are propagated at 1 sigma. The final total measurement uncertainty value is reported at the 95% confidence level. The SGSAS is a gamma assay system that is used to assay plutonium and uranium waste. The SGSAS system can be used in a stand-alone mode to perform the NDA characterization of a containe...
Do Orthopaedic Surgeons Acknowledge Uncertainty?
Teunis, Teun; Janssen, Stein; Guitton, Thierry G; Ring, David; Parisien, Robert
2016-06-01
Much of the decision-making in orthopaedics rests on uncertain evidence. Uncertainty is therefore part of our normal daily practice, and yet physician uncertainty regarding treatment could diminish patients' health. It is not known if physician uncertainty is a function of the evidence alone or if other factors are involved. With added experience, uncertainty could be expected to diminish, but perhaps more influential are things like physician confidence, belief in the veracity of what is published, and even one's religious beliefs. In addition, it is plausible that the kind of practice a physician works in can affect the experience of uncertainty. Practicing physicians may not be immediately aware of these effects on how uncertainty is experienced in their clinical decision-making. We asked: (1) Does uncertainty and overconfidence bias decrease with years of practice? (2) What sociodemographic factors are independently associated with less recognition of uncertainty, in particular belief in God or other deity or deities, and how is atheism associated with recognition of uncertainty? (3) Do confidence bias (confidence that one's skill is greater than it actually is), degree of trust in the orthopaedic evidence, and degree of statistical sophistication correlate independently with recognition of uncertainty? We created a survey to establish an overall recognition of uncertainty score (four questions), trust in the orthopaedic evidence base (four questions), confidence bias (three questions), and statistical understanding (six questions). Seven hundred six members of the Science of Variation Group, a collaboration that aims to study variation in the definition and treatment of human illness, were approached to complete our survey. This group represents mainly orthopaedic surgeons specializing in trauma or hand and wrist surgery, practicing in Europe and North America, of whom the majority is involved in teaching. Approximately half of the group has more than 10 years
Modeling multibody systems with uncertainties. Part II: Numerical applications
Energy Technology Data Exchange (ETDEWEB)
Sandu, Corina, E-mail: csandu@vt.edu; Sandu, Adrian; Ahmadian, Mehdi [Virginia Polytechnic Institute and State University, Mechanical Engineering Department (United States)
2006-04-15
This study applies generalized polynomial chaos theory to model complex nonlinear multibody dynamic systems operating in the presence of parametric and external uncertainty. Theoretical and computational aspects of this methodology are discussed in the companion paper 'Modeling Multibody Dynamic Systems With Uncertainties. Part I: Theoretical and Computational Aspects .In this paper we illustrate the methodology on selected test cases. The combined effects of parametric and forcing uncertainties are studied for a quarter car model. The uncertainty distributions in the system response in both time and frequency domains are validated against Monte-Carlo simulations. Results indicate that polynomial chaos is more efficient than Monte Carlo and more accurate than statistical linearization. The results of the direct collocation approach are similar to the ones obtained with the Galerkin approach. A stochastic terrain model is constructed using a truncated Karhunen-Loeve expansion. The application of polynomial chaos to differential-algebraic systems is illustrated using the constrained pendulum problem. Limitations of the polynomial chaos approach are studied on two different test problems, one with multiple attractor points, and the second with a chaotic evolution and a nonlinear attractor set. The overall conclusion is that, despite its limitations, generalized polynomial chaos is a powerful approach for the simulation of multibody dynamic systems with uncertainties.
Modeling multibody systems with uncertainties. Part II: Numerical applications
International Nuclear Information System (INIS)
Sandu, Corina; Sandu, Adrian; Ahmadian, Mehdi
2006-01-01
This study applies generalized polynomial chaos theory to model complex nonlinear multibody dynamic systems operating in the presence of parametric and external uncertainty. Theoretical and computational aspects of this methodology are discussed in the companion paper 'Modeling Multibody Dynamic Systems With Uncertainties. Part I: Theoretical and Computational Aspects .In this paper we illustrate the methodology on selected test cases. The combined effects of parametric and forcing uncertainties are studied for a quarter car model. The uncertainty distributions in the system response in both time and frequency domains are validated against Monte-Carlo simulations. Results indicate that polynomial chaos is more efficient than Monte Carlo and more accurate than statistical linearization. The results of the direct collocation approach are similar to the ones obtained with the Galerkin approach. A stochastic terrain model is constructed using a truncated Karhunen-Loeve expansion. The application of polynomial chaos to differential-algebraic systems is illustrated using the constrained pendulum problem. Limitations of the polynomial chaos approach are studied on two different test problems, one with multiple attractor points, and the second with a chaotic evolution and a nonlinear attractor set. The overall conclusion is that, despite its limitations, generalized polynomial chaos is a powerful approach for the simulation of multibody dynamic systems with uncertainties
Critical loads - assessment of uncertainty
Energy Technology Data Exchange (ETDEWEB)
Barkman, A.
1998-10-01
The effects of data uncertainty in applications of the critical loads concept were investigated on different spatial resolutions in Sweden and northern Czech Republic. Critical loads of acidity (CL) were calculated for Sweden using the biogeochemical model PROFILE. Three methods with different structural complexity were used to estimate the adverse effects of S0{sub 2} concentrations in northern Czech Republic. Data uncertainties in the calculated critical loads/levels and exceedances (EX) were assessed using Monte Carlo simulations. Uncertainties within cumulative distribution functions (CDF) were aggregated by accounting for the overlap between site specific confidence intervals. Aggregation of data uncertainties within CDFs resulted in lower CL and higher EX best estimates in comparison with percentiles represented by individual sites. Data uncertainties were consequently found to advocate larger deposition reductions to achieve non-exceedance based on low critical loads estimates on 150 x 150 km resolution. Input data were found to impair the level of differentiation between geographical units at all investigated resolutions. Aggregation of data uncertainty within CDFs involved more constrained confidence intervals for a given percentile. Differentiation as well as identification of grid cells on 150 x 150 km resolution subjected to EX was generally improved. Calculation of the probability of EX was shown to preserve the possibility to differentiate between geographical units. Re-aggregation of the 95%-ile EX on 50 x 50 km resolution generally increased the confidence interval for each percentile. Significant relationships were found between forest decline and the three methods addressing risks induced by S0{sub 2} concentrations. Modifying S0{sub 2} concentrations by accounting for the length of the vegetation period was found to constitute the most useful trade-off between structural complexity, data availability and effects of data uncertainty. Data
Uncertainty modeling and decision support
International Nuclear Information System (INIS)
Yager, Ronald R.
2004-01-01
We first formulate the problem of decision making under uncertainty. The importance of the representation of our knowledge about the uncertainty in formulating a decision process is pointed out. We begin with a brief discussion of the case of probabilistic uncertainty. Next, in considerable detail, we discuss the case of decision making under ignorance. For this case the fundamental role of the attitude of the decision maker is noted and its subjective nature is emphasized. Next the case in which a Dempster-Shafer belief structure is used to model our knowledge of the uncertainty is considered. Here we also emphasize the subjective choices the decision maker must make in formulating a decision function. The case in which the uncertainty is represented by a fuzzy measure (monotonic set function) is then investigated. We then return to the Dempster-Shafer belief structure and show its relationship to the fuzzy measure. This relationship allows us to get a deeper understanding of the formulation the decision function used Dempster- Shafer framework. We discuss how this deeper understanding allows a decision analyst to better make the subjective choices needed in the formulation of the decision function
Uncertainty aggregation and reduction in structure-material performance prediction
Hu, Zhen; Mahadevan, Sankaran; Ao, Dan
2018-02-01
An uncertainty aggregation and reduction framework is presented for structure-material performance prediction. Different types of uncertainty sources, structural analysis model, and material performance prediction model are connected through a Bayesian network for systematic uncertainty aggregation analysis. To reduce the uncertainty in the computational structure-material performance prediction model, Bayesian updating using experimental observation data is investigated based on the Bayesian network. It is observed that the Bayesian updating results will have large error if the model cannot accurately represent the actual physics, and that this error will be propagated to the predicted performance distribution. To address this issue, this paper proposes a novel uncertainty reduction method by integrating Bayesian calibration with model validation adaptively. The observation domain of the quantity of interest is first discretized into multiple segments. An adaptive algorithm is then developed to perform model validation and Bayesian updating over these observation segments sequentially. Only information from observation segments where the model prediction is highly reliable is used for Bayesian updating; this is found to increase the effectiveness and efficiency of uncertainty reduction. A composite rotorcraft hub component fatigue life prediction model, which combines a finite element structural analysis model and a material damage model, is used to demonstrate the proposed method.
Meteorological uncertainty of atmospheric dispersion model results (MUD)
International Nuclear Information System (INIS)
Havskov Soerensen, J.; Amstrup, B.; Feddersen, H.
2013-08-01
The MUD project addresses assessment of uncertainties of atmospheric dispersion model predictions, as well as possibilities for optimum presentation to decision makers. Previously, it has not been possible to estimate such uncertainties quantitatively, but merely to calculate the 'most likely' dispersion scenario. However, recent developments in numerical weather prediction (NWP) include probabilistic forecasting techniques, which can be utilised also for long-range atmospheric dispersion models. The ensemble statistical methods developed and applied to NWP models aim at describing the inherent uncertainties of the meteorological model results. These uncertainties stem from e.g. limits in meteorological observations used to initialise meteorological forecast series. By perturbing e.g. the initial state of an NWP model run in agreement with the available observational data, an ensemble of meteorological forecasts is produced from which uncertainties in the various meteorological parameters are estimated, e.g. probabilities for rain. Corresponding ensembles of atmospheric dispersion can now be computed from which uncertainties of predicted radionuclide concentration and deposition patterns can be derived. (Author)
Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach
Aguilo, Miguel A.; Warner, James E.
2017-01-01
This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.
Users manual for the FORSS sensitivity and uncertainty analysis code system
International Nuclear Information System (INIS)
Lucius, J.L.; Weisbin, C.R.; Marable, J.H.; Drischler, J.D.; Wright, R.Q.; White, J.E.
1981-01-01
FORSS is a code system used to study relationships between nuclear reaction cross sections, integral experiments, reactor performance parameter predictions and associated uncertainties. This report describes the computing environment and the modules currently used to implement FORSS Sensitivity and Uncertainty Methodology
Decommissioning Funding: Ethics, Implementation, Uncertainties
International Nuclear Information System (INIS)
2007-01-01
This status report on decommissioning funding: ethics, implementation, uncertainties is based on a review of recent literature and materials presented at NEA meetings in 2003 and 2004, and particularly at a topical session organised in November 2004 on funding issues associated with the decommissioning of nuclear power facilities. The report also draws on the experience of the NEA Working Party on Decommissioning and Dismantling (WPDD). This report offers, in a concise form, an overview of relevant considerations on decommissioning funding mechanisms with regard to ethics, implementation and uncertainties. Underlying ethical principles found in international agreements are identified, and factors influencing the accumulation and management of funds for decommissioning nuclear facilities are discussed together with the main sources of uncertainties of funding systems
On the uncertainty principle. V
International Nuclear Information System (INIS)
Halpern, O.
1976-01-01
The treatment of ideal experiments connected with the uncertainty principle is continued. The author analyzes successively measurements of momentum and position, and discusses the common reason why the results in all cases differ from the conventional ones. A similar difference exists for the measurement of field strengths. The interpretation given by Weizsaecker, who tried to interpret Bohr's complementarity principle by introducing a multi-valued logic is analyzed. The treatment of the uncertainty principle ΔE Δt is deferred to a later paper as is the interpretation of the method of variation of constants. Every ideal experiment discussed shows various lower limits for the value of the uncertainty product which limits depend on the experimental arrangement and are always (considerably) larger than h. (Auth.)
Uncertainty and Sensitivity Analyses Plan
International Nuclear Information System (INIS)
Simpson, J.C.; Ramsdell, J.V. Jr.
1993-04-01
Hanford Environmental Dose Reconstruction (HEDR) Project staff are developing mathematical models to be used to estimate the radiation dose that individuals may have received as a result of emissions since 1944 from the US Department of Energy's (DOE) Hanford Site near Richland, Washington. An uncertainty and sensitivity analyses plan is essential to understand and interpret the predictions from these mathematical models. This is especially true in the case of the HEDR models where the values of many parameters are unknown. This plan gives a thorough documentation of the uncertainty and hierarchical sensitivity analysis methods recommended for use on all HEDR mathematical models. The documentation includes both technical definitions and examples. In addition, an extensive demonstration of the uncertainty and sensitivity analysis process is provided using actual results from the Hanford Environmental Dose Reconstruction Integrated Codes (HEDRIC). This demonstration shows how the approaches used in the recommended plan can be adapted for all dose predictions in the HEDR Project
International Nuclear Information System (INIS)
Davis, C.B.
1987-08-01
The uncertainties of calculations of loss-of-feedwater transients at Davis-Besse Unit 1 were determined to address concerns of the US Nuclear Regulatory Commission relative to the effectiveness of feed and bleed cooling. Davis-Besse Unit 1 is a pressurized water reactor of the raised-loop Babcock and Wilcox design. A detailed, quality-assured RELAP5/MOD2 model of Davis-Besse was developed at the Idaho National Engineering Laboratory. The model was used to perform an analysis of the loss-of-feedwater transient that occurred at Davis-Besse on June 9, 1985. A loss-of-feedwater transient followed by feed and bleed cooling was also calculated. The evaluation of uncertainty was based on the comparisons of calculations and data, comparisons of different calculations of the same transient, sensitivity calculations, and the propagation of the estimated uncertainty in initial and boundary conditions to the final calculated results
Uncertainty in hydrological change modelling
DEFF Research Database (Denmark)
Seaby, Lauren Paige
.D. study evaluates the uncertainty of the impact of climate change in hydrological simulations given multiple climate models and bias correction methods of varying complexity. Three distribution based scaling methods (DBS) were developed and benchmarked against a more simplistic and commonly used delta......Hydrological change modelling methodologies generally use climate models outputs to force hydrological simulations under changed conditions. There are nested sources of uncertainty throughout this methodology, including choice of climate model and subsequent bias correction methods. This Ph...... change (DC) approach. These climate model projections were then used to force hydrological simulations under climate change for the island Sjælland in Denmark to analyse the contribution of different climate models and bias correction methods to overall uncertainty in the hydrological change modelling...
Uncertainty in hydrological change modelling
DEFF Research Database (Denmark)
Seaby, Lauren Paige
Hydrological change modelling methodologies generally use climate models outputs to force hydrological simulations under changed conditions. There are nested sources of uncertainty throughout this methodology, including choice of climate model and subsequent bias correction methods. This Ph.......D. study evaluates the uncertainty of the impact of climate change in hydrological simulations given multiple climate models and bias correction methods of varying complexity. Three distribution based scaling methods (DBS) were developed and benchmarked against a more simplistic and commonly used delta...... change (DC) approach. These climate model projections were then used to force hydrological simulations under climate change for the island Sjælland in Denmark to analyse the contribution of different climate models and bias correction methods to overall uncertainty in the hydrological change modelling...
Survey and Evaluate Uncertainty Quantification Methodologies
Energy Technology Data Exchange (ETDEWEB)
Lin, Guang; Engel, David W.; Eslinger, Paul W.
2012-02-01
The Carbon Capture Simulation Initiative (CCSI) is a partnership among national laboratories, industry and academic institutions that will develop and deploy state-of-the-art computational modeling and simulation tools to accelerate the commercialization of carbon capture technologies from discovery to development, demonstration, and ultimately the widespread deployment to hundreds of power plants. The CCSI Toolset will provide end users in industry with a comprehensive, integrated suite of scientifically validated models with uncertainty quantification, optimization, risk analysis and decision making capabilities. The CCSI Toolset will incorporate commercial and open-source software currently in use by industry and will also develop new software tools as necessary to fill technology gaps identified during execution of the project. The CCSI Toolset will (1) enable promising concepts to be more quickly identified through rapid computational screening of devices and processes; (2) reduce the time to design and troubleshoot new devices and processes; (3) quantify the technical risk in taking technology from laboratory-scale to commercial-scale; and (4) stabilize deployment costs more quickly by replacing some of the physical operational tests with virtual power plant simulations. The goal of CCSI is to deliver a toolset that can simulate the scale-up of a broad set of new carbon capture technologies from laboratory scale to full commercial scale. To provide a framework around which the toolset can be developed and demonstrated, we will focus on three Industrial Challenge Problems (ICPs) related to carbon capture technologies relevant to U.S. pulverized coal (PC) power plants. Post combustion capture by solid sorbents is the technology focus of the initial ICP (referred to as ICP A). The goal of the uncertainty quantification (UQ) task (Task 6) is to provide a set of capabilities to the user community for the quantification of uncertainties associated with the carbon
Fuzzy techniques for subjective workload-score modeling under uncertainties.
Kumar, Mohit; Arndt, Dagmar; Kreuzfeld, Steffi; Thurow, Kerstin; Stoll, Norbert; Stoll, Regina
2008-12-01
This paper deals with the development of a computer model to estimate the subjective workload score of individuals by evaluating their heart-rate (HR) signals. The identification of a model to estimate the subjective workload score of individuals under different workload situations is too ambitious a task because different individuals (due to different body conditions, emotional states, age, gender, etc.) show different physiological responses (assessed by evaluating the HR signal) under different workload situations. This is equivalent to saying that the mathematical mappings between physiological parameters and the workload score are uncertain. Our approach to deal with the uncertainties in a workload-modeling problem consists of the following steps: 1) The uncertainties arising due the individual variations in identifying a common model valid for all the individuals are filtered out using a fuzzy filter; 2) stochastic modeling of the uncertainties (provided by the fuzzy filter) use finite-mixture models and utilize this information regarding uncertainties for identifying the structure and initial parameters of a workload model; and 3) finally, the workload model parameters for an individual are identified in an online scenario using machine learning algorithms. The contribution of this paper is to propose, with a mathematical analysis, a fuzzy-based modeling technique that first filters out the uncertainties from the modeling problem, analyzes the uncertainties statistically using finite-mixture modeling, and, finally, utilizes the information about uncertainties for adapting the workload model to an individual's physiological conditions. The approach of this paper, demonstrated with the real-world medical data of 11 subjects, provides a fuzzy-based tool useful for modeling in the presence of uncertainties.
Large-Scale Inverse Problems and Quantification of Uncertainty
Biegler, Lorenz; Ghattas, Omar
2010-01-01
Large-scale inverse problems and associated uncertainty quantification has become an important area of research, central to a wide range of science and engineering applications. Written by leading experts in the field, Large-scale Inverse Problems and Quantification of Uncertainty focuses on the computational methods used to analyze and simulate inverse problems. The text provides PhD students, researchers, advanced undergraduate students, and engineering practitioners with the perspectives of researchers in areas of inverse problems and data assimilation, ranging from statistics and large-sca
Uncertainty quantification in lattice QCD calculations for nuclear physics
Energy Technology Data Exchange (ETDEWEB)
Beane, Silas R. [Univ. of Washington, Seattle, WA (United States); Detmold, William [Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States); Orginos, Kostas [College of William and Mary, Williamsburg, VA (United States); Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); Savage, Martin J. [Institute for Nuclear Theory, Seattle, WA (United States)
2015-02-05
The numerical technique of Lattice QCD holds the promise of connecting the nuclear forces, nuclei, the spectrum and structure of hadrons, and the properties of matter under extreme conditions with the underlying theory of the strong interactions, quantum chromodynamics. A distinguishing, and thus far unique, feature of this formulation is that all of the associated uncertainties, both statistical and systematic can, in principle, be systematically reduced to any desired precision with sufficient computational and human resources. As a result, we review the sources of uncertainty inherent in Lattice QCD calculations for nuclear physics, and discuss how each is quantified in current efforts.
Controlling Uncertainty Decision Making and Learning in Complex Worlds
Osman, Magda
2010-01-01
Controlling Uncertainty: Decision Making and Learning in Complex Worlds reviews and discusses the most current research relating to the ways we can control the uncertain world around us.: Features reviews and discussions of the most current research in a number of fields relevant to controlling uncertainty, such as psychology, neuroscience, computer science and engineering; Presents a new framework that is designed to integrate a variety of disparate fields of research; Represents the first book of its kind to provide a general overview of work related to understanding control
Statistics, Uncertainty, and Transmitted Variation
Energy Technology Data Exchange (ETDEWEB)
Wendelberger, Joanne Roth [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2014-11-05
The field of Statistics provides methods for modeling and understanding data and making decisions in the presence of uncertainty. When examining response functions, variation present in the input variables will be transmitted via the response function to the output variables. This phenomenon can potentially have significant impacts on the uncertainty associated with results from subsequent analysis. This presentation will examine the concept of transmitted variation, its impact on designed experiments, and a method for identifying and estimating sources of transmitted variation in certain settings.
Regulating renewable resources under uncertainty
DEFF Research Database (Denmark)
Hansen, Lars Gårn
Renewable natural resources (like water, fish and wildlife stocks, forests and grazing lands) are critical for the livelihood of millions of people and understanding how they can be managed efficiently is an important economic problem. I show how regulator uncertainty about different economic......) that a pro-quota result under uncertainty about prices and marginal costs is unlikely, requiring that the resource growth function is highly concave locally around the optimum and, 3) that quotas are always preferred if uncertainly about underlying structural economic parameters dominates. These results...
Awe, uncertainty, and agency detection.
Valdesolo, Piercarlo; Graham, Jesse
2014-01-01
Across five studies, we found that awe increases both supernatural belief (Studies 1, 2, and 5) and intentional-pattern perception (Studies 3 and 4)-two phenomena that have been linked to agency detection, or the tendency to interpret events as the consequence of intentional and purpose-driven agents. Effects were both directly and conceptually replicated, and mediational analyses revealed that these effects were driven by the influence of awe on tolerance for uncertainty. Experiences of awe decreased tolerance for uncertainty, which, in turn, increased the tendency to believe in nonhuman agents and to perceive human agency in random events.
Model Uncertainty for Bilinear Hysteric Systems
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Thoft-Christensen, Palle
density functions, Veneziano [2]. In general, model uncertainty is the uncertainty connected with mathematical modelling of the physical reality. When structural reliability analysis is related to the concept of a failure surface (or limit state surface) in the n-dimension basic variable space then model......In structural reliability analysis at least three types of uncertainty must be considered, namely physical uncertainty, statistical uncertainty, and model uncertainty (see e.g. Thoft-Christensen & Baker [1]). The physical uncertainty is usually modelled by a number of basic variables by predictive...
International Nuclear Information System (INIS)
Minville, M.; Brissette, F.; Leconte, R.
2008-01-01
In the future, water is very likely to be the resource that will be most severely affected by climate change. It has been shown that small perturbations in precipitation frequency and/or quantity can result in significant impacts on the mean annual discharge. Moreover, modest changes in natural inflows result in larger changes in reservoir storage. There is however great uncertainty linked to changes in both the magnitude and direction of future hydrological trends. This presentation discusses the various sources of this uncertainty and their potential impact on the prediction of future hydrological trends. A companion paper will look at adaptation potential, taking into account some of the sources of uncertainty discussed in this presentation. Uncertainty is separated into two main components: climatic uncertainty and 'model and methods' uncertainty. Climatic uncertainty is linked to uncertainty in future greenhouse gas emission scenarios (GHGES) and to general circulation models (GCMs), whose representation of topography and climate processes is imperfect, in large part due to computational limitations. The uncertainty linked to natural variability (which may or may not increase) is also part of the climatic uncertainty. 'Model and methods' uncertainty regroups the uncertainty linked to the different approaches and models needed to transform climate data so that they can be used by hydrological models (such as downscaling methods) and the uncertainty of the models themselves and of their use in a changed climate. The impacts of the various sources of uncertainty on the hydrology of a watershed are demonstrated on the Peribonka River basin (Quebec, Canada). The results indicate that all sources of uncertainty can be important and outline the importance of taking these sources into account for any impact and adaptation studies. Recommendations are outlined for such studies. (author)
Sonic Boom Pressure Signature Uncertainty Calculation and Propagation to Ground Noise
West, Thomas K., IV; Bretl, Katherine N.; Walker, Eric L.; Pinier, Jeremy T.
2015-01-01
The objective of this study was to outline an approach for the quantification of uncertainty in sonic boom measurements and to investigate the effect of various near-field uncertainty representation approaches on ground noise predictions. These approaches included a symmetric versus asymmetric uncertainty band representation and a dispersion technique based on a partial sum Fourier series that allows for the inclusion of random error sources in the uncertainty. The near-field uncertainty was propagated to the ground level, along with additional uncertainty in the propagation modeling. Estimates of perceived loudness were obtained for the various types of uncertainty representation in the near-field. Analyses were performed on three configurations of interest to the sonic boom community: the SEEB-ALR, the 69o DeltaWing, and the LM 1021-01. Results showed that representation of the near-field uncertainty plays a key role in ground noise predictions. Using a Fourier series based dispersion approach can double the amount of uncertainty in the ground noise compared to a pure bias representation. Compared to previous computational fluid dynamics results, uncertainty in ground noise predictions were greater when considering the near-field experimental uncertainty.
On uncertainty quantification in hydrogeology and hydrogeophysics
Linde, Niklas; Ginsbourger, David; Irving, James; Nobile, Fabio; Doucet, Arnaud
2017-12-01
Recent advances in sensor technologies, field methodologies, numerical modeling, and inversion approaches have contributed to unprecedented imaging of hydrogeological properties and detailed predictions at multiple temporal and spatial scales. Nevertheless, imaging results and predictions will always remain imprecise, which calls for appropriate uncertainty quantification (UQ). In this paper, we outline selected methodological developments together with pioneering UQ applications in hydrogeology and hydrogeophysics. The applied mathematics and statistics literature is not easy to penetrate and this review aims at helping hydrogeologists and hydrogeophysicists to identify suitable approaches for UQ that can be applied and further developed to their specific needs. To bypass the tremendous computational costs associated with forward UQ based on full-physics simulations, we discuss proxy-modeling strategies and multi-resolution (Multi-level Monte Carlo) methods. We consider Bayesian inversion for non-linear and non-Gaussian state-space problems and discuss how Sequential Monte Carlo may become a practical alternative. We also describe strategies to account for forward modeling errors in Bayesian inversion. Finally, we consider hydrogeophysical inversion, where petrophysical uncertainty is often ignored leading to overconfident parameter estimation. The high parameter and data dimensions encountered in hydrogeological and geophysical problems make UQ a complicated and important challenge that has only been partially addressed to date.
Application of uncertainty analyses with the MAAP4 code
International Nuclear Information System (INIS)
Nagashima, K.; Alammar, M.; Da Silva, H.C.; Henry, R.E.; Kenton, M.; Kuhtenia, D.; Kwee, M.; Ranval, W.
1996-01-01
Uncertainty analyses are an important element associated with using integral computer codes to evaluate the response of a reactor/containment system to off-normal situations. The more severe the off-normal transient, the more important the uncertainty analyses. How should such uncertainty analyses be formulated? How should the results of the uncertainty approach be applied? To address these questions for the MAAP4 code, an approach has been developed to uncertainty evaluations defining the importance of individual physical process (Table 1) and establishing a structure on how phenomena should be evaluated and quantified with respect to the integral assessment. Documentation of the technical basis for uncertainty bounds is essential to meaningful uncertainty analyses. In particular, the technical basis for determining oxidation rates, cooling rates, combustion rates, etc. must come from a composite of separate effects and integral experiments, as well as industrial experience. How this technical basis is developed and how it should be used must be documented so that the user has a clear understanding what is, or is not, included in the technical basis for the phenomena of interest. This paper will discuss the approach to developing the technical basis for uncertainty evaluations related to the phenomenon of RCS failure which includes the influence of natural circulation within the reactor coolant system. This discussion is an example of how relevant experiments and analyses must be documented to create the uncertainty bounds for each of the physical processes of interest. How these uncertainty bounds should be used in plant analyses will be discussed. As addressed by the plant specific PSAs/IPEs, there is a low frequency, for which severe accidents could occur and the core debris would not be cooled within the vessel, i.e. the reactor vessel would fail and core debris would be released to the containment. Under these conditions, the objectives of accident management
Quantification and propagation of disciplinary uncertainty via Bayesian statistics
Mantis, George Constantine
2002-08-01
Several needs exist in the military, commercial, and civil sectors for new hypersonic systems. These needs remain unfulfilled, due in part to the uncertainty encountered in designing these systems. This uncertainty takes a number of forms, including disciplinary uncertainty, that which is inherent in the analytical tools utilized during the design process. Yet, few efforts to date empower the designer with the means to account for this uncertainty within the disciplinary analyses. In the current state-of-the-art in design, the effects of this unquantifiable uncertainty significantly increase the risks associated with new design efforts. Typically, the risk proves too great to allow a given design to proceed beyond the conceptual stage. To that end, the research encompasses the formulation and validation of a new design method, a systematic process for probabilistically assessing the impact of disciplinary uncertainty. The method implements Bayesian Statistics theory to quantify this source of uncertainty, and propagate its effects to the vehicle system level. Comparison of analytical and physical data for existing systems, modeled a priori in the given analysis tools, leads to quantification of uncertainty in those tools' calculation of discipline-level metrics. Then, after exploration of the new vehicle's design space, the quantified uncertainty is propagated probabilistically through the design space. This ultimately results in the assessment of the impact of disciplinary uncertainty on the confidence in the design solution: the final shape and variability of the probability functions defining the vehicle's system-level metrics. Although motivated by the hypersonic regime, the proposed treatment of uncertainty applies to any class of aerospace vehicle, just as the problem itself affects the design process of any vehicle. A number of computer programs comprise the environment constructed for the implementation of this work. Application to a single
Decision making uncertainty, imperfection, deliberation and scalability
Kárný, Miroslav; Wolpert, David
2015-01-01
This volume focuses on uncovering the fundamental forces underlying dynamic decision making among multiple interacting, imperfect and selﬁsh decision makers. The chapters are written by leading experts from different disciplines, all considering the many sources of imperfection in decision making, and always with an eye to decreasing the myriad discrepancies between theory and real world human decision making. Topics addressed include uncertainty, deliberation cost and the complexity arising from the inherent large computational scale of decision making in these systems. In particular, analyses and experiments are presented which concern: • task allocation to maximize “the wisdom of the crowd”; • design of a society of “edutainment” robots who account for one anothers’ emotional states; • recognizing and counteracting seemingly non-rational human decision making; • coping with extreme scale when learning causality in networks; • efﬁciently incorporating expert knowledge in personalized...
Representing scientific knowledge the role of uncertainty
Chen, Chaomei
2017-01-01
This book is written for anyone who is interested in how a field of research evolves and the fundamental role of understanding uncertainties involved in different levels of analysis, ranging from macroscopic views to meso- and microscopic ones. We introduce a series of computational and visual analytic techniques, from research areas such as text mining, deep learning, information visualization and science mapping, such that readers can apply these tools to the study of a subject matter of their choice. In addition, we set the diverse set of methods in an integrative context, that draws upon insights from philosophical, sociological, and evolutionary theories of what drives the advances of science, such that the readers of the book can guide their own research with their enriched theoretical foundations. Scientific knowledge is complex. A subject matter is typically built on its own set of concepts, theories, methodologies and findings, discovered by generations of researchers and practitioners. Scientific ...
Uncertainty assessment using uncalibrated objects:
DEFF Research Database (Denmark)
Meneghello, R.; Savio, Enrico; Larsen, Erik
This report is made as a part of the project Easytrac, an EU project under the programme: Competitive and Sustainable Growth: Contract No: G6RD-CT-2000-00188, coordinated by UNIMETRIK S.A. (Spain). The project is concerned with low uncertainty calibrations on coordinate measuring machines...
Uncertainty of dustfall monitoring results
Directory of Open Access Journals (Sweden)
Martin A. van Nierop
2017-06-01
Full Text Available Fugitive dust has the ability to cause a nuisance and pollute the ambient environment, particularly from human activities including construction and industrial sites and mining operations. As such, dustfall monitoring has occurred for many decades in South Africa; little has been published on the repeatability, uncertainty, accuracy and precision of dustfall monitoring. Repeatability assesses the consistency associated with the results of a particular measurement under the same conditions; the consistency of the laboratory is assessed to determine the uncertainty associated with dustfall monitoring conducted by the laboratory. The aim of this study was to improve the understanding of the uncertainty in dustfall monitoring; thereby improving the confidence in dustfall monitoring. Uncertainty of dustfall monitoring was assessed through a 12-month study of 12 sites that were located on the boundary of the study area. Each site contained a directional dustfall sampler, which was modified by removing the rotating lid, with four buckets (A, B, C and D installed. Having four buckets on one stand allows for each bucket to be exposed to the same conditions, for the same period of time; therefore, should have equal amounts of dust deposited in these buckets. The difference in the weight (mg of the dust recorded from each bucket at each respective site was determined using the American Society for Testing and Materials method D1739 (ASTM D1739. The variability of the dust would provide the confidence level of dustfall monitoring when reporting to clients.
Uncertainty covariances in robotics applications
International Nuclear Information System (INIS)
Smith, D.L.
1984-01-01
The application of uncertainty covariance matrices in the analysis of robot trajectory errors is explored. First, relevant statistical concepts are reviewed briefly. Then, a simple, hypothetical robot model is considered to illustrate methods for error propagation and performance test data evaluation. The importance of including error correlations is emphasized
Subsidized Capacity Investment under Uncertainty
Wen, Xingang; Hagspiel, V.; Kort, Peter
2017-01-01
This paper studies how the subsidy support, e.g. price support and reimbursed investment cost support, affects the investment decision of a monopoly firm under uncertainty and analyzes the implications for social welfare. The analytical results show that the unconditional, i.e., subsidy support that
Modelling of Transport Projects Uncertainties
DEFF Research Database (Denmark)
Salling, Kim Bang; Leleur, Steen
2009-01-01
This paper proposes a new way of handling the uncertainties present in transport decision making based on infrastructure appraisals. The paper suggests to combine the principle of Optimism Bias, which depicts the historical tendency of overestimating transport related benefits and underestimating......-based graphs which function as risk-related decision support for the appraised transport infrastructure project....
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 4; Issue 2. Uncertainty in the Real World - Fuzzy Sets. Satish Kumar. General Article Volume 4 Issue 2 February 1999 pp 37-47. Fulltext. Click here to view fulltext PDF. Permanent link: https://www.ias.ac.in/article/fulltext/reso/004/02/0037-0047 ...
Labeling uncertainty in multitarget tracking
Aoki, E.H.; Mandal, Pranab K.; Svensson, Lennart; Boers, Y.; Bagchi, Arunabha
In multitarget tracking, the problem of track labeling (assigning labels to tracks) is an ongoing research topic. The existing literature, however, lacks an appropriate measure of uncertainty related to the assigned labels that has a sound mathematical basis as well as clear practical meaning to the
Model uncertainty in growth empirics
Prüfer, P.
2008-01-01
This thesis applies so-called Bayesian model averaging (BMA) to three different economic questions substantially exposed to model uncertainty. Chapter 2 addresses a major issue of modern development economics: the analysis of the determinants of pro-poor growth (PPG), which seeks to combine high
Uncertainty Principles and Fourier Analysis
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 4; Issue 2. Uncertainty Principles and Fourier Analysis. Alladi Sitaram. General Article Volume 4 Issue 2 February 1999 pp 20-23. Fulltext. Click here to view fulltext PDF. Permanent link: http://www.ias.ac.in/article/fulltext/reso/004/02/0020-0023 ...
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 4; Issue 2. Uncertainty in the Real World - Fuzzy Sets. Satish Kumar. General Article Volume 4 Issue 2 February 1999 pp 37-47. Fulltext. Click here to view fulltext PDF. Permanent link: http://www.ias.ac.in/article/fulltext/reso/004/02/0037-0047 ...
Structural Damage Assessment under Uncertainty
Lopez Martinez, Israel
Structural damage assessment has applications in the majority of engineering structures and mechanical systems ranging from aerospace vehicles to manufacturing equipment. The primary goals of any structural damage assessment and health monitoring systems are to ascertain the condition of a structure and to provide an evaluation of changes as a function of time as well as providing an early-warning of an unsafe condition. There are many structural heath monitoring and assessment techniques developed for research using numerical simulations and scaled structural experiments. However, the transition from research to real-world structures has been rather slow. One major reason for this slow-progress is the existence of uncertainty in every step of the damage assessment process. This dissertation research involved the experimental and numerical investigation of uncertainty in vibration-based structural health monitoring and development of robust detection and localization methods. The basic premise of vibration-based structural health monitoring is that changes in structural characteristics, such as stiffness, mass and damping, will affect the global vibration response of the structure. The diagnostic performance of vibration-based monitoring system is affected by uncertainty sources such as measurement errors, environmental disturbances and parametric modeling uncertainties. To address diagnostic errors due to irreducible uncertainty, a pattern recognition framework for damage detection has been developed to be used for continuous monitoring of structures. The robust damage detection approach developed is based on the ensemble of dimensional reduction algorithms for improved damage-sensitive feature extraction. For damage localization, the determination of an experimental structural model was performed based on output-only modal analysis. An experimental model correlation technique is developed in which the discrepancies between the undamaged and damaged modal data are
Uncertainty governance: an integrated framework for managing and communicating uncertainties
International Nuclear Information System (INIS)
Umeki, H.; Naito, M.; Takase, H.
2004-01-01
Treatment of uncertainty, or in other words, reasoning with imperfect information is widely recognised as being of great importance within performance assessment (PA) of the geological disposal mainly because of the time scale of interest and spatial heterogeneity that geological environment exhibits. A wide range of formal methods have been proposed for the optimal processing of incomplete information. Many of these methods rely on the use of numerical information, the frequency based concept of probability in particular, to handle the imperfections. However, taking quantitative information as a base for models that solve the problem of handling imperfect information merely creates another problem, i.e., how to provide the quantitative information. In many situations this second problem proves more resistant to solution, and in recent years several authors have looked at a particularly ingenious way in accordance with the rules of well-founded methods such as Bayesian probability theory, possibility theory, and the Dempster-Shafer theory of evidence. Those methods, while drawing inspiration from quantitative methods, do not require the kind of complete numerical information required by quantitative methods. Instead they provide information that, though less precise than that provided by quantitative techniques, is often, if not sufficient, the best that could be achieved. Rather than searching for the best method for handling all imperfect information, our strategy for uncertainty management, that is recognition and evaluation of uncertainties associated with PA followed by planning and implementation of measures to reduce them, is to use whichever method best fits the problem at hand. Such an eclectic position leads naturally to integration of the different formalisms. While uncertainty management based on the combination of semi-quantitative methods forms an important part of our framework for uncertainty governance, it only solves half of the problem
Quantifying and reducing uncertainties in cancer therapy
Barrett, Harrison H.; Alberts, David S.; Woolfenden, James M.; Liu, Zhonglin; Caucci, Luca; Hoppin, John W.
2015-03-01
There are two basic sources of uncertainty in cancer chemotherapy: how much of the therapeutic agent reaches the cancer cells, and how effective it is in reducing or controlling the tumor when it gets there. There is also a concern about adverse effects of the therapy drug. Similarly in external-beam radiation therapy or radionuclide therapy, there are two sources of uncertainty: delivery and efficacy of the radiation absorbed dose, and again there is a concern about radiation damage to normal tissues. The therapy operating characteristic (TOC) curve, developed in the context of radiation therapy, is a plot of the probability of tumor control vs. the probability of normal-tissue complications as the overall radiation dose level is varied, e.g. by varying the beam current in external-beam radiotherapy or the total injected activity in radionuclide therapy. The TOC can be applied to chemotherapy with the administered drug dosage as the variable. The area under a TOC curve (AUTOC) can be used as a figure of merit for therapeutic efficacy, analogous to the area under an ROC curve (AUROC), which is a figure of merit for diagnostic efficacy. In radiation therapy AUTOC can be computed for a single patient by using image data along with radiobiological models for tumor response and adverse side effects. In this paper we discuss the potential of using mathematical models of drug delivery and tumor response with imaging data to estimate AUTOC for chemotherapy, again for a single patient. This approach provides a basis for truly personalized therapy and for rigorously assessing and optimizing the therapy regimen for the particular patient. A key role is played by Emission Computed Tomography (PET or SPECT) of radiolabeled chemotherapy drugs.
Handling uncertainty and networked structure in robot control
Tamás, Levente
2015-01-01
This book focuses on two challenges posed in robot control by the increasing adoption of robots in the everyday human environment: uncertainty and networked communication. Part I of the book describes learning control to address environmental uncertainty. Part II discusses state estimation, active sensing, and complex scenario perception to tackle sensing uncertainty. Part III completes the book with control of networked robots and multi-robot teams. Each chapter features in-depth technical coverage and case studies highlighting the applicability of the techniques, with real robots or in simulation. Platforms include mobile ground, aerial, and underwater robots, as well as humanoid robots and robot arms. Source code and experimental data are available at http://extras.springer.com. The text gathers contributions from academic and industry experts, and offers a valuable resource for researchers or graduate students in robot control and perception. It also benefits researchers in related areas, such as computer...
Uncertainty and Risk Assessment in the Design Process for Wind
Energy Technology Data Exchange (ETDEWEB)
Damiani, Rick R. [National Renewable Energy Lab. (NREL), Golden, CO (United States)
2018-02-09
This report summarizes the concepts and opinions that emerged from an initial study on the subject of uncertainty in wind design that included expert elicitation during a workshop held at the National Wind Technology Center at the National Renewable Energy Laboratory July 12-13, 2016. In this paper, five major categories of uncertainties are identified. The first category is associated with direct impacts on turbine loads, (i.e., the inflow including extreme events, aero-hydro-servo-elastic response, soil-structure inter- action, and load extrapolation). The second category encompasses material behavior and strength. Site suitability and due-diligence aspects pertain to the third category. Calibration of partial safety factors and optimal reliability levels make up the fourth one. And last but not least, is the category associated with uncertainties in computational modeling. The main sections of this paper follow this organization.
Stereo-particle image velocimetry uncertainty quantification
Bhattacharya, Sayantan; Charonko, John J.; Vlachos, Pavlos P.
2017-01-01
Particle image velocimetry (PIV) measurements are subject to multiple elemental error sources and thus estimating overall measurement uncertainty is challenging. Recent advances have led to a posteriori uncertainty estimation methods for planar two-component PIV. However, no complete methodology exists for uncertainty quantification in stereo PIV. In the current work, a comprehensive framework is presented to quantify the uncertainty stemming from stereo registration error and combine it with the underlying planar velocity uncertainties. The disparity in particle locations of the dewarped images is used to estimate the positional uncertainty of the world coordinate system, which is then propagated to the uncertainty in the calibration mapping function coefficients. Next, the calibration uncertainty is combined with the planar uncertainty fields of the individual cameras through an uncertainty propagation equation and uncertainty estimates are obtained for all three velocity components. The methodology was tested with synthetic stereo PIV data for different light sheet thicknesses, with and without registration error, and also validated with an experimental vortex ring case from 2014 PIV challenge. Thorough sensitivity analysis was performed to assess the relative impact of the various parameters to the overall uncertainty. The results suggest that in absence of any disparity, the stereo PIV uncertainty prediction method is more sensitive to the planar uncertainty estimates than to the angle uncertainty, although the latter is not negligible for non-zero disparity. Overall the presented uncertainty quantification framework showed excellent agreement between the error and uncertainty RMS values for both the synthetic and the experimental data and demonstrated reliable uncertainty prediction coverage. This stereo PIV uncertainty quantification framework provides the first comprehensive treatment on the subject and potentially lays foundations applicable to volumetric
Stereo-particle image velocimetry uncertainty quantification
International Nuclear Information System (INIS)
Bhattacharya, Sayantan; Vlachos, Pavlos P; Charonko, John J
2017-01-01
Particle image velocimetry (PIV) measurements are subject to multiple elemental error sources and thus estimating overall measurement uncertainty is challenging. Recent advances have led to a posteriori uncertainty estimation methods for planar two-component PIV. However, no complete methodology exists for uncertainty quantification in stereo PIV. In the current work, a comprehensive framework is presented to quantify the uncertainty stemming from stereo registration error and combine it with the underlying planar velocity uncertainties. The disparity in particle locations of the dewarped images is used to estimate the positional uncertainty of the world coordinate system, which is then propagated to the uncertainty in the calibration mapping function coefficients. Next, the calibration uncertainty is combined with the planar uncertainty fields of the individual cameras through an uncertainty propagation equation and uncertainty estimates are obtained for all three velocity components. The methodology was tested with synthetic stereo PIV data for different light sheet thicknesses, with and without registration error, and also validated with an experimental vortex ring case from 2014 PIV challenge. Thorough sensitivity analysis was performed to assess the relative impact of the various parameters to the overall uncertainty. The results suggest that in absence of any disparity, the stereo PIV uncertainty prediction method is more sensitive to the planar uncertainty estimates than to the angle uncertainty, although the latter is not negligible for non-zero disparity. Overall the presented uncertainty quantification framework showed excellent agreement between the error and uncertainty RMS values for both the synthetic and the experimental data and demonstrated reliable uncertainty prediction coverage. This stereo PIV uncertainty quantification framework provides the first comprehensive treatment on the subject and potentially lays foundations applicable to volumetric
An algorithm to improve sampling efficiency for uncertainty propagation using sampling based method
International Nuclear Information System (INIS)
Campolina, Daniel; Lima, Paulo Rubens I.; Pereira, Claubia; Veloso, Maria Auxiliadora F.
2015-01-01
Sample size and computational uncertainty were varied in order to investigate sample efficiency and convergence of the sampling based method for uncertainty propagation. Transport code MCNPX was used to simulate a LWR model and allow the mapping, from uncertain inputs of the benchmark experiment, to uncertain outputs. Random sampling efficiency was improved through the use of an algorithm for selecting distributions. Mean range, standard deviation range and skewness were verified in order to obtain a better representation of uncertainty figures. Standard deviation of 5 pcm in the propagated uncertainties for 10 n-samples replicates was adopted as convergence criterion to the method. Estimation of 75 pcm uncertainty on reactor k eff was accomplished by using sample of size 93 and computational uncertainty of 28 pcm to propagate 1σ uncertainty of burnable poison radius. For a fixed computational time, in order to reduce the variance of the uncertainty propagated, it was found, for the example under investigation, it is preferable double the sample size than double the amount of particles followed by Monte Carlo process in MCNPX code. (author)
An algorithm to improve sampling efficiency for uncertainty propagation using sampling based method
Energy Technology Data Exchange (ETDEWEB)
Campolina, Daniel; Lima, Paulo Rubens I., E-mail: campolina@cdtn.br, E-mail: pauloinacio@cpejr.com.br [Centro de Desenvolvimento da Tecnologia Nuclear (CDTN/CNEN-MG), Belo Horizonte, MG (Brazil). Servico de Tecnologia de Reatores; Pereira, Claubia; Veloso, Maria Auxiliadora F., E-mail: claubia@nuclear.ufmg.br, E-mail: dora@nuclear.ufmg.br [Universidade Federal de Minas Gerais (UFMG), Belo Horizonte, MG (Brazil). Dept. de Engenharia Nuclear
2015-07-01
Sample size and computational uncertainty were varied in order to investigate sample efficiency and convergence of the sampling based method for uncertainty propagation. Transport code MCNPX was used to simulate a LWR model and allow the mapping, from uncertain inputs of the benchmark experiment, to uncertain outputs. Random sampling efficiency was improved through the use of an algorithm for selecting distributions. Mean range, standard deviation range and skewness were verified in order to obtain a better representation of uncertainty figures. Standard deviation of 5 pcm in the propagated uncertainties for 10 n-samples replicates was adopted as convergence criterion to the method. Estimation of 75 pcm uncertainty on reactor k{sub eff} was accomplished by using sample of size 93 and computational uncertainty of 28 pcm to propagate 1σ uncertainty of burnable poison radius. For a fixed computational time, in order to reduce the variance of the uncertainty propagated, it was found, for the example under investigation, it is preferable double the sample size than double the amount of particles followed by Monte Carlo process in MCNPX code. (author)
Uncertainty and sensitivity assessments of GPS and GIS integrated applications for transportation.
Hong, Sungchul; Vonderohe, Alan P
2014-02-10
Uncertainty and sensitivity analysis methods are introduced, concerning the quality of spatial data as well as that of output information from Global Positioning System (GPS) and Geographic Information System (GIS) integrated applications for transportation. In the methods, an error model and an error propagation method form a basis for formulating characterization and propagation of uncertainties. They are developed in two distinct approaches: analytical and simulation. Thus, an initial evaluation is performed to compare and examine uncertainty estimations from the analytical and simulation approaches. The evaluation results show that estimated ranges of output information from the analytical and simulation approaches are compatible, but the simulation approach rather than the analytical approach is preferred for uncertainty and sensitivity analyses, due to its flexibility and capability to realize positional errors in both input data. Therefore, in a case study, uncertainty and sensitivity analyses based upon the simulation approach is conducted on a winter maintenance application. The sensitivity analysis is used to determine optimum input data qualities, and the uncertainty analysis is then applied to estimate overall qualities of output information from the application. The analysis results show that output information from the non-distance-based computation model is not sensitive to positional uncertainties in input data. However, for the distance-based computational model, output information has a different magnitude of uncertainties, depending on position uncertainties in input data.
Applied research in uncertainty modeling and analysis
Ayyub, Bilal
2005-01-01
Uncertainty has been a concern to engineers, managers, and scientists for many years. For a long time uncertainty has been considered synonymous with random, stochastic, statistic, or probabilistic. Since the early sixties views on uncertainty have become more heterogeneous. In the past forty years numerous tools that model uncertainty, above and beyond statistics, have been proposed by several engineers and scientists. The tool/method to model uncertainty in a specific context should really be chosen by considering the features of the phenomenon under consideration, not independent of what is known about the system and what causes uncertainty. In this fascinating overview of the field, the authors provide broad coverage of uncertainty analysis/modeling and its application. Applied Research in Uncertainty Modeling and Analysis presents the perspectives of various researchers and practitioners on uncertainty analysis and modeling outside their own fields and domain expertise. Rather than focusing explicitly on...
Uncertainty quantification in volumetric Particle Image Velocimetry
Bhattacharya, Sayantan; Charonko, John; Vlachos, Pavlos
2016-11-01
Particle Image Velocimetry (PIV) uncertainty quantification is challenging due to coupled sources of elemental uncertainty and complex data reduction procedures in the measurement chain. Recent developments in this field have led to uncertainty estimation methods for planar PIV. However, no framework exists for three-dimensional volumetric PIV. In volumetric PIV the measurement uncertainty is a function of reconstructed three-dimensional particle location that in turn is very sensitive to the accuracy of the calibration mapping function. Furthermore, the iterative correction to the camera mapping function using triangulated particle locations in space (volumetric self-calibration) has its own associated uncertainty due to image noise and ghost particle reconstructions. Here we first quantify the uncertainty in the triangulated particle position which is a function of particle detection and mapping function uncertainty. The location uncertainty is then combined with the three-dimensional cross-correlation uncertainty that is estimated as an extension of the 2D PIV uncertainty framework. Finally the overall measurement uncertainty is quantified using an uncertainty propagation equation. The framework is tested with both simulated and experimental cases. For the simulated cases the variation of estimated uncertainty with the elemental volumetric PIV error sources are also evaluated. The results show reasonable prediction of standard uncertainty with good coverage.
A Unified Approach for Reporting ARM Measurement Uncertainties Technical Report: Updated in 2016
Energy Technology Data Exchange (ETDEWEB)
Sisterson, Douglas [Argonne National Lab. (ANL), Argonne, IL (United States)
2017-01-15
The U.S. Department of Energy (DOE) Atmospheric Radiation Measurement (ARM) Climate Research Facility is observationally based, and quantifying the uncertainty of its measurements is critically important. With over 300 widely differing instruments providing over 2,500 datastreams, concise expression of measurement uncertainty is quite challenging. ARM currently provides data and supporting metadata (information about the data or data quality) to its users through several sources. Because the continued success of the ARM Facility depends on the known quality of its measurements, ARM relies on Instrument Mentors and the ARM Data Quality Office to ensure, assess, and report measurement quality. Therefore, an easily accessible, well-articulated estimate of ARM measurement uncertainty is needed. This report is a continuation of the work presented by Campos and Sisterson (2015) and provides additional uncertainty information from instruments not available in their report. As before, a total measurement uncertainty has been calculated as a function of the instrument uncertainty (calibration factors), the field uncertainty (environmental factors), and the retrieval uncertainty (algorithm factors). This study will not expand on methods for computing these uncertainties. As before, it will focus on the practical identification, characterization, and inventory of the measurement uncertainties already available to the ARM community through the ARM Instrument Mentors and their ARM instrument handbooks. This study continues the first steps towards reporting ARM measurement uncertainty as: (1) identifying how the uncertainty of individual ARM measurements is currently expressed, (2) identifying a consistent approach to measurement uncertainty, and then (3) reclassifying ARM instrument measurement uncertainties in a common framework.
International Nuclear Information System (INIS)
Hammonds, J.S.; Hoffman, F.O.; Bartell, S.M.
1994-12-01
This report presents guidelines for evaluating uncertainty in mathematical equations and computer models applied to assess human health and environmental risk. Uncertainty analyses involve the propagation of uncertainty in model parameters and model structure to obtain confidence statements for the estimate of risk and identify the model components of dominant importance. Uncertainty analyses are required when there is no a priori knowledge about uncertainty in the risk estimate and when there is a chance that the failure to assess uncertainty may affect the selection of wrong options for risk reduction. Uncertainty analyses are effective when they are conducted in an iterative mode. When the uncertainty in the risk estimate is intolerable for decision-making, additional data are acquired for the dominant model components that contribute most to uncertainty. This process is repeated until the level of residual uncertainty can be tolerated. A analytical and numerical methods for error propagation are presented along with methods for identifying the most important contributors to uncertainty. Monte Carlo simulation with either Simple Random Sampling (SRS) or Latin Hypercube Sampling (LHS) is proposed as the most robust method for propagating uncertainty through either simple or complex models. A distinction is made between simulating a stochastically varying assessment endpoint (i.e., the distribution of individual risks in an exposed population) and quantifying uncertainty due to lack of knowledge about a fixed but unknown quantity (e.g., a specific individual, the maximally exposed individual, or the mean, median, or 95%-tile of the distribution of exposed individuals). Emphasis is placed on the need for subjective judgement to quantify uncertainty when relevant data are absent or incomplete
Local conditions and uncertainty bands for Semiscale Test S-02-9
International Nuclear Information System (INIS)
Varacalle, D.J. Jr.
1979-01-01
Analysis was performed to derive local conditions heat transfer parameters and their uncertainties using computer codes and experimentally derived boundary conditions for the Semiscale core for LOCA Test S-02-9. Calculations performed consisted of nominal code cases using best-estimate input parameters and cases where the specified input parameters were perturbed in accordance with the response surface method of uncertainty analysis. The output parameters of interest were those that are used in film boiling heat transfer correlations including enthalpy, pressure, quality, and coolant flow rate. Large uncertainty deviations occurred during low core mass flow periods where the relative flow uncertainties were large. Utilizing the derived local conditions and their associated uncertainties, a study was then made which showed the uncertainty in film boiling heat transfer coefficient varied between 5 and 250%
'spup' - an R package for uncertainty propagation analysis in spatial environmental modelling
Sawicka, Kasia; Heuvelink, Gerard
2017-04-01
Computer models have become a crucial tool in engineering and environmental sciences for simulating the behaviour of complex static and dynamic systems. However, while many models are deterministic, the uncertainty in their predictions needs to be estimated before they are used for decision support. Currently, advances in uncertainty propagation and assessment have been paralleled by a growing number of software tools for uncertainty analysis, but none has gained recognition for a universal applicability and being able to deal with case studies with spatial models and spatial model inputs. Due to the growing popularity and applicability of the open source R programming language we undertook a project to develop an R package that facilitates uncertainty propagation analysis in spatial environmental modelling. In particular, the 'spup' package provides functions for examining the uncertainty propagation starting from input data and model parameters, via the environmental model onto model predictions. The functions include uncertainty model specification, stochastic simulation and propagation of uncertainty using Monte Carlo (MC) techniques, as well as several uncertainty visualization functions. Uncertain environmental variables are represented in the package as objects whose attribute values may be uncertain and described by probability distributions. Both numerical and categorical data types are handled. Spatial auto-correlation within an attribute and cross-correlation between attributes is also accommodated for. For uncertainty propagation the package has implemented the MC approach with efficient sampling algorithms, i.e. stratified random sampling and Latin hypercube sampling. The design includes facilitation of parallel computing to speed up MC computation. The MC realizations may be used as an input to the environmental models called from R, or externally. Selected visualization methods that are understandable by non-experts with limited background in
Uncertainty Quantification for Monitoring of Civil Structures from Vibration Measurements
Döhler, Michael; Mevel, Laurent
2014-05-01
Health Monitoring of civil structures can be performed by detecting changes in the modal parameters of a structure, or more directly in the measured vibration signals. For a continuous monitoring the excitation of a structure is usually ambient, thus unknown and assumed to be noise. Hence, all estimates from the vibration measurements are realizations of random variables with inherent uncertainty due to (unknown) process and measurement noise and finite data length. In this talk, a strategy for quantifying the uncertainties of modal parameter estimates from a subspace-based system identification approach is presented and the importance of uncertainty quantification in monitoring approaches is shown. Furthermore, a damage detection method is presented, which is based on the direct comparison of the measured vibration signals without estimating modal parameters, while taking the statistical uncertainty in the signals correctly into account. The usefulness of both strategies is illustrated on data from a progressive damage action on a prestressed concrete bridge. References E. Carden and P. Fanning. Vibration based condition monitoring: a review. Structural Health Monitoring, 3(4):355-377, 2004. M. Döhler and L. Mevel. Efficient multi-order uncertainty computation for stochastic subspace identification. Mechanical Systems and Signal Processing, 38(2):346-366, 2013. M. Döhler, L. Mevel, and F. Hille. Subspace-based damage detection under changes in the ambient excitation statistics. Mechanical Systems and Signal Processing, 45(1):207-224, 2014.
NASA Team 2 Sea Ice Concentration Algorithm Retrieval Uncertainty
Brucker, Ludovic; Cavalieri, Donald J.; Markus, Thorsten; Ivanoff, Alvaro
2014-01-01
Satellite microwave radiometers are widely used to estimate sea ice cover properties (concentration, extent, and area) through the use of sea ice concentration (IC) algorithms. Rare are the algorithms providing associated IC uncertainty estimates. Algorithm uncertainty estimates are needed to assess accurately global and regional trends in IC (and thus extent and area), and to improve sea ice predictions on seasonal to interannual timescales using data assimilation approaches. This paper presents a method to provide relative IC uncertainty estimates using the enhanced NASA Team (NT2) IC algorithm. The proposed approach takes advantage of the NT2 calculations and solely relies on the brightness temperatures (TBs) used as input. NT2 IC and its associated relative uncertainty are obtained for both the Northern and Southern Hemispheres using the Advanced Microwave Scanning Radiometer for the Earth Observing System (AMSR-E) TB. NT2 IC relative uncertainties estimated on a footprint-by-footprint swath-by-swath basis were averaged daily over each 12.5-km grid cell of the polar stereographic grid. For both hemispheres and throughout the year, the NT2 relative uncertainty is less than 5%. In the Southern Hemisphere, it is low in the interior ice pack, and it increases in the marginal ice zone up to 5%. In the Northern Hemisphere, areas with high uncertainties are also found in the high IC area of the Central Arctic. Retrieval uncertainties are greater in areas corresponding to NT2 ice types associated with deep snow and new ice. Seasonal variations in uncertainty show larger values in summer as a result of melt conditions and greater atmospheric contributions. Our analysis also includes an evaluation of the NT2 algorithm sensitivity to AMSR-E sensor noise. There is a 60% probability that the IC does not change (to within the computed retrieval precision of 1%) due to sensor noise, and the cumulated probability shows that there is a 90% chance that the IC varies by less than
Roughness coefficient and its uncertainty in gravel-bed river
Directory of Open Access Journals (Sweden)
Ji-Sung Kim
2010-06-01
Full Text Available Manning's roughness coefficient was estimated for a gravel-bed river reach using field measurements of water level and discharge, and the applicability of various methods used for estimation of the roughness coefficient was evaluated. Results show that the roughness coefficient tends to decrease with increasing discharge and water depth, and over a certain range it appears to remain constant. Comparison of roughness coefficients calculated by field measurement data with those estimated by other methods shows that, although the field-measured values provide approximate roughness coefficients for relatively large discharge, there seems to be rather high uncertainty due to the difference in resultant values. For this reason, uncertainty related to the roughness coefficient was analyzed in terms of change in computed variables. On average, a 20% increase of the roughness coefficient causes a 7% increase in the water depth and an 8% decrease in velocity, but there may be about a 15% increase in the water depth and an equivalent decrease in velocity for certain cross-sections in the study reach. Finally, the validity of estimated roughness coefficient based on field measurements was examined. A 10% error in discharge measurement may lead to more than 10% uncertainty in roughness coefficient estimation, but corresponding uncertainty in computed water depth and velocity is reduced to approximately 5%. Conversely, the necessity for roughness coefficient estimation by field measurement is confirmed.
Improvement of uncertainty relations for mixed states
International Nuclear Information System (INIS)
Park, Yong Moon
2005-01-01
We study a possible improvement of uncertainty relations. The Heisenberg uncertainty relation employs commutator of a pair of conjugate observables to set the limit of quantum measurement of the observables. The Schroedinger uncertainty relation improves the Heisenberg uncertainty relation by adding the correlation in terms of anti-commutator. However both relations are insensitive whether the state used is pure or mixed. We improve the uncertainty relations by introducing additional terms which measure the mixtureness of the state. For the momentum and position operators as conjugate observables and for the thermal state of quantum harmonic oscillator, it turns out that the equalities in the improved uncertainty relations hold
The uncertainty budget in pharmaceutical industry
DEFF Research Database (Denmark)
Heydorn, Kaj
of their uncertainty, exactly as described in GUM [2]. Pharmaceutical industry has therefore over the last 5 years shown increasing interest in accreditation according to ISO 17025 [3], and today uncertainty budgets are being developed for all so-called critical measurements. The uncertainty of results obtained...... that the uncertainty of a particular result is independent of the method used for its estimation. Several examples of uncertainty budgets for critical parameters based on the bottom-up procedure will be discussed, and it will be shown how the top-down method is used as a means of verifying uncertainty budgets, based...
Adjoint-Based Uncertainty Quantification with MCNP
Energy Technology Data Exchange (ETDEWEB)
Seifried, Jeffrey E. [Univ. of California, Berkeley, CA (United States)
2011-09-01
This work serves to quantify the instantaneous uncertainties in neutron transport simulations born from nuclear data and statistical counting uncertainties. Perturbation and adjoint theories are used to derive implicit sensitivity expressions. These expressions are transformed into forms that are convenient for construction with MCNP6, creating the ability to perform adjoint-based uncertainty quantification with MCNP6. These new tools are exercised on the depleted-uranium hybrid LIFE blanket, quantifying its sensitivities and uncertainties to important figures of merit. Overall, these uncertainty estimates are small (< 2%). Having quantified the sensitivities and uncertainties, physical understanding of the system is gained and some confidence in the simulation is acquired.
Soft computing approaches to uncertainty propagation in environmental risk mangement
Kumar, Vikas
2008-01-01
Los problemas del mundo real, especialmente aquellos que implican sistemas naturales, son complejos y se componen de muchos componentes indeterminados, que muestran en muchos casos una relación no lineal. Los modelos convencionales basados en técnicas analíticas que se utilizan actualmente para conocer y predecir el comportamiento de dichos sistemas pueden ser muy complicados e inflexibles cuando se quiere hacer frente a la imprecisión y la complejidad del sistema en un mundo real. El tratami...
Unit Commitment: Computational Performance, System Representation and Wind Uncertainty Management
Morales Espana, G.
2014-01-01
In recent years, high penetration of variable generating sources, such as wind power, has challenged independent system operators (ISO) in keeping a cheap and reliable power system operation. Any deviation between expected and real wind production must be absorbed by the power system resources
Extended uncertainty from first principles
Energy Technology Data Exchange (ETDEWEB)
Costa Filho, Raimundo N., E-mail: rai@fisica.ufc.br [Departamento de Física, Universidade Federal do Ceará, Caixa Postal 6030, Campus do Pici, 60455-760 Fortaleza, Ceará (Brazil); Braga, João P.M., E-mail: philipe@fisica.ufc.br [Instituto de Ciências Exatas e da Natureza-ICEN, Universidade da Integração Internacional da Lusofonia Afro-Brasileira-UNILAB, Campus dos Palmares, 62785-000 Acarape, Ceará (Brazil); Lira, Jorge H.S., E-mail: jorge.lira@mat.ufc.br [Departamento de Matemática, Universidade Federal do Ceará, Caixa Postal 6030, Campus do Pici, 60455-760 Fortaleza, Ceará (Brazil); Andrade, José S., E-mail: soares@fisica.ufc.br [Departamento de Física, Universidade Federal do Ceará, Caixa Postal 6030, Campus do Pici, 60455-760 Fortaleza, Ceará (Brazil)
2016-04-10
A translation operator acting in a space with a diagonal metric is introduced to describe the motion of a particle in a quantum system. We show that the momentum operator and, as a consequence, the uncertainty relation now depend on the metric. It is also shown that, for any metric expanded up to second order, this formalism naturally leads to an extended uncertainty principle (EUP) with a minimum momentum dispersion. The Ehrenfest theorem is modified to include an additional term related to a tidal force arriving from the space curvature introduced by the metric. For one-dimensional systems, we show how to map a harmonic potential to an effective potential in Euclidean space using different metrics.
Uncertainty arguments in environmental issues
Energy Technology Data Exchange (ETDEWEB)
Thompson, P.B.
A large part of environmental policy is based upon scientific studies of the likely health, safety, and ecological consequences of human actions and practices. These studies, however, are frequently vulnerable to epistemological and methodological criticisms which challenge their validity. Epistemological criticisms can be used in ethical and political philosophy arguments to challenge the applicability of scientific knowledge to environmental policy, and, in turn, to challenge the democratic basis of specific environmental policies themselves. Uncertainty arguments thus draw upon philosophy of science, epistemology, ethics, and political philosophy to establish conclusions of practical relevance to environmental quality. A theory of how and when uncertainty arguments ought to be given credence in environmental decision making requires an account of how scientific research ought to integrated into environmental policy generally, plus an account of how public environmental policy is to be set in a democracy.
Uncertainty of the calibration factor
International Nuclear Information System (INIS)
1995-01-01
According to present definitions, an error is the difference between a measured value and the ''true'' value. Thus an error has both a numerical value and a sign. In contrast, the uncertainly associated with a measurement is a parameter that characterizes the dispersion of the values ''that could reasonably be attributed to the measurand''. This parameter is normally an estimated standard deviation. An uncertainty, therefore, has no known sign and is usually assumed to be symmetrical. It is a measure of our lack of exact knowledge, after all recognized ''systematic'' effects have been eliminated by applying appropriate corrections. If errors were known exactly, the true value could be determined and there would be no problem left. In reality, errors are estimated in the best possible way and corrections made for them. Therefore, after application of all known corrections, errors need no further consideration (their expectation value being zero) and the only quantities of interest are uncertainties. 3 refs, 2 figs
Inference and uncertainty in radiology.
Sistrom, Chris
2006-05-01
This paper seeks to enhance understanding of the philosophical underpinnings of our discipline and the resulting practical implications. Radiology reports exist in order to convey new knowledge about a patient's condition based on empiric observations from anatomic or functional images of the body. The route to explanation and prediction from empiric evidence is mostly through inference based on inductive (and sometimes abductive) arguments. The conclusions of inductive arguments are, by definition, contingent and provisional. Therefore, it is necessary to deal in some way with the uncertainty of inferential conclusions (i.e. interpretations) made in radiology reports. Two paradigms for managing uncertainty in natural sciences exist in dialectic tension with each other. These are the frequentist and Bayesian theories of probability. Tension between them is mirrored during routine interactions among radiologists and clinicians. I will describe these core issues and argue that they are quite relevant to routine image interpretation and reporting.
Extended uncertainty from first principles
International Nuclear Information System (INIS)
Costa Filho, Raimundo N.; Braga, João P.M.; Lira, Jorge H.S.; Andrade, José S.
2016-01-01
A translation operator acting in a space with a diagonal metric is introduced to describe the motion of a particle in a quantum system. We show that the momentum operator and, as a consequence, the uncertainty relation now depend on the metric. It is also shown that, for any metric expanded up to second order, this formalism naturally leads to an extended uncertainty principle (EUP) with a minimum momentum dispersion. The Ehrenfest theorem is modified to include an additional term related to a tidal force arriving from the space curvature introduced by the metric. For one-dimensional systems, we show how to map a harmonic potential to an effective potential in Euclidean space using different metrics.
Evaluation of process inventory uncertainties
International Nuclear Information System (INIS)
Roberts, N.J.
1980-01-01
This paper discusses the determination of some of the process inventory uncertainties in the Fast Flux Test Facility (FFTF) process line at the Los Alamos Scientific Laboratory (LASL) Plutonium Processing Facility (TA-55). A brief description of the FFTF process is given, along with a more detailed look at the peroxide precipitation and re-dissolution (PR) process. Emphasis is placed on the identification of the product and sidestreams from the unit processes, as they have application to the accountability measurements. The method of measurement of each of the product and sidestreams and their associated uncertainties are discussed. Some typical data for the PR process are presented, along with a discussion of the data. The data presented are based on our operating experience, and data on file in the TA-55 Nuclear Material Accountability System (PF/LASS/
Visualizing Summary Statistics and Uncertainty
Potter, K.
2010-08-12
The graphical depiction of uncertainty information is emerging as a problem of great importance. Scientific data sets are not considered complete without indications of error, accuracy, or levels of confidence. The visual portrayal of this information is a challenging task. This work takes inspiration from graphical data analysis to create visual representations that show not only the data value, but also important characteristics of the data including uncertainty. The canonical box plot is reexamined and a new hybrid summary plot is presented that incorporates a collection of descriptive statistics to highlight salient features of the data. Additionally, we present an extension of the summary plot to two dimensional distributions. Finally, a use-case of these new plots is presented, demonstrating their ability to present high-level overviews as well as detailed insight into the salient features of the underlying data distribution. © 2010 The Eurographics Association and Blackwell Publishing Ltd.
Knowledge, decision making, and uncertainty
International Nuclear Information System (INIS)
Fox, J.
1986-01-01
Artificial intelligence (AI) systems depend heavily upon the ability to make decisions. Decisions require knowledge, yet there is no knowledge-based theory of decision making. To the extent that AI uses a theory of decision-making it adopts components of the traditional statistical view in which choices are made by maximizing some function of the probabilities of decision options. A knowledge-based scheme for reasoning about uncertainty is proposed, which extends the traditional framework but is compatible with it
Accommodating Uncertainty in Prior Distributions
Energy Technology Data Exchange (ETDEWEB)
Picard, Richard Roy [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Vander Wiel, Scott Alan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-01-19
A fundamental premise of Bayesian methodology is that a priori information is accurately summarized by a single, precisely de ned prior distribution. In many cases, especially involving informative priors, this premise is false, and the (mis)application of Bayes methods produces posterior quantities whose apparent precisions are highly misleading. We examine the implications of uncertainty in prior distributions, and present graphical methods for dealing with them.
Microeconomic Uncertainty and Macroeconomic Indeterminacy
Fagnart, Jean-François; Pierrard, Olivier; Sneessens, Henri
2007-01-01
The paper proposes a stylized intertemporal macroeconomic model wherein the combination of decentralized trading and microeconomic uncertainty (taking the form of privately observed and uninsured idiosyncratic shocks) creates an information problem between agents and generates indeterminacy of the macroeconomic equilibrium. For a given value of the economic fundamentals, the economy admits a continuum of equilibria that can be indexed by the sales expectations of firms at the time of investme...
Modelling of Transport Projects Uncertainties
DEFF Research Database (Denmark)
Salling, Kim Bang; Leleur, Steen
2012-01-01
This paper proposes a new way of handling the uncertainties present in transport decision making based on infrastructure appraisals. The paper suggests to combine the principle of Optimism Bias, which depicts the historical tendency of overestimating transport related benefits and underestimating......-based graphs which functions as risk-related decision support for the appraised transport infrastructure project. The presentation of RSF is demonstrated by using an appraisal case concerning a new airfield in the capital of Greenland, Nuuk....
Conditional Betas and Investor Uncertainty
Fernando D. Chague
2013-01-01
We derive theoretical expressions for market betas from a rational expectation equilibrium model where the representative investor does not observe if the economy is in a recession or an expansion. Market betas in this economy are time-varying and related to investor uncertainty about the state of the economy. The dynamics of betas will also vary across assets according to the assets' cash-flow structure. In a calibration exercise, we show that value and growth firms have cash-flow structures...
Managing project risks and uncertainties
Directory of Open Access Journals (Sweden)
Mike Mentis
2015-01-01
Full Text Available This article considers threats to a project slipping on budget, schedule and fit-for-purpose. Threat is used here as the collective for risks (quantifiable bad things that can happen and uncertainties (poorly or not quantifiable bad possible events. Based on experience with projects in developing countries this review considers that (a project slippage is due to uncertainties rather than risks, (b while eventuation of some bad things is beyond control, managed execution and oversight are still the primary means to keeping within budget, on time and fit-for-purpose, (c improving project delivery is less about bigger and more complex and more about coordinated focus, effectiveness and developing thought-out heuristics, and (d projects take longer and cost more partly because threat identification is inaccurate, the scope of identified threats is too narrow, and the threat assessment product is not integrated into overall project decision-making and execution. Almost by definition, what is poorly known is likely to cause problems. Yet it is not just the unquantifiability and intangibility of uncertainties causing project slippage, but that they are insufficiently taken into account in project planning and execution that cause budget and time overruns. Improving project performance requires purpose-driven and managed deployment of scarce seasoned professionals. This can be aided with independent oversight by deeply experienced panelists who contribute technical insights and can potentially show that diligence is seen to be done.
Measuring uncertainty by extracting fuzzy rules using rough sets
Worm, Jeffrey A.
1991-01-01
Despite the advancements in the computer industry in the past 30 years, there is still one major deficiency. Computers are not designed to handle terms where uncertainty is present. To deal with uncertainty, techniques other than classical logic must be developed. The methods are examined of statistical analysis, the Dempster-Shafer theory, rough set theory, and fuzzy set theory to solve this problem. The fundamentals of these theories are combined to possibly provide the optimal solution. By incorporating principles from these theories, a decision making process may be simulated by extracting two sets of fuzzy rules: certain rules and possible rules. From these rules a corresponding measure of how much these rules is believed is constructed. From this, the idea of how much a fuzzy diagnosis is definable in terms of a set of fuzzy attributes is studied.
Characterizing Epistemic Uncertainty for Launch Vehicle Designs
Novack, Steven D.; Rogers, Jim; Hark, Frank; Al Hassan, Mohammad
2016-01-01
NASA Probabilistic Risk Assessment (PRA) has the task of estimating the aleatory (randomness) and epistemic (lack of knowledge) uncertainty of launch vehicle loss of mission and crew risk and communicating the results. Launch vehicles are complex engineered systems designed with sophisticated subsystems that are built to work together to accomplish mission success. Some of these systems or subsystems are in the form of heritage equipment, while some have never been previously launched. For these cases, characterizing the epistemic uncertainty is of foremost importance, and it is anticipated that the epistemic uncertainty of a modified launch vehicle design versus a design of well understood heritage equipment would be greater. For reasons that will be discussed, standard uncertainty propagation methods using Monte Carlo simulation produce counter intuitive results and significantly underestimate epistemic uncertainty for launch vehicle models. Furthermore, standard PRA methods such as Uncertainty-Importance analyses used to identify components that are significant contributors to uncertainty are rendered obsolete since sensitivity to uncertainty changes are not reflected in propagation of uncertainty using Monte Carlo methods.This paper provides a basis of the uncertainty underestimation for complex systems and especially, due to nuances of launch vehicle logic, for launch vehicles. It then suggests several alternative methods for estimating uncertainty and provides examples of estimation results. Lastly, the paper shows how to implement an Uncertainty-Importance analysis using one alternative approach, describes the results, and suggests ways to reduce epistemic uncertainty by focusing on additional data or testing of selected components.
Verification Validation and Uncertainty Quantification for CGS
Energy Technology Data Exchange (ETDEWEB)
Rider, William J. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Kamm, James R. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Weirs, V. Gregory [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2015-01-01
The overall conduct of verification, validation and uncertainty quantification (VVUQ) is discussed through the construction of a workflow relevant to computational modeling including the turbulence problem in the coarse grained simulation (CGS) approach. The workflow contained herein is defined at a high level and constitutes an overview of the activity. Nonetheless, the workflow represents an essential activity in predictive simulation and modeling. VVUQ is complex and necessarily hierarchical in nature. The particular characteristics of VVUQ elements depend upon where the VVUQ activity takes place in the overall hierarchy of physics and models. In this chapter, we focus on the differences between and interplay among validation, calibration and UQ, as well as the difference between UQ and sensitivity analysis. The discussion in this chapter is at a relatively high level and attempts to explain the key issues associated with the overall conduct of VVUQ. The intention is that computational physicists can refer to this chapter for guidance regarding how VVUQ analyses fit into their efforts toward conducting predictive calculations.
Uncertainty analysis of the FRAP code
International Nuclear Information System (INIS)
Peck, S.O.
1978-01-01
A user oriented, automated uncertainty analysis capability has been built into the FRAP code (Fuel Rod Analysis Program) and applied to a PWR fuel rod undergoing a LOCA. The method of uncertainty analysis is the Response Surface Method (RSM). (author)
Change and uncertainty in quantum systems
International Nuclear Information System (INIS)
Franson, J.D.
1996-01-01
A simple inequality shows that any change in the expectation value of an observable quantity must be associated with some degree of uncertainty. This inequality is often more restrictive than the Heisenberg uncertainty principle. copyright 1996 The American Physical Society
On Rapport Uncertainty in the Sharing Economy
DEFF Research Database (Denmark)
Frey, Alexander; Trenz, Manuel; Tan, Chee-Wee
2018-01-01
Sharing Economy platforms enable a close physical interaction among strangers by mediating goods and services owned or provided by individuals. This close physical interaction is an inherent part of the service experience, is highly individual and thus can hardly be evaluated beforehand. This gives...... rise to a novel type of service uncertainty that we term as rapport uncertainty. Building on the hierarchical decomposition of service quality, we construct an uncertainty model that encompasses three uncertainty categories consumers face when sharing a resource: rapport, technical, and environment...... uncertainty. Our empirical study in a ride sharing context reveals that rapport uncertainty differs from other categories of uncertainty and significantly reduces the intention to transact with a service provider. Our findings illustrate how the concept of uncertainty must be extended to reflect the nature...
Uncertainty and its propagation in dynamics models
International Nuclear Information System (INIS)
Devooght, J.
1994-01-01
The purpose of this paper is to bring together some characteristics due to uncertainty when we deal with dynamic models and therefore to propagation of uncertainty. The respective role of uncertainty and inaccuracy is examined. A mathematical formalism based on Chapman-Kolmogorov equation allows to define a open-quotes subdynamicsclose quotes where the evolution equation takes the uncertainty into account. The problem of choosing or combining models is examined through a loss function associated to a decision
Some illustrative examples of model uncertainty
International Nuclear Information System (INIS)
Bier, V.M.
1994-01-01
In this paper, we first discuss the view of model uncertainty proposed by Apostolakis. We then present several illustrative examples related to model uncertainty, some of which are not well handled by this formalism. Thus, Apostolakis' approach seems to be well suited to describing some types of model uncertainty, but not all. Since a comprehensive approach for characterizing and quantifying model uncertainty is not yet available, it is hoped that the examples presented here will service as a springboard for further discussion
The Uncertainty Multiplier and Business Cycles
Saijo, Hikaru
2013-01-01
I study a business cycle model where agents learn about the state of the economy by accumulating capital. During recessions, agents invest less, and this generates noisier estimates of macroeconomic conditions and an increase in uncertainty. The endogenous increase in aggregate uncertainty further reduces economic activity, which in turn leads to more uncertainty, and so on. Thus, through changes in uncertainty, learning gives rise to a multiplier effect that amplifies business cycles. I use ...
PIV Uncertainty Quantification and Beyond
Wieneke, B.F.A.
2017-01-01
The fundamental properties of computed flow fields using particle imaging velocimetry (PIV) have been investigated, viewing PIV processing as a black box without going in detail into algorithmic details. PIV processing can be analyzed using a linear filter model, i.e. assuming that the computed
An Uncertainty Principle for Quaternion Fourier Transform
BAHRI, Mawardi; HITZER, Eckhard S. M; HAYASHI, Akihisa; ASHINO, Ryuichi
2008-01-01
We review the quaternionic Fourier transform(QFT). Using the properties of the QFT we establish an uncertainty principle for the right-sided QFT.This uncertainty principle prescribes a lower bound on the product of the effective widths of quaternion-valued signals in the spatial and frequency domains. It is shown that only a Gaussian quaternion signal minimizes the uncertainty.
Flood modelling : Parameterisation and inflow uncertainty
Mukolwe, M.M.; Di Baldassarre, G.; Werner, M.; Solomatine, D.P.
2014-01-01
This paper presents an analysis of uncertainty in hydraulic modelling of floods, focusing on the inaccuracy caused by inflow errors and parameter uncertainty. In particular, the study develops a method to propagate the uncertainty induced by, firstly, application of a stage–discharge rating curve
Uncertainty and growth of the firm
Lensink, R; van Steen, P; Sterken, E
Using data from a survey of 1,097 small and medium-sized non-listed Dutch firms we investigate the relation between growth of the firm and uncertainty. We focus on the impact of sales uncertainty on various types of investment. We find that sales uncertainty, measured by the conditional variance,
Uncertainty in prediction and in inference
Hilgevoord, J.; Uffink, J.
1991-01-01
The concepts of uncertainty in prediction and inference are introduced and illustrated using the diffraction of light as an example. The close re-lationship between the concepts of uncertainty in inference and resolving power is noted. A general quantitative measure of uncertainty in
Propagation Delay Uncertainty in Time-Of Systems
Feehrer, John Ross
1995-01-01
This dissertation presents a study of how propagation delay uncertainty affects the performance of time-of-flight synchronized digital circuits. Time-of-flight synchronization is a new timing method suitable for technologies such as optoelectronics having highly controllable propagation delay. No bistable memory elements are required, and synchronization is accomplished by precise adjustments of interconnect lengths. Delay is distributed over connections so that, nominally, pulses arrive at a common destination simultaneously. Clock gating and pulse stretching are used to restore timing of pulses. Time multiplexing is used to increase computational throughput, whereby a major cycle is divided into a number of minor cycles, each representing an independent virtual machine. What limits the amount of multiplexing that is feasible is the controllability of delay. The principle focus of this research is methods for computing the minimum feasible minor cycle and the amount of stretch needed to prevent synchronization errors. Due to the unique circuit features, timing analysis differs significantly from analysis of conventional digital circuits. Models of delay uncertainty accounting for static and dynamic effects are discussed for discrete and integrated implementations. Methods for placing a minimal set of clock gates necessary for a functional circuit are presented. The minimum feasible major cycle is computed using nominal delays. A method for computing the arrival time and pulse width uncertainty at each node in the circuit is presented. The circuit graph is traversed and device uncertainty functions operating on worst-case input pulse parameters are applied at vertices. Using pulse timing parameters obtained from the traversal, timing constraints are generated. A constrained minimization problem to find the minimum feasible minor cycle is then presented and solved. Two variations on this problem are presented. Circuit structural issues that affect the accuracy of
International Nuclear Information System (INIS)
Campolina, D. de A. M.; Lima, C.P.B.; Veloso, M.A.F.
2013-01-01
For all the physical components that comprise a nuclear system there is an uncertainty. Assessing the impact of uncertainties in the simulation of fissionable material systems is essential for a best estimate calculation that has been replacing the conservative model calculations as the computational power increases. The propagation of uncertainty in a simulation using a Monte Carlo code by sampling the input parameters is recent because of the huge computational effort required. In this work a sample space of MCNPX calculations was used to propagate the uncertainty. The sample size was optimized using the Wilks formula for a 95. percentile and a two-sided statistical tolerance interval of 95%. Uncertainties in input parameters of the reactor considered included geometry dimensions and densities. It was showed the capacity of the sampling-based method for burnup when the calculations sample size is optimized and many parameter uncertainties are investigated together, in the same input. Particularly it was shown that during the burnup, the variances when considering all the parameters uncertainties is equivalent to the sum of variances if the parameter uncertainties are sampled separately
Albrecht, Achim; Miquel, Stéphan
2010-01-01
Biosphere dose conversion factors are computed for the French high-level geological waste disposal concept and to illustrate the combined probabilistic and deterministic approach. Both (135)Cs and (79)Se are used as examples. Probabilistic analyses of the system considering all parameters, as well as physical and societal parameters independently, allow quantification of their mutual impact on overall uncertainty. As physical parameter uncertainties decreased, for example with the availability of further experimental and field data, the societal uncertainties, which are less easily constrained, particularly for the long term, become more and more significant. One also has to distinguish uncertainties impacting the low dose portion of a distribution from those impacting the high dose range, the latter having logically a greater impact in an assessment situation. The use of cumulative probability curves allows us to quantify probability variations as a function of the dose estimate, with the ratio of the probability variation (slope of the curve) indicative of uncertainties of different radionuclides. In the case of (135)Cs with better constrained physical parameters, the uncertainty in human behaviour is more significant, even in the high dose range, where they increase the probability of higher doses. For both radionuclides, uncertainties impact more strongly in the intermediate than in the high dose range. In an assessment context, the focus will be on probabilities of higher dose values. The probabilistic approach can furthermore be used to construct critical groups based on a predefined probability level and to ensure that critical groups cover the expected range of uncertainty.
Uncertainty and validation. Effect of user interpretation on uncertainty estimates
Energy Technology Data Exchange (ETDEWEB)
Kirchner, G. [Univ. of Bremen (Germany); Peterson, R. [AECL, Chalk River, ON (Canada)] [and others
1996-11-01
Uncertainty in predictions of environmental transfer models arises from, among other sources, the adequacy of the conceptual model, the approximations made in coding the conceptual model, the quality of the input data, the uncertainty in parameter values, and the assumptions made by the user. In recent years efforts to quantify the confidence that can be placed in predictions have been increasing, but have concentrated on a statistical propagation of the influence of parameter uncertainties on the calculational results. The primary objective of this Working Group of BIOMOVS II was to test user's influence on model predictions on a more systematic basis than has been done before. The main goals were as follows: To compare differences between predictions from different people all using the same model and the same scenario description with the statistical uncertainties calculated by the model. To investigate the main reasons for different interpretations by users. To create a better awareness of the potential influence of the user on the modeling results. Terrestrial food chain models driven by deposition of radionuclides from the atmosphere were used. Three codes were obtained and run with three scenarios by a maximum of 10 users. A number of conclusions can be drawn some of which are general and independent of the type of models and processes studied, while others are restricted to the few processes that were addressed directly: For any set of predictions, the variation in best estimates was greater than one order of magnitude. Often the range increased from deposition to pasture to milk probably due to additional transfer processes. The 95% confidence intervals about the predictions calculated from the parameter distributions prepared by the participants did not always overlap the observations; similarly, sometimes the confidence intervals on the predictions did not overlap. Often the 95% confidence intervals of individual predictions were smaller than the
Uncertainty and validation. Effect of user interpretation on uncertainty estimates
International Nuclear Information System (INIS)
Kirchner, G.; Peterson, R.
1996-11-01
Uncertainty in predictions of environmental transfer models arises from, among other sources, the adequacy of the conceptual model, the approximations made in coding the conceptual model, the quality of the input data, the uncertainty in parameter values, and the assumptions made by the user. In recent years efforts to quantify the confidence that can be placed in predictions have been increasing, but have concentrated on a statistical propagation of the influence of parameter uncertainties on the calculational results. The primary objective of this Working Group of BIOMOVS II was to test user's influence on model predictions on a more systematic basis than has been done before. The main goals were as follows: To compare differences between predictions from different people all using the same model and the same scenario description with the statistical uncertainties calculated by the model. To investigate the main reasons for different interpretations by users. To create a better awareness of the potential influence of the user on the modeling results. Terrestrial food chain models driven by deposition of radionuclides from the atmosphere were used. Three codes were obtained and run with three scenarios by a maximum of 10 users. A number of conclusions can be drawn some of which are general and independent of the type of models and processes studied, while others are restricted to the few processes that were addressed directly: For any set of predictions, the variation in best estimates was greater than one order of magnitude. Often the range increased from deposition to pasture to milk probably due to additional transfer processes. The 95% confidence intervals about the predictions calculated from the parameter distributions prepared by the participants did not always overlap the observations; similarly, sometimes the confidence intervals on the predictions did not overlap. Often the 95% confidence intervals of individual predictions were smaller than the
Failure probability under parameter uncertainty.
Gerrard, R; Tsanakas, A
2011-05-01
In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.
High-Throughput Thermodynamic Modeling and Uncertainty Quantification for ICME
Otis, Richard A.; Liu, Zi-Kui
2017-05-01
One foundational component of the integrated computational materials engineering (ICME) and Materials Genome Initiative is the computational thermodynamics based on the calculation of phase diagrams (CALPHAD) method. The CALPHAD method pioneered by Kaufman has enabled the development of thermodynamic, atomic mobility, and molar volume databases of individual phases in the full space of temperature, composition, and sometimes pressure for technologically important multicomponent engineering materials, along with sophisticated computational tools for using the databases. In this article, our recent efforts will be presented in terms of developing new computational tools for high-throughput modeling and uncertainty quantification based on high-throughput, first-principles calculations and the CALPHAD method along with their potential propagations to downstream ICME modeling and simulations.
Quantum Uncertainty and Fundamental Interactions
Directory of Open Access Journals (Sweden)
Tosto S.
2013-04-01
Full Text Available The paper proposes a simplified theoretical approach to infer some essential concepts on the fundamental interactions between charged particles and their relative strengths at comparable energies by exploiting the quantum uncertainty only. The worth of the present approach relies on the way of obtaining the results, rather than on the results themselves: concepts today acknowledged as fingerprints of the electroweak and strong interactions appear indeed rooted in the same theoretical frame including also the basic principles of special and general relativity along with the gravity force.
Social preferences and strategic uncertainty
DEFF Research Database (Denmark)
Cabrales, Antonio; Miniaci, Raffaele; Piovesan, Marco
2010-01-01
"choose to work" for a principal by selecting one of the available contracts. We find that (i) (heterogeneous) social preferences are significant determinants of choices, (ii) for both principals and agents, strategic uncertainty aversion is a stronger determinant of choices than fairness, and (iii......This paper reports a three-phase experiment on a stylized labor market. In the first two phases, agents face simple games, which we use to estimate subjects' social and reciprocity concerns. In the last phase, four principals compete by offering agents a contract from a fixed menu. Then, agents......) agents display a marked propensity to work for principals with similar distributional concerns....
Sources of uncertainty in cancer survivorship.
Miller, Laura E
2012-12-01
Previous research has demonstrated the common experience of illness-related uncertainty; however, little research has explored the specific sources of uncertainty throughout cancer survivorship. The purpose of this study is to investigate the experience of uncertainty for cancer survivors and their partners. Thus, the following research question is posed: What are the sources of uncertainty in cancer survivorship for survivors and partners? One-on-one interviews were conducted with 35 cancer survivors and 25 partners. Constant comparative methodologies were used to analyze the data. Participants described medical, personal, and social sources of uncertainty that persisted throughout survivorship. Medical sources of uncertainty included questions about the cancer diagnosis, treatment and prognosis. Personal sources of uncertainty included ambiguous valued identities and career-related questions. Social sources of uncertainty included unclear communicative, relational and familial consequences of illness. Survivors and partners in this study experienced uncertainty that persisted long after the completion of cancer treatment. The participants also described sources of uncertainty unique to this illness context. These results have important implications for health care providers and intervention developers and imply that chronic uncertainty should be managed throughout survivorship. The sources of uncertainty described in the current study have important implications for cancer survivors' management of uncertainty. Cancer survivors and their family members must first know the common sources of uncertainty to adaptively adjust to an uncertain survivorship trajectory. The present investigation provides insight into the uncertainty experiences of cancer survivors and implies that continued care may improve well-being after the completion of cancer treatment.
Quantifying Uncertainty of Wind Power Production Through an Analog Ensemble
Shahriari, M.; Cervone, G.
2016-12-01
The Analog Ensemble (AnEn) method is used to generate probabilistic weather forecasts that quantify the uncertainty in power estimates at hypothetical wind farm locations. The data are from the NREL Eastern Wind Dataset that includes more than 1,300 modeled wind farms. The AnEn model uses a two-dimensional grid to estimate the probability distribution of wind speed (the predictand) given the values of predictor variables such as temperature, pressure, geopotential height, U-component and V-component of wind. The meteorological data is taken from the NCEP GFS which is available on a 0.25 degree grid resolution. The methodology first divides the data into two classes: training period and verification period. The AnEn selects a point in the verification period and searches for the best matching estimates (analogs) in the training period. The predictand value at those analogs are the ensemble prediction for the point in the verification period. The model provides a grid of wind speed values and the uncertainty (probability index) associated with each estimate. Each wind farm is associated with a probability index which quantifies the degree of difficulty to estimate wind power. Further, the uncertainty in estimation is related to other factors such as topography, land cover and wind resources. This is achieved by using a GIS system to compute the correlation between the probability index and geographical characteristics. This study has significant applications for investors in renewable energy sector especially wind farm developers. Lower level of uncertainty facilitates the process of submitting bids into day ahead and real time electricity markets. Thus, building wind farms in regions with lower levels of uncertainty will reduce the real-time operational risks and create a hedge against volatile real-time prices. Further, the links between wind estimate uncertainty and factors such as topography and wind resources, provide wind farm developers with valuable
Uncertainty in Operational Atmospheric Analyses and Re-Analyses
Langland, R.; Maue, R. N.
2016-12-01
This talk will describe uncertainty in atmospheric analyses of wind and temperature produced by operational forecast models and in re-analysis products. Because the "true" atmospheric state cannot be precisely quantified, there is necessarily error in every atmospheric analysis, and this error can be estimated by computing differences ( variance and bias) between analysis products produced at various centers (e.g., ECMWF, NCEP, U.S Navy, etc.) that use independent data assimilation procedures, somewhat different sets of atmospheric observations and forecast models with different resolutions, dynamical equations, and physical parameterizations. These estimates of analysis uncertainty provide a useful proxy to actual analysis error. For this study, we use a unique multi-year and multi-model data archive developed at NRL-Monterey. It will be shown that current uncertainty in atmospheric analyses is closely correlated with the geographic distribution of assimilated in-situ atmospheric observations, especially those provided by high-accuracy radiosonde and commercial aircraft observations. The lowest atmospheric analysis uncertainty is found over North America, Europe and Eastern Asia, which have the largest numbers of radiosonde and commercial aircraft observations. Analysis uncertainty is substantially larger (by factors of two to three times) in most of the Southern hemisphere, the North Pacific ocean, and under-developed nations of Africa and South America where there are few radiosonde or commercial aircraft data. It appears that in regions where atmospheric analyses depend primarily on satellite radiance observations, analysis uncertainty of both temperature and wind remains relatively high compared to values found over North America and Europe.
Risk uncertainty analysis methods for NUREG-1150
International Nuclear Information System (INIS)
Benjamin, A.S.; Boyd, G.J.
1987-01-01
Evaluation and display of risk uncertainties for NUREG-1150 constitute a principal focus of the Severe Accident Risk Rebaselining/Risk Reduction Program (SARRP). Some of the principal objectives of the uncertainty evaluation are: (1) to provide a quantitative estimate that reflects, for those areas considered, a credible and realistic range of uncertainty in risk; (2) to rank the various sources of uncertainty with respect to their importance for various measures of risk; and (3) to characterize the state of understanding of each aspect of the risk assessment for which major uncertainties exist. This paper describes the methods developed to fulfill these objectives
Uncertainty Communication. Issues and good practice
International Nuclear Information System (INIS)
Kloprogge, P.; Van der Sluijs, J.; Wardekker, A.
2007-12-01
In 2003 the Netherlands Environmental Assessment Agency (MNP) published the RIVM/MNP Guidance for Uncertainty Assessment and Communication. The Guidance assists in dealing with uncertainty in environmental assessments. Dealing with uncertainty is essential because assessment results regarding complex environmental issues are of limited value if the uncertainties have not been taken into account adequately. A careful analysis of uncertainties in an environmental assessment is required, but even more important is the effective communication of these uncertainties in the presentation of assessment results. The Guidance yields rich and differentiated insights in uncertainty, but the relevance of this uncertainty information may vary across audiences and uses of assessment results. Therefore, the reporting of uncertainties is one of the six key issues that is addressed in the Guidance. In practice, users of the Guidance felt a need for more practical assistance in the reporting of uncertainty information. This report explores the issue of uncertainty communication in more detail, and contains more detailed guidance on the communication of uncertainty. In order to make this a 'stand alone' document several questions that are mentioned in the detailed Guidance have been repeated here. This document thus has some overlap with the detailed Guidance. Part 1 gives a general introduction to the issue of communicating uncertainty information. It offers guidelines for (fine)tuning the communication to the intended audiences and context of a report, discusses how readers of a report tend to handle uncertainty information, and ends with a list of criteria that uncertainty communication needs to meet to increase its effectiveness. Part 2 helps writers to analyze the context in which communication takes place, and helps to map the audiences, and their information needs. It further helps to reflect upon anticipated uses and possible impacts of the uncertainty information on the
The economic implications of carbon cycle uncertainty
International Nuclear Information System (INIS)
Smith, Steven J.; Edmonds, James A.
2006-01-01
This paper examines the implications of uncertainty in the carbon cycle for the cost of stabilizing carbon dioxide concentrations. Using a state of the art integrated assessment model, we find that uncertainty in our understanding of the carbon cycle has significant implications for the costs of a climate stabilization policy, with cost differences denominated in trillions of dollars. Uncertainty in the carbon cycle is equivalent to a change in concentration target of up to 100 ppmv. The impact of carbon cycle uncertainties are smaller than those for climate sensitivity, and broadly comparable to the effect of uncertainty in technology availability
Parameter uncertainty analysis for simulating streamflow in a river catchment of Vietnam
Directory of Open Access Journals (Sweden)
Dao Nguyen Khoi
2015-07-01
Full Text Available Hydrological models play vital roles in management of water resources. However, the calibration of the hydrological models is a large challenge because of the uncertainty involved in the large number of parameters. In this study, four uncertainty analysis methods, including Generalized Likelihood Uncertainty Estimation (GLUE, Parameter Solution (ParaSol, Particle Swarm Optimization (PSO, and Sequential Uncertainty Fitting (SUFI-2, were employed to perform parameter uncertainty analysis of streamflow simulation in the Srepok River Catchment by using the Soil and Water Assessment Tool (SWAT model. The four methods were compared in terms of the model prediction uncertainty, the model performance, and the computational efficiency. The results showed that the SUFI-2 method has the advantages in the model calibration and uncertainty analysis. This technique could be run with the smallest of simulation runs to achieve good prediction uncertainty bands and model performance. This technique could be run with the smallest of simulation runs to achieve good prediction uncertainty bands and model performance.
International Nuclear Information System (INIS)
Olsen, A.R.; Cunningham, M.E.
1980-01-01
With the increasing sophistication and use of computer codes in the nuclear industry, there is a growing awareness of the need to identify and quantify the uncertainties of these codes. In any effort to model physical mechanisms, the results obtained from the model are subject to some degree of uncertainty. This uncertainty has two primary sources. First, there is uncertainty in the model's representation of reality. Second, there is an uncertainty in the input data required by the model. If individual models are combined into a predictive sequence, the uncertainties from an individual model will propagate through the sequence and add to the uncertainty of results later obtained. Nuclear fuel rod stored-energy models, characterized as a combination of numerous submodels, exemplify models so affected. Each submodel depends on output from previous calculations and may involve iterative interdependent submodel calculations for the solution. The iterative nature of the model and the cost of running the model severely limit the uncertainty analysis procedures. An approach for uncertainty analysis under these conditions was designed for the particular case of stored-energy models. It is assumed that the complicated model is correct, that a simplified model based on physical considerations can be designed to approximate the complicated model, and that linear error propagation techniques can be used on the simplified model
Uncertainties in the proton lifetime
International Nuclear Information System (INIS)
Ellis, J.; Nanopoulos, D.V.; Rudaz, S.; Gaillard, M.K.
1980-04-01
We discuss the masses of the leptoquark bosons m(x) and the proton lifetime in Grand Unified Theories based principally on SU(5). It is emphasized that estimates of m(x) based on the QCD coupling and the fine structure constant are probably more reliable than those using the experimental value of sin 2 theta(w). Uncertainties in the QCD Λ parameter and the correct value of α are discussed. We estimate higher order effects on the evolution of coupling constants in a momentum space renormalization scheme. It is shown that increasing the number of generations of fermions beyond the minimal three increases m(X) by almost a factor of 2 per generation. Additional uncertainties exist for each generation of technifermions that may exist. We discuss and discount the possibility that proton decay could be 'Cabibbo-rotated' away, and a speculation that Lorentz invariance may be violated in proton decay at a detectable level. We estimate that in the absence of any substantial new physics beyond that in the minimal SU(5) model the proton lifetimes is 8 x 10 30+-2 years
Black Hole Spin Measurement Uncertainty
Salvesen, Greg; Begelman, Mitchell C.
2018-01-01
Angular momentum, or spin, is one of only two fundamental properties of astrophysical black holes, and measuring its value has numerous applications. For instance, obtaining reliable spin measurements could constrain the growth history of supermassive black holes and reveal whether relativistic jets are powered by tapping into the black hole spin reservoir. The two well-established techniques for measuring black hole spin can both be applied to X-ray binaries, but are in disagreement for cases of non-maximal spin. This discrepancy must be resolved if either technique is to be deemed robust. We show that the technique based on disc continuum fitting is sensitive to uncertainties regarding the disc atmosphere, which are observationally unconstrained. By incorporating reasonable uncertainties into black hole spin probability density functions, we demonstrate that the spin measured by disc continuum fitting can become highly uncertain. Future work toward understanding how the observed disc continuum is altered by atmospheric physics, particularly magnetic fields, will further strengthen black hole spin measurement techniques.
Uncertainty in geological and hydrogeological data
Directory of Open Access Journals (Sweden)
B. Nilsson
2007-09-01
Full Text Available Uncertainty in conceptual model structure and in environmental data is of essential interest when dealing with uncertainty in water resources management. To make quantification of uncertainty possible is it necessary to identify and characterise the uncertainty in geological and hydrogeological data. This paper discusses a range of available techniques to describe the uncertainty related to geological model structure and scale of support. Literature examples on uncertainty in hydrogeological variables such as saturated hydraulic conductivity, specific yield, specific storage, effective porosity and dispersivity are given. Field data usually have a spatial and temporal scale of support that is different from the one on which numerical models for water resources management operate. Uncertainty in hydrogeological data variables is characterised and assessed within the methodological framework of the HarmoniRiB classification.
Discriminative Random Field Models for Subsurface Contamination Uncertainty Quantification
Arshadi, M.; Abriola, L. M.; Miller, E. L.; De Paolis Kaluza, C.
2017-12-01
Application of flow and transport simulators for prediction of the release, entrapment, and persistence of dense non-aqueous phase liquids (DNAPLs) and associated contaminant plumes is a computationally intensive process that requires specification of a large number of material properties and hydrologic/chemical parameters. Given its computational burden, this direct simulation approach is particularly ill-suited for quantifying both the expected performance and uncertainty associated with candidate remediation strategies under real field conditions. Prediction uncertainties primarily arise from limited information about contaminant mass distributions, as well as the spatial distribution of subsurface hydrologic properties. Application of direct simulation to quantify uncertainty would, thus, typically require simulating multiphase flow and transport for a large number of permeability and release scenarios to collect statistics associated with remedial effectiveness, a computationally prohibitive process. The primary objective of this work is to develop and demonstrate a methodology that employs measured field data to produce equi-probable stochastic representations of a subsurface source zone that capture the spatial distribution and uncertainty associated with key features that control remediation performance (i.e., permeability and contamination mass). Here we employ probabilistic models known as discriminative random fields (DRFs) to synthesize stochastic realizations of initial mass distributions consistent with known, and typically limited, site characterization data. Using a limited number of full scale simulations as training data, a statistical model is developed for predicting the distribution of contaminant mass (e.g., DNAPL saturation and aqueous concentration) across a heterogeneous domain. Monte-Carlo sampling methods are then employed, in conjunction with the trained statistical model, to generate realizations conditioned on measured borehole data
Sustainable design of complex industrial and energy systems under uncertainty
Liu, Zheng
Depletion of natural resources, environmental pressure, economic globalization, etc., demand seriously industrial organizations to ensure that their manufacturing be sustainable. On the other hand, the efforts of pursing sustainability also give raise to potential opportunities for improvements and collaborations among various types of industries. Owing to inherent complexity and uncertainty, however, sustainability problems of industrial and energy systems are always very difficult to deal with, which has made industrial practice mostly experience based. For existing research efforts on the study of industrial sustainability, although systems approaches have been applied in dealing with the challenge of system complexity, most of them are still lack in the ability of handling inherent uncertainty. To overcome this limit, there is a research need to develop a new generation of systems approaches by integrating techniques and methods for handling various types of uncertainties. To achieve this objective, this research introduced series of holistic methodologies for sustainable design and decision-making of industrial and energy systems. The introduced methodologies are developed in a systems point of view with the functional components involved in, namely, modeling, assessment, analysis, and decision-making. For different methodologies, the interval-parameter-based, fuzzy-logic-based, and Monte Carlo based methods are selected and applied respectively for handling various types of uncertainties involved, and the optimality of solutions is guaranteed by thorough search or system optimization. The proposed methods are generally applicable for any types of industrial systems, and their efficacy had been successfully demonstrated by the given case studies. Beyond that, a computational tool was designed, which provides functions on the industrial sustainability assessment and decision-making through several convenient and interactive steps of computer operation. This
International Nuclear Information System (INIS)
Campolina, Daniel de Almeida Magalhães
2015-01-01
There is an uncertainty for all the components that comprise the model of a nuclear system. Assessing the impact of uncertainties in the simulation of fissionable material systems is essential for a realistic calculation that has been replacing conservative model calculations as the computational power increases. The propagation of uncertainty in a simulation using a Monte Carlo code by sampling the input parameters is recent because of the huge computational effort required. By analyzing the propagated uncertainty to the effective neutron multiplication factor (k eff ), the effects of the sample size, computational uncertainty and efficiency of a random number generator to represent the distributions that characterize physical uncertainty in a light water reactor was investigated. A program entitled GB s ample was implemented to enable the application of the random sampling method, which requires an automated process and robust statistical tools. The program was based on the black box model and the MCNPX code was used in and parallel processing for the calculation of particle transport. The uncertainties considered were taken from a benchmark experiment in which the effects in k eff due to physical uncertainties is done through a conservative method. In this work a script called GB s ample was implemented to automate the sampling based method, use multiprocessing and assure the necessary robustness. It has been found the possibility of improving the efficiency of the random sampling method by selecting distributions obtained from a random number generator in order to obtain a better representation of uncertainty figures. After the convergence of the method is achieved, in order to reduce the variance of the uncertainty propagated without increase in computational time, it was found the best number o components to be sampled. It was also observed that if the sampling method is used to calculate the effect on k eff due to physical uncertainties reported by
International Nuclear Information System (INIS)
Bernard, D.
2001-12-01
The aim of this thesis was to evaluate uncertainties of key neutron parameters of slab reactors. Uncertainties sources have many origins, technologic origin for parameters of fabrication and physical origin for nuclear data. First, each contribution of uncertainties is calculated and finally, a factor of uncertainties is associated to key slab parameter like reactivity, isotherm reactivity coefficient, control rod efficiency, power form factor before irradiation and life-time. This factors of uncertainties were computed by Generalized Perturbations Theory in case of step 0 and by directs calculations in case of irradiation problems. One of neutronic conformity applications was about fabrication and nuclear data targets precision adjustments. Statistic (uncertainties) and deterministic (deviations) approaches were studied. Then, neutronics key slab parameters uncertainties were reduced and so nuclear performances were optimized. (author)
PIV Uncertainty Quantification and Beyond
Wieneke, B.F.A.
2017-01-01
The fundamental properties of computed flow fields using particle imaging velocimetry (PIV) have been investigated, viewing PIV processing as a black box without going in detail into algorithmic details. PIV processing can be analyzed using a linear filter model, i.e. assuming that the computed displacement field is the result of some spatial filtering of the underlying true flow field given a particular shape of the filter function. From such a mathematical framework, relationships are deriv...
Uncertainties in model-based outcome predictions for treatment planning
International Nuclear Information System (INIS)
Deasy, Joseph O.; Chao, K.S. Clifford; Markman, Jerry
2001-01-01
Purpose: Model-based treatment-plan-specific outcome predictions (such as normal tissue complication probability [NTCP] or the relative reduction in salivary function) are typically presented without reference to underlying uncertainties. We provide a method to assess the reliability of treatment-plan-specific dose-volume outcome model predictions. Methods and Materials: A practical method is proposed for evaluating model prediction based on the original input data together with bootstrap-based estimates of parameter uncertainties. The general framework is applicable to continuous variable predictions (e.g., prediction of long-term salivary function) and dichotomous variable predictions (e.g., tumor control probability [TCP] or NTCP). Using bootstrap resampling, a histogram of the likelihood of alternative parameter values is generated. For a given patient and treatment plan we generate a histogram of alternative model results by computing the model predicted outcome for each parameter set in the bootstrap list. Residual uncertainty ('noise') is accounted for by adding a random component to the computed outcome values. The residual noise distribution is estimated from the original fit between model predictions and patient data. Results: The method is demonstrated using a continuous-endpoint model to predict long-term salivary function for head-and-neck cancer patients. Histograms represent the probabilities for the level of posttreatment salivary function based on the input clinical data, the salivary function model, and the three-dimensional dose distribution. For some patients there is significant uncertainty in the prediction of xerostomia, whereas for other patients the predictions are expected to be more reliable. In contrast, TCP and NTCP endpoints are dichotomous, and parameter uncertainties should be folded directly into the estimated probabilities, thereby improving the accuracy of the estimates. Using bootstrap parameter estimates, competing treatment
Uncertainty Quantification Bayesian Framework for Porous Media Flows
Demyanov, V.; Christie, M.; Erbas, D.
2005-12-01
Uncertainty quantification is an increasingly important aspect of many areas of applied science, where the challenge is to make reliable predictions about the performance of complex physical systems in the absence of complete or reliable data. Predicting flows of fluids through undersurface reservoirs is an example of a complex system where accuracy in prediction is needed (e.g. in oil industry it is essential for financial reasons). Simulation of fluid flow in oil reservoirs is usually carried out using large commercially written finite difference simulators solving conservation equations describing the multi-phase flow through the porous reservoir rocks, which is a highly computationally expensive task. This work examines a Bayesian Framework for uncertainty quantification in porous media flows that uses a stochastic sampling algorithm to generate models that match observed time series data. The framework is flexible for a wide range of general physical/statistical parametric models, which are used to describe the underlying hydro-geological process in its temporal dynamics. The approach is based on exploration of the parameter space and update of the prior beliefs about what the most likely model definitions are. Optimization problem for a highly parametric physical model usually have multiple solutions, which impact the uncertainty of the made predictions. Stochastic search algorithm (e.g. genetic algorithm) allows to identify multiple "good enough" models in the parameter space. Furthermore, inference of the generated model ensemble via MCMC based algorithm evaluates the posterior probability of the generated models and quantifies uncertainty of the predictions. Machine learning algorithm - Artificial Neural Networks - are used to speed up the identification of regions in parameter space where good matches to observed data can be found. Adaptive nature of ANN allows to develop different ways of integrating them into the Bayesian framework: as direct time
Uncertainty Flow Facilitates Zero-Shot Multi-Label Learning in Affective Facial Analysis
Directory of Open Access Journals (Sweden)
Wenjun Bai
2018-02-01
proposed Uncertainty Flow provides a glimpse of future in continuous, uncertain, and multi-label affective computing.
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
Quantitative analysis of uncertainty from pebble flow in HTR
Energy Technology Data Exchange (ETDEWEB)
Chen, Hao, E-mail: haochen.heu@163.com [Fundamental Science on Nuclear Safety and Simulation Technology Laboratory, College of Nuclear Science and Technology, Harbin Engineering University, Harbin (China); Institute of Nuclear and New Energy Technology (INET), Collaborative Innovation Center of Advanced Nuclear Energy Technology, Key Laboratory of Advanced Reactor Engineering and Safety of Ministry of Education, Tsinghua University, Beijing (China); Fu, Li; Jiong, Guo; Ximing, Sun; Lidong, Wang [Institute of Nuclear and New Energy Technology (INET), Collaborative Innovation Center of Advanced Nuclear Energy Technology, Key Laboratory of Advanced Reactor Engineering and Safety of Ministry of Education, Tsinghua University, Beijing (China)
2015-12-15
Highlights: • An uncertainty and sensitivity analysis model for pebble flow has been built. • Experiment and random walk theory are used to identify uncertainty of pebble flow. • Effects of pebble flow to the core parameters are identified by sensitivity analysis. • Uncertainty of core parameters due to pebble flow is quantified for the first time. - Abstract: In pebble bed HTR, along the deterministic average flow lines, randomness exists in the flow of pebbles, which is not possible to simulate with the current reactor design codes for HTR, such as VSOP, due to the limitation of current computer capability. In order to study how the randomness of pebble flow will affect the key parameters in HTR, a new pebble flow model was set up, which has been successfully transplanted into the VSOP code. In the new pebble flow model, mixing coefficients were introduced into the fixed flow line to simulate the randomness of pebble flow. Numerical simulation and pebble flow experiments were facilitated to determine the mixing coefficients. Sensitivity analysis was conducted to achieve the conclusion that the key parameters of pebble bed HTR are not sensitive to the randomness in pebble flow. The uncertainty of maximum power density and power distribution caused by the randomness in pebble flow is very small, especially for the “multi-pass” scheme of fuel circulation adopted in the pebble bed HTR.
Incorporating model parameter uncertainty into inverse treatment planning
International Nuclear Information System (INIS)
Lian Jun; Xing Lei
2004-01-01
Radiobiological treatment planning depends not only on the accuracy of the models describing the dose-response relation of different tumors and normal tissues but also on the accuracy of tissue specific radiobiological parameters in these models. Whereas the general formalism remains the same, different sets of model parameters lead to different solutions and thus critically determine the final plan. Here we describe an inverse planning formalism with inclusion of model parameter uncertainties. This is made possible by using a statistical analysis-based frameset developed by our group. In this formalism, the uncertainties of model parameters, such as the parameter a that describes tissue-specific effect in the equivalent uniform dose (EUD) model, are expressed by probability density function and are included in the dose optimization process. We found that the final solution strongly depends on distribution functions of the model parameters. Considering that currently available models for computing biological effects of radiation are simplistic, and the clinical data used to derive the models are sparse and of questionable quality, the proposed technique provides us with an effective tool to minimize the effect caused by the uncertainties in a statistical sense. With the incorporation of the uncertainties, the technique has potential for us to maximally utilize the available radiobiology knowledge for better IMRT treatment
Forensic Uncertainty Quantification of Explosive Dispersal of Particles
Hughes, Kyle; Park, Chanyoung; Haftka, Raphael; Kim, Nam-Ho
2017-06-01
In addition to the numerical challenges of simulating the explosive dispersal of particles, validation of the simulation is often plagued with poor knowledge of the experimental conditions. The level of experimental detail required for validation is beyond what is usually included in the literature. This presentation proposes the use of forensic uncertainty quantification (UQ) to investigate validation-quality experiments to discover possible sources of uncertainty that may have been missed in initial design of experiments or under-reported. The current experience of the authors has found that by making an analogy to crime scene investigation when looking at validation experiments, valuable insights may be gained. One examines all the data and documentation provided by the validation experimentalists, corroborates evidence, and quantifies large sources of uncertainty a posteriori with empirical measurements. In addition, it is proposed that forensic UQ may benefit from an independent investigator to help remove possible implicit biases and increases the likelihood of discovering unrecognized uncertainty. Forensic UQ concepts will be discussed and then applied to a set of validation experiments performed at Eglin Air Force Base. This work was supported in part by the U.S. Department of Energy, National Nuclear Security Administration, Advanced Simulation and Computing Program.
Eigenspace perturbations for structural uncertainty estimation of turbulence closure models
Jofre, Lluis; Mishra, Aashwin; Iaccarino, Gianluca
2017-11-01
With the present state of computational resources, a purely numerical resolution of turbulent flows encountered in engineering applications is not viable. Consequently, investigations into turbulence rely on various degrees of modeling. Archetypal amongst these variable resolution approaches would be RANS models in two-equation closures, and subgrid-scale models in LES. However, owing to the simplifications introduced during model formulation, the fidelity of all such models is limited, and therefore the explicit quantification of the predictive uncertainty is essential. In such scenario, the ideal uncertainty estimation procedure must be agnostic to modeling resolution, methodology, and the nature or level of the model filter. The procedure should be able to give reliable prediction intervals for different Quantities of Interest, over varied flows and flow conditions, and at diametric levels of modeling resolution. In this talk, we present and substantiate the Eigenspace perturbation framework as an uncertainty estimation paradigm that meets these criteria. Commencing from a broad overview, we outline the details of this framework at different modeling resolution. Thence, using benchmark flows, along with engineering problems, the efficacy of this procedure is established. This research was partially supported by NNSA under the Predictive Science Academic Alliance Program (PSAAP) II, and by DARPA under the Enabling Quantification of Uncertainty in Physical Systems (EQUiPS) project (technical monitor: Dr Fariba Fahroo).
Relationships for Cost and Uncertainty of Decision Trees
Chikalov, Igor
2013-01-01
This chapter is devoted to the design of new tools for the study of decision trees. These tools are based on dynamic programming approach and need the consideration of subtables of the initial decision table. So this approach is applicable only to relatively small decision tables. The considered tools allow us to compute: 1. Theminimum cost of an approximate decision tree for a given uncertainty value and a cost function. 2. The minimum number of nodes in an exact decision tree whose depth is at most a given value. For the first tool we considered various cost functions such as: depth and average depth of a decision tree and number of nodes (and number of terminal and nonterminal nodes) of a decision tree. The uncertainty of a decision table is equal to the number of unordered pairs of rows with different decisions. The uncertainty of approximate decision tree is equal to the maximum uncertainty of a subtable corresponding to a terminal node of the tree. In addition to the algorithms for such tools we also present experimental results applied to various datasets acquired from UCI ML Repository [4]. © Springer-Verlag Berlin Heidelberg 2013.
Uncertainty quantification for large-scale ocean circulation predictions.
Energy Technology Data Exchange (ETDEWEB)
Safta, Cosmin; Debusschere, Bert J.; Najm, Habib N.; Sargsyan, Khachik
2010-09-01
Uncertainty quantificatio in climate models is challenged by the sparsity of the available climate data due to the high computational cost of the model runs. Another feature that prevents classical uncertainty analyses from being easily applicable is the bifurcative behavior in the climate data with respect to certain parameters. A typical example is the Meridional Overturning Circulation in the Atlantic Ocean. The maximum overturning stream function exhibits discontinuity across a curve in the space of two uncertain parameters, namely climate sensitivity and CO{sub 2} forcing. We develop a methodology that performs uncertainty quantificatio in the presence of limited data that have discontinuous character. Our approach is two-fold. First we detect the discontinuity location with a Bayesian inference, thus obtaining a probabilistic representation of the discontinuity curve location in presence of arbitrarily distributed input parameter values. Furthermore, we developed a spectral approach that relies on Polynomial Chaos (PC) expansions on each sides of the discontinuity curve leading to an averaged-PC representation of the forward model that allows efficient uncertainty quantification and propagation. The methodology is tested on synthetic examples of discontinuous data with adjustable sharpness and structure.
Estimation of uncertainty of laser interferometer measurement in industrial robot accuracy tests
Directory of Open Access Journals (Sweden)
Józwik Jerzy
2017-01-01
Full Text Available The subject of this article is the assessment of measurement uncertainty of the Renishaw XL80 laser interferometer in MOTOMAN HP20 industrial robot inaccuracy test. The paper presents the methodology for estimating the measurement uncertainty of the system used in tests. Estimates of standard and extended uncertainty were calculated for the given research method. These uncertainties are based on the information included in the device calibration certificate (method B but also on the basis of measurements and statistics (method A. The authors proposed their own research methodology, taking into account measurement capabilities of the applied system and the specific character of the robot work. Calculations employed universal computing systems based on standard algorithms. The results obtained from the research and calculations precisely defined key uncertainties allowing for objective evaluation of industrial robot errors identified by the Renishaw XL80 system.
Added Value of uncertainty Estimates of SOurce term and Meteorology (AVESOME)
DEFF Research Database (Denmark)
Sørensen, Jens Havskov; Schönfeldt, Fredrik; Sigg, Robert
In the early phase of a nuclear accident, two large sources of uncertainty exist: one related to the source term and one associated with the meteorological data. Operational methods are being developed in AVESOME for quantitative estimation of uncertainties in atmospheric dispersion prediction...... resulting from uncertainties in assessments of both the release of radionuclides from the accident and their dispersion. Previously, due to lack of computer power, such methods could not be applied to operational real-time decision support. However, with modern supercomputing facilities, available e...... uncertainty in atmospheric dispersion model forecasting stemming from both the source term and the meteorological data is examined. Ways to implement the uncertainties of forecasting in DSSs, and the impacts on real-time emergency management are described. The proposed methodology allows for efficient real...
GRS Method for Uncertainty and Sensitivity Evaluation of Code Results and Applications
International Nuclear Information System (INIS)
Glaeser, H.
2008-01-01
During the recent years, an increasing interest in computational reactor safety analysis is to replace the conservative evaluation model calculations by best estimate calculations supplemented by uncertainty analysis of the code results. The evaluation of the margin to acceptance criteria, for example, the maximum fuel rod clad temperature, should be based on the upper limit of the calculated uncertainty range. Uncertainty analysis is needed if useful conclusions are to be obtained from best estimate thermal-hydraulic code calculations, otherwise single values of unknown accuracy would be presented for comparison with regulatory acceptance limits. Methods have been developed and presented to quantify the uncertainty of computer code results. The basic techniques proposed by GRS are presented together with applications to a large break loss of coolant accident on a reference reactor as well as on an experiment simulating containment behaviour
International Nuclear Information System (INIS)
Sabouri, Pouya
2013-01-01
This thesis presents a comprehensive study of sensitivity/uncertainty analysis for reactor performance parameters (e.g. the k-effective) to the base nuclear data from which they are computed. The analysis starts at the fundamental step, the Evaluated Nuclear Data File and the uncertainties inherently associated with the data they contain, available in the form of variance/covariance matrices. We show that when a methodical and consistent computation of sensitivity is performed, conventional deterministic formalisms can be sufficient to propagate nuclear data uncertainties with the level of accuracy obtained by the most advanced tools, such as state-of-the-art Monte Carlo codes. By applying our developed methodology to three exercises proposed by the OECD (Uncertainty Analysis for Criticality Safety Assessment Benchmarks), we provide insights of the underlying physical phenomena associated with the used formalisms. (author)
Linear minimax estimation for random vectors with parametric uncertainty
Bitar, E
2010-06-01
In this paper, we take a minimax approach to the problem of computing a worst-case linear mean squared error (MSE) estimate of X given Y , where X and Y are jointly distributed random vectors with parametric uncertainty in their distribution. We consider two uncertainty models, PA and PB. Model PA represents X and Y as jointly Gaussian whose covariance matrix Λ belongs to the convex hull of a set of m known covariance matrices. Model PB characterizes X and Y as jointly distributed according to a Gaussian mixture model with m known zero-mean components, but unknown component weights. We show: (a) the linear minimax estimator computed under model PA is identical to that computed under model PB when the vertices of the uncertain covariance set in PA are the same as the component covariances in model PB, and (b) the problem of computing the linear minimax estimator under either model reduces to a semidefinite program (SDP). We also consider the dynamic situation where x(t) and y(t) evolve according to a discrete-time LTI state space model driven by white noise, the statistics of which is modeled by PA and PB as before. We derive a recursive linear minimax filter for x(t) given y(t).
Reusable launch vehicle model uncertainties impact analysis
Chen, Jiaye; Mu, Rongjun; Zhang, Xin; Deng, Yanpeng
2018-03-01
Reusable launch vehicle(RLV) has the typical characteristics of complex aerodynamic shape and propulsion system coupling, and the flight environment is highly complicated and intensely changeable. So its model has large uncertainty, which makes the nominal system quite different from the real system. Therefore, studying the influences caused by the uncertainties on the stability of the control system is of great significance for the controller design. In order to improve the performance of RLV, this paper proposes the approach of analyzing the influence of the model uncertainties. According to the typical RLV, the coupling dynamic and kinematics models are built. Then different factors that cause uncertainties during building the model are analyzed and summed up. After that, the model uncertainties are expressed according to the additive uncertainty model. Choosing the uncertainties matrix's maximum singular values as the boundary model, and selecting the uncertainties matrix's norm to show t how much the uncertainty factors influence is on the stability of the control system . The simulation results illustrate that the inertial factors have the largest influence on the stability of the system, and it is necessary and important to take the model uncertainties into consideration before the designing the controller of this kind of aircraft( like RLV, etc).
Addressing uncertainties in the ERICA Integrated Approach
International Nuclear Information System (INIS)
Oughton, D.H.; Agueero, A.; Avila, R.; Brown, J.E.; Copplestone, D.; Gilek, M.
2008-01-01
Like any complex environmental problem, ecological risk assessment of the impacts of ionising radiation is confounded by uncertainty. At all stages, from problem formulation through to risk characterisation, the assessment is dependent on models, scenarios, assumptions and extrapolations. These include technical uncertainties related to the data used, conceptual uncertainties associated with models and scenarios, as well as social uncertainties such as economic impacts, the interpretation of legislation, and the acceptability of the assessment results to stakeholders. The ERICA Integrated Approach has been developed to allow an assessment of the risks of ionising radiation, and includes a number of methods that are intended to make the uncertainties and assumptions inherent in the assessment more transparent to users and stakeholders. Throughout its development, ERICA has recommended that assessors deal openly with the deeper dimensions of uncertainty and acknowledge that uncertainty is intrinsic to complex systems. Since the tool is based on a tiered approach, the approaches to dealing with uncertainty vary between the tiers, ranging from a simple, but highly conservative screening to a full probabilistic risk assessment including sensitivity analysis. This paper gives on overview of types of uncertainty that are manifest in ecological risk assessment and the ERICA Integrated Approach to dealing with some of these uncertainties
Efficient Characterization of Parametric Uncertainty of Complex (Biochemical Networks.
Directory of Open Access Journals (Sweden)
Claudia Schillings
2015-08-01
Full Text Available Parametric uncertainty is a particularly challenging and relevant aspect of systems analysis in domains such as systems biology where, both for inference and for assessing prediction uncertainties, it is essential to characterize the system behavior globally in the parameter space. However, current methods based on local approximations or on Monte-Carlo sampling cope only insufficiently with high-dimensional parameter spaces associated with complex network models. Here, we propose an alternative deterministic methodology that relies on sparse polynomial approximations. We propose a deterministic computational interpolation scheme which identifies most significant expansion coefficients adaptively. We present its performance in kinetic model equations from computational systems biology with several hundred parameters and state variables, leading to numerical approximations of the parametric solution on the entire parameter space. The scheme is based on adaptive Smolyak interpolation of the parametric solution at judiciously and adaptively chosen points in parameter space. As Monte-Carlo sampling, it is "non-intrusive" and well-suited for massively parallel implementation, but affords higher convergence rates. This opens up new avenues for large-scale dynamic network analysis by enabling scaling for many applications, including parameter estimation, uncertainty quantification, and systems design.
Stochastic reduced order models for inverse problems under uncertainty.
Warner, James E; Aquino, Wilkins; Grigoriu, Mircea D
2015-03-01
This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well.
Orbit uncertainty propagation and sensitivity analysis with separated representations
Balducci, Marc; Jones, Brandon; Doostan, Alireza
2017-09-01
Most approximations for stochastic differential equations with high-dimensional, non-Gaussian inputs suffer from a rapid (e.g., exponential) increase of computational cost, an issue known as the curse of dimensionality. In astrodynamics, this results in reduced accuracy when propagating an orbit-state probability density function. This paper considers the application of separated representations for orbit uncertainty propagation, where future states are expanded into a sum of products of univariate functions of initial states and other uncertain parameters. An accurate generation of separated representation requires a number of state samples that is linear in the dimension of input uncertainties. The computation cost of a separated representation scales linearly with respect to the sample count, thereby improving tractability when compared to methods that suffer from the curse of dimensionality. In addition to detailed discussions on their construction and use in sensitivity analysis, this paper presents results for three test cases of an Earth orbiting satellite. The first two cases demonstrate that approximation via separated representations produces a tractable solution for propagating the Cartesian orbit-state uncertainty with up to 20 uncertain inputs. The third case, which instead uses Equinoctial elements, reexamines a scenario presented in the literature and employs the proposed method for sensitivity analysis to more thoroughly characterize the relative effects of uncertain inputs on the propagated state.
Uncertainty propagation for statistical impact prediction of space debris
Hoogendoorn, R.; Mooij, E.; Geul, J.
2018-01-01
Predictions of the impact time and location of space debris in a decaying trajectory are highly influenced by uncertainties. The traditional Monte Carlo (MC) method can be used to perform accurate statistical impact predictions, but requires a large computational effort. A method is investigated that directly propagates a Probability Density Function (PDF) in time, which has the potential to obtain more accurate results with less computational effort. The decaying trajectory of Delta-K rocket stages was used to test the methods using a six degrees-of-freedom state model. The PDF of the state of the body was propagated in time to obtain impact-time distributions. This Direct PDF Propagation (DPP) method results in a multi-dimensional scattered dataset of the PDF of the state, which is highly challenging to process. No accurate results could be obtained, because of the structure of the DPP data and the high dimensionality. Therefore, the DPP method is less suitable for practical uncontrolled entry problems and the traditional MC method remains superior. Additionally, the MC method was used with two improved uncertainty models to obtain impact-time distributions, which were validated using observations of true impacts. For one of the two uncertainty models, statistically more valid impact-time distributions were obtained than in previous research.
UNCERTAINTY HANDLING IN DISASTER MANAGEMENT USING HIERARCHICAL ROUGH SET GRANULATION
Directory of Open Access Journals (Sweden)
H. Sheikhian
2015-08-01
Full Text Available Uncertainty is one of the main concerns in geospatial data analysis. It affects different parts of decision making based on such data. In this paper, a new methodology to handle uncertainty for multi-criteria decision making problems is proposed. It integrates hierarchical rough granulation and rule extraction to build an accurate classifier. Rough granulation provides information granules with a detailed quality assessment. The granules are the basis for the rule extraction in granular computing, which applies quality measures on the rules to obtain the best set of classification rules. The proposed methodology is applied to assess seismic physical vulnerability in Tehran. Six effective criteria reflecting building age, height and material, topographic slope and earthquake intensity of the North Tehran fault have been tested. The criteria were discretized and the data set was granulated using a hierarchical rough method, where the best describing granules are determined according to the quality measures. The granules are fed into the granular computing algorithm resulting in classification rules that provide the highest prediction quality. This detailed uncertainty management resulted in 84% accuracy in prediction in a training data set. It was applied next to the whole study area to obtain the seismic vulnerability map of Tehran. A sensitivity analysis proved that earthquake intensity is the most effective criterion in the seismic vulnerability assessment of Tehran.
Social Preferences and Strategic Uncertainty
DEFF Research Database (Denmark)
Cabrales, Antonio; Miniaci, Raffaele; Piovesan, Marco
This paper reports experimental evidence on a stylized labor market. The experiment is designed as a sequence of three phases. In the first two phases, P1 and P2; agents face simple games, which we use to estimate subjects' social and reciprocity concerns, together with their beliefs. In the last...... by the chosen contract. We find that (heterogeneous) social preferences are significant determinants of choices in all phases of the experiment. Since the available contracts display a trade-off between fairness and strategic uncertainty, we observe that the latter is a much stronger determinant of choices......, for both principals and agents. Finally, we also see that social preferences explain, to a large extent, matching between principals and agents, since agents display a marked propensity to work for principals with similar social preferences...
Adressing Replication and Model Uncertainty
DEFF Research Database (Denmark)
Ebersberger, Bernd; Galia, Fabrice; Laursen, Keld
innovation survey data for France, Germany and the UK, we conduct a ‘large-scale’ replication using the Bayesian averaging approach of classical estimators. Our method tests a wide range of determinants of innovation suggested in the prior literature, and establishes a robust set of findings on the variables...... which shape the introduction of new to the firm and new to the world innovations. We provide some implications for innovation research, and explore the potential application of our approach to other domains of research in strategic management.......Many fields of strategic management are subject to an important degree of model uncertainty. This is because the true model, and therefore the selection of appropriate explanatory variables, is essentially unknown. Drawing on the literature on the determinants of innovation, and by analyzing...
Image restoration, uncertainty, and information.
Yu, F T
1969-01-01
Some of the physical interpretations about image restoration are discussed. From the theory of information the unrealizability of an inverse filter can be explained by degradation of information, which is due to distortion on the recorded image. The image restoration is a time and space problem, which can be recognized from the theory of relativity (the problem of image restoration is related to Heisenberg's uncertainty principle in quantum mechanics). A detailed discussion of the relationship between information and energy is given. Two general results may be stated: (1) the restoration of the image from the distorted signal is possible only if it satisfies the detectability condition. However, the restored image, at the best, can only approach to the maximum allowable time criterion. (2) The restoration of an image by superimposing the distorted signal (due to smearing) is a physically unrealizable method. However, this restoration procedure may be achieved by the expenditure of an infinite amount of energy.
Attitudes, beliefs, uncertainty and risk
International Nuclear Information System (INIS)
Greenhalgh, Geoffrey
2001-01-01
There is now unmistakable evidence of a widening split within the Western industrial nations arising from conflicting views of society; for and against change. The argument is over the benefits of 'progress' and growth. On one side are those who seek more jobs, more production and consumption, higher standards of living, an ever-increasing GNP with an increasing globalisation of production and welcome the advances of science and technology confident that any temporary problems that arise can be solved by further technological development - possible energy shortages as a growing population increases energy usage can be met by nuclear power development; food shortages by the increased yields of GM crops. In opposition are those who put the quality of life before GNP, advocate a more frugal life-style, reducing needs and energy consumption, and, pointing to the harm caused by increasing pollution, press for cleaner air and water standards. They seek to reduce the pressure of an ever-increasing population and above all to preserve the natural environment. This view is associated with a growing uncertainty as the established order is challenged with the rise in status of 'alternative' science and medicine. This paper argues that these conflicting views reflect instinctive attitudes. These in turn draw support from beliefs selected from those which uncertainty offers. Where there is scope for argument over the truth or validity of a 'fact', the choice of which of the disputed views to believe will be determined by a value judgement. This applies to all controversial social and political issues. Nuclear waste disposal and biotechnology are but two particular examples in the technological field; joining the EMU is a current political controversy where value judgements based on attitudes determine beliefs. When, or if, a controversy is finally resolved the judgement arrived at will be justified by the belief that the consequences of the course chosen will be more favourable
Attitudes, beliefs, uncertainty and risk
Energy Technology Data Exchange (ETDEWEB)
Greenhalgh, Geoffrey [Down Park Place, Crawley Down (United Kingdom)
2001-07-01
There is now unmistakable evidence of a widening split within the Western industrial nations arising from conflicting views of society; for and against change. The argument is over the benefits of 'progress' and growth. On one side are those who seek more jobs, more production and consumption, higher standards of living, an ever-increasing GNP with an increasing globalisation of production and welcome the advances of science and technology confident that any temporary problems that arise can be solved by further technological development - possible energy shortages as a growing population increases energy usage can be met by nuclear power development; food shortages by the increased yields of GM crops. In opposition are those who put the quality of life before GNP, advocate a more frugal life-style, reducing needs and energy consumption, and, pointing to the harm caused by increasing pollution, press for cleaner air and water standards. They seek to reduce the pressure of an ever-increasing population and above all to preserve the natural environment. This view is associated with a growing uncertainty as the established order is challenged with the rise in status of 'alternative' science and medicine. This paper argues that these conflicting views reflect instinctive attitudes. These in turn draw support from beliefs selected from those which uncertainty offers. Where there is scope for argument over the truth or validity of a 'fact', the choice of which of the disputed views to believe will be determined by a value judgement. This applies to all controversial social and political issues. Nuclear waste disposal and biotechnology are but two particular examples in the technological field; joining the EMU is a current political controversy where value judgements based on attitudes determine beliefs. When, or if, a controversy is finally resolved the judgement arrived at will be justified by the belief that the consequences of the course
International Nuclear Information System (INIS)
Pourgol-Mohamad, Mohammad; Modarres, Mohammad; Mosleh, Ali
2013-01-01
This paper discusses an approach called Integrated Methodology for Thermal-Hydraulics Uncertainty Analysis (IMTHUA) to characterize and integrate a wide range of uncertainties associated with the best estimate models and complex system codes used for nuclear power plant safety analyses. Examples of applications include complex thermal hydraulic and fire analysis codes. In identifying and assessing uncertainties, the proposed methodology treats the complex code as a 'white box', thus explicitly treating internal sub-model uncertainties in addition to the uncertainties related to the inputs to the code. The methodology accounts for uncertainties related to experimental data used to develop such sub-models, and efficiently propagates all uncertainties during best estimate calculations. Uncertainties are formally analyzed and probabilistically treated using a Bayesian inference framework. This comprehensive approach presents the results in a form usable in most other safety analyses such as the probabilistic safety assessment. The code output results are further updated through additional Bayesian inference using any available experimental data, for example from thermal hydraulic integral test facilities. The approach includes provisions to account for uncertainties associated with user-specified options, for example for choices among alternative sub-models, or among several different correlations. Complex time-dependent best-estimate calculations are computationally intense. The paper presents approaches to minimize computational intensity during the uncertainty propagation. Finally, the paper will report effectiveness and practicality of the methodology with two applications to a complex thermal-hydraulics system code as well as a complex fire simulation code. In case of multiple alternative models, several techniques, including dynamic model switching, user-controlled model selection, and model mixing, are discussed. (authors)
Arnold, Dan; Demyanov, Vasily; Christie, Mike; Bakay, Alexander; Gopa, Konstantin
2016-10-01
Assessing the change in uncertainty in reservoir production forecasts over field lifetime is rarely undertaken because of the complexity of joining together the individual workflows. This becomes particularly important in complex fields such as naturally fractured reservoirs. The impact of this problem has been identified in previous and many solutions have been proposed but never implemented on complex reservoir problems due to the computational cost of quantifying uncertainty and optimising the reservoir development, specifically knowing how many and what kind of simulations to run. This paper demonstrates a workflow that propagates uncertainty throughout field lifetime, and into the decision making process by a combination of a metric-based approach, multi-objective optimisation and Bayesian estimation of uncertainty. The workflow propagates uncertainty estimates from appraisal into initial development optimisation, then updates uncertainty through history matching and finally propagates it into late-life optimisation. The combination of techniques applied, namely the metric approach and multi-objective optimisation, help evaluate development options under uncertainty. This was achieved with a significantly reduced number of flow simulations, such that the combined workflow is computationally feasible to run for a real-field problem. This workflow is applied to two synthetic naturally fractured reservoir (NFR) case studies in appraisal, field development, history matching and mid-life EOR stages. The first is a simple sector model, while the second is a more complex full field example based on a real life analogue. This study infers geological uncertainty from an ensemble of models that are based on the carbonate Brazilian outcrop which are propagated through the field lifetime, before and after the start of production, with the inclusion of production data significantly collapsing the spread of P10-P90 in reservoir forecasts. The workflow links uncertainty
DEFF Research Database (Denmark)
Lazarov, Boyan Stefanov; Schevenels, Mattias; Sigmund, Ole
2012-01-01
The aim of this paper is to introduce the stochastic collocation methods in topology optimization for mechanical systems with material and geometric uncertainties. The random variations are modeled by a memory-less transformation of spatially varying Gaussian random fields which ensures...... their physical admissibility. The stochastic collocation method combined with the proposed material and geometry uncertainty models provides robust designs by utilizing already developed deterministic solvers. The computational cost is discussed in details and solutions to decrease it, like sparse grids...
Managing structural uncertainty in health economic decision models: a discrepancy approach
Strong, M.; Oakley, J.; Chilcott, J.
2012-01-01
Healthcare resource allocation decisions are commonly informed by computer model predictions of population mean costs and health effects. It is common to quantify the uncertainty in the prediction due to uncertain model inputs, but methods for quantifying uncertainty due to inadequacies in model structure are less well developed. We introduce an example of a model that aims to predict the costs and health effects of a physical activity promoting intervention. Our goal is to develop a framewor...
Decision making under uncertainty: a quasimetric approach.
Directory of Open Access Journals (Sweden)
Steve N'Guyen
Full Text Available We propose a new approach for solving a class of discrete decision making problems under uncertainty with positive cost. This issue concerns multiple and diverse fields such as engineering, economics, artificial intelligence, cognitive science and many others. Basically, an agent has to choose a single or series of actions from a set of options, without knowing for sure their consequences. Schematically, two main approaches have been followed: either the agent learns which option is the correct one to choose in a given situation by trial and error, or the agent already has some knowledge on the possible consequences of his decisions; this knowledge being generally expressed as a conditional probability distribution. In the latter case, several optimal or suboptimal methods have been proposed to exploit this uncertain knowledge in various contexts. In this work, we propose following a different approach, based on the geometric intuition of distance. More precisely, we define a goal independent quasimetric structure on the state space, taking into account both cost function and transition probability. We then compare precision and computation time with classical approaches.
Low cost high performance uncertainty quantification
Bekas, C.
2009-01-01
Uncertainty quantification in risk analysis has become a key application. In this context, computing the diagonal of inverse covariance matrices is of paramount importance. Standard techniques, that employ matrix factorizations, incur a cubic cost which quickly becomes intractable with the current explosion of data sizes. In this work we reduce this complexity to quadratic with the synergy of two algorithms that gracefully complement each other and lead to a radically different approach. First, we turned to stochastic estimation of the diagonal. This allowed us to cast the problem as a linear system with a relatively small number of multiple right hand sides. Second, for this linear system we developed a novel, mixed precision, iterative refinement scheme, which uses iterative solvers instead of matrix factorizations. We demonstrate that the new framework not only achieves the much needed quadratic cost but in addition offers excellent opportunities for scaling at massively parallel environments. We based our implementation on BLAS 3 kernels that ensure very high processor performance. We achieved a peak performance of 730 TFlops on 72 BG/P racks, with a sustained performance 73% of theoretical peak. We stress that the techniques presented in this work are quite general and applicable to several other important applications. Copyright © 2009 ACM.
Uncertainty analysis with statistically correlated failure data
International Nuclear Information System (INIS)
Modarres, M.; Dezfuli, H.; Roush, M.L.
1987-01-01
Likelihood of occurrence of the top event of a fault tree or sequences of an event tree is estimated from the failure probability of components that constitute the events of the fault/event tree. Component failure probabilities are subject to statistical uncertainties. In addition, there are cases where the failure data are statistically correlated. At present most fault tree calculations are based on uncorrelated component failure data. This chapter describes a methodology for assessing the probability intervals for the top event failure probability of fault trees or frequency of occurrence of event tree sequences when event failure data are statistically correlated. To estimate mean and variance of the top event, a second-order system moment method is presented through Taylor series expansion, which provides an alternative to the normally used Monte Carlo method. For cases where component failure probabilities are statistically correlated, the Taylor expansion terms are treated properly. Moment matching technique is used to obtain the probability distribution function of the top event through fitting the Johnson Ssub(B) distribution. The computer program, CORRELATE, was developed to perform the calculations necessary for the implementation of the method developed. (author)
Quantum entropy and uncertainty for two-mode squeezed, coherent and intelligent spin states
Aragone, C.; Mundarain, D.
1993-01-01
We compute the quantum entropy for monomode and two-mode systems set in squeezed states. Thereafter, the quantum entropy is also calculated for angular momentum algebra when the system is either in a coherent or in an intelligent spin state. These values are compared with the corresponding values of the respective uncertainties. In general, quantum entropies and uncertainties have the same minimum and maximum points. However, for coherent and intelligent spin states, it is found that some minima for the quantum entropy turn out to be uncertainty maxima. We feel that the quantum entropy we use provides the right answer, since it is given in an essentially unique way.